Yauheni

YK Fuller Strategy

Backtesting of Fuller strategy.
Gỡ bỏ khỏi Script Ưa thích Thêm vào Script Ưa thích
//@version=2
strategy("YK Fuller Strategy", overlay=true)

pTail = input(title="Tail (default 51), %", type=integer, defval=51,  minval=0, maxval=100)
tail = pTail * 0.01
tail1 = 1 - tail

ema1Value = input(title="EMA (default 8)", type=integer, defval=8,  minval=1)
ema2Value = input(title="EMA (default 21)", type=integer, defval=21,  minval=1)

minRlDistance = input(title="Minimum distance from Pin-Bar to the round level", type=float, defval=0,  minval=0)
floatCount = input(title="The count of digits after the decimal point (for example, 3 - for GBPJPY, 5 - for EURUSD )", type=integer, defval=5,  minval=3, maxval=5)

rDelimeter = (floatCount == 3) ? 1000 : (floatCount == 4 ? 10000 : 100000)

intRoundLevel = close * rDelimeter
intRemainder = intRoundLevel % 1000
toRound = (intRemainder >= 500) ? 1000 : 0

roundLevel = (intRoundLevel - intRemainder + toRound) / rDelimeter
rlDistance = abs(close - roundLevel)

showRl = input(title="Show round levels?", type=bool, defval=false)
roundLevelPlot = iff(showRl, roundLevel, na)
plot(roundLevelPlot, title='Round Level', color=lime, style=circles, linewidth=2)

iIb = input(title="Ignore inside bars?", type=bool, defval=false)
insideBar = iIb and ((high <= high[1] and low >= low[1]) or (high <= high[2] and low >= low[2] and high[1] <= high[2] and low[1] >= low[2]) or (high <= high[3] and low >= low[3] and high[2] <= high[3] and low[2] >= low[3] and high[1] <= high[3] and low[1] >= low[3]) or (high <= high[4] and low >= low[4] and high[3] <= high[4] and low[3] >= low[4] and high[2] <= high[4] and low[2] >= low[4] and high[1] <= high[4] and low[1] >= low[4]) or (high <= high[5] and low >= low[5] and high[4] <= high[5] and low[4] >= low[5] and high[3] <= high[5] and low[3] >= low[5] and high[2] <= high[5] and low[2] >= low[5] and high[1] <= high[5] and low[1] >= low[5]) or (high <= high[6] and low >= low[6] and high[5] <= high[6] and low[5] >= low[6] and high[4] <= high[6] and low[4] >= low[6] and high[3] <= high[6] and low[3] >= low[6] and high[2] <= high[6] and low[2] >= low[6] and high[1] <= high[6] and low[1] >= low[6]) or (high <= high[7] and low >= low[7] and high[6] <= high[7] and low[6] >= low[7] and high[5] <= high[7] and low[5] >= low[7] and high[4] <= high[7] and low[4] >= low[7] and high[3] <= high[7] and low[3] >= low[7] and high[2] <= high[7] and low[2] >= low[7] and high[1] <= high[7] and low[1] >= low[7]) or (high <= high[8] and low >= low[8] and high[7] <= high[8] and low[7] >= low[8] and high[6] <= high[8] and low[6] >= low[8] and high[5] <= high[8] and low[5] >= low[8] and high[4] <= high[8] and low[4] >= low[8] and high[3] <= high[8] and low[3] >= low[8] and high[2] <= high[8] and low[2] >= low[8] and high[1] <= high[8] and low[1] >= low[8]) or (high <= high[9] and low >= low[9] and high[8] <= high[9] and low[8] >= low[9] and high[7] <= high[9] and low[7] >= low[9] and high[6] <= high[9] and low[6] >= low[9] and high[5] <= high[9] and low[5] >= low[9] and high[4] <= high[9] and low[4] >= low[9] and high[3] <= high[9] and low[3] >= low[9] and high[2] <= high[9] and low[2] >= low[9] and high[1] <= high[9] and low[1] >= low[9]) or (high <= high[10] and low >= low[10] and high[9] <= high[10] and low[9] >= low[10] and high[8] <= high[10] and low[8] >= low[10] and high[7] <= high[10] and low[7] >= low[10] and high[6] <= high[10] and low[6] >= low[10] and high[5] <= high[10] and low[5] >= low[10] and high[4] <= high[10] and low[4] >= low[10] and high[3] <= high[10] and low[3] >= low[10] and high[2] <= high[10] and low[2] >= low[10] and high[1] <= high[10] and low[1] >= low[10])) ? true : false
            
emaCrossing = input(title="ЕМА crossing?", type=bool, defval=true)

ema1 = ema(close, ema1Value)
ema2 = ema(close, ema2Value)

height = high - low
bodyHeight = abs(open - close)

fakeHighUp = high - close
fakeLowUp = open - low

pinHeightUp = height - min(fakeHighUp, fakeLowUp)

getPinBarUp(ema1, ema2) => open < close and 
           ((rlDistance > minRlDistance and 
           fakeHighUp * 2 < fakeLowUp and 
           bodyHeight > fakeHighUp and 
           ema1 >= low and 
           close > ema1 and 
           open > ema1 and 
           close > ema2 and 
           open > ema2 and 
           ((emaCrossing and ema1 > ema2) or emaCrossing == false) and 
           open > (close - pinHeightUp * tail1) and 
           close > (high - pinHeightUp * tail1)) 
           or 
           (rlDistance > minRlDistance and 
           fakeHighUp > fakeLowUp * 2 and 
           bodyHeight > fakeLowUp and 
           high >= ema1 and 
           close < ema1 and 
           close < ema2 and 
           ((emaCrossing and ema1 < ema2) or emaCrossing == false) and 
           open < (high - pinHeightUp * tail) and 
           close < (high - pinHeightUp * tail))) 
           ? true : false
           
pinBarUp = getPinBarUp(ema1, ema2)
          
fakeHighDn = high - open
fakeLowDn = close - low

pinHeightDn = height - min(fakeHighDn, fakeLowDn)

getPinBarDn(ema1, ema2) => open > close and 
           ((rlDistance > minRlDistance and 
           fakeHighDn > fakeLowDn * 2 and 
           bodyHeight > fakeLowDn and 
           high >= ema1 and 
           close < ema1 and 
           open < ema1 and 
           close < ema2 and 
           open < ema2 and 
           ((emaCrossing and ema1 < ema2) or emaCrossing == false) and 
           open < (high - pinHeightDn * tail) and 
           close < (high - pinHeightDn * tail))
           or 
           (rlDistance > minRlDistance and 
           fakeHighDn * 2 < fakeLowDn and 
           bodyHeight > fakeHighDn and 
           ema1 >= low and 
           ema1 < close and 
           ema2 < close and 
           ((emaCrossing and ema1 > ema2) or emaCrossing == false) and 
           open > (open - pinHeightDn * tail1) and 
           close > (open - pinHeightDn * tail1)))
           ? true : false

pinBarDn = getPinBarDn(ema1, ema2)

highlightBars = input(title="Highlight bars", type=bool, defval=true)

barcolor((pinBarUp and highlightBars and insideBar == false) ? lime : na, title="Bullish bar")
barcolor((pinBarDn and highlightBars and insideBar == false) ? red : na, title="Bearish bar")

longCondition = ((pinBarUp and fakeHighUp < fakeLowUp) or (pinBarDn and fakeHighDn < fakeLowDn)) and insideBar == false

lossProfit = input(title="Loss / Profit = 1 / X", type=float, defval=1,  minval=0, maxval=10000)

if longCondition and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
    lossValue = (close - low) * rDelimeter
    profitValue = lossValue * lossProfit
    strategy.exit("Close", "Long", loss=lossValue, profit=profitValue)

shortCondition = ((pinBarDn and fakeHighDn > fakeLowDn) or (pinBarUp and fakeHighUp > fakeLowUp)) and insideBar == false

if shortCondition and strategy.position_size == 0
    strategy.entry("Short", strategy.short)
    lossValue = (high - close) * rDelimeter
    profitValue = lossValue * lossProfit
    strategy.exit("Close", "Short", loss=lossValue, profit=profitValue)
    
Trang chủ Bộ lọc cổ phiếu Bộ lọc Forex Bộ lọc Tiền điện tử Lịch kinh tế Shows Cách thức hoạt động Tính năng Biểu đồ Giá Quy tắc Áp dụng Người điều hành Giải pháp cho Website & Nhà môi giới Widget Giải pháp biểu đồ Thư viện Biểu đồ Lightweight Trung tâm Trợ giúp Giới thiệu bạn Yêu cầu tính năng Blog & Tin tức Câu hỏi thường gặp Wiki Twitter
Hồ sơ Tùy chỉnh Hồ sơ Tài khoản và Thanh toán Giới thiệu bạn Ticket Hỗ trợ của tôi Trung tâm Trợ giúp Các ý tưởng đã đăng Người theo dõi Đang theo dõi Tin nhắn riêng Trò chuyện Đăng xuất