forexpirate

GBPNZD ROC RF count strategy

Code takes six pairs that are highly correlated to GBPNZD and determines if their ROC's are increasing or decreasing. If a pair has an increasing ROC it is given a 1, if decreasing a -1. The numbers are all added up (this is similar to a count for counting cards in blackjack). If the count goes positive the strategy enters a long position, if negative a short position.

Code is tuned for GBPNZD for 1HR chart. Returns $97 on an initial balance of $100 (if I am reading Tradingview Tester correctly)
*** Should work for GBPJPY , its has the same correlated pairs

Comments welcomed
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 Rumah. Anda boleh menyukai skrip ini untuk menggunakannya pada carta.

Ingin menggunakan skrip ini pada carta?
//@version=2
strategy("GBPNZD ROC RF count",default_qty_type = strategy.percent_of_equity, default_qty_value = 100,currency="USD",initial_capital=100)

l=input(title="ROC Length",defval=40)
s = input(title="Smoother", type=integer,defval=26, minval=1)

p0 = "FX_IDC:gbpaud"
p1 = "gbpsgd"
p3 = "FX_IDC:eurgbp"
p6 = "gbpjpy"
p7 = "gbpnzd"
p8 = "gbpusd"
s0= security(p0, period, close)
s1= security(p1, period, close)
s3= security(p3, period, close)
s6= security(p6, period, close)
s7= security(p7, period, close)
s8= security(p8, period, close)
r0 = roc(s0, l)
r1 = roc(s1, l)
r3 = roc(s3, l)
r6 = roc(s6, l)
r7 = roc(s7, l)
r8 = roc(s8, l)
c0=iff( r0 > 0,1,0)
cc0=iff( (r0<  0),-1,0)
c1=iff( r1 > 0,1,0)
cc1=iff( (r1<  0),-1,0)
c3=iff( r3 > 0,-1,0)
cc3=iff( (r3 < 0),1,0)
c6=iff( r6 > 0,1,0)
cc6=iff( (r6<  0),-1,0)
c7=iff( r7 > 0,1,0)
cc7=iff( (r7 < 0),-1,0)
c8=iff( r8 > 0,1,0)
cc8=iff( (r8  <0),-1,0)
count = sma(c3+cc3+c0+cc0+c1+c6+cc1+cc6+c7+cc7+c8+cc8,5)
cs=sma(count,s)

plot(cs,color=yellow)
hline(0,color=aqua,linewidth=1,editable=true)


inpTakeProfit = input(defval = 0, title = "Take Profit", minval = 0)
inpStopLoss = input(defval = 0, title = "Stop Loss", minval = 0)
inpTrailStop = input(defval = 0, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)
useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na
useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na
useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na
useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na

longCondition = crossover(cs,0) 
shortCondition = crossunder(cs,0) 
strategy.entry(id = "Long", long=true, when = longCondition)
strategy.close(id = "Long", when = shortCondition)
strategy.entry(id = "Short", long=false, when = shortCondition)
strategy.close(id = "Short", when = longCondition)
strategy.exit("Exit Long", from_entry = "Long", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
strategy.exit("Exit Short", from_entry = "Short", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)

Komen

does this repaint?
Balas
forexpirate CarlORourke
@CarlORourke, I may. I dropped tradingview strats a long time ago. At the time I could not delete strats I had posted.
Balas
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