Si quelqu’un est intéressé pour le convertir sur prt..
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// © 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)
