// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © dgtrd
//@version=4
study("Logistic RSI, STOCH, ROC, AO, ... by DGT", shorttitle="LOGISTIC by DGT")//, resolution="")
ti = input("Logistic Dominance", "Select Indicator", options = ["Awesome Oscillator (AO)", "Logistic Dominance", "Rate of Change (ROC)", "Relative Strength Index (RSI)", "Stochastic (STOCH)"])
source = input(close, "Source", input.source)
length = input(13, "Logistic Length", minval = 1)
d = input(false, "Only Standart Deviation Line of Array's Elements")
style = input(false, "Enable Line Plotting Style")
uC = input(color.green, "Bullish Color", input.color)
dC = input(color.red , "Bearish Color", input.color)
isBackTest = input(false, "═══════ ═ Backtest On/Off ═ ═══════")
dasCapital = input(1000., "Initial Capital")
lenBckTst = input(1, "Backtest Period (Year)", step = .25)
lblInOutSL = input(true, "Show Entry/Take Profit(Exit)/Stop Loss Labels")
dummy = input(true, "═══════ ═ Optimization ═ ═══════")
srcInOut = input(close, "Source : Entry/Exit Price Assumption")
stopLoss = input(1., "Stop Loss %", step=.1, minval = 0) / 100
lenLD = input(5, "Length : Logistic Dominance", minval = 1)
lenROC = input(9, "Length : Rate of Change (ROC)", minval = 1)
lenRSI = input(14, "Length : Relative Strength Index (RSI)", minval = 1)
lenSTO = input(14, "Length : Stochastic (STOCH)", minval = 1)
// Functions ════════════════════════════════════════════════════════════════════════════════════ //
f_logmap(_s, _r, _l) => _r * _s / highest(_l) * (1 - _s / highest(_l))
f_map(_s, _r, _v) =>
mapeq = f_logmap(_s, _r, length)
lmap = mapeq
for i = 0 to 29
array.push(_v,lmap)
lmap := _r * abs(mapeq[i]) * (1 - mapeq[i])
lmap
// -Calculations ════════════════════════════════════════════════════════════════════════════════ //
r = if ti == "Awesome Oscillator (AO)"
sma(hl2, 5) / sma(hl2, 34) - 1
else if ti == "Logistic Dominance"
-f_logmap(-source, change(source, lenLD) / source[lenLD], lenLD) - f_logmap(source, change(source, lenLD) / source[lenLD], lenLD)
else if ti == "Rate of Change (ROC)"
change(source, lenROC) / source[lenROC]
else if ti == "Relative Strength Index (RSI)"
rsi(source, lenRSI) / 100 - .5
else if ti == "Stochastic (STOCH)"
stoch(source, high, low, lenSTO) / 100 - .5
var v = array.new_float(0)
val = f_map(source, r, v)
s = style ? 2 : 3
// -Plotting ════════════════════════════════════════════════════════════════════════════════════ //
plot(d ? na : val , "Last Iteration", val >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,1 ), "2nd Iteration" , array.get(v,1 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,2 ), "3rd Iteration" , array.get(v,2 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,3 ), "4th Iteration" , array.get(v,3 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,4 ), "5th Iteration" , array.get(v,4 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,5 ), "6th Iteration" , array.get(v,5 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,6 ), "7th Iteration" , array.get(v,6 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,7 ), "8th Iteration" , array.get(v,7 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,8 ), "9th Iteration" , array.get(v,8 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,9 ), "10th Iteration", array.get(v,9 ) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,10), "11th Iteration", array.get(v,10) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,11), "12th Iteration", array.get(v,11) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,12), "13th Iteration", array.get(v,12) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,13), "14th Iteration", array.get(v,13) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,14), "15th Iteration", array.get(v,14) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,15), "16th Iteration", array.get(v,15) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,16), "17th Iteration", array.get(v,16) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,17), "18th Iteration", array.get(v,17) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,18), "19th Iteration", array.get(v,18) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,19), "20th Iteration", array.get(v,19) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,20), "21st Iteration", array.get(v,20) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,21), "22nd Iteration", array.get(v,21) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,22), "23rd Iteration", array.get(v,22) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,23), "24th Iteration", array.get(v,23) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,24), "25th Iteration", array.get(v,24) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,25), "26th Iteration", array.get(v,25) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,26), "27th Iteration", array.get(v,26) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,27), "28th Iteration", array.get(v,27) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,28), "29th Iteration", array.get(v,28) >= 0 ? uC : dC, 1, s)
plot(d ? na : array.get(v,29), "30th Iteration", array.get(v,29) >= 0 ? uC : dC, 1, s)
array.remove(v, 0)
aStDev = sign(array.avg(v)) * array.stdev(v)
plot(aStDev, "Standard Deviation of Array's Elements", array.avg(v) >= 0 ? #006400 : #910000, 2)
array.clear(v)
// -BackTest ════════════════════════════════════════════════════════════════════════════════════ //
startBckTst = time > timenow - lenBckTst * 31556952000
var inTrade = false
if isBackTest
var capital = dasCapital
var entryPrice = 0.
var exitPrice = 0.
var trades = 0
var win = 0
var loss = 0
crossover = crossover (aStDev, 0)
crossunder = crossunder(aStDev, 0)
longCondition = barstate.islast ? crossover [1] : crossover
shortCondition = barstate.islast ? crossunder[1] : crossunder
stopLossCondition = inTrade ? close < entryPrice * (1 - stopLoss) : 0
if startBckTst and longCondition and not inTrade
entryPrice := srcInOut
inTrade := true
trades := trades + 1
if lblInOutSL
label longLabel = label.new(bar_index, 0, text="L"
,tooltip="entry price : " + tostring(entryPrice) + "\nentry value : " + tostring(capital, "#.##")
,color=color.green, style=label.style_label_up, textcolor=color.white, textalign=text.align_center, size=size.tiny)
if (shortCondition or stopLossCondition) and inTrade
exitPrice := srcInOut
inTrade := false
capital := capital * (exitPrice / entryPrice)
if exitPrice > entryPrice
win := win + 1
else
loss := loss + 1
if lblInOutSL
txt = stopLossCondition ? "SL" : "TP"
label shortLabel = label.new(bar_index, 0, text=txt
,tooltip="change .......... : " + tostring((exitPrice / entryPrice - 1) * 100, "#.##") + "%\nentry/exit price : " + tostring(entryPrice) + " / " + tostring(exitPrice) + "\nnew capital ..... : " + tostring(capital, "#.##")
,color=color.red, style=label.style_label_down, textcolor=color.white, textalign=text.align_center, size=size.tiny)
var years = (timenow - time) / 31556952000
var yearsTxt = ""
var remarks = ""
if years < lenBckTst
lenBckTst := years
yearsTxt := tostring(lenBckTst, "#.##") + " Years***"
remarks := "\n\n*longs only\n**final value, if trade active displays estimated final value\n***max available data for selected timeframe : # of bars - " + tostring(bar_index)
else
yearsTxt := tostring(lenBckTst, "#.##") + " Year(s)"
remarks := "\n\n*longs only\n**final value, if trade open displies estimated final value"
inTradeTxt = inTrade ? "inTrade" : "not inTrade"
estimated = inTrade ? capital * (close / entryPrice) : capital
entryTxt = inTrade ? tostring(entryPrice) : "not inTrade"
lastTrdTxt = inTrade ? ", Gain/Loss " + tostring((estimated/capital - 1) * 100, "#.##") + "%, Stop Loss " + tostring(entryPrice * (1 - stopLoss)) : ""
tooltipTxt = "entires/exits are calculated based on standard deviation value of array's elements (aStDev)\n -long entry, when aStDev > 0\n -take profit, when aStDev < 0\n -stop loss if last value falls by " + tostring(stopLoss * 100) + "% of entry price" + remarks
label indiLabel = label.new(time, 0
,text="☼ Trade Statistics*, Trade Period - " + yearsTxt +
"\nSelected Indicator -> " + ti +
"\n═════════════════════════════════════" +
"\nSuccess Ratio ...... : " + tostring((win/trades)*100, "#") + "%" + ", # of Trades - " + tostring(trades) + ", Win/Loss - " + tostring(win) + "/" + tostring(loss) +
"\nGain/Loss % ........ : " + tostring((estimated/dasCapital - 1) * 100, "#") + "%" + ", Initial/Final Value** - " + tostring(dasCapital) + " / " + tostring(estimated, "#") +
"\n\nCurrent TradeStatus - " + inTradeTxt + lastTrdTxt +
"\n═════════════════════════════════════" +
"\nEntry Price/Value . : " + entryTxt + " / " + tostring(capital, "#.##") + " " + inTradeTxt +
"\nLast Price/Value ... : " + tostring(close) + " / " + tostring(estimated , "#.##") + " " + inTradeTxt
,tooltip=tooltipTxt
,color=inTrade ? estimated/dasCapital > 1 ? color.teal : color.maroon : color.gray, xloc=xloc.bar_time, style=label.style_label_left, textcolor=color.white, textalign=text.align_left)
label.set_x(indiLabel, label.get_x(indiLabel) + round(change(time)*3))
label.delete(indiLabel[1])
bgcolor(isBackTest and startBckTst and startBckTst != startBckTst[1] ? color.blue : na)
.
