The Strategy - Ichimoku Kinko Hyo and more

The purpose of this strategy is to make the signals from my scripts available for verification by backtests. Different signal and filter combinations can be created and specific manual parameter optimization can be carried out.

In detail, this strategy includes:

23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
Catatan Pelepasan: Bug fixed.
Catatan Pelepasan: Added all Ichimoku signals as filter.
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
Catatan Pelepasan: Exit filter bug fixed.
Exit filter parameter added.
Catatan Pelepasan: Tow DMI ADX signlas added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)

Tailing stop added.
Catatan Pelepasan: Segments signal from my "Two Fractals Trendlines" study added.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.

The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
Catatan Pelepasan: Chikou bug fixed.
Minor improvements.
New signals added.
Catatan Pelepasan: SuperTrend exit filter bug fixed.

A note on repainting and trailing stop:
All signals, input filters and output filters do not repaint unless "Recalculate after every tick" is used.
Backtests with a trailing stop are only useful for large values. The reason is that TV backtests only work with bar closed. As a result, the trailing stop exit is always, in the case of a trailing long position: last candle high minus offset. Apart from that, trailing stops generally seem pointless. I did back-tests with Metatrader mt4 on every tick basis in Forex markets and found nothing useful. I hoped it would be different with BTC, which is not the case.
Catatan Pelepasan: Screenshot issue
Catatan Pelepasan: Some signals added to filters.
Fractals 1-2-3 signal added.
TRIX indicator added.
Filter bug fixed.
Catatan Pelepasan: Screenshot issue.
Catatan Pelepasan: Entry signals added:
Higher-low/Lower-high bar sig
Entry on every bar-open sig

Exit limit added

Pyramiding mode added (at the moment it makes sense to use pyramiding only in long or short direction)
A guide to backtesting in pyramid mode:
Choose your favorit timeframe and market e.g. 1h and BYBIT:BTCUSD -> choose long or short entry e.g. long -> enable "Pyramid mode" -> choose your favorite entry signal -> optionally choose an entry filter -> choose an exit filter or take profit, stop loss, limit price, trail price e.g. "Enable take profit" -> set a backtesting periode with a trend e.g. long 01.11.2020 to 21.11.2020 -> increase properties/pyramiding e.g. 200

A general note on pyramiding:
Pre-analyze your favorite market to make sure the probability of a trend is very high. Pyramiding can be used very agressively and can kill your account if you are wrong. Always use sub accounts with money you can afford to lose for trading with pyramiding. Use low leverage and small entry positions. This is just a tool, you act at your own risk.
Catatan Pelepasan: SMA filter bug fixed.
Code cleaned up.
Take average profit added.
Catatan Pelepasan: "Toggle take-average-profit type" added.
Reverse fractal signal improved.
Catatan Pelepasan: Kijun-dist X Tenkan-Kijun-dist signal added (inspired by a follower). Also implemented in the Kijun-dist script.
Catatan Pelepasan: Kijun-dist X Tenkan-Kijun-dist signal replaced by Kijun-dist X Tenkan-dist signal.
Catatan Pelepasan: Revised parts of code and some signals.
Catatan Pelepasan: Screenshot issue.
Catatan Pelepasan: "2nd ENTRY Signal" option added. The two available entry signals are OR-linked. All filters and exits work with both entry signals.
Reverse fractal signal revised.
Catatan Pelepasan: "2nd ENTRY Signal" bug fixed.
Reverse fractal signal improved.
Catatan Pelepasan: Grid signals added. For precise grid gaps, use a large gap size with a small time frame as the strategy works with closed bars . For BTC, e.g. use a grid gap = 300 in a time frame of 1h or lower. Prefere a long or short grid in pyramid mode with average take profit. Pre-analyse whether the market is trending or moving sideways.
Catatan Pelepasan: "Take average-entry profit" works now similar to the forward grid. Take profit is taken in equal steps. This is useful in conjunction with "take average-entry profit - quantity ..." < 100%.
Trix added to CB/CB signal.
Catatan Pelepasan: Removed forward grid. TP and SL are not working correctly with a short-grid. I am looking for an alternative way that works with Tradingview.
Catatan Pelepasan: Screenshot issue.
Catatan Pelepasan: The average-entry TP and SL work properly in a long grid (at least with BTC on Bybit). Short grid still pending...
Catatan Pelepasan: Script reworked.
Tooltips and groups added.
Catatan Pelepasan: Strategy parameters changed/adapted.
Catatan Pelepasan: Changed the average take profit and the average stop loss calculation. Now the profit and the step is calculated on basis of ATR.
It seems I have to rework some signals... maybe later.
Catatan Pelepasan: Stop loss bug fixed.
Catatan Pelepasan: Time frames for entry signals added. Ichimoku signals to filters added.
Catatan Pelepasan: Pin bar signal added.
Average position price line added.
Time frames for entry and exit filters added.
Catatan Pelepasan: Removed "Backtest (...)".
Fixed entry signal bug when using a higher time frame filter.
Script now works with contracts instead of percent of equity.
MACD(fast) slope sig (no pyr) added.
Catatan Pelepasan: All signals now also work with pyramiding.
Catatan Pelepasan: Repainting option added.
Catatan Pelepasan: Script converted to Pine v5.
Catatan Pelepasan: Screenshot issue.
Catatan Pelepasan: Info panel for unrealized profit/loss added.
Some copy/paste bugs fixed since the last conversion. Now everything should work correct again.
New signals and filters added.
IB/IS signal improved .
Comments for strategy.close() added.
Catatan Pelepasan: Exits filters revised.
Catatan Pelepasan: Script revised (signals, fiters, exits, live trading comments)
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