106 lines
3.5 KiB
Plaintext
106 lines
3.5 KiB
Plaintext
//@version=5
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strategy("Bullmania Money Line Strategy", overlay=true, pyramiding=0,
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initial_capital=input.float(10000, "Initial Capital"),
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commission_type=strategy.commission.percent,
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commission_value=input.float(0.10, "Commission %"),
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slippage=input.int(0, "Slippage (ticks)"))
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// Parameters (match indicator defaults)
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atrPeriod = input.int(10, "ATR Period", minval=1)
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multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1)
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smoothLen = input.int(0, "Smoothing EMA Length (0 = off)", minval=0)
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// Risk settings
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riskPct = input.float(1.0, "Risk % per trade", minval=0.1, step=0.1)
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stopBufferTicks = input.int(1, "Stop buffer (ticks)", minval=0)
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takeProfitRR = input.float(0.0, "Take Profit R multiple (0 = off)", minval=0, step=0.1)
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exitOnFlip = input.bool(true, "Exit on opposite flip")
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// Money Line (same logic as indicator)
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atr = ta.atr(atrPeriod)
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srcBase = (high + low) / 2
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src = smoothLen > 0 ? ta.ema(srcBase, smoothLen) : srcBase
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up = src - (multiplier * atr)
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dn = src + (multiplier * atr)
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var float up1 = na
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var float dn1 = na
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up1 := nz(up1[1], up)
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dn1 := nz(dn1[1], dn)
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up1 := close[1] > up1 ? math.max(up, up1) : up
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dn1 := close[1] < dn1 ? math.min(dn, dn1) : dn
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var int trend = 1
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var float tsl = na
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tsl := nz(tsl[1], up1)
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if trend == 1
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tsl := math.max(up1, tsl)
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trend := close < tsl ? -1 : 1
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else
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tsl := math.min(dn1, tsl)
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trend := close > tsl ? 1 : -1
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supertrend = tsl
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// Signals
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rawBuy = trend == 1 and trend[1] == -1
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rawSell = trend == -1 and trend[1] == 1
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// Plot for visual check
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upTrend = trend == 1 ? supertrend : na
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downTrend = trend == -1 ? supertrend : na
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plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
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plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
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plotshape(rawBuy, title="Raw Buy", location=location.belowbar, color=color.new(color.green, 0), style=shape.circle, size=size.tiny)
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plotshape(rawSell, title="Raw Sell", location=location.abovebar, color=color.new(color.red, 0), style=shape.circle, size=size.tiny)
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// Helper
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mt = syminfo.mintick
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// Long entries
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longStop = supertrend - mt * stopBufferTicks
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longRisk = strategy.equity * (riskPct / 100.0)
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longRDist = close - longStop
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longQty = longRDist > 0 ? (longRisk / longRDist) : 0
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if rawBuy and strategy.position_size <= 0 and longQty > 0
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strategy.entry("Long", strategy.long, qty=longQty)
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if strategy.position_size > 0
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// Update trailing exit on each bar
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longStop := supertrend - mt * stopBufferTicks
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tpLong = na
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if takeProfitRR > 0
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entry = strategy.position_avg_price
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sd = entry - longStop
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tpLong := entry + takeProfitRR * sd
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strategy.exit("XL", from_entry="Long", stop=longStop, limit=tpLong)
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if exitOnFlip and rawSell
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strategy.close("Long")
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// Short entries
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shortStop = supertrend + mt * stopBufferTicks
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shortRisk = strategy.equity * (riskPct / 100.0)
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shortRDist = shortStop - close
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shortQty = shortRDist > 0 ? (shortRisk / shortRDist) : 0
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if rawSell and strategy.position_size >= 0 and shortQty > 0
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strategy.entry("Short", strategy.short, qty=shortQty)
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if strategy.position_size < 0
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// Update trailing exit on each bar
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shortStop := supertrend + mt * stopBufferTicks
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tpShort = na
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if takeProfitRR > 0
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entry = strategy.position_avg_price
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sd = shortStop - entry
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tpShort := entry - takeProfitRR * sd
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strategy.exit("XS", from_entry="Short", stop=shortStop, limit=tpShort)
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if exitOnFlip and rawBuy
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strategy.close("Short")
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