CamarillaStrategy -V1 - H4 and L4 breakout - exits added oleh cristian.d

camarilla pivotpoints trailing stops breakout strategy high low support supportandresistance

Exits added using trailing stops.
2.6 Profit Factor and 76% Profitable on SPY , 5M - I think it's a pretty good number for an automated strategy that uses Pivots. I don't think it's possible to add volume and day open price in relation to pivot levels -- that's what I do manually ..

Still trying to add EMA for exits.. it will increase profitability. You can play in pinescript with trailing stops entries..

Skrip sumber terbuka

Dalam semangat TradingView yang sebenar, penulis skrip ini telah menerbitkannya dengan menggunakan sumber terbuka supaya pedagang-pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda dapat menggunakannya secara percuma tetapi penggunaan semula kod ini dalam penerbitan adalah dikawalselia oleh Peraturan Dalaman. Anda boleh menyukainya untuk menggunakannya pada carta.

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.

Ingin menggunakan skrip ini pada carta?

//@version=2
//Created by CristianD
strategy(title="CamarillaStrategyV1", shorttitle="CD_Camarilla_StrategyV1", overlay=true) 
//sd = input(true, title="Show Daily Pivots?")
EMA = ema(close,8)

//Camarilla
pivot = (high + low + close ) / 3.0 
range = high - low
h5 = (high/low) * close 
h4 = close + (high - low) * 1.1 / 2.0
h3 = close + (high - low) * 1.1 / 4.0
h2 = close + (high - low) * 1.1 / 6.0
h1 = close + (high - low) * 1.1 / 12.0
l1 = close - (high - low) * 1.1 / 12.0
l2 = close - (high - low) * 1.1 / 6.0
l3 = close - (high - low) * 1.1 / 4.0
l4 = close - (high - low) * 1.1 / 2.0
h6 = h5 + 1.168 * (h5 - h4) 
l5 = close - (h5 - close)
l6 = close - (h6 - close)

// Daily line breaks
//sopen = security(tickerid, "D", open [1])
//shigh = security(tickerid, "D", high [1])
//slow = security(tickerid, "D", low [1])
//sclose = security(tickerid, "D", close [1])
//
// Color
//dcolor=sopen != sopen[1] ? na : black
//dcolor1=sopen != sopen[1] ? na : red
//dcolor2=sopen != sopen[1] ? na : green

//Daily Pivots 
dtime_pivot = security(tickerid, 'D', pivot[1]) 
dtime_h6 = security(tickerid, 'D', h6[1]) 
dtime_h5 = security(tickerid, 'D', h5[1]) 
dtime_h4 = security(tickerid, 'D', h4[1]) 
dtime_h3 = security(tickerid, 'D', h3[1]) 
dtime_h2 = security(tickerid, 'D', h2[1]) 
dtime_h1 = security(tickerid, 'D', h1[1]) 
dtime_l1 = security(tickerid, 'D', l1[1]) 
dtime_l2 = security(tickerid, 'D', l2[1]) 
dtime_l3 = security(tickerid, 'D', l3[1]) 
dtime_l4 = security(tickerid, 'D', l4[1]) 
dtime_l5 = security(tickerid, 'D', l5[1]) 
dtime_l6 = security(tickerid, 'D', l6[1]) 

//offs_daily = 0
//plot(sd and dtime_pivot ? dtime_pivot : na, title="Daily Pivot",color=dcolor, linewidth=2)
//plot(sd and dtime_h6 ? dtime_h6 : na, title="Daily H6", color=dcolor2, linewidth=2)
//plot(sd and dtime_h5 ? dtime_h5 : na, title="Daily H5",color=dcolor2, linewidth=2)
//plot(sd and dtime_h4 ? dtime_h4 : na, title="Daily H4",color=dcolor2, linewidth=2)
//plot(sd and dtime_h3 ? dtime_h3 : na, title="Daily H3",color=dcolor1, linewidth=3)
//plot(sd and dtime_h2 ? dtime_h2 : na, title="Daily H2",color=dcolor2, linewidth=2)
//plot(sd and dtime_h1 ? dtime_h1 : na, title="Daily H1",color=dcolor2, linewidth=2)
//plot(sd and dtime_l1 ? dtime_l1 : na, title="Daily L1",color=dcolor2, linewidth=2)
//plot(sd and dtime_l2 ? dtime_l2 : na, title="Daily L2",color=dcolor2, linewidth=2)
//plot(sd and dtime_l3 ? dtime_l3 : na, title="Daily L3",color=dcolor1, linewidth=3)
//plot(sd and dtime_l4 ? dtime_l4 : na, title="Daily L4",color=dcolor2, linewidth=2)
//plot(sd and dtime_l5 ? dtime_l5 : na, title="Daily L5",color=dcolor2, linewidth=2)
//plot(sd and dtime_l6 ? dtime_l6 : na, title="Daily L6",color=dcolor2, linewidth=2)

longCondition = close >dtime_h4 and open < dtime_h4 and EMA < close
if (longCondition)
    strategy.entry("Long", strategy.long)
    strategy.exit ("Exit Long","Long",  trail_points = 40,trail_offset = 1, loss =70) 
    //trail_points = 40, trail_offset = 3, loss =70 and


shortCondition = close <dtime_l4 and open >dtime_l4 and EMA > close
if (shortCondition)
    strategy.entry("Short", strategy.short)
    strategy.exit ("Exit Short","Short", trail_points = 10,trail_offset = 1, loss =20)