5m UStech 100 strategy

• 06/11/2023 at 8:37 PM #215978
  richmoore123

  This is a long only strategy for the 5m US tech 100 . Works well with c.2.5 profit factor.

  I am not a coder so would appreciate if someone could put this in ProRealTime code for me .

  //Disbale Signal Repainting disableRepainting = input.bool(defval = true, title = "Disable Signal Repainting", group = "Repainting Settings") ////Session Settings Inputs useSession = input.bool(defval = true, title = "Use Session", group = "Session Settings") closeEverything = input.bool(defval = true, title = "Close all orders/positions if session ends", group = "Session Settings") customTimeZone = input.string(defval = "America/New_York", title = "Custom Time Zone", group = "Session Settings", inline = "a1") useCustomTimeZone = input.bool(defval = true, title = "On/Off", group = "Session Settings", inline = "a1") timeSession = input.session(defval = "0940-1605", title = "Session Time", group = "Session Settings", tooltip = "Use the checkboxes to select " + "on which days of the week this session is active. The session " + "has to be active on at least one day.") monSession = input.bool(true, title="Mon ", group = "Session Settings", inline="d1") tueSession = input.bool(true, title="Tue ", group = "Session Settings", inline="d1") wedSession = input.bool(true, title="Wed ", group = "Session Settings", inline="d1") thuSession = input.bool(true, title="Thu ", group = "Session Settings", inline="d1") friSession = input.bool(true, title="Fri   ", group = "Session Settings", inline="d2") satSession = input.bool(false, title="Sat  ", group = "Session Settings", inline="d2") sunSession = input.bool(false, title="Sun ", group = "Session Settings", inline="d2") // Custom Time Zone Logic timeZone = useCustomTimeZone ? customTimeZone : syminfo.timezone // Make a days of week string based on the value of the checkboxes sessionDays = "" if sunSession sessionDays += "1" if monSession sessionDays += "2" if tueSession sessionDays += "3" if wedSession sessionDays += "4" if thuSession sessionDays += "5" if friSession sessionDays += "6" if satSession sessionDays += "7" // Make the session string by joining the time with the days tradingSession = timeSession + ":" + sessionDays //Session Logic t = time(timeframe.period, tradingSession, timeZone) inSession = not na(t) and useSession outSession = na(t) and useSession bgcolor(inSession ? color.new(color.green, transp = 95) : na) ////VWAP indicator //VWAP Inputs vwapSource = input.source(defval = close, title = "VWAP Source", group = "VWAP Settings") //Calculate Indicator vwap = ta.vwap(vwapSource) ////EMA Indicator //EMA Inputs emaLength = input.int(defval = 555, title = "EMA Lenght", group = "EMA Settings") emaSource = input.source(defval = close, title = "EMA Source", group = "EMA Settings") //Calculate Indicator ema = ta.ema(emaSource, emaLength) ////BB Indicator //BB Inputs bbSource = input.source(defval = close, title = "BBands Source", group = "Bollinger Bands Settings") bbLength1 = input.int(defval = 20, title = "BBands Lenght 1", minval = 1, group = "BBands 1") devUp1 = input.float(defval = 2, title = "BBands DevUp 1", minval = 1, step = 0.1, group = "BBands 1") devDn1 = input.float(defval = 2, title = "BBands DevDown 1", minval = 1, step = 0.1, group = "BBands 1") bbLength2 = input.int(defval = 10, title = "BBands Lenght 2", minval = 1, group = "BBands 2") devUp2 = input.float(defval = 1.2, title = "BBands DevUp 2", minval = 1, step = 0.1, group = "BBands 2") devDn2 = input.float(defval = 1.2, title = "BBands DevDown 2", minval = 1, step = 0.1, group = "BBands 2") /////////Additional MA // TEMA tema(src, length) => v2 = ta.ema(src, length) v = 3 * (v2 - ta.ema(v2, length)) + ta.ema(ta.ema(v2, length), length) // Triple Exponential v // KAMA kama(src, length) => k = 0.0 volatility = math.sum(math.abs(src-src[1]), length) change = math.abs(src-src[length-1]) er = volatility != 0 ? change/volatility : 0 sc = math.pow((er*(0.666666-0.064516))+0.064516, 2) k := nz(k[1])+(sc*(hl2-nz(k[1]))) k // TRIMA trima(src, length) => trima = ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1) trima //DEMA dema(src, length) => e1 = ta.ema(src, length) e2 = ta.ema(e1, length) dema = 2 * e1 - e2 dema //MA Switcher maType = input.string(defval = "SMA", title = "BBands MA Type", options = ["EMA", "SMA", "VWMA", "WMA", "TRIMA", "HMA", "KAMA", "TEMA", "DEMA"], group = "Bollinger Bands Settings") getMA(src, length) => ma = float(na) if maType == "EMA" ma := ta.ema(src, length) if maType == "SMA" ma := ta.sma(src, length) if maType == "VWMA" ma := ta.vwma(src, length) if maType == "WMA" ma := ta.wma(src, length) if maType == "TRIMA" ma := trima(src, length) if maType == "HMA" ma := ta.hma(src, length) if maType == "KAMA" ma := kama(src, length) if maType == "T3" ma := tema(src, length) if maType == "DEMA" ma := dema(src, length) ma //Calculate BB Indicator middleLine1 = getMA(bbSource, bbLength1) upperBand1 = (middleLine1 + (devUp1 * (ta.stdev(bbSource, bbLength1)))) lowerBand1 = (middleLine1 - (devDn1 * (ta.stdev(bbSource, bbLength1)))) middleLine2 = getMA(bbSource, bbLength2) upperBand2 = (middleLine2 + (devUp2 * (ta.stdev(bbSource, bbLength2)))) lowerBand2 = (middleLine2 - (devDn2 * (ta.stdev(bbSource, bbLength2)))) upperBandDifference = upperBand1 - upperBand2 maxDifference = 100 ratio = 100 - (100 * (upperBandDifference / maxDifference)) ////Condition Logic VWAP_condition = vwapSource > vwap EMA_condition = emaSource > ema above95 = ratio > 89 closeAboveBothUpperBands = bbSource > upperBand1 and bbSource > upperBand2 entryCondition = above95 and VWAP_condition and EMA_condition and closeAboveBothUpperBands exitConditionRegular = (upperBand2 - bbSource) / bbSource > 0.006 //Define position direction isLong = strategy.position_size > 0 isShort = strategy.position_size < 0 noPosition = strategy.position_size == 0 //Strategy Entries if entryCondition and (inSession or not useSession) and noPosition and (barstate.isconfirmed or not disableRepainting) strategy.entry("Long", strategy.long) if exitConditionRegular and (inSession or not useSession) and isLong and (barstate.isconfirmed or not disableRepainting) strategy.close("Long") if outSession and closeEverything strategy.cancel_all() strategy.close_all()

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  //Disbale Signal Repainting disableRepainting = input.bool(defval = true, title = "Disable Signal Repainting", group = "Repainting Settings")     ////Session Settings Inputs useSession = input.bool(defval = true, title = "Use Session", group = "Session Settings") closeEverything = input.bool(defval = true, title = "Close all orders/positions if session ends", group = "Session Settings") customTimeZone = input.string(defval = "America/New_York", title = "Custom Time Zone", group = "Session Settings", inline = "a1") useCustomTimeZone = input.bool(defval = true, title = "On/Off", group = "Session Settings", inline = "a1") timeSession = input.session(defval = "0940-1605", title = "Session Time",  group = "Session Settings", tooltip = "Use the checkboxes to select " +      "on which days of the week this session is active. The session " +      "has to be active on at least one day.") monSession = input.bool(true, title="Mon ", group = "Session Settings", inline="d1") tueSession = input.bool(true, title="Tue ", group = "Session Settings", inline="d1") wedSession = input.bool(true, title="Wed ", group = "Session Settings", inline="d1") thuSession = input.bool(true, title="Thu ", group = "Session Settings", inline="d1") friSession = input.bool(true, title="Fri   ", group = "Session Settings", inline="d2") satSession = input.bool(false, title="Sat  ", group = "Session Settings", inline="d2") sunSession = input.bool(false, title="Sun ", group = "Session Settings", inline="d2")     // Custom Time Zone Logic timeZone = useCustomTimeZone ? customTimeZone : syminfo.timezone     // Make a days of week string based on the value of the checkboxes sessionDays = ""   if sunSession     sessionDays += "1" if monSession     sessionDays += "2" if tueSession     sessionDays += "3" if wedSession     sessionDays += "4" if thuSession     sessionDays += "5" if friSession     sessionDays += "6" if satSession     sessionDays += "7"   // Make the session string by joining the time with the days tradingSession = timeSession + ":" + sessionDays   //Session Logic t = time(timeframe.period, tradingSession, timeZone) inSession = not na(t) and useSession outSession = na(t) and useSession bgcolor(inSession ? color.new(color.green, transp = 95) : na)       ////VWAP indicator   //VWAP Inputs vwapSource = input.source(defval = close, title = "VWAP Source", group = "VWAP Settings")   //Calculate Indicator vwap = ta.vwap(vwapSource)       ////EMA Indicator   //EMA Inputs emaLength = input.int(defval = 555, title = "EMA Lenght", group = "EMA Settings") emaSource = input.source(defval = close, title = "EMA Source", group = "EMA Settings")   //Calculate Indicator ema = ta.ema(emaSource, emaLength)     ////BB Indicator   //BB Inputs bbSource = input.source(defval = close, title = "BBands Source", group = "Bollinger Bands Settings")   bbLength1 = input.int(defval = 20, title = "BBands Lenght 1", minval = 1, group = "BBands 1") devUp1 =  input.float(defval = 2, title = "BBands DevUp 1", minval = 1, step = 0.1, group = "BBands 1") devDn1 = input.float(defval = 2, title = "BBands DevDown 1", minval = 1, step = 0.1, group = "BBands 1")   bbLength2 = input.int(defval = 10, title = "BBands Lenght 2", minval = 1, group = "BBands 2") devUp2 =  input.float(defval = 1.2, title = "BBands DevUp 2", minval = 1, step = 0.1, group = "BBands 2") devDn2 = input.float(defval = 1.2, title = "BBands DevDown 2", minval = 1, step = 0.1, group = "BBands 2")     /////////Additional MA   // TEMA tema(src, length) =>     v2 = ta.ema(src, length)     v = 3 * (v2 - ta.ema(v2, length)) + ta.ema(ta.ema(v2, length), length)  // Triple Exponential     v     // KAMA kama(src, length) =>     k = 0.0     volatility = math.sum(math.abs(src-src[1]), length)     change = math.abs(src-src[length-1])     er = volatility != 0 ? change/volatility : 0     sc = math.pow((er*(0.666666-0.064516))+0.064516, 2)     k := nz(k[1])+(sc*(hl2-nz(k[1])))     k     // TRIMA trima(src, length) =>     trima = ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1)     trima     //DEMA dema(src, length) =>     e1 = ta.ema(src, length)     e2 = ta.ema(e1, length)     dema = 2 * e1 - e2     dema     //MA Switcher maType =  input.string(defval = "SMA", title = "BBands MA Type", options = ["EMA", "SMA", "VWMA", "WMA", "TRIMA", "HMA", "KAMA", "TEMA", "DEMA"], group = "Bollinger Bands Settings")   getMA(src, length) =>     ma = float(na)       if maType == "EMA"         ma := ta.ema(src, length)       if maType == "SMA"         ma := ta.sma(src, length)       if maType == "VWMA"         ma := ta.vwma(src, length)       if maType == "WMA"         ma := ta.wma(src, length)          if maType == "TRIMA"         ma := trima(src, length)          if maType == "HMA"         ma := ta.hma(src, length)          if maType == "KAMA"         ma := kama(src, length)       if maType == "T3"         ma := tema(src, length)       if maType == "DEMA"         ma := dema(src, length)          ma     //Calculate BB Indicator   middleLine1 = getMA(bbSource, bbLength1) upperBand1 = (middleLine1 + (devUp1 * (ta.stdev(bbSource, bbLength1)))) lowerBand1 = (middleLine1 - (devDn1 * (ta.stdev(bbSource, bbLength1))))     middleLine2 = getMA(bbSource, bbLength2) upperBand2 = (middleLine2 + (devUp2 * (ta.stdev(bbSource, bbLength2)))) lowerBand2 = (middleLine2 - (devDn2 * (ta.stdev(bbSource, bbLength2))))     upperBandDifference = upperBand1 - upperBand2 maxDifference = 100 ratio = 100 - (100 * (upperBandDifference / maxDifference))       ////Condition Logic VWAP_condition = vwapSource > vwap EMA_condition = emaSource > ema above95 = ratio > 89 closeAboveBothUpperBands = bbSource > upperBand1 and bbSource > upperBand2     entryCondition = above95 and VWAP_condition and EMA_condition and closeAboveBothUpperBands exitConditionRegular = (upperBand2 - bbSource) / bbSource > 0.006     //Define position direction isLong = strategy.position_size > 0 isShort = strategy.position_size < 0 noPosition = strategy.position_size == 0       //Strategy Entries if entryCondition and (inSession or not useSession) and noPosition and (barstate.isconfirmed or not disableRepainting)     strategy.entry("Long", strategy.long) if exitConditionRegular and (inSession or not useSession) and isLong and (barstate.isconfirmed or not disableRepainting)     strategy.close("Long")     if outSession and closeEverything     strategy.cancel_all()     strategy.close_all()

  

  richmoore123

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  07/12/2023 at 1:58 PM #217574
  ProRealAlgos

  This will not get you the whole way there, but I used ChatGPT with the prompt instructions from this ProRealCode thread here to convert it to ProRealTime code.
  https://www.prorealcode.com/topic/create-strategies-codes-with-chatgpt-for-prorealtime/

  You will with 100% certainty have to make some additional adjustments to make it work. However, I hope it got you a couple of steps forward.

  //Disbale Signal Repainting disableRepainting = true ////Session Settings Inputs useSession = true closeEverything = true customTimeZone = "America/New_York" useCustomTimeZone = true timeSession = "0940-1605" monSession = true tueSession = true wedSession = true thuSession = true friSession = true satSession = false sunSession = false // Custom Time Zone Logic timeZone = useCustomTimeZone ? customTimeZone : syminfo.timezone // Make a days of week string based on the value of the checkboxes sessionDays = "" if sunSession then sessionDays = sessionDays + "1" endif if monSession then sessionDays = sessionDays + "2" endif if tueSession then sessionDays = sessionDays + "3" endif if wedSession then sessionDays = sessionDays + "4" endif if thuSession then sessionDays = sessionDays + "5" endif if friSession then sessionDays = sessionDays + "6" endif if satSession then sessionDays = sessionDays + "7" endif // Make the session string by joining the time with the days tradingSession = timeSession + ":" + sessionDays //Session Logic t = timeframes(1, tradingSession, timeZone) inSession = not na(t) and useSession outSession = na(t) and useSession bgcolor(inSession, color.new(color.green, 95)) ////VWAP indicator vwapSource = close //Calculate Indicator vwap = VWAP[vwapSource] ////EMA Indicator emaLength = 555 emaSource = close //Calculate Indicator ema = EMA[emaSource, emaLength] ////BB Indicator bbSource = close bbLength1 = 20 devUp1 = 2 devDn1 = 2 bbLength2 = 10 devUp2 = 1.2 devDn2 = 1.2 /////////Additional MA // TEMA tema(src, length) = v2 = EMA[src, length] v = 3 * (v2 - EMA[v2, length]) + EMA[EMA[v2, length], length] // Triple Exponential v // KAMA kama(src, length) = k = 0.0 volatility = sum(abs(src-src[1]), length) change = abs(src-src[length-1]) er = volatility <> 0 ? change/volatility : 0 sc = pow((er*(0.666666-0.064516))+0.064516, 2) k = nz(k[1])+(sc*(hl2-nz(k[1]))) k // TRIMA trima(src, length) = trima = SMA[SMA[src, ceil(length / 2)], floor(length / 2) + 1] trima //DEMA dema(src, length) = e1 = EMA[src, length] e2 = EMA[e1, length] dema = 2 * e1 - e2 dema //MA Switcher maType = "SMA" getMA(src, length) = ma = 0.0 if maType = "EMA" then ma = EMA[src, length] if maType = "SMA" then ma = SMA[src, length] if maType = "VWMA" then ma = VWMA[src, length] if maType = "WMA" then ma = WMA[src, length] if maType = "TRIMA" then ma = trima(src, length) if maType = "HMA" then ma = HMA[src, length] if maType = "KAMA" then ma = kama(src, length) if maType = "T3" then ma = tema(src, length) if maType = "DEMA" then ma = dema(src, length) ma //Calculate BB Indicator middleLine1 = getMA(bbSource, bbLength1) upperBand1 = middleLine1 + (devUp1 * (STDEV[bbSource, bbLength1])) lowerBand1 = middleLine1 - (devDn1 * (STDEV[bbSource, bbLength1])) middleLine2 = getMA(bbSource, bbLength2) upperBand2 = middleLine2 + (devUp2 * (STDEV[bbSource, bbLength2])) lowerBand2 = middleLine2 - (devDn2 * (STDEV[bbSource, bbLength2])) upperBandDifference = upperBand1 - upperBand2 maxDifference = 100 ratio = 100 - (100 * (upperBandDifference / maxDifference)) ////Condition Logic VWAP_condition = vwapSource > vwap EMA_condition = emaSource > ema above95 = ratio > 89 closeAboveBothUpperBands = bbSource > upperBand1 and bbSource > upperBand2 entryCondition = above95 and VWAP_condition and EMA_condition and closeAboveBothUpperBands exitConditionRegular = (upperBand2 - bbSource) / bbSource > 0.006 //Define position direction isLong = positionsize > 0 isShort = positionsize < 0 noPosition = positionsize = 0 //Strategy Entries if entryCondition and (inSession or not useSession) and noPosition and (barnumber[1] > 0 or not disableRepainting) then buy at market endif if exitConditionRegular and (inSession or not useSession) and isLong and (barnumber[1] > 0 or not disableRepainting) then sell at market endif if outSession and closeEverything then set stop ploss 0 sell at market endif

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  //Disbale Signal Repainting disableRepainting = true ////Session Settings Inputs useSession = true closeEverything = true customTimeZone = "America/New_York" useCustomTimeZone = true timeSession = "0940-1605" monSession = true tueSession = true wedSession = true thuSession = true friSession = true satSession = false sunSession = false // Custom Time Zone Logic timeZone = useCustomTimeZone ? customTimeZone : syminfo.timezone // Make a days of week string based on the value of the checkboxes sessionDays = "" if sunSession then     sessionDays = sessionDays + "1" endif if monSession then     sessionDays = sessionDays + "2" endif if tueSession then     sessionDays = sessionDays + "3" endif if wedSession then     sessionDays = sessionDays + "4" endif if thuSession then     sessionDays = sessionDays + "5" endif if friSession then     sessionDays = sessionDays + "6" endif if satSession then     sessionDays = sessionDays + "7" endif // Make the session string by joining the time with the days tradingSession = timeSession + ":" + sessionDays //Session Logic t = timeframes(1, tradingSession, timeZone) inSession = not na(t) and useSession outSession = na(t) and useSession bgcolor(inSession, color.new(color.green, 95)) ////VWAP indicator vwapSource = close //Calculate Indicator vwap = VWAP[vwapSource] ////EMA Indicator emaLength = 555 emaSource = close //Calculate Indicator ema = EMA[emaSource, emaLength] ////BB Indicator bbSource = close bbLength1 = 20 devUp1 = 2 devDn1 = 2 bbLength2 = 10 devUp2 = 1.2 devDn2 = 1.2 /////////Additional MA // TEMA tema(src, length) =     v2 = EMA[src, length]     v = 3 * (v2 - EMA[v2, length]) + EMA[EMA[v2, length], length]  // Triple Exponential     v // KAMA kama(src, length) =     k = 0.0     volatility = sum(abs(src-src[1]), length)     change = abs(src-src[length-1])     er = volatility <> 0 ? change/volatility : 0     sc = pow((er*(0.666666-0.064516))+0.064516, 2)     k = nz(k[1])+(sc*(hl2-nz(k[1])))     k // TRIMA trima(src, length) =     trima = SMA[SMA[src, ceil(length / 2)], floor(length / 2) + 1]     trima //DEMA dema(src, length) =     e1 = EMA[src, length]     e2 = EMA[e1, length]     dema = 2 * e1 - e2     dema //MA Switcher maType = "SMA" getMA(src, length) =     ma = 0.0     if maType = "EMA" then         ma = EMA[src, length]     if maType = "SMA" then         ma = SMA[src, length]     if maType = "VWMA" then         ma = VWMA[src, length]     if maType = "WMA" then         ma = WMA[src, length]          if maType = "TRIMA" then         ma = trima(src, length)          if maType = "HMA" then         ma = HMA[src, length]          if maType = "KAMA" then         ma = kama(src, length)     if maType = "T3" then         ma = tema(src, length)     if maType = "DEMA" then         ma = dema(src, length)          ma //Calculate BB Indicator middleLine1 = getMA(bbSource, bbLength1) upperBand1 = middleLine1 + (devUp1 * (STDEV[bbSource, bbLength1])) lowerBand1 = middleLine1 - (devDn1 * (STDEV[bbSource, bbLength1])) middleLine2 = getMA(bbSource, bbLength2) upperBand2 = middleLine2 + (devUp2 * (STDEV[bbSource, bbLength2])) lowerBand2 = middleLine2 - (devDn2 * (STDEV[bbSource, bbLength2])) upperBandDifference = upperBand1 - upperBand2 maxDifference = 100 ratio = 100 - (100 * (upperBandDifference / maxDifference)) ////Condition Logic VWAP_condition = vwapSource > vwap EMA_condition = emaSource > ema above95 = ratio > 89 closeAboveBothUpperBands = bbSource > upperBand1 and bbSource > upperBand2 entryCondition = above95 and VWAP_condition and EMA_condition and closeAboveBothUpperBands exitConditionRegular = (upperBand2 - bbSource) / bbSource > 0.006 //Define position direction isLong = positionsize > 0 isShort = positionsize < 0 noPosition = positionsize = 0 //Strategy Entries if entryCondition and (inSession or not useSession) and noPosition and (barnumber[1] > 0 or not disableRepainting) then     buy at market endif if exitConditionRegular and (inSession or not useSession) and isLong and (barnumber[1] > 0 or not disableRepainting) then     sell at market endif if outSession and closeEverything then     set stop ploss 0     sell at market endif

   

  

  ProRealAlgos

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