Hello,
Is there someone out there who could convert this Pinescript (from TradingView) code to PRT code for automation please?
//@version=4
strategy(“HMA-Kahlman Strategy with pivoting”, shorttitle=”HMA-Kahlman-Pivot Strat”, overlay=true, precision=2)
// Tested with EURUSD on 5M time frame this strategy leverages the same simplified strategy setup.
//*** Inputs
price = input(close, “Price Data”)
p = input(13, “HMA Lookback”, minval=1)
gain = input(.9, “Gain”, minval=.0001, step=.0001)
k = input(true, “Use Kahlman”)
usep = input(true, “Use Pivoting?”)
span = input(4, “Pivoting Span (3)”, minval=1)
useStrat = input(true, “Use Strategy Setup”)
useStop = input(true, “Use Trailing Stop?”)
slPoints = input(1, “Stop Loss Trail Points”, minval=1)
slOffset = input(1, “Stop Loss Trail Offset”, minval=1)
yr = input(2019, “Starting backtest year”, minval=2000)
mn = input(8, “Starting backtest month”, minval=1, maxval=12)
dy = input(1, “Starting backtest day”, minval=1, maxval=31)
//*** Functions
hma(src, length) => wma((2 * wma(src, length / 2)) – wma(src, length), round(sqrt(length)))
hma3() => pp = p/2, wma(wma(close, pp/3)*3 – wma(close, pp/2) – wma(close,pp), pp)
kahlman(x, g) =>
kf = 0.0
dk = x – nz(kf[1], x)
smooth = nz(kf[1],x)+dk*sqrt(g*2)
velo = 0.0
velo := nz(velo[1],0) + (g*dk)
kf := smooth+velo//*** Main
a = k ? kahlman(hma(price, p), gain) : hma(price, p)
b = k ? kahlman(hma3(), gain) : hma3()
maavg = avg(a, b)
long = usep ? falling(maavg[1], span) and not falling(maavg, span) : crossover(maavg, price)
short = usep ? rising(maavg[1], span) and not rising(maavg, span) : crossunder(maavg, price)
p1 = plot(a, color=b > a ? color.lime : color.red, linewidth=1, transp=75)
p2 = plot(b, color=b > a ? color.lime : color.red, linewidth=1, transp=75)
fill(p1, p2, color=b > a ? color.lime : color.red, transp=55)
plotshape(useStrat ? na : long ? low: na, style=shape.labelup, location=location.belowbar, color=color.lime, text=”B”, textcolor=color.white, transp=0, size=size.tiny)
plotshape(useStrat ? na : short ? high: na, style=shape.labeldown, location=location.abovebar, color=color.red, text=”S”, textcolor=color.white, transp=0, size=size.tiny)
//*** Strategy
if useStrat and year >= yr and month >= mn and dayofmonth >= dy
strategy.entry(“L”, true, 1, when=long)
strategy.entry(“S”, false, 1, when=short)
if (useStop)
strategy.exit(“L”, from_entry=”L”, trail_points=slPoints, trail_offset=slOffset)
strategy.exit(“S”, from_entry=”S”, trail_points=slPoints, trail_offset=slOffset)
alertcondition(long, title=’Buy’, message=’go long’)
alertcondition(short, title=’Sell’, message=’go short’)
.
