Bonjour,
Un indicateur nommé Boxes trail sur TV semble interessant a utiliser. principalement sur les signaux achat long et court
Serais-t-il possible d’en faire la conversion pour PRT ?
Merci
//@version=3
study(title = "Boxes Trail v1", overlay = true)
trackprice = input(title='Track Price', type=bool, defval=false)
length1 = input(title='Support / Resistance length:', type=integer, defval=20)
top1 = valuewhen(high >= highest(high, length1), high, 0)
bot1 = valuewhen(low <= lowest(low, length1), low, 0)
plot(top1, color=top1 != top1[1] ? na : black, linewidth=1, offset=0, trackprice=trackprice, transp=0)
plot(bot1, color=bot1 != bot1[1] ? na : green, linewidth=1, offset=0, trackprice=trackprice, transp=0)
barlength = input(title='Bar length:', type=integer, defval=20)
length = input(title="Length", type=integer, defval=14, minval=1)
src = input(title="Source", type=source, defval=close)
factor = 0.0
slope = 0.0
for i = 1 to length
factor := 1 + 2 * (i - 1)
slope := slope + (src[i - 1]) * (length - factor) / 2
shmma = sma(src, length) + (6 * slope) / ((length + 1) * length)
newtop = shmma >= highest(shmma, barlength)
newbot = shmma <= lowest(shmma, barlength)
top = valuewhen(newtop, shmma, 0)
bot = valuewhen(newbot, shmma, 0)
plot(top, color=top != top[1] ? na : red, linewidth=1, offset=0, transp=0)
plot(bot, color=bot != bot[1] ? na : lime, linewidth=1, offset=0, transp=0)
//
mode = input('ATR', options=["ATR", "Traditional"])
modeValue = input(14.000, type=float)
bricksize = na
if mode == "ATR"
bricksize := atr(round(modeValue))
if mode == "Traditional"
bricksize := modeValue
showOverlay = input(false)
ropen = na
propen = nz(ropen[1])
ropen := close > propen+bricksize or high > propen+bricksize ? propen+bricksize : close < propen-bricksize or low < propen-bricksize ? propen-bricksize : propen
rclose = na
rclose := ropen > propen ? ropen-bricksize : ropen < propen ? ropen+bricksize : nz(rclose[1])
direction = na
direction := ropen > propen ? 1 : ropen < propen ? -1 : nz(direction[1])
rc = direction == 1 ? green : direction == -1 ? maroon : na
p00 = plot(not showOverlay ? na : ropen, style=cross, color=rc, linewidth=3)
p01 = plot(not showOverlay ? na : rclose, style=circles, color=gray, linewidth=2)
fill(p00, p01, color=gray, transp=75)
//
use2bars=input(false,title="use 2 bars?")
lookback=input(100, type=integer, minval=1, maxval=200,title="look back bars?")
range = high-low+0.000000001
range2= (highest(high,2)-lowest(low,2))+0.000000001
value1=na
value1:= close > open and range != 0 ? (range/(2*range+open-close))*close : value1
value1:= close < open and range != 0 ? ((range+close-open)/(2*range+close-open))*close: value1
value1:= close == open ? close:value1
value2 = close-value1
//using only one bar
value3 = abs(value1+value2)
value4 = value1*range
value5 = (value1-value2)*range
value6 = value2*range
value7 = (value2-value1)*range
value8 = value1/range
value9 = (value1-value2)/range
value10 = value2/range
value11 = (value2-value1)/range
value12 = value3/range
// Using two bars
value13 = use2bars?( value3+value3[1]):na
value14 = use2bars?(value1+value1[1])*range2:na
value15 = use2bars?(value1+value1[1]-value2-value2[1])*range2:na
value16 = use2bars?(value2+value2[1])*range2:na
value17 = use2bars?(value2+value2[1]-value1-value1[1])*range2:na
value18 = use2bars ? (value1+value1[1])/range2:na
value19 = use2bars ? (value1+value1[1]-value2-value2[1])/range2:na
value20 = use2bars ? (value2+value2[1])/range2:na
value21 = use2bars ? (value2+value2[1]-value1-value1[1])/range2:na
value22 = use2bars ? value13/range2:na
// one bar conditions
condition1 = value3 == lowest(value3,lookback)
condition2 = value4 == highest(value4,lookback) and close > open
condition3 = value5 == highest(value5,lookback) and close > open
condition4 = value6 == highest(value6,lookback) and close < open
condition5 = value7 == highest(value7,lookback) and close < open
condition6 = value8 == lowest(value8,lookback) and close < open
condition7 = value9 == lowest(value9,lookback) and close < open
condition8 = value10 == lowest(value10,lookback) and close > open
condition9 = value11 == lowest(value11,lookback) and close > open
condition10 = value12 == highest(value12,lookback)
// two bar conditions
condition11 = use2bars and value13 == lowest(value13,lookback)
condition12 = use2bars and value14 == highest(value14,lookback) and close > open and close[1] > open[1]
condition13 = use2bars and value15 == highest(value15,lookback) and close > open and close[1] > open[1]
condition14 = use2bars and value16 == highest(value16,lookback) and close < open and close[1] < open[1]
condition15 = use2bars and value17 == highest(value17,lookback) and close < open and close[1] < open[1]
condition16 = use2bars and value18 == lowest(value18,lookback) and close < open and close[1] < open[1]
condition17 = use2bars and value19 == lowest(value19,lookback) and close < open and close[1] < open[1]
condition18 = use2bars and value20 == lowest(value20,lookback) and close > open and close[1] > open[1]
condition19 = use2bars and value21 == lowest(value21,lookback) and close > open and close[1] > open[1]
condition20 = use2bars and value22 == highest(value22,lookback)
//Classifying the bars using one bar conditions, or using both one bar and two bar conditions simultaneosly if "use2bars" button selected.
lowvolume = (condition1 or condition11)
climaxupvolume = (condition2 or condition3 or condition8 or condition9 or condition12 or condition13 or condition18 or condition19)
climaxdownvolume = (condition4 or condition5 or condition6 or condition7 or condition14 or condition15 or condition16 or condition17)
churnvolume = (condition10 or condition20)
climaxchurnvolume = (condition10 or condition20) and (condition2 or condition3 or condition4 or condition5 or condition6 or condition7 or condition8 or condition9 or condition12 or condition13 or condition14 or condition15 or condition16 or condition17 or condition18 or condition19)
trend=1
supplyline=high
supportline=low
trend:=barstate.isfirst?1:close>nz(supplyline[1])?1:close<nz(supportline[1])?-1:nz(trend[1])
supplyline:= trend==1?climaxdownvolume?highest(2): high>supplyline[1]?high: supplyline[1]: climaxdownvolume?highest(2): supplyline[1]
supportline:= trend==-1? climaxupvolume? lowest(2): low<supportline[1]?low: supportline[1] : climaxupvolume?lowest(2): supportline[1]
trailing=trend==-1?supportline:supplyline
trailing1=trend==1?supportline:supplyline
//plot(trailing,title="trailline",color=trend==1?blue:red,linewidth=2,transp=0)
//plot(trailing1,title="trailline",color=trend==1?blue:red,linewidth=2,transp=0)
//
// Conditions
longCond = na
shortCond = na
longCond := crossover(trailing,trailing1)
shortCond := crossunder(trailing,trailing1)
// Count your long short conditions for more control with Pyramiding
sectionLongs = 0
sectionLongs := nz(sectionLongs[1])
sectionShorts = 0
sectionShorts := nz(sectionShorts[1])
if longCond
sectionLongs := sectionLongs + 1
sectionShorts := 0
if shortCond
sectionLongs := 0
sectionShorts := sectionShorts + 1
// Pyramiding
pyrl = 1
// These check to see your signal and cross references it against the pyramiding settings above
// These check to see your signal and cross references it against the pyramiding settings above
longCondition = longCond and sectionLongs <= pyrl
shortCondition = shortCond and sectionShorts <= pyrl
// Get the price of the last opened long or short
last_open_longCondition = na
last_open_shortCondition = na
last_open_longCondition := longCondition ? open : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? open : nz(last_open_shortCondition[1])
// Check if your last postion was a long or a short
last_longCondition = na
last_shortCondition = na
last_longCondition := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
// Take profit
isTPl = input(false, "Take Profit Long")
isTPs = input(false, "Take Profit Short")
tp = input(2, "Take Profit %", type=float)
long_tp = isTPl and crossover(high, (1+(tp/100))*last_open_longCondition) and longCondition == 0 and in_longCondition == 1
short_tp = isTPs and crossunder(low, (1-(tp/100))*last_open_shortCondition) and shortCondition == 0 and in_shortCondition == 1
// Stop Loss
isSLl = input(false, "Stop Loss Long")
isSLs = input(false, "Stop Loss Short")
sl= 0.0
sl := input(3, "Stop Loss %", type=float)
long_sl = isSLl and crossunder(low, (1-(sl/100))*last_open_longCondition) and longCondition == 0 and in_longCondition == 1
short_sl = isSLs and crossover(high, (1+(sl/100))*last_open_shortCondition) and shortCondition == 0 and in_shortCondition == 1
// Create a single close for all the different closing conditions.
long_close = long_tp or long_sl ? 1 : 0
short_close = short_tp or short_sl ? 1 : 0
// Get the time of the last close
last_long_close = na
last_short_close = na
last_long_close := long_close ? time : nz(last_long_close[1])
last_short_close := short_close ? time : nz(last_short_close[1])
// Alerts & Signals
bton(b) => b ? 1 : 0
plotshape(longCondition , title="buy alert", color=green, textcolor=green, transp=0,
style=shape.triangleup, location=location.belowbar, size=size.small,text="LONG",offset=0)
plotshape(shortCondition, title="sell alert", color=red, textcolor=red, transp=0,
style=shape.triangledown, location=location.abovebar, size=size.small,text="SHORT",offset=0)
plotshape(long_tp and last_longCondition > nz(last_long_close[1]), text ="TP", title="Take Profit Long", style=shape.triangledown,
location=location.abovebar, color = red, editable = false, transp = 0)
plotshape(short_tp and last_shortCondition > nz(last_short_close[1]) , text ="TP", title="Take Profit Short", style=shape.triangleup,
location=location.belowbar, color = lime, editable = false, transp = 0)
ltp = iff(long_tp and last_longCondition > nz(last_long_close[1]), (1+(tp/100))*last_open_longCondition, na)
plot(ltp, style=cross, linewidth=3, color = white, editable = false)
stp = iff(short_tp and last_shortCondition > nz(last_short_close[1]), (1-(tp/100))*last_open_shortCondition, na)
plot(stp, style = cross, linewidth=3, color = white, editable = false)
plotshape(long_sl and last_longCondition > nz(last_long_close[1]), text ="SL", title="Stop Loss Long", style=shape.triangledown,
location=location.abovebar, color = red, editable = false, transp = 0)
plotshape(short_sl and last_shortCondition > nz(last_short_close[1]), text ="SL", title="Stop Loss Short", style=shape.triangleup,
location=location.belowbar, color = lime, editable = false, transp = 0)
lsl = iff(long_sl and last_longCondition > nz(last_long_close[1]), (1-(sl/100))*last_open_longCondition, na)
plot(lsl, style=cross, linewidth=3, color = white, editable = false)
ssl = iff(short_sl and last_shortCondition > nz(last_short_close[1]), (1+(sl/100))*last_open_shortCondition, na)
plot(ssl, style = cross, linewidth=3, color = white, editable = false)
//
alertcondition(bton(longCondition), title="Buy Alert")
alertcondition(bton(shortCondition), title="Sell Alert")
alertcondition(bton(long_tp and last_longCondition > nz(last_long_close[1])), title="Take Profit Long")
alertcondition(bton(short_tp and last_shortCondition > nz(last_short_close[1])), title="Take Profit Short")
alertcondition(bton(long_sl and last_longCondition > nz(last_long_close[1])), title="Stop Loss Long")
alertcondition(bton(short_sl and last_shortCondition > nz(last_short_close[1])), title="Stop Loss Short")
//
lien explicatif : https://www.tradingview.com/script/BJBqI74K-Boxes-Trail-v1/
