Conversion Steven Primo Strategie de Tradingview

This topic has 5 replies, 2 voices, and was last updated 1 year ago by Alex72.

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08/21/2022 at 3:53 PM #199341

Alex72

C’est la Stratégie de Steven primo qui consiste en:
1) Setup des Bolligner Bands avec deviation de 0.382
2) Attendre une clôture de la 5ème bougie au dessus des haut des Bollinger bands.
3) Repérer le dernier Swing Haut qui s’est formé dans ces 5 dernières bougies ou attendre la formation d’un Swing Haut sans que le prix ne clôture sous le Haut du BB.
4) Si on n’a pas eu de Swing Haut et qu le prix clôture sous le haut des BB, le processus se repete et donc on attend à nouveau la formation de 5 bougies qui clôturent au dessus du haut des BB et un swing High.
5) Entrée automatique si on on casse le Swing High.
6) Placer un Stop sous le dernier Swing Low et le Take profit à la même distance que le Stop.

j’ai pu avec l’aide de JC_Bywan, Nicolas, robertogozzi faire une petite partie du code que je vais partager dans les réponses mais il reste encore du travail à faire.
Je vous remercie pour votre aide.

Alex72

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Replies: 27

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08/21/2022 at 3:54 PM #199343

Alex72

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © EduardoMattje

//@version=5
strategy("Steven Primo Bollinger Band", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, process_orders_on_close=true, max_labels_count=500)

// Constants
var TRANSP = 5
var LONG = strategy.direction.long
var SHORT = strategy.direction.short
var ALL = strategy.direction.all
var S_BOLLINGER = "Bollinger settings"
var S_SETUP = "Setup settings"

// Inputs
src = math.log(input.source(close, "Price source", group=S_BOLLINGER))
var bollingerLength = input.int(20, "Bollinger length", minval=3, group=S_BOLLINGER, inline=S_BOLLINGER)
var mult = input.float(0.382, "Standard deviation", minval=0.0, step=0.1, group=S_BOLLINGER, inline=S_BOLLINGER)

var orderDirection = input.string(LONG, "Order direction", options=[LONG, SHORT, ALL], group=S_SETUP)
var useTrailingStop = input.bool(false, "Use trailing stop", group=S_SETUP)
var consecutiveCloses = input.int(5, "Consecutive closes for the setup", minval=1, group=S_SETUP, inline=S_SETUP)
var extension = input.int(100, "Extension (%)", minval=100, group=S_SETUP, inline=S_SETUP) / 100.0

// Getting the BB
[middle, upper, lower] = ta.bb(src, bollingerLength, mult)
middle := math.exp(middle)
upper := math.exp(upper)
lower := math.exp(lower)

// Plotting the BB
var colorAtTheLimits = color.new(color.yellow, TRANSP)
var colorAtTheMiddle = color.new(color.blue, TRANSP)

plot(middle, "Middle band", colorAtTheMiddle, display=display.none)
plot(upper, "Upper band", colorAtTheLimits)
plot(lower, "Lower band", colorAtTheLimits)

// MA setup


// BB setup
longComparison() => close >= upper
shortComparison() => close <= lower

var countLong = 0
var countShort = 0

incCount(count, comparison) =>
    if comparison
        if count == 0 and comparison[1]
            0
        else
            count + 1
    else
        0

countLong := incCount(countLong, longComparison())
countShort := incCount(countShort, shortComparison())

// Pivot setup
pivotHigh = ta.pivothigh(1, 1)
pivotLow = ta.pivotlow(1, 1)

pivotInRange(pivot, count) => ta.barssince(pivot) < count

pvHighInRange = pivotInRange(pivotHigh, countLong)
pvLowInRange = pivotInRange(pivotLow, countShort)

// Entry price
epLong = fixnan(pivotHigh) + syminfo.mintick
epShort = fixnan(pivotLow) - syminfo.mintick

// Stop price
getRange(currentPrice, pivot, cond, tickMod) =>
    if cond
        currentPrice
    else
        fixnan(pivot) + syminfo.mintick * tickMod

var stopLong = 0.0
var stopShort = 0.0

stopLong := epShort
stopShort := epLong
        
// Target price
getTarget(stopPrice, entryPrice) =>
    totalTicks = (entryPrice - stopPrice) * extension
    entryPrice + totalTicks

var targetLong = 0.0
var targetShort = 0.0

targetLong := getTarget(stopLong, epLong)
targetShort := getTarget(stopShort, epShort)

// Entry condition
canBuy = countLong >= consecutiveCloses and pvHighInRange and high < epLong
canSell = countShort >= consecutiveCloses and pvLowInRange and low > epShort

// Entry orders
inMarket = strategy.opentrades != 0

var plotTarget = 0.0
var plotStop = 0.0

strategy.risk.allow_entry_in(orderDirection)

if not inMarket
    if canBuy
        plotTarget := targetLong
        plotStop := stopLong
        strategy.entry("long", strategy.long, stop=epLong, comment="Entry long")
    else if canSell
        plotTarget := targetShort
        plotStop := stopShort
        strategy.entry("short", strategy.short, stop=epShort, comment="Entry short")
    else
        strategy.cancel("long")
        strategy.cancel("short")
        
    // Exit orders
    strategy.exit("long", "long", stop=stopLong, limit=targetLong, comment="Exit long")
    strategy.exit("short", "short", stop=stopShort, limit=targetShort, comment="Exit short")
else
    countLong := 0
    countShort := 0

// Trailing stop
if useTrailingStop and inMarket
    if strategy.position_entry_name == "long"
        strategy.exit("long", "long", stop=stopLong, limit=plotTarget, comment="Exit long", when=stopLong > plotStop)
        plotStop := stopLong
    else
        strategy.exit("short", "short", stop=stopShort, limit=plotTarget, comment="Exit short", when=stopShort < plotStop) 
        plotStop := stopShort

// Plot exit
plotCond(price) => inMarket ? price : inMarket[1] ? price[1] : na
plot(plotCond(plotStop), "Stop loss", color.red, style=plot.style_linebr)
plot(plotCond(plotTarget), "Target", color.teal, style=plot.style_linebr)

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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

// © EduardoMattje

//@version=5

strategy("Steven Primo Bollinger Band", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, process_orders_on_close=true, max_labels_count=500)

// Constants

var TRANSP = 5

var LONG = strategy.direction.long

var SHORT = strategy.direction.short

var ALL = strategy.direction.all

var S_BOLLINGER = "Bollinger settings"

var S_SETUP = "Setup settings"

// Inputs

src = math.log(input.source(close, "Price source", group=S_BOLLINGER))

var bollingerLength = input.int(20, "Bollinger length", minval=3, group=S_BOLLINGER, inline=S_BOLLINGER)

var mult = input.float(0.382, "Standard deviation", minval=0.0, step=0.1, group=S_BOLLINGER, inline=S_BOLLINGER)

var orderDirection = input.string(LONG, "Order direction", options=[LONG, SHORT, ALL], group=S_SETUP)

var useTrailingStop = input.bool(false, "Use trailing stop", group=S_SETUP)

var consecutiveCloses = input.int(5, "Consecutive closes for the setup", minval=1, group=S_SETUP, inline=S_SETUP)

var extension = input.int(100, "Extension (%)", minval=100, group=S_SETUP, inline=S_SETUP) / 100.0

// Getting the BB

[middle, upper, lower] = ta.bb(src, bollingerLength, mult)

middle := math.exp(middle)

upper := math.exp(upper)

lower := math.exp(lower)

// Plotting the BB

var colorAtTheLimits = color.new(color.yellow, TRANSP)

var colorAtTheMiddle = color.new(color.blue, TRANSP)

plot(middle, "Middle band", colorAtTheMiddle, display=display.none)

plot(upper, "Upper band", colorAtTheLimits)

plot(lower, "Lower band", colorAtTheLimits)

// MA setup

// BB setup

longComparison() => close >= upper

shortComparison() => close <= lower

var countLong = 0

var countShort = 0

incCount(count, comparison) =>

if comparison

if count == 0 and comparison[1]

else

count + 1

else

countLong := incCount(countLong, longComparison())

countShort := incCount(countShort, shortComparison())

// Pivot setup

pivotHigh = ta.pivothigh(1, 1)

pivotLow = ta.pivotlow(1, 1)

pivotInRange(pivot, count) => ta.barssince(pivot) < count

pvHighInRange = pivotInRange(pivotHigh, countLong)

pvLowInRange = pivotInRange(pivotLow, countShort)

// Entry price

epLong = fixnan(pivotHigh) + syminfo.mintick

epShort = fixnan(pivotLow) - syminfo.mintick

// Stop price

getRange(currentPrice, pivot, cond, tickMod) =>

if cond

currentPrice

else

fixnan(pivot) + syminfo.mintick * tickMod

var stopLong = 0.0

var stopShort = 0.0

stopLong := epShort

stopShort := epLong

// Target price

getTarget(stopPrice, entryPrice) =>

totalTicks = (entryPrice - stopPrice) * extension

entryPrice + totalTicks

var targetLong = 0.0

var targetShort = 0.0

targetLong := getTarget(stopLong, epLong)

targetShort := getTarget(stopShort, epShort)

// Entry condition

canBuy = countLong >= consecutiveCloses and pvHighInRange and high < epLong

canSell = countShort >= consecutiveCloses and pvLowInRange and low > epShort

// Entry orders

inMarket = strategy.opentrades != 0

var plotTarget = 0.0

var plotStop = 0.0

strategy.risk.allow_entry_in(orderDirection)

if not inMarket

if canBuy

plotTarget := targetLong

plotStop := stopLong

strategy.entry("long", strategy.long, stop=epLong, comment="Entry long")

else if canSell

plotTarget := targetShort

plotStop := stopShort

strategy.entry("short", strategy.short, stop=epShort, comment="Entry short")

else

strategy.cancel("long")

strategy.cancel("short")

// Exit orders

strategy.exit("long", "long", stop=stopLong, limit=targetLong, comment="Exit long")

strategy.exit("short", "short", stop=stopShort, limit=targetShort, comment="Exit short")

else

countLong := 0

countShort := 0

// Trailing stop

if useTrailingStop and inMarket

if strategy.position_entry_name == "long"

strategy.exit("long", "long", stop=stopLong, limit=plotTarget, comment="Exit long", when=stopLong > plotStop)

plotStop := stopLong

else

strategy.exit("short", "short", stop=stopShort, limit=plotTarget, comment="Exit short", when=stopShort < plotStop)

plotStop := stopShort

// Plot exit

plotCond(price) => inMarket ? price : inMarket[1] ? price[1] : na

plot(plotCond(plotStop), "Stop loss", color.red, style=plot.style_linebr)

plot(plotCond(plotTarget), "Target", color.teal, style=plot.style_linebr)

Alex72

Participant

Topics: 11

Replies: 27

Been thanked: 1 time

08/21/2022 at 4:23 PM #199348

Alex72

Avec l’aide de Nicolas j’ai pu avoir ce code qui me trace un segment une fois la condition de 5 bougies qui clôturent au dessus des BB mais le segment est tracé au niveau du haut des 5 dernières bougies mais ce que je voudrait avoir c’est le dernier Swing High après la formation de ces 5 bougies ou meême plus comme illustré dans la photo.

ONCE x      = 0
ONCE y      = 0
ONCE Count  = 0
ONCE N      = 5
Count = Count - 1
indicator3 = Average[20](close)+0.382*std[20](close)
Above = summation[N](close > indicator3) = N
Pivot = highest[N](high)
IF Above AND (Count <= 0) THEN
x     = BarIndex-N+1
y     = Pivot
Count = 5
Drawsegment(x-1,y,BarIndex,y) coloured(0,0,255,255)
ENDIF


indicator4 = Average[20](close)-0.382*std[20](close)
Below = summation[N](close < indicator4) = N
PivotLow = lowest[N](low)
IF Below AND (Count <= 0) THEN
x     = BarIndex-N+1
y     = PivotLow
Count = 5
Drawsegment(x,y,BarIndex,y) coloured(255,0,0,255)
ENDIF
RETURN

ONCE x = 0

ONCE y = 0

ONCE Count = 0

ONCE N = 5

Count = Count - 1

indicator3 = Average[20](close)+0.382*std[20](close)

Above = summation[N](close > indicator3) = N

Pivot = highest[N](high)

IF Above AND (Count <= 0) THEN

x = BarIndex-N+1

y = Pivot

Count = 5

Drawsegment(x-1,y,BarIndex,y) coloured(0,0,255,255)

ENDIF

indicator4 = Average[20](close)-0.382*std[20](close)

Below = summation[N](close < indicator4) = N

PivotLow = lowest[N](low)

IF Below AND (Count <= 0) THEN

x = BarIndex-N+1

y = PivotLow

Count = 5

Drawsegment(x,y,BarIndex,y) coloured(255,0,0,255)

ENDIF

RETURN

Alex72

Participant

Topics: 11

Replies: 27

Been thanked: 1 time

08/21/2022 at 4:44 PM #199351

Alex72

Condition 1 :Tracer une flèche si on a 5 clôtures au dessus ou sous BB avec ce code.
Condition 2: Repérer le dernier Swing High ou Low
Condition 3: Si on a condition 1 et condition 2, entrer Long ou short si on casse respectivement le Swing High ou Low et placer les Stop respectivement sous le dernier Swing Low ou High et la Target à la même distance du Stop.

Voilà pour la condition 1

atr=averagetruerange[14]
// Conditions pour Close > Bollinger UP
indicator3 = Average[20](close)+0.382*std[20](close)
c7 = (close > indicator3)
// Conditions pour Close < Bollinger Down
indicator4 = Average[20](close)-0.382*std[20](close)
c8 = (close < indicator4)
// Conditions pour 5 Cloture au dessus de Bollinger Up
c9=SUMMATION[5](c7)=5
//condition pour que la flèche ne surgisse que si le prix est au dessus de SMA20 et SMA50 et SMA20> SMA50 ca donne moins de signaux mais plus interessants
// Inverse pour Bearish
sma50 = Average[50](close)
sma20 = Average[20](close)
//Bullish = Close > sma50 and close > sma20 and sma20>sma50
//Bearish = Close < sma50 and close < sma20 and sma20<sma50
// Fleche Haut si min 5 Close > Bollinger UP
//Condition = c9 and bullish and lastsig = 0
if c9  and lastsig=0 then
drawarrowup(barindex,low-atr) coloured(0,255,255)
lastsig=1
endif
//Le processus se met à zéro si on cloture à nouveau sous Boll Up
if close<indicator3 then
lastsig=0
endif
// Conditions pour 5 Cloture en dessous de Bollinger down
c10=SUMMATION[5](c8)=5
// Fleche Bas si min 5 Close < Bollinger Down
if c10 and lastsig2=0 then
drawarrowdown(barindex,high+atr) coloured(255,102,102)
lastsig2=1
endif
//Le processus se met à zéro si on cloture à nouveau au dessus de Boll Down
if close>indicator4 then
lastsig2=0
endif
 
return

atr=averagetruerange[14]

// Conditions pour Close > Bollinger UP

indicator3 = Average[20](close)+0.382*std[20](close)

c7 = (close > indicator3)

// Conditions pour Close < Bollinger Down

indicator4 = Average[20](close)-0.382*std[20](close)

c8 = (close < indicator4)

// Conditions pour 5 Cloture au dessus de Bollinger Up

c9=SUMMATION[5](c7)=5

//condition pour que la flèche ne surgisse que si le prix est au dessus de SMA20 et SMA50 et SMA20> SMA50 ca donne moins de signaux mais plus interessants

// Inverse pour Bearish

sma50 = Average[50](close)

sma20 = Average[20](close)

//Bullish = Close > sma50 and close > sma20 and sma20>sma50

//Bearish = Close < sma50 and close < sma20 and sma20<sma50

// Fleche Haut si min 5 Close > Bollinger UP

//Condition = c9 and bullish and lastsig = 0

if c9 and lastsig=0 then

drawarrowup(barindex,low-atr) coloured(0,255,255)

lastsig=1

endif

//Le processus se met à zéro si on cloture à nouveau sous Boll Up

if close<indicator3 then

lastsig=0

endif

// Conditions pour 5 Cloture en dessous de Bollinger down

c10=SUMMATION[5](c8)=5

// Fleche Bas si min 5 Close < Bollinger Down

if c10 and lastsig2=0 then

drawarrowdown(barindex,high+atr) coloured(255,102,102)

lastsig2=1

endif

//Le processus se met à zéro si on cloture à nouveau au dessus de Boll Down

if close>indicator4 then

lastsig2=0

endif

return

Alex72

Participant

Topics: 11

Replies: 27

Been thanked: 1 time

08/22/2022 at 3:39 PM #199400

Nicolas

Je suppose que c’est lié à ton indicateur: https://www.prorealcode.com/topic/eviter-les-repetitions/

Donc tout est ok désormais ? 🙂

Nicolas

Keymaster

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Replies: 20824

Been thanked: 4733 times

08/22/2022 at 4:06 PM #199410

Alex72

Oui c’est sur mais ca c’est tout le code et je suis entrain d’essayer de le faire petit à petit.
je pense qu’il ya des personnes comme vous bien sur qui maitrisent bien votre codage, moi je ne suis q’u petit débutant et je pensais aider avec le peu que j’ai fait mais il reste encoe du chemin à faire.
Merci

Alex72

Participant

Topics: 11

Replies: 27

Been thanked: 1 time

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