Indicateurs de signaux scalping m1

• 12/06/2023 at 11:11 AM #224925
  FXtonio

  Bonjour à tous  🙂

  Ci-dessous un indicateur de scalping très efficace sur le gold et le dax en M1,

  il est en pine script, (je ne maitrise pas encore pro builder)

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

  Bonne journée à tous.

   

   

  // 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

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  12/06/2023 at 12:23 PM #224934
  LucasBest

  Est-il possible de mettre un lien vers l’original ?

  

  LucasBest

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  12/06/2023 at 5:00 PM #224964
  FXtonio

  Bonjours,

  désolé c’est un code que j’ai trouver sur un forum j’ai juste fais un copié coller sur trading view, l’indicateur n’est pas répertorié dans TW

  

  FXtonio

  Participant

  Topics: 20

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  12/06/2023 at 5:29 PM #224965
  LucasBest

  C’est qu’il est long et avant de passer du temps à le convertir, j’aimerais savoir s’il en vaut le coup… A-t’il était testé? Une photo des résultats ?

  

  LucasBest

  Participant

  Topics: 16

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  12/07/2023 at 11:34 AM #224981
  FXtonio

  Bonjour,

  ci-joint un pdf des resultats.

  

  FXtonio

  Participant

  Topics: 20

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