diff --git a/workflows/trading/moneyline_v11_all_filters.pinescript b/workflows/trading/moneyline_v11_all_filters.pinescript new file mode 100644 index 0000000..920c9c1 --- /dev/null +++ b/workflows/trading/moneyline_v11_all_filters.pinescript @@ -0,0 +1,300 @@ +//@version=6 +indicator("Bullmania Money Line v11 All Filters", shorttitle="ML v11", overlay=true) + +// Calculation source (Chart vs Heikin Ashi) +srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.") + +// Parameter Mode +paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.") + +// V11 NEW: Feature flag to enable/disable all quality filters at once +useQualityFilters = input.bool(true, "Enable ALL quality filters", tooltip="Master toggle - when disabled, only timing controls signals (like v9). When enabled, all filters below must pass.") + +// Single (global) parameters +atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode") +multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode") + +// Profile override when using profiles +profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles") + +// Timeframe profile parameters +// Minutes (<= 59m) +atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes") +mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend") + +// Hours (>=1h and <1d) +atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours") +mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend") + +// Daily (>=1d and <1w) +atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily") +mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend") + +// Weekly/Monthly (>=1w) +atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly") +mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend") + +// Optional MACD confirmation +useMacd = input.bool(false, "Use MACD confirmation", inline="macd") +macdSrc = input.source(close, "MACD Source", inline="macd") +macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens") +macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens") +macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens") + +// Signal timing (ALWAYS applies to all signals) +groupTiming = "Signal Timing" +confirmBars = input.int(0, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V9: Set to 0 for immediate signals on flip. Increase to wait X bars for confirmation.") +flipThreshold = input.float(0.5, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V9 OPTIMIZED: 0.5% (from exhaustive sweep) filters small bounces while catching real reversals.") + +// Entry filters (optional) +groupFilters = "Entry filters" +useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.") +entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.") +useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.") +adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters) +adxMin = input.int(21, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V9 OPTIMIZED: 21 (from exhaustive sweep) filters weak trends for higher quality signals.") + +// NEW v6 FILTERS +groupV6Filters = "v6 Quality Filters" +usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.") +longPosMax = input.float(75, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="V9 OPTIMIZED: 75% (from exhaustive sweep) prevents chasing tops for better entry timing.") +shortPosMin = input.float(20, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="V9 OPTIMIZED: 20% (from exhaustive sweep) catches momentum shorts instead of oversold bounces.") + +useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).") +volMin = input.float(1.0, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="V9 OPTIMIZED: 1.0 (from exhaustive sweep) requires stronger conviction signals.") +volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.") + +useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.") +rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters) +rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters) +rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters) +rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters) + +// V9 NEW: MA GAP VISUALIZATION OPTIONS +groupV9MA = "v9 MA Gap Options" +showMAs = input.bool(true, "Show 50 and 200 MAs on chart", group=groupV9MA, tooltip="Display the moving averages for visual reference.") +ma50Color = input.color(color.new(color.yellow, 0), "MA 50 Color", group=groupV9MA) +ma200Color = input.color(color.new(color.orange, 0), "MA 200 Color", group=groupV9MA) + +// Determine effective parameters based on selected mode/profile +var string activeProfile = "" +resSec = timeframe.in_seconds(timeframe.period) +isMinutes = resSec < 3600 +isHours = resSec >= 3600 and resSec < 86400 +isDaily = resSec >= 86400 and resSec < 604800 +isWeeklyOrMore = resSec >= 604800 + +// Resolve profile bucket +string profileBucket = "Single" +if paramMode == "Single" + profileBucket := "Single" +else + if profileOverride == "Minutes" + profileBucket := "Minutes" + else if profileOverride == "Hours" + profileBucket := "Hours" + else if profileOverride == "Daily" + profileBucket := "Daily" + else if profileOverride == "Weekly/Monthly" + profileBucket := "Weekly/Monthly" + else + profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly" + +atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w +multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w +activeProfile := profileBucket + +// Core Money Line logic (with selectable source) +// Build selected source OHLC +// Optimized: Calculate Heikin Ashi directly instead of using request.security() +haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close +haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open +haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high +haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low +calcH = haH +calcL = haL +calcC = haC + +// ATR on selected source +tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1]))) +atr = ta.rma(tr, atrPeriod) +src = (calcH + calcL) / 2 + +up = src - (multiplier * atr) +dn = src + (multiplier * atr) + +var float up1 = na +var float dn1 = na + +up1 := nz(up1[1], up) +dn1 := nz(dn1[1], dn) + +up1 := calcC[1] > up1 ? math.max(up, up1) : up +dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn + +var int trend = 1 +var float tsl = na + +tsl := nz(tsl[1], up1) + +// V8: Apply flip threshold - require price to move X% beyond line before flip +thresholdAmount = tsl * (flipThreshold / 100) + +// Track consecutive bars in potential new direction (anti-whipsaw) +var int bullMomentumBars = 0 +var int bearMomentumBars = 0 + +if trend == 1 + tsl := math.max(up1, tsl) + // Count consecutive bearish bars + if calcC < (tsl - thresholdAmount) + bearMomentumBars := bearMomentumBars + 1 + bullMomentumBars := 0 + else + bearMomentumBars := 0 + // Flip only after X consecutive bars below threshold + trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1 +else + tsl := math.min(dn1, tsl) + // Count consecutive bullish bars + if calcC > (tsl + thresholdAmount) + bullMomentumBars := bullMomentumBars + 1 + bearMomentumBars := 0 + else + bullMomentumBars := 0 + // Flip only after X consecutive bars above threshold + trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1 + +supertrend = tsl + +// Plot the Money Line +upTrend = trend == 1 ? supertrend : na +downTrend = trend == -1 ? supertrend : na + +plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2) +plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2) + +// Show active profile on chart as a label (optimized - only on confirmed bar) +showProfileLabel = input.bool(true, "Show active profile label", group="Profiles") +var label profLbl = na +if barstate.islast and barstate.isconfirmed and showProfileLabel + label.delete(profLbl) + profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20)) + +// MACD confirmation logic +[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen) +longOk = not useMacd or (macdLine > macdSignal) +shortOk = not useMacd or (macdLine < macdSignal) + +// Plot buy/sell signals (gated by optional MACD) +buyFlip = trend == 1 and trend[1] == -1 +sellFlip = trend == -1 and trend[1] == 1 + +// ADX computation (always calculate for context, but only filter if enabled) +upMove = calcH - calcH[1] +downMove = calcL[1] - calcL +plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0 +minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0 +trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1]))) +atrADX = ta.rma(trADX, adxLen) +plusDMSmooth = ta.rma(plusDM, adxLen) +minusDMSmooth = ta.rma(minusDM, adxLen) +plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX +minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX +dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI) +adxVal = ta.rma(dx, adxLen) +adxOk = not useAdx or (adxVal > adxMin) + +// Entry buffer gates relative to current Money Line +longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr) +shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr) + +// Confirmation bars after flip +buyReady = ta.barssince(buyFlip) == confirmBars +sellReady = ta.barssince(sellFlip) == confirmBars + +// === CONTEXT METRICS FOR SIGNAL QUALITY === +// Calculate ATR as percentage of price +atrPercent = (atr / calcC) * 100 + +// Calculate RSI +rsi14 = ta.rsi(calcC, 14) + +// Volume ratio (current volume vs 20-bar MA) +volMA20 = ta.sma(volume, 20) +volumeRatio = volume / volMA20 + +// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5) +highest100 = ta.highest(calcH, 100) // Changed from 20 to 100 +lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100 +priceRange = highest100 - lowest100 +pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100 + +// === V9 NEW: MA GAP ANALYSIS === +// Calculate 50 and 200 period moving averages on CLOSE (not Heikin Ashi) +// Use standard close for MA calculations to match traditional analysis +ma50 = ta.sma(close, 50) +ma200 = ta.sma(close, 200) + +// Calculate MA gap as percentage +// Positive gap = bullish (50 MA above 200 MA) +// Negative gap = bearish (50 MA below 200 MA) +// Values near 0 = convergence (potential crossover brewing) +maGap = ma200 == 0 ? 0.0 : ((ma50 - ma200) / ma200) * 100 + +// Plot MAs if enabled (for visual reference) - disabled by default for clean chart +// plot(showMAs ? ma50 : na, title="MA 50", color=ma50Color, linewidth=1) +// plot(showMAs ? ma200 : na, title="MA 200", color=ma200Color, linewidth=2) + +// v6 NEW FILTERS +// Price position filter - prevent chasing extremes +longPositionOk = not usePricePosition or (pricePosition < longPosMax) +shortPositionOk = not usePricePosition or (pricePosition > shortPosMin) + +// Volume filter - avoid dead or overheated moves +volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax) + +// RSI momentum filter +rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax) +rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax) + +// V11: ALL FILTERS APPLIED to signals +// Signal fires on line flip when ALL conditions met: +// - Flip threshold (0.5%) + confirm bars timing +// - Entry buffer (0.20 ATR) if enabled +// - ADX minimum (21) if enabled +// - Price position (long <75%, short >20%) if enabled +// - Volume ratio (1.0-3.5x) if enabled +// - RSI range (long 35-70, short 30-70) if enabled +// - MACD confirmation if enabled +// V11: Apply filters only if master toggle enabled +finalLongSignal = buyReady and (not useQualityFilters or (longOk and adxOk and longBufferOk and longPositionOk and volumeOk and rsiLongOk)) +finalShortSignal = sellReady and (not useQualityFilters or (shortOk and adxOk and shortBufferOk and shortPositionOk and volumeOk and rsiShortOk)) + +plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small) +plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small) + +// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL") +baseCurrency = str.replace(syminfo.ticker, "USD", "") +baseCurrency := str.replace(baseCurrency, "USDT", "") +baseCurrency := str.replace(baseCurrency, "PERP", "") + +// Indicator version for tracking in database +indicatorVer = "v11" + +// Build enhanced alert messages with context (timeframe.period is dynamic) +// V9 NEW: Added MAGAP field for MA gap percentage +longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer + +shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer + +// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content) +if finalLongSignal + alert(longAlertMsg, alert.freq_once_per_bar_close) + +if finalShortSignal + alert(shortAlertMsg, alert.freq_once_per_bar_close) + +// Fill area between price and Money Line +fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90)) +fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))