From 79803d76d37fa61cb4dd539e17e949a09cd627c5 Mon Sep 17 00:00:00 2001 From: root Date: Fri, 17 Oct 2025 11:03:12 +0200 Subject: [PATCH] feat(v4+): make all inputs per-profile when enabled (ATR period, multiplier, filter toggles, gates) and wire into logic --- Bullmania_Money_Line_v4_plus.pine | 80 ++++++++++++++++++++++++------- 1 file changed, 64 insertions(+), 16 deletions(-) diff --git a/Bullmania_Money_Line_v4_plus.pine b/Bullmania_Money_Line_v4_plus.pine index 1f15b1d..a76a018 100644 --- a/Bullmania_Money_Line_v4_plus.pine +++ b/Bullmania_Money_Line_v4_plus.pine @@ -56,41 +56,77 @@ showGatedMarkers = input.bool(true, "Show gated markers (triangles)") useProfiles = input.bool(false, "Use per-timeframe profiles") grpI = "Profile: Intraday (<60m)" +pI_atrPeriod = input.int(10, "ATR Period", minval=1, group=grpI) +pI_multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1, group=grpI) pI_confirmBars = input.int(2, "Confirm bars", minval=1, group=grpI) pI_bufferATR = input.float(0.15, "Buffer (×ATR)", minval=0.0, step=0.05, group=grpI) pI_smoothLen = input.int(1, "Smoothing EMA", minval=0, group=grpI) +pI_useAdxFilt = input.bool(false, "Use ADX/DMI filter", group=grpI) pI_adxLength = input.int(18, "ADX Length", minval=1, group=grpI) pI_minAdx = input.float(20.0, "Min ADX", minval=1.0, step=0.5, group=grpI) +pI_useMTFConf = input.bool(false, "Use higher timeframe confirmation", group=grpI) +pI_higherTF = input.timeframe("", "Higher timeframe (e.g. 60, 1D)", group=grpI) +pI_sessionStr = input.session("0000-2400", "Active session", group=grpI) +pI_cooldownBars = input.int(0, "Cooldown bars after flip", minval=0, group=grpI) +pI_alertsClose = input.bool(true, "Alerts/labels on bar close only", group=grpI) +pI_useTrendMA = input.bool(false, "Use EMA trend filter", group=grpI) pI_chopLength = input.int(14, "CHOP Length", minval=2, group=grpI) pI_maxChop = input.float(55.0, "Max CHOP", minval=0.0, maxval=100.0, step=0.5, group=grpI) +pI_useChopFilt = input.bool(false, "Use Choppiness filter", group=grpI) +pI_useRetest = input.bool(false, "Require retest after flip", group=grpI) pI_retestWindow = input.int(3, "Retest window (bars)", minval=1, group=grpI) pI_retestTolATR = input.float(0.20, "Retest tol (×ATR)", minval=0.0, step=0.05, group=grpI) +pI_useBodyFilter = input.bool(false, "Min candle body fraction", group=grpI) pI_minBodyFrac = input.float(0.35, "Min body fraction", minval=0.0, maxval=1.0, step=0.05, group=grpI) pI_trendMALen = input.int(100, "EMA trend length", minval=1, group=grpI) grpH = "Profile: 1–4h" +pH_atrPeriod = input.int(10, "ATR Period", minval=1, group=grpH) +pH_multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1, group=grpH) pH_confirmBars = input.int(2, "Confirm bars", minval=1, group=grpH) pH_bufferATR = input.float(0.10, "Buffer (×ATR)", minval=0.0, step=0.05, group=grpH) pH_smoothLen = input.int(1, "Smoothing EMA", minval=0, group=grpH) +pH_useAdxFilt = input.bool(false, "Use ADX/DMI filter", group=grpH) pH_adxLength = input.int(20, "ADX Length", minval=1, group=grpH) pH_minAdx = input.float(19.0, "Min ADX", minval=1.0, step=0.5, group=grpH) +pH_useMTFConf = input.bool(false, "Use higher timeframe confirmation", group=grpH) +pH_higherTF = input.timeframe("", "Higher timeframe (e.g. 60, 1D)", group=grpH) +pH_sessionStr = input.session("0000-2400", "Active session", group=grpH) +pH_cooldownBars = input.int(0, "Cooldown bars after flip", minval=0, group=grpH) +pH_alertsClose = input.bool(true, "Alerts/labels on bar close only", group=grpH) +pH_useTrendMA = input.bool(false, "Use EMA trend filter", group=grpH) pH_chopLength = input.int(14, "CHOP Length", minval=2, group=grpH) pH_maxChop = input.float(57.0, "Max CHOP", minval=0.0, maxval=100.0, step=0.5, group=grpH) +pH_useChopFilt = input.bool(false, "Use Choppiness filter", group=grpH) +pH_useRetest = input.bool(false, "Require retest after flip", group=grpH) pH_retestWindow = input.int(3, "Retest window (bars)", minval=1, group=grpH) pH_retestTolATR = input.float(0.20, "Retest tol (×ATR)", minval=0.0, step=0.05, group=grpH) +pH_useBodyFilter = input.bool(false, "Min candle body fraction", group=grpH) pH_minBodyFrac = input.float(0.30, "Min body fraction", minval=0.0, maxval=1.0, step=0.05, group=grpH) pH_trendMALen = input.int(200, "EMA trend length", minval=1, group=grpH) grpD = "Profile: 1D+" +pD_atrPeriod = input.int(10, "ATR Period", minval=1, group=grpD) +pD_multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1, group=grpD) pD_confirmBars = input.int(1, "Confirm bars", minval=1, group=grpD) pD_bufferATR = input.float(0.10, "Buffer (×ATR)", minval=0.0, step=0.05, group=grpD) pD_smoothLen = input.int(0, "Smoothing EMA", minval=0, group=grpD) +pD_useAdxFilt = input.bool(false, "Use ADX/DMI filter", group=grpD) pD_adxLength = input.int(14, "ADX Length", minval=1, group=grpD) pD_minAdx = input.float(18.0, "Min ADX", minval=1.0, step=0.5, group=grpD) +pD_useMTFConf = input.bool(false, "Use higher timeframe confirmation", group=grpD) +pD_higherTF = input.timeframe("", "Higher timeframe (e.g. 60, 1D)", group=grpD) +pD_sessionStr = input.session("0000-2400", "Active session", group=grpD) +pD_cooldownBars = input.int(0, "Cooldown bars after flip", minval=0, group=grpD) +pD_alertsClose = input.bool(true, "Alerts/labels on bar close only", group=grpD) +pD_useTrendMA = input.bool(false, "Use EMA trend filter", group=grpD) pD_chopLength = input.int(14, "CHOP Length", minval=2, group=grpD) pD_maxChop = input.float(60.0, "Max CHOP", minval=0.0, maxval=100.0, step=0.5, group=grpD) +pD_useChopFilt = input.bool(false, "Use Choppiness filter", group=grpD) +pD_useRetest = input.bool(false, "Require retest after flip", group=grpD) pD_retestWindow = input.int(2, "Retest window (bars)", minval=1, group=grpD) pD_retestTolATR = input.float(0.20, "Retest tol (×ATR)", minval=0.0, step=0.05, group=grpD) +pD_useBodyFilter = input.bool(false, "Min candle body fraction", group=grpD) pD_minBodyFrac = input.float(0.30, "Min body fraction", minval=0.0, maxval=1.0, step=0.05, group=grpD) pD_trendMALen = input.int(200, "EMA trend length", minval=1, group=grpD) @@ -103,12 +139,24 @@ isHto4h = tfSec >= 60 * 60 and tfSec <= 4 * 60 * 60 aConfirmBars = useProfiles ? (isIntraday ? pI_confirmBars : isHto4h ? pH_confirmBars : pD_confirmBars) : confirmBars aBufferATR = useProfiles ? (isIntraday ? pI_bufferATR : isHto4h ? pH_bufferATR : pD_bufferATR) : bufferATR aSmoothLen = useProfiles ? (isIntraday ? pI_smoothLen : isHto4h ? pH_smoothLen : pD_smoothLen) : smoothLen +aAtrPeriod = useProfiles ? (isIntraday ? pI_atrPeriod : isHto4h ? pH_atrPeriod : pD_atrPeriod) : atrPeriod +aMultiplier = useProfiles ? (isIntraday ? pI_multiplier : isHto4h ? pH_multiplier : pD_multiplier) : multiplier aAdxLength = useProfiles ? (isIntraday ? pI_adxLength : isHto4h ? pH_adxLength : pD_adxLength) : adxLength aMinAdx = useProfiles ? (isIntraday ? pI_minAdx : isHto4h ? pH_minAdx : pD_minAdx) : minAdx +aUseAdxFilt = useProfiles ? (isIntraday ? pI_useAdxFilt : isHto4h ? pH_useAdxFilt : pD_useAdxFilt) : useAdxFilt +aUseMTFConf = useProfiles ? (isIntraday ? pI_useMTFConf : isHto4h ? pH_useMTFConf : pD_useMTFConf) : useMTFConf +aHigherTF = useProfiles ? (isIntraday ? pI_higherTF : isHto4h ? pH_higherTF : pD_higherTF) : higherTF +aSessionStr = useProfiles ? (isIntraday ? pI_sessionStr : isHto4h ? pH_sessionStr : pD_sessionStr) : sessionStr +aCooldownBars = useProfiles ? (isIntraday ? pI_cooldownBars : isHto4h ? pH_cooldownBars : pD_cooldownBars) : cooldownBars +aAlertsClose = useProfiles ? (isIntraday ? pI_alertsClose : isHto4h ? pH_alertsClose : pD_alertsClose) : alertsCloseOnly +aUseTrendMA = useProfiles ? (isIntraday ? pI_useTrendMA : isHto4h ? pH_useTrendMA : pD_useTrendMA) : useTrendMA aChopLength = useProfiles ? (isIntraday ? pI_chopLength : isHto4h ? pH_chopLength : pD_chopLength) : chopLength aMaxChop = useProfiles ? (isIntraday ? pI_maxChop : isHto4h ? pH_maxChop : pD_maxChop) : maxChop +aUseChopFilt = useProfiles ? (isIntraday ? pI_useChopFilt : isHto4h ? pH_useChopFilt : pD_useChopFilt) : useChopFilt +aUseRetest = useProfiles ? (isIntraday ? pI_useRetest : isHto4h ? pH_useRetest : pD_useRetest) : useRetest aRetestWindow = useProfiles ? (isIntraday ? pI_retestWindow : isHto4h ? pH_retestWindow : pD_retestWindow) : retestWindow aRetestTolATR = useProfiles ? (isIntraday ? pI_retestTolATR : isHto4h ? pH_retestTolATR : pD_retestTolATR) : retestTolATR +aUseBodyFilter= useProfiles ? (isIntraday ? pI_useBodyFilter: isHto4h ? pH_useBodyFilter: pD_useBodyFilter) : useBodyFilter aMinBodyFrac = useProfiles ? (isIntraday ? pI_minBodyFrac : isHto4h ? pH_minBodyFrac : pD_minBodyFrac) : minBodyFrac aTrendMALen = useProfiles ? (isIntraday ? pI_trendMALen : isHto4h ? pH_trendMALen : pD_trendMALen) : trendMALen @@ -136,12 +184,12 @@ atr_custom(len) => tr = math.max(tr1, math.max(tr2, tr3)) ta.rma(tr, len) -atr = atr_custom(atrPeriod) +atr = atr_custom(aAtrPeriod) srcBase = (calcH + calcL) / 2.0 src = aSmoothLen > 0 ? ta.ema(srcBase, aSmoothLen) : srcBase -up = src - (multiplier * atr) -dn = src + (multiplier * atr) +up = src - (aMultiplier * atr) +dn = src + (aMultiplier * atr) var float up1 = na var float dn1 = na @@ -183,7 +231,7 @@ flipDn = trend == -1 and nz(trend[1], 1) == 1 // Track bars since last flip (for cooldown) var int barsSinceFlip = 100000 barsSinceFlip := (flipUp or flipDn) ? 0 : nz(barsSinceFlip[1], 100000) + 1 -cooldownOk = barsSinceFlip >= cooldownBars +cooldownOk = barsSinceFlip >= aCooldownBars // Choppiness Index (on selected source) chop_tr(len) => @@ -201,24 +249,24 @@ f_chop(len) => 100 * math.log10(sumTR / denom) / math.log10(len) chop = f_chop(aChopLength) -chopOk = not useChopFilt or (chop <= aMaxChop) +chopOk = not aUseChopFilt or (chop <= aMaxChop) // Retest-after-flip gate var bool retestSatisfied = true if flipUp or flipDn - retestSatisfied := not useRetest ? true : false + retestSatisfied := not aUseRetest ? true : false retestTouchLong = (trend == 1) and (barsSinceFlip > 0) and (barsSinceFlip <= aRetestWindow) and (calcL <= supertrend + aRetestTolATR * atr) retestTouchShort = (trend == -1) and (barsSinceFlip > 0) and (barsSinceFlip <= aRetestWindow) and (calcH >= supertrend - aRetestTolATR * atr) -if useRetest and not retestSatisfied and (retestTouchLong or retestTouchShort) +if aUseRetest and not retestSatisfied and (retestTouchLong or retestTouchShort) retestSatisfied := true -retestOk = not useRetest or retestSatisfied +retestOk = not aUseRetest or retestSatisfied // Minimum body fraction gate barRange = math.max(calcH - calcL, syminfo.mintick) barBody = math.abs(calcC - calcO) -bodyOk = not useBodyFilter or (barBody / barRange >= aMinBodyFrac) +bodyOk = not aUseBodyFilter or (barBody / barRange >= aMinBodyFrac) // ============================= // Optional ADX/DMI filter (self-contained implementation on selected source) @@ -242,7 +290,7 @@ f_adx(len) => [adxVal, pdi, mdi] [adx, diPlus, diMinus] = f_adx(aAdxLength) -adxOk = not useAdxFilt or (adx >= aMinAdx and ((trend == 1 and diPlus > diMinus) or (trend == -1 and diMinus > diPlus))) +adxOk = not aUseAdxFilt or (adx >= aMinAdx and ((trend == 1 and diPlus > diMinus) or (trend == -1 and diMinus > diPlus))) // ============================= // Optional higher timeframe confirmation @@ -279,16 +327,16 @@ f_dir(_atrLen, _mult, _confBars, _bufAtr) => _sellCount := 0 _trend -htfDir = useMTFConf and (higherTF != "") ? request.security(syminfo.tickerid, higherTF, f_dir(atrPeriod, multiplier, confirmBars, bufferATR), lookahead=barmerge.lookahead_off) : na -mtfOk = not useMTFConf or (trend == htfDir) +htfDir = aUseMTFConf and (aHigherTF != "") ? request.security(syminfo.tickerid, aHigherTF, f_dir(aAtrPeriod, aMultiplier, aConfirmBars, aBufferATR), lookahead=barmerge.lookahead_off) : na +mtfOk = not aUseMTFConf or (trend == htfDir) // ============================= -// Session & trend filters and final gating +// Session & trend filters and final gating (per-profile when enabled) // ============================= -inSession = not na(time(timeframe.period, sessionStr)) +inSession = not na(time(timeframe.period, aSessionStr)) emaTrend = ta.ema(calcC, aTrendMALen) -trendMAOk = not useTrendMA or ((trend == 1 and calcC >= emaTrend) or (trend == -1 and calcC <= emaTrend)) -barOk = not alertsCloseOnly or barstate.isconfirmed +trendMAOk = not aUseTrendMA or ((trend == 1 and calcC >= emaTrend) or (trend == -1 and calcC <= emaTrend)) +barOk = not aAlertsClose or barstate.isconfirmed signalsOk = adxOk and mtfOk and inSession and cooldownOk and trendMAOk and chopOk and retestOk and bodyOk and barOk // =============================