Indicateur Gold M1 RSI + CE + BJ de Tradingview

• 05/24/2023 at 4:30 PM #215136
  FXtonio

  Bonjour à tous,

  ci dessous un code d’un indicateur de tradingview pour du scalping M1 plutôt efficace (60% de winrate) pour ceux qui veulent le mettre sur  Prt

  ci joint:

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

  // © HunterXTrader

  //@version=4

  strategy(“Gold M1 RSI + CE + BJ”, overlay = true)

  // ####################################################

  // RSI

  ma(source, length, type) => sma(source, length)

  rsiLengthInput = input(25, minval=1, title=”RSI Length”, group=”RSI Settings”)

  rsiSourceInput = input(close, “Source”, group=”RSI Settings”)

  maTypeInput = input(“SMA”, title=”MA Type”, options=[“SMA”, “EMA”], group=”MA Settings”)

  maLengthInput = input(150, title=”MA Length”, group=”MA Settings”)

  bbMultInput = 2.0

  upIndic = rma(max(change(rsiSourceInput), 0), rsiLengthInput)

  downIndic = rma(-min(change(rsiSourceInput), 0), rsiLengthInput)

  rsiIndic = downIndic == 0 ? 100 : upIndic == 0 ? 0 : 100 – (100 / (1 + upIndic / downIndic))

  rsiMA = ma(rsiIndic, maLengthInput, maTypeInput)

  // #################################

  // DEMA

  length = input(170, minval=1)

  src = input(close, title=”Source”)

  e1 = ema(src, length)

  e2 = ema(e1, length)

  dema = 2 * e1 – e2

  plot(dema, “DEMA”, color= color.white)

  // ##############################################

  // CHANDELIER EXIT

  lengthCE = input(title=”ATR Period”, type=input.integer, defval=1)

  mult = input(title=”ATR Multiplier”, type=input.float, step=0.1, defval=2.3)

  showLabels = input(title=”Show Buy/Sell Labels ?”, type=input.bool, defval=true)

  useClose = input(title=”Use Close Price for Extremums ?”, type=input.bool, defval=true)

  atr = mult * atr(lengthCE)

  longStop = (useClose ? highest(close, lengthCE) : highest(lengthCE)) – atr

  longStopPrev=nz(longStop[1],longStop)

  longStop := close[1] > longStopPrev ? max(longStop, longStopPrev) : longStop

  shortStop = (useClose ? lowest(close, lengthCE) : lowest(lengthCE)) + atr

  shortStopPrev = nz(shortStop[1], shortStop)

  shortStop := close[1] < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop

  var int dir = 1

  dir := close > shortStopPrev ? 1 : close < longStopPrev ? -1 : dir

  var color longColor = color.green

  var color shortColor = color.red

  buySignalCE = dir == 1 and dir[1] == -1

  plotshape(buySignalCE and showLabels ? longStop : na, title=”Buy Label”, text=”Buy”, location=location.absolute, style=shape.labelup, size=size.tiny, color=longColor, textcolor=color.white, transp=0)

  sellSignalCE = dir == -1 and dir[1] == 1

  plotshape(sellSignalCE and showLabels ? shortStop : na, title=”Sell Label”, text=”Sell”, location=location.absolute, style=shape.labeldown, size=size.tiny, color=shortColor, textcolor=color.white, transp=0)

  midPricePlot = plot(ohlc4, title=””, style=plot.style_circles, linewidth=0, display=display.none, editable=false)

  // #########################################

  // BJ SUPERSCRIPT

  // ¦¦¦¦¦¦+¦¦¦¦¦¦¦¦+¦¦¦¦¦¦+¦¦¦¦¦¦¦+¦¦¦¦¦¦¦¦+¦¦¦+¦¦¦¦¦+¦¦¦+¦¦¦¦¦¦+

  // ¦¦+–¦¦+¦¦¦¦¦¦¦¦¦¦+–¦¦+¦¦+–¦¦+¦¦+—-+¦¦¦¦¦¦¦¦¦¦¦¦¦¦+¦¦¦¦¦¦

  // ¦¦¦¦¦¦-+¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦++¦¦¦¦¦¦¦+¦¦¦¦¦¦¦¦¦¦¦¦+¦¦¦¦+¦¦¦

  // ¦¦+–¦¦+¦¦+¦¦¦¦¦¦¦¦¦¦¦¦¦¦¦+–¦¦+¦¦¦¦¦+¦¦+¦¦¦¦¦¦¦¦¦¦¦¦+¦¦++¦¦¦

  // ¦¦¦¦¦¦-++¦¦¦¦¦+++¦¦¦¦¦++¦¦¦¦¦¦¦¦+¦¦¦¦¦¦+++¦¦¦¦¦¦++¦¦¦¦+-+¦¦¦¦

  // +—–+¦¦+—-+¦¦+—-+¦+-+¦¦+-+¦+—–+¦¦+—–+¦+-+¦¦¦¦¦+-+

  strat           = “Bj Reversal”

  strat_val       = 0

  bjrev           = strat_val < 1

  hema            = strat_val > 0 and                 strat_val < 2

  trm             =strat_val>1and                 strat_val<3

  rsicol          = strat_val > 2 and                 strat_val < 4

  t3vis           = false

  hemavis         = false

  psarvis         =false

  arrowvis        = false

  // TRM

  tsistrat        = “Fast”

  tsistrat_val    = tsistrat == “Fast” ? 0 :          tsistrat == “Slow” ? 1 : na

  tsifast         = tsistrat_val < 1

  tsislow         =tsistrat_val>0

  longf           = 25

  shortf          = 5

  signalf         = 14

  longs           = 25

  shorts          = 13

  signals         = 13

  lenf            = 5

  lens            = 14

  shortvar        = tsifast ? shortf                  : tsislow ? shorts                              : na

  longvar         = tsifast ? longf                   : tsislow ? longs                               : na

  signalvar       = tsifast ? signalf                 : tsislow ? signals                             : na

  tsi             = tsi(close,shortvar,longvar)

  tsl             = ema(tsi, signalvar)

  // HA

  haClose         = (open + high + low + close) / 4

  haOpen          = float(na)

  haOpen          := na(haOpen[1]) ? (open + close) / 2 : (nz(haOpen[1]) + nz(haClose[1])) / 2

  haHigh          = max(high, max(haOpen, haClose))

  haLow           = min(low,  min(haOpen, haClose))

  // RSI Bar Color

  rsistrat        = “Slow”

  rsistrat_val    = rsistrat == “Slow” ? 11 :         rsistrat == “Fast” ? 12 : na

  rsifast         = rsistrat_val > 11

  rsislow         =rsistrat_val<12

  len             =tsifast and trm    ? lenf :

                   tsislow and trm    ? lens :

                   rsifast and rsicol ? lenf :

                   rsislow and rsicol ? lens : lens

  rsi             = rsi(close,len)

  buy1            = crossover(tsi,tsl) and rsi > 50

  buy2            = crossover(rsi,50)  and tsi > tsl

  buy3            = crossover(tsi,tsl) and crossover(rsi,50)

  buy4            = buy1 or buy2 or buy3

  sell1           = crossunder(tsi,tsl) and rsi < 50

  sell2           = crossunder(rsi,50)  and tsi < tsl

  sell3           = crossunder(tsi,tsl) and crossunder(rsi,50)

  sell4           = sell1 or sell2 or sell3

  buy             = tsi > tsl and  rsi > 50

  sell            =tsi<tsland  rsi<50

  rsicross        =cross         (rsi,50)

  rsiup           =crossover     (rsi,50)

  rsidwn          =crossunder    (rsi,50)

  rsiob           =crossover     (rsi,70)

  rsios           =crossunder    (rsi,30)

  rsicd           =crossunder    (rsi,70)

  rsicu           =crossover     (rsi,30)

  // Bj Reversal

      ///T3 MA5

  aLength         = 6

  AxPrice         = close

  axe1            = ema(AxPrice, aLength)

  axe2            = ema(axe1, aLength)

  axe3            = ema(axe2, aLength)

  axe4            = ema(axe3, aLength)

  axe5            = ema(axe4, aLength)

  axe6            = ema(axe5, aLength)

  ab              = 0.7

  ac1             = -ab*ab*ab

  ac2             = 3*ab*ab+3*ab*ab*ab

  ac3             = -6*ab*ab-3*ab-3*ab*ab*ab

  ac4             = 1+3*ab+ab*ab*ab+3*ab*ab

  anT3Average     = ac1 * axe6 + ac2 * axe5 + ac3 * axe4 + ac4 * axe3

  colOne          =anT3Average>anT3Average[1]

  colTwo          =anT3Average<anT3Average[1]

  color2          = colOne ? #64b5f6 : colTwo ? #ef5350 : na

  p2              = plot(anT3Average, color= t3vis ? color2 : bjrev ? color2 : true ? na : #ffffff , transp=100, title=”T3 Fast”)

      ///T3 MA8

  Length          = 8

  xPrice          = close

  xe1             = ema(xPrice, Length)

  xe2             = ema(xe1, Length)

  xe3             = ema(xe2, Length)

  xe4             = ema(xe3, Length)

  xe5             = ema(xe4, Length)

  xe6             = ema(xe5, Length)

  b               = 0.7

  c1              = -b*b*b

  c2              = 3*b*b+3*b*b*b

  c3              = -6*b*b-3*b-3*b*b*b

  c4              = 1+3*b+b*b*b+3*b*b

  nT3Average      = c1 * xe6 + c2 * xe5 + c3 * xe4 + c4 * xe3

  upCol           =nT3Average>nT3Average[1]

  downCol         = nT3Average < nT3Average[1]

  myColor         = upCol ? #64b5f6 : downCol ? #ef5350 : na

  p1              = plot(nT3Average, color=t3vis ? myColor : bjrev ? myColor : true ? na : #ffffff , transp=100, title=”T3 Slow”)

  revbar          = cross(close, nT3Average)

  trendbar        = cross(nT3Average, anT3Average)

  revup           = crossover(close, nT3Average)

  revdwn          = crossunder(close, nT3Average)

  // Bj Reversal Bar Color and Fill

  uc              = (close >   nT3Average) and            (anT3Average >= nT3Average)

  dc              = (close <   nT3Average) and            (anT3Average <= nT3Average)

  dr              =(close<   nT3Average)and            (anT3Average>=nT3Average)

  ur              =(close>   nT3Average)and            (anT3Average<=nT3Average)

  hauc            = (haClose > nT3Average) and            (anT3Average >= nT3Average)

  hadc            = (haClose < nT3Average) and            (anT3Average <= nT3Average)

  hadr            = (haClose < nT3Average) and            (anT3Average >= nT3Average)

  haur            = (haClose > nT3Average) and            (anT3Average <= nT3Average)

  hadu            = haClose >= haOpen

  hadd            = haClose <  haOpen

  fillData        = nT3Average < anT3Average

  fillDtat        = nT3Average > anT3Average

  fillCol         = fillData ? #64b5f6 :                  fillDtat ? #ef5350 : na

  fill            (p1,p2, color=t3vis ? fillCol :         bjrev ? fillCol : na,               transp=15, title=”T3 Fill”)

  // HEMA

  hemaslow        = 5

  bjhemaslow      = ema (haOpen, hemaslow)

  up              = bjhemaslow > bjhemaslow[1]

  down            = bjhemaslow < bjhemaslow[1]

  mycolor         = up ? #64b5f6 : down ? #d32f2f : na

  bjhemafast      = ema(hl2, 1)

  hemaslow2       = 9

  bjhemaslow2     = ema(haOpen, hemaslow2)

  up2             = bjhemaslow2 > bjhemaslow2[1]

  down2           = bjhemaslow2 < bjhemaslow2[1]

  mycolor2        = up2 ? #64b5f6 : down2 ? #d32f2f : na

  hemaslow3       = 21

  bjhemaslow3     = ema(haOpen, hemaslow3)

  up3             = bjhemaslow3 > bjhemaslow3[1]

  down3           = bjhemaslow3 < bjhemaslow3[1]

  mycolor3        = up3 ? #64b5f6 : down3 ? #d32f2f : na

  emasig          = cross (close, bjhemaslow) and         cross(close, bjhemaslow2)

  // HEMA area plot fill

  hfillData       = bjhemaslow > bjhemafast

  hfillData2      = bjhemaslow < bjhemafast

  hfillDtat       = bjhemaslow2 > bjhemaslow

  hfillDtat2      = bjhemaslow2 < bjhemaslow

  hfillDat        = bjhemaslow3 > bjhemaslow2

  hfillDat2       = bjhemaslow3 < bjhemaslow2

  hemauc          =               (close> bjhemaslow)  and (close > bjhemaslow2)

  hemadc          =               (close< bjhemaslow)  and (close < bjhemaslow2)

  crossup1        = crossover     (close, bjhemaslow)  and (close > bjhemaslow2)

  crossup2        = crossover     (close, bjhemaslow2) and (close > bjhemaslow)

  crossup3        = crossover     (close, bjhemaslow2) and crossover(close, bjhemaslow)

  crossdown1      = crossunder    (close, bjhemaslow)  and (close < bjhemaslow2)

  crossdown2      = crossunder    (close, bjhemaslow2) and (close < bjhemaslow)

  crossdown3      = crossunder    (close, bjhemaslow2) and crossunder(close, bjhemaslow)

  Hcrossup        = crossup1   or crossup2   or crossup3

  Hcrossdwn       = crossdown1 or crossdown2 or crossdown3

  // alertcondition   (revbar,           title=’Bj Reversal’,            message=’Reversal candle is forming on {{interval}} chart. Price is {{close}}’)

  // alertcondition   (revup,            title=’Reversal Up’,            message=’Reversal up on {{interval}} chart. Price is {{close}}’)

  // alertcondition   (revdwn,           title=’Reversal Down’,          message=’Reversal down on {{interval}} chart. Price is {{close}}’)

  //  ____  __ _  ____

  // (  __)(  ( \(    \

  //  ) _) /    / ) D (

  // (____)\_)__)(____/

  // fillCol         = fillData ? #64b5f6 :                  fillDtat ? #ef5350 : na

  buySignal =  rsiIndic > rsiMA  and close > dema and buySignalCE and fillCol == #64b5f6 and (rsiIndic – rsiMA) > 1.8 // 2.8

  sellSignal = rsiIndic < rsiMA  and close < dema and sellSignalCE and fillCol == #ef5350 and (rsiIndic – rsiMA) < -1.8 //-2.8

  // === INPUT DATE RANGE ===

  fromMonth  = 1

  fromDay    = 1

  fromYear   = 2021

  thruMonth  = 1

  thruDay    = 1

  thruYear   = 2112

  // === INPUT TIME RANGE ===

  entryTime  = ‘0000-0000’ //input(‘0000-0000’,  title = “Entry Time”, type=input.session)   // ‘0000-0000′ is anytime to enter //’0800-1800’

  exitTime   = ‘0000-0000’                                                     // ‘0000-0000′ is anytime to exit //’0800-1800’

  // === DATE & TIME RANGE FUNCTIONS ===

  isDate() =>                                                               // create function “within window of dates”

      start  = timestamp(fromYear, fromMonth, fromDay, 00, 00)              // date start

      finish = timestamp(thruYear, thruMonth, thruDay, 23, 59)              // date finish

      isDate = time >= start and time <= finish                             // current date is “within window of dates”

  isTime(_position) =>                                                      // create function “within window of time”

      isTime = time(timeframe.period, _position)// + ‘:1234567’)               // current time is “within window of time”

  // // Période d’analyse

  use_period = true //input(type=input.bool, defval=true, title=”Période spécifique ?”, group=”periode”)

  startDate = timestamp(“01 Jan 2020”) // input(timestamp(“01 Jan 2020”), “Date de début”, group=”periode”, type = input.time)

  endDate = timestamp(“01 Jan 2025”) //input(timestamp(“01 Jan 2025”), “Date de fin”, group=”periode”, type = input.time)

  // //——————————————

  // //————-Indicateurs——————

  inDateRange = use_period ? ((time >= startDate) and (time < endDate)) : true

  //—————————————–

  //————Stratégie——————–

  //SL & TP

  // Définition de la gestion de risque

  // risk_pct = 1 // Pourcentage du capital à risquer

  // capital = 10000 // Capital initial

  // risk_amt = (risk_pct / 100) * capital // Montant à risquer

  // stop_loss_distance = atr(10) // Distance du stop loss

  // take_profit_distance = stop_loss_distance * 1.5 // Distance du take profit

  // stop_loss_price = valuewhen(high == highest(high, 10), high, 0) // Dernier swing high des 10 dernières bougies

  // take_profit_price = close + take_profit_distance // Prix du take profit

  // Calcul du montant de la position en fonction du risque

  // position_size = (risk_amt / stop_loss_distance) / syminfo.mintick

  //strategy.position_size := position_size

  lowestt = 0.0

  highestt = 0.0

  if buySignal

      lowestt := lowest(low, 2)

      highestt := close + (close – lowestt)*1.5

  if sellSignal

      lowestt := highest(high, 2)

      highestt := close + (close – lowestt)*1.5

  // var SL = 0.0

  // var TP = 0.0

  isTradeInTime = time >= timestamp(“GMT+2”, year, month, dayofmonth, 7, 30) and time <= timestamp(“GMT+2”, year, month, dayofmonth, 20, 10)

  if (isTradeInTime)

      open_long = buySignal

      open_short = sellSignal

      if open_long and strategy.opentrades == 0

          strategy.entry(“BUY”, true)//, when = isDate() and isTime(entryTime))

          alert(‘Buy Signal Alert’, alert.freq_once_per_bar_close)

          //strategy.close(“long”, when = sellSignal)

      //strategy.exit(‘long exit’,’long’, profit = tp_value, loss = sl_value)//profit = 20, loss = 30) //limit = tp_value, stop = sl_value

      strategy.exit(“Exit Long”, “BUY”, stop = lowestt, limit = highestt)

      if open_short and strategy.opentrades == 0

          strategy.entry(“SELL”, false)//, when = isDate() and isTime(entryTime))

          alert(‘Sell Signal Alert’, alert.freq_once_per_bar_close)

      //strategy.exit(‘short exit’,’short’, profit = tp_value, loss = sl_value) // profit = 20, loss = 30 ) //limit = tp_value, stop = sl_value

      strategy.exit(“Exit Short”, “SELL”, stop = lowestt, limit = highestt)

  //—————————————–

  //————–Backtest——————-

  strategy_pnl = strategy.netprofit + strategy.openprofit

  bnh_strategy_pnl_pcnt = (strategy_pnl / strategy.initial_capital) * 100

  float bnh_start_bar = na

  bnh_start_bar := na(bnh_start_bar[1]) or inDateRange != true? close : bnh_start_bar[1]

  float bnl_buy_hold_equity = na

  bnl_buy_hold_equity :=  inDateRange == true ? ((close – bnh_start_bar)/bnh_start_bar) * 100 : bnl_buy_hold_equity[1]

  bnh_vs_diff = bnh_strategy_pnl_pcnt – bnl_buy_hold_equity

  bnh_diff_color = bnh_vs_diff > 0 ? color.new(color.green, inDateRange ? 60 : 100) : color.new(color.red, inDateRange ? 60 : 100)

  //—————————————-

  //—————-Table——————-

  // var Table2 = table.new(position.top_right, columns = 2, rows = 5, border_width = 1, bgcolor = color.black, border_color = color.gray)

  // table.cell(table_id = Table2, column = 0, row = 0, text_color=(bnh_strategy_pnl_pcnt>bnl_buy_hold_equity)?color.gray:color.green, text_size = size.normal, text = “Buy & hold profit”)

  // table.cell(table_id = Table2, column = 1, row = 0, text_color=(bnh_strategy_pnl_pcnt>bnl_buy_hold_equity)?color.gray:color.green, text_size = size.normal, text = tostring(bnl_buy_hold_equity, ‘#.##’) + ‘ %’)

  // table.cell(table_id = Table2, column = 0, row = 1, text_color=(bnh_strategy_pnl_pcnt<bnl_buy_hold_equity)?color.gray:color.green, text_size = size.normal, text = “Strategy profit”)

  // table.cell(table_id = Table2, column = 1, row = 1, text_color=(bnh_strategy_pnl_pcnt<bnl_buy_hold_equity)?color.gray:color.green, text_size = size.normal, text = tostring(bnh_strategy_pnl_pcnt, ‘#.##’) + ‘ %’)

  // table.cell(table_id = Table2, column = 0, row = 2, text_color=color.yellow, text_size = size.normal, text = “Winrate”)

  // table.cell(table_id = Table2, column = 1, row = 2, text_color=color.yellow, text_size = size.normal, text = tostring(strategy.wintrades/strategy.closedtrades*100, ‘#.##’) + ‘ %’)

  // table.cell(table_id = Table2, column = 0, row = 3, text_color=color.yellow, text_size = size.normal, text = “Date de début”)

  // table.cell(table_id = Table2, column = 1, row = 3, text_color=color.yellow, text_size = size.normal, text = str.format(“{0,date,dd-MM-YYYY}”,startDate))

  // table.cell(table_id = Table2, column = 0, row = 4, text_color=color.yellow, text_size = size.normal, text = “Date de fin”)

  // table.cell(table_id = Table2, column = 1, row = 4, text_color=color.yellow, text_size = size.normal, text = str.format(“{0,date,dd-MM-YYYY}”, endDate))

  // //Plot the SL &TP

  // var fix_high = 0.0

  // var fix_low = 0.0

  // var fix_close = 0.0

  // if strategy.opentrades>0 and strategy.opentrades[1]==0 and strategy.position_size > 0

  //     fix_high := highestt// tp_value[1] //highestt

  //     fix_low := lowestt //sl_value[1] //lowestt

  //     fix_close := close[1]

  // //line

  // var line line_up = na

  // var line line_low = na

  // var line line_close = na

  // //box

  // var box box_low = na

  // var box box_up = na

  // if strategy.opentrades > 0 and strategy.opentrades[1]==0 and strategy.position_size > 0

  //     //line

  //     line_up := line.new(bar_index, fix_high, bar_index + 1, fix_high, color = color.green, width = 2)

  //     line_low := line.new(bar_index, fix_low, bar_index + 1, fix_low, color = color.red, width = 2)

  //     line_close := line.new(bar_index, fix_close, bar_index + 1, fix_close, color = color.blue, width = 2)

  //     //box

  //     box_up := box.new(bar_index, fix_high, bar_index + 1, fix_close, border_color = color.new(color.green,70),  bgcolor = color.new(color.green,70))

  //     box_low := box.new(bar_index, fix_close, bar_index + 1, fix_low, border_color = color.new(color.red,70),  bgcolor = color.new(color.red,70))

  // if strategy.opentrades==0 and strategy.opentrades[1]==1

  //     //line

  //     line.set_x2(line_up,bar_index + 2)

  //     line.set_x2(line_low,bar_index + 2)

  //     line.set_x2(line_close,bar_index + 2)

  //     //box

  //     box.set_rightbottom(box_up, bar_index + 2 , fix_close)

  //     box.set_rightbottom(box_low, bar_index + 2 , fix_low)

  

  FXtonio

  Participant

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  05/25/2023 at 8:14 AM #215149
  Nicolas

  Merci de poster des images de l’indicateur original lors d’une demande de conversion.

  

  Nicolas

  Keymaster

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  05/25/2023 at 9:12 AM #215153
  FXtonio

  Bonjour Nicolas,

  ci-joint.

  Bonne journée.

  

  FXtonio

  Participant

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