ba1fe4433e
Changes: - moneyline_v11_2_indicator.pinescript: Alert format now includes SCORE:100 - parse_signal_enhanced.json: Added indicatorScore parsing (SCORE:X regex) - execute/route.ts: Added hasIndicatorScore bypass (score >= 90 bypasses quality check) - Money_Machine.json: Both Execute Trade nodes now pass indicatorScore to API Rationale: v11.2 indicator filters already optimized (2.544 PF, +51.80% return). Bot-side quality scoring was blocking proven profitable signals (e.g., quality 75). Now indicator passes SCORE:100, bot respects it and executes immediately. This completes the signal chain: Indicator (SCORE:100) → n8n parser (indicatorScore) → workflow → bot endpoint (bypass)
138 lines
6.6 KiB
Plaintext
138 lines
6.6 KiB
Plaintext
//@version=6
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strategy("Bullmania Breaker v1 Strategy", overlay=true, pyramiding=0, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
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// Reuse the breaker_v1 signal logic for backtesting.
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// Trend filters
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emaFastLen = input.int(50, "EMA Fast", minval=1, group="Trend")
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emaSlowLen = input.int(200, "EMA Slow", minval=1, group="Trend")
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trendBuffer = input.float(0.10, "Trend buffer %", minval=0.0, step=0.05, group="Trend")
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// Squeeze and release
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bbLen = input.int(20, "BB Length", minval=1, group="Squeeze")
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bbMult = input.float(2.0, "BB Multiplier", minval=0.1, step=0.1, group="Squeeze")
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squeezeLookback = input.int(120, "Squeeze lookback", minval=10, group="Squeeze")
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squeezeThreshold = input.float(0.25, "Squeeze threshold (0-1)", minval=0.0, maxval=1.0, step=0.05, group="Squeeze")
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releaseThreshold = input.float(0.35, "Release threshold (0-1)", minval=0.0, maxval=1.0, step=0.05, group="Squeeze")
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releaseWindow = input.int(30, "Release window bars", minval=1, group="Squeeze")
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// Confirmation and filters
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confirmPct = input.float(0.25, "Confirm move % (next bar)", minval=0.0, maxval=3.0, step=0.05, group="Confirmation")
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volLookback = input.int(20, "Volume MA length", minval=1, group="Confirmation")
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volSpike = input.float(1.2, "Volume spike x", minval=0.5, step=0.05, group="Confirmation")
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adxLen = input.int(14, "ADX length", minval=1, group="Confirmation")
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adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group="Confirmation")
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rsiLen = input.int(14, "RSI length", minval=2, group="Confirmation")
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rsiLongMin = input.float(48, "RSI long min", minval=0, maxval=100, group="Confirmation")
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rsiLongMax = input.float(68, "RSI long max", minval=0, maxval=100, group="Confirmation")
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rsiShortMin = input.float(32, "RSI short min", minval=0, maxval=100, group="Confirmation")
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rsiShortMax = input.float(60, "RSI short max", minval=0, maxval=100, group="Confirmation")
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priceRangeLookback = input.int(100, "Price position lookback", minval=10, group="Confirmation")
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longPosMax = input.float(88, "Long max position %", minval=0, maxval=100, group="Confirmation")
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shortPosMin = input.float(12, "Short min position %", minval=0, maxval=100, group="Confirmation")
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cooldownBars = input.int(5, "Bars between signals", minval=0, maxval=100, group="Confirmation")
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// Exits for backtest
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useTP = input.bool(true, "Use take profit", group="Backtest Exits")
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useSL = input.bool(true, "Use stop loss", group="Backtest Exits")
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tpPct = input.float(1.2, "TP %", minval=0.1, maxval=10, step=0.1, group="Backtest Exits")
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slPct = input.float(0.6, "SL %", minval=0.1, maxval=10, step=0.1, group="Backtest Exits")
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// Core series
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emaFast = ta.ema(close, emaFastLen)
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emaSlow = ta.ema(close, emaSlowLen)
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trendGap = (emaSlow == 0.0) ? 0.0 : math.abs((emaFast - emaSlow) / emaSlow) * 100
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trendLong = emaFast > emaSlow and trendGap >= trendBuffer
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trendShort = emaFast < emaSlow and trendGap >= trendBuffer
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basis = ta.sma(close, bbLen)
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dev = bbMult * ta.stdev(close, bbLen)
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upper = basis + dev
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lower = basis - dev
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widthPct = basis == 0.0 ? 0.0 : (upper - lower) / basis * 100.0
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lowW = ta.lowest(widthPct, squeezeLookback)
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highW = ta.highest(widthPct, squeezeLookback)
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denom = math.max(highW - lowW, 0.0001)
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normWidth = (widthPct - lowW) / denom
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squeeze = normWidth < squeezeThreshold
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barsSinceSqueeze = ta.barssince(squeeze)
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recentSqueeze = not na(barsSinceSqueeze) and barsSinceSqueeze <= releaseWindow
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release = normWidth > releaseThreshold and recentSqueeze
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volMA = ta.sma(volume, volLookback)
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volumeRatio = volMA == 0.0 ? 0.0 : volume / volMA
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rsi = ta.rsi(close, rsiLen)
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[_, _, adxVal] = ta.dmi(adxLen, adxLen)
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highestRange = ta.highest(high, priceRangeLookback)
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lowestRange = ta.lowest(low, priceRangeLookback)
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rangeSpan = math.max(highestRange - lowestRange, 0.0001)
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pricePos = ((close - lowestRange) / rangeSpan) * 100
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// Breakout candidates
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breakoutLong = trendLong and release and close > upper and volumeRatio >= volSpike and adxVal >= adxMin and rsi >= rsiLongMin and rsi <= rsiLongMax and pricePos <= longPosMax
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breakoutShort = trendShort and release and close < lower and volumeRatio >= volSpike and adxVal >= adxMin and rsi >= rsiShortMin and rsi <= rsiShortMax and pricePos >= shortPosMin
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// Cooldown gate
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var int lastSignalBar = na
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cooldownOk = na(lastSignalBar) or (bar_index - lastSignalBar > cooldownBars)
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// Two-stage confirmation
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var int pendingDir = 0
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var float pendingPrice = na
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var int pendingBar = na
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finalLong = false
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finalShort = false
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if cooldownOk
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if breakoutLong
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pendingDir := 1
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pendingPrice := close
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pendingBar := bar_index
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if breakoutShort
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pendingDir := -1
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pendingPrice := close
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pendingBar := bar_index
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if pendingDir != 0 and bar_index == pendingBar + 1
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longPass = pendingDir == 1 and (confirmPct <= 0 or close >= pendingPrice * (1 + confirmPct / 100.0))
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shortPass = pendingDir == -1 and (confirmPct <= 0 or close <= pendingPrice * (1 - confirmPct / 100.0))
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if longPass
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finalLong := true
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lastSignalBar := bar_index
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if shortPass
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finalShort := true
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lastSignalBar := bar_index
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pendingDir := 0
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pendingPrice := na
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pendingBar := na
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// Entries
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if finalLong
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strategy.entry("Long", strategy.long)
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if finalShort
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strategy.entry("Short", strategy.short)
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// Exits
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if useTP or useSL
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if strategy.position_size > 0
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longStop = useSL ? strategy.position_avg_price * (1 - slPct / 100.0) : na
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longLimit = useTP ? strategy.position_avg_price * (1 + tpPct / 100.0) : na
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strategy.exit("L Exit", from_entry="Long", stop=longStop, limit=longLimit)
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if strategy.position_size < 0
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shortStop = useSL ? strategy.position_avg_price * (1 + slPct / 100.0) : na
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shortLimit = useTP ? strategy.position_avg_price * (1 - tpPct / 100.0) : na
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strategy.exit("S Exit", from_entry="Short", stop=shortStop, limit=shortLimit)
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// Plots
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plot(emaFast, "EMA Fast", color=color.new(color.green, 0), linewidth=1)
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plot(emaSlow, "EMA Slow", color=color.new(color.red, 0), linewidth=1)
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plot(basis, "BB Basis", color=color.new(color.gray, 50))
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plot(upper, "BB Upper", color=color.new(color.teal, 40))
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plot(lower, "BB Lower", color=color.new(color.teal, 40))
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plotshape(squeeze, title="Squeeze", location=location.bottom, color=color.new(color.blue, 10), style=shape.square, size=size.tiny)
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plotshape(release, title="Release", location=location.bottom, color=color.new(color.orange, 0), style=shape.triangleup, size=size.tiny)
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plotshape(finalLong, title="Buy", location=location.belowbar, color=color.lime, style=shape.circle, size=size.small, text="B")
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plotshape(finalShort, title="Sell", location=location.abovebar, color=color.red, style=shape.circle, size=size.small, text="S")
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