//@version=5
//This Strategy Combined the following indicators and conditioning by me
//ATR , RSI , EMA , SMA , Linear regression curve and Andean Oscillator
strategy("VXD Cloud", "VXD", overlay=true , initial_capital=100 ,currency = currency.USD , pyramiding = 1 , process_orders_on_close=true ,calc_on_every_tick= false)
// INPUT BACKTEST RANGE
var string BTR1 = '════════ INPUT BACKTEST TIME RANGE ════════'
i_startTime = input.time(defval = timestamp("01 Jan 1945 00:00 +0000"), title = "Start", inline="timestart", group=BTR1)
i_endTime = input.time(defval = timestamp("01 Jan 2074 23:59 +0000"), title = "End", inline="timeend", group=BTR1)
timeCond = (time > i_startTime) and (time < i_endTime)
// Strategy Setting
leverage = input.bool(title="Use Leverage?", defval = true , group='═ Strategy Setting ═', tooltip = 'If use "Position size" can be larger than Equity')
riskPer = input.int(10, "Risk", minval = 1, group='═ Strategy Setting ═', tooltip = 'Lost per trade',inline='risk')
risktype = input.string('$', "", options= ,group='═ Strategy Setting ═',inline='risk')
cond0 = 'Break Cloud + Pivot' , cond1 = 'Break Cloud + Pivot + Subhag Filter' , cond2 = 'Cloud-MA(New)'
conditype = input.string(cond2, "Order Condition", options= ,group='═ Strategy Setting ═')
uselong = input.bool(title="Open Buy?", defval = true , group='═ Strategy Setting ═')
useshort = input.bool(title="Open Sell?", defval = true , group='═ Strategy Setting ═')
useSL = input.bool(title="Use Take Profit/StopLoss?", defval = true , group='═ Strategy Setting ═',inline='Set')
useSLbox = input.bool(title="Show Profit/StopLoss Box?", defval = false , group='═ Strategy Setting ═')
useSLcl = input.color(defval=color.new(color.orange,0), title='Color', inline='Set', group='═ Strategy Setting ═')
rrPer = input.float(3.00, "Risk:Reward TP1", minval = 1, step=0.1, group='═ Strategy Setting ═',inline='rr')
rrPer2 = input.float(4.00, "TP2", minval = 1, step=0.1, group='═ Strategy Setting ═',inline='rr')
TPper = input.int(50, "Equity % Take Profit TP1", minval = 0 ,maxval = 100, step=5, group='═ Strategy Setting ═', tooltip='Take a snack and let profit run.',inline='tp%')
TPper2 = input.int(100, "TP2", minval = 0 ,maxval = 100, step=5, group='═ Strategy Setting ═',inline='tp%')
///////////////////////// ATR /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
Periods = input.int(title="ATR Period", defval=12 ,group='═ ATR Setting ═')
Multiplier = input.float(title="ATR Multiplier", step=0.1, defval=1.6,group='═ ATR Setting ═')
ATR = ta.sma(ta.tr,Periods)
downT = high + ATR * Multiplier
upT = low - ATR * Multiplier
= ta.supertrend(Multiplier, Periods)
///////////////////////// RSI /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
LengthRSI = input.int(25,'RSI', minval=1, group='═ RSI Setting ═')
rsibb = ta.rsi(close,LengthRSI)
///////////////////////// Andean Oscillator /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
LengthAO = input.int(30,'Length', minval=1, group='═ Andean Oscillator Setting ═')
var alpha = 2/(LengthAO+1)
var up1 = 0.,var up2 = 0.
var dn1 = 0.,var dn2 = 0.
C = close , O = open
up1 := nz(math.max(C, O, up1 - (up1 - C) * alpha), C)
up2 := nz(math.max(C * C, O * O, up2 - (up2 - C * C) * alpha), C * C)
dn1 := nz(math.min(C, O, dn1 + (C - dn1) * alpha), C)
dn2 := nz(math.min(C * C, O * O, dn2 + (C * C - dn2) * alpha), C * C)
//Components
bull = math.sqrt(dn2 - dn1 * dn1)
bear = math.sqrt(up2 - up1 * up1)
///////////////////////// MA /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
LengthMA = input.int(30,'EMA fast', minval=1, group='═ MA Setting ═', tooltip = 'Act as Trend line')
sma2cl = input.color(defval=color.new(color.purple,0), title='EMA Slow', group='═ MA Setting ═' ,inline = 'sma200')
LengthMA2 = input.int(200,'Period', minval=1, group='═ MA Setting ═',inline = 'sma200')
float MA_1 = ta.ema(close, LengthMA)
MA_2 = ta.ema(close, LengthMA2)
////////////////////////// Linear regression curve //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
length = input.int(30, minval=1, group='═ Subhag Setting ═')
smoothing = input.int(30, minval=1, group='═ Subhag Setting ═')
linreg = ta.ema(ta.linreg(close, length, 0),smoothing)
isUplinreg = ta.rising(linreg,2) , isDnlinreg = ta.falling(linreg,2)
hullColor = isUplinreg ? color.green : isDnlinreg ? color.red : color.yellow
///////////////////////// Pivot Setting /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
plotPVT = input.bool(defval=true, title='Plot Pivots', group='═ Pivots ═')
pivotLookup = input.int(defval=5, minval=1, maxval=8,title='Pivot Lookup', group='═ Pivots ═', tooltip='Minimum = 1, Maximum = 8')
pivotsizing = input.int(defval=50, minval=1, maxval=100,title='Pivot bars back for sizing', group='═ Pivots ═', tooltip='Minimum = 1, Maximum = 100')
plotInThePast = input(false, "Plot When Pivot is Detected" ,group='═ Pivots ═')
pvtTopColor = input.color(defval=color.new(#76b579,10), title='Pivot Top Color', group='═ Pivots ═', inline='PVT Top Color')
pvtBottomColor = input.color(defval=color.new(#d85884,10), title='Pivot Bottom Color', group='═ Pivots ═', inline='PVT Top Color')
//////////////////////////////////// High Volume Bars Setting //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
plotHVB = input.bool(defval=true, title='Plot HVB', group='═ High Volume Bar ═', tooltip='A candle where the average volume is higher than last few bars.')
hvbBullColor = input.color(defval=color.new(color.green,0), title='Bullish HVB Color', inline='Set Custom Color', group='═ High Volume Bar ═')
hvbBearColor = input.color(defval=color.new(color.orange,0), title='Bearish HVB Color', inline='Set Custom Color', group='═ High Volume Bar ═')
hvbEMAPeriod = input.int(defval=6, minval=1, title='Volume EMA Period', group='═ High Volume Bar ═')
hvbMultiplier = input.float(defval=1.2, title='Volume Multiplier', minval=1, maxval=100, group='═ High Volume Bar ═')
//////////////////////////////////// Cloud Setting //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
showcloud = input.bool(title="Show Cloud?", defval = true , group='═ Cloud Setting ═')
clhicl = input.color(defval=color.new(color.green,100), title='Cloud High Color', group='═ Cloud Setting ═' )
cllocl = input.color(defval=color.new(color.red,100), title='Cloud Low Color', group='═ Cloud Setting ═')
clbgclbull = input.color(defval=color.green, title='Bull Cloud Color', group='═ Cloud Setting ═')
clbgclbear = input.color(defval=color.red, title='Bear Cloud Color', group='═ Cloud Setting ═')
clbgclsway = input.color(defval=color.yellow, title='Sideway Cloud Color', group='═ Cloud Setting ═')
cltranpl = input.int(defval=80, title='Cloud transparent', group='═ Cloud Setting ═')
/////////////////////////////// define trend /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
AlphaTrend = 0.0 , CloudMA = 0.0 ,cloudtrend = 0,zonecl = color.white,ATcl = color.new(color.yellow,0)
//cloud
AlphaTrend := conditype == cond2 ? (rsibb >= 50 ? upT < nz(AlphaTrend) ? nz(AlphaTrend) : upT : downT > nz(AlphaTrend) ? nz(AlphaTrend) : downT) : supertrend
fastl = ta.ema(close,2)
clohi = math.max(MA_1,linreg,AlphaTrend)
clolo = math.min(MA_1,linreg,AlphaTrend)
greenzone = close > clohi
redzone = close < clolo
greenzoneB = (close > clohi) and isUplinreg
redzoneB = (close < clolo) and isDnlinreg
//CloudMA
CloudMA := (bull > bear) ? clolo < nz(CloudMA) ? nz(CloudMA) : clolo : (bear > bull) ? clohi > nz(CloudMA) ? nz(CloudMA) : clohi : nz(CloudMA)
ATisup = ta.rising(CloudMA,2)
ATisdn = ta.falling(CloudMA,2)
cloudtrend := ATisup ? 1 : ATisdn ? -1 : cloudtrend
ATcl := ATisup ? clbgclbull : ATisdn ? clbgclbear : CloudMA == CloudMA ? clbgclsway : ATcl
//plot cloud
kline = plot(CloudMA, color=color.new(ATcl,0), linewidth=2)
zonecl := greenzoneB and (conditype == cond1) ? color.new(clbgclbull,cltranpl) : redzoneB and (conditype == cond1) ? color.new(clbgclbear,cltranpl) : greenzone and (conditype == cond0) ? color.new(clbgclbull,cltranpl) : redzone and (conditype == cond0) ? color.new(clbgclbear,cltranpl) : (conditype == cond2) ? color.new(ATcl,cltranpl) : zonecl
main1 = plot(clohi , title="Cloud High" , color=clhicl , linewidth=1)
main2 = plot(clolo , title="Cloud low" , color=cllocl , linewidth=1)
fill(main1,main2,showcloud ? zonecl : na)
main3 = plot(MA_2 , title="SMA" , color=sma2cl , linewidth=2)
//////////////////// Pivots ////////////////////
hih = ta.pivothigh(high, pivotLookup, pivotLookup)
lol = ta.pivotlow(low , pivotLookup, pivotLookup)
top = ta.valuewhen(hih, high, 0)
bottom = ta.valuewhen(lol, low , 0)
pvtop = plot(top, offset=plotInThePast ? 0 : -pivotLookup , linewidth=1, color=(top != top ? na : (plotPVT ? pvtTopColor : na)), title="Pivot Top")
pvdow = plot(bottom, offset=plotInThePast ? 0 : -pivotLookup, linewidth=1, color=(bottom != bottom ? na : (plotPVT ? pvtBottomColor : na)), title="Pivot Bottom")
////////////////// High Volume Bars //////////////////
volEma = ta.sma(volume, hvbEMAPeriod)
isHighVolume = volume > (hvbMultiplier * volEma)
//Functions
isUp(index) =>
close > open
isDown(index) =>
close < open
barcolor(plotHVB and isUp(0) and isHighVolume ? hvbBullColor : na, title="Bullish HVB")
barcolor(plotHVB and isDown(0) and isHighVolume ? hvbBearColor : na, title="Bearish HVB")
////////////////////////////////// Strategy condition ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
position_size = strategy.position_size ,Eqty = strategy.equity , lotsize = 0.0,RR0 = 0.0 , RR1 = 0.0 ,SLbuy = 0.0 , SLsell = 0.0
openoncel = strategy.opentrades == 0 or (position_size <= 0)
openonces = strategy.opentrades == 0 or (position_size >= 0)
exitshort = (conditype == cond2) ? (ta.change(cloudtrend) and cloudtrend == 1) : (close > clohi) and (close > top)
exitlong = (conditype == cond2) ? (ta.change(cloudtrend) and cloudtrend == -1) : (close < clolo) and (close < bottom)
//sizing by swing high and low
highest = ta.highest(top,pivotsizing)
lowest = ta.lowest(bottom,pivotsizing)
percentrisk = risktype == '%' ? (riskPer/100)*Eqty : riskPer
////condition
LongCondition = openoncel and (close > top) and greenzone and timeCond
LongConditionB = openoncel and (close > top) and greenzoneB and timeCond
ShortCondition = openonces and (close < bottom) and redzone and timeCond
ShortConditionB = openonces and (close < bottom) and redzoneB and timeCond
LongConditionC = (cloudtrend > 0) and openoncel and greenzone and timeCond
ShortConditionC = (cloudtrend < 0) and openonces and redzone and timeCond
actionbull = (conditype == cond1) ? (LongConditionB) : (conditype == cond0) ? ( LongCondition) : (conditype == cond2) ? (LongConditionC) : false
actionbear = (conditype == cond1) ? (ShortConditionB): (conditype == cond0) ? (ShortCondition) : (conditype == cond2) ? (ShortConditionC) : false
changetbull = ta.change(actionbull) ,changetbear = ta.change(actionbear) ,buyprice = 0.0 ,sellprice = 0.0 ,mapast = 0.0 ,openprice = strategy.opentrades.entry_price(0),TPbear = 0.0,TPbull = 0.0 , onebuy = 0, onesell = 0,TPbull2 = 0.0,TPbear2 = 0.0, stat_H = 0.0 , stat_L = 0.0
lotsize := changetbull ? math.abs((percentrisk ) / (close - lowest)) : changetbear ? math.abs((percentrisk ) / (highest - close)) : lotsize
while not leverage and (lotsize * close ) > Eqty
lotsize := lotsize /2
lotsize
buyprice := position_size >= 0 ? changetbull ? openprice : buyprice : na
sellprice := position_size <= 0 ? changetbear ? openprice : sellprice : na
RR1 := changetbull ? buyprice * (1 + (((openprice - lowest)/openprice))*1) : changetbear ? sellprice * (1 - (((highest - openprice) / openprice))*1) : RR1
TPbull := changetbull ? buyprice * (1 + (((openprice - lowest)/openprice))*rrPer) : (position_size > 0) ? TPbull :(position_size < 0) ? 0.0 : 0.0
TPbull2 := changetbull ? buyprice * (1 + (((openprice - lowest)/openprice))*rrPer2) : (position_size > 0) ? TPbull2 :(position_size < 0) ? 0.0 : 0.0
TPbear := changetbear ? sellprice * (1 - (((highest - openprice) / openprice))*rrPer) : (position_size < 0) ? TPbear :(position_size > 0) ? 0.0 : 0.0
TPbear2 := changetbear ? sellprice * (1 - (((highest - openprice) / openprice))*rrPer2) : (position_size < 0) ? TPbear2 :(position_size > 0) ? 0.0 : 0.0
//stat
stat_H := (position_size != 0) ? high > high ? high : stat_H : high
stat_L := (position_size != 0) ? low < low ? low : stat_L : low
SLbuy := exitshort ? lowest : (position_size > 0) and (stat_H > RR1) ? buyprice : SLbuy
SLsell := exitlong ? highest :(position_size < 0) and (stat_L < RR1) ? sellprice : SLsell
isslbuy = ta.crossunder(stat_L,SLbuy) , isslsell = ta.crossover(stat_H,SLsell)
onebuy := (cloudtrend != 1) and (cloudtrend == 1) ? 1 : isslbuy ? 0 : (position_size > 0) ? 1 : (cloudtrend == -1) ? 0 : onebuy
onesell := (cloudtrend != -1) and (cloudtrend == -1) ? 1 : isslsell ? 0 : (position_size < 0) ? 1 : (cloudtrend == 1) ? 0 : onesell
//plot
linetp = plot(useSLbox ? (useSL and (position_size > 0) ? TPbull : useSL and (position_size < 0) ? TPbear : na): useSL and changetbull ? TPbull : useSL and changetbear ? TPbear : na , 'TP',useSLbox ? color.green : useSLcl,style=plot.style_linebr , linewidth=1 )
linetp2 = plot(useSLbox ? (useSL and (position_size > 0) ? TPbull2 : useSL and (position_size < 0) ? TPbear2 : na): useSL and changetbull ? TPbull2 : useSL and changetbear ? TPbear2 : na , 'TP2',useSLbox ? color.green : useSLcl,style=plot.style_linebr , linewidth=1 )
lintsl = plot(useSLbox ? (useSL and (position_size > 0) ? SLbuy : useSL and (position_size < 0) ? SLsell : na): useSL and changetbull ? SLbuy : useSL and changetbear ? SLsell : na , 'SL',useSLbox ? color.red : useSLcl,style=plot.style_linebr , linewidth=1 )
lineentry = plot(useSLbox and (position_size > 0) ? buyprice : useSLbox and (position_size < 0) ? sellprice : na , 'Entry',color.white,style=plot.style_linebr , linewidth=1 )
fill(lineentry,linetp2,color.new(color.green,80))
fill(lineentry,lintsl,color.new(color.red,80))
//string message thank to @chaiyapruekr
//passphrase = 'xxxx'
string Alert_OpenLong = 'Long Entry! on {{ticker}} \n Buy@ {{strategy.order.price}} \n Size = {{strategy.order.contracts}} \n SL @ '+str.tostring(SLbuy)
string Alert_OpenShort = 'Short Entry! on {{ticker}} \n Sell@ {{strategy.order.price}} \n Size = {{strategy.order.contracts}} \n SL @ '+str.tostring(SLsell)
string Alert_LongTP = 'TP/SL Long on {{ticker}} \n @ {{strategy.order.price}} \n Size = {{strategy.order.contracts}}'
string Alert_ShortTP = 'TP/SL Short on {{ticker}} \n @ {{strategy.order.price}} \n Size = {{strategy.order.contracts}}'
var message_closelong = 'Tailing Stop Long!!! on {{ticker}} \n @ {{strategy.order.price}}'
var message_closeshort = 'Tailing Stop Short!!! on {{ticker}} \n @ {{strategy.order.price}}'
string Alert_StopLosslong = 'StopLoss Long! on {{ticker}} \n @ {{strategy.order.price}}'
string Alert_StopLossshort = 'StopLoss Short! on {{ticker}} \n @ {{strategy.order.price}}'
// exit order
if (exitlong == true )
strategy.close('long2', comment='TailingStop-L', alert_message=message_closelong)
if (exitshort == true )
strategy.close('Short2', comment='TailingStop-S', alert_message=message_closeshort)
// long
if (uselong == true) and changetbull and (onebuy == 0)
strategy.entry('long2', strategy.long ,qty =lotsize , comment='Long', alert_message=Alert_OpenLong)
// Short
if (useshort == true) and changetbear and (onesell == 0)
strategy.entry('Short2', strategy.short ,qty =lotsize, comment='Short', alert_message=Alert_OpenShort)
//TPSL
if (position_size > 0) and useSL
strategy.exit('TP1','long2', comment='SL/TP1',limit=TPbull , alert_message=Alert_LongTP , qty_percent=TPper, stop = SLbuy)
strategy.exit('TP2','long2', comment='SL/TP2',limit=TPbull2 , alert_message=Alert_LongTP , qty_percent=TPper2, stop = SLbuy)
strategy.exit('SL','long2', comment='SL', stop = SLbuy , alert_message=Alert_StopLosslong)
if (position_size < 0) and useSL
strategy.exit('STP1','Short2',comment= 'SL/TP1',limit=TPbear , alert_message=Alert_ShortTP, qty_percent=TPper, stop=SLsell)
strategy.exit('STP2','Short2',comment= 'SL/TP2',limit=TPbear2 , alert_message=Alert_ShortTP, qty_percent=TPper2, stop=SLsell)
strategy.exit('SSL','Short2',comment= 'SL', stop=SLsell , alert_message=Alert_StopLossshort)
////////////////////////////////// DATA WINDOW ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
import Naruephat/Cayoshi_Library/1 as fuLi
show_Net = input.bool(true,'Show Net', inline = 'Lnet')
position_ = input.string('top_right','Position', options = , inline = 'Lnet')
size_i = input.string('normal','size', options = , inline = 'Lnet')
color_Net = input.color(color.blue,"" , inline = 'Lnet')
fuLi.NetProfit_Show(show_Net , position_ , size_i, color_Net )
////////////////////////////////// By Vvaz_ ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
