strategy(
"EMA Cross Strategy",
overlay=true,
calc_on_every_tick=true,
currency=currency.USD
)
// INPUT:
// Options to enter fast and slow Exponential Moving Average (EMA) values
emaFast = input(title="Fast EMA", type=input.integer, defval=10, minval=1, maxval=9999)
emaSlow = input(title="Slow EMA", type=input.integer, defval=50, minval=1, maxval=9999)
// Option to select trade directions
tradeDirection = input(title="Trade Direction", options=["Long", "Short", "Both"], defval="Both")
// Options that configure the backtest date range
startDate = input(title="Start Date", type=input.time, defval=timestamp("01 Jan 1970 00:00"))
endDate = input(title="End Date", type=input.time, defval=timestamp("31 Dec 2170 23:59"))
// CALCULATIONS:
// Use the built-in function to calculate two EMA lines
fastEMA = ema(close, emaFast)
slowEMA = ema(close, emaSlow)
// PLOT:
// Draw the EMA lines on the chart
plot(series=fastEMA, color=color.orange, linewidth=2)
plot(series=slowEMA, color=color.blue, linewidth=2)
// CONDITIONS:
// Check if the close time of the current bar falls inside the date range
inDateRange = (time >= startDate) and (time < endDate)
// Translate input into trading conditions
longOK = (tradeDirection == "Long") or (tradeDirection == "Both")
shortOK = (tradeDirection == "Short") or (tradeDirection == "Both")
// Decide if we should go long or short using the built-in functions
longCondition = crossover(fastEMA, slowEMA)
shortCondition = crossunder(fastEMA, slowEMA)
// ORDERS:
// Submit entry (or reverse) orders
if (longCondition and inDateRange)
strategy.entry(id="long", long=true, when = longOK)
if (shortCondition and inDateRange)
strategy.entry(id="short", long=false, when = shortOK)
// Submit exit orders in the cases where we trade only long or only short
if (strategy.position_size > 0 and shortCondition)
strategy.exit(id="exit long", stop=close)
if (strategy.position_size < 0 and longCondition)
strategy.exit(id="exit short", stop=close)
"EMA Cross Strategy",
overlay=true,
calc_on_every_tick=true,
currency=currency.USD
)
// INPUT:
// Options to enter fast and slow Exponential Moving Average (EMA) values
emaFast = input(title="Fast EMA", type=input.integer, defval=10, minval=1, maxval=9999)
emaSlow = input(title="Slow EMA", type=input.integer, defval=50, minval=1, maxval=9999)
// Option to select trade directions
tradeDirection = input(title="Trade Direction", options=["Long", "Short", "Both"], defval="Both")
// Options that configure the backtest date range
startDate = input(title="Start Date", type=input.time, defval=timestamp("01 Jan 1970 00:00"))
endDate = input(title="End Date", type=input.time, defval=timestamp("31 Dec 2170 23:59"))
// CALCULATIONS:
// Use the built-in function to calculate two EMA lines
fastEMA = ema(close, emaFast)
slowEMA = ema(close, emaSlow)
// PLOT:
// Draw the EMA lines on the chart
plot(series=fastEMA, color=color.orange, linewidth=2)
plot(series=slowEMA, color=color.blue, linewidth=2)
// CONDITIONS:
// Check if the close time of the current bar falls inside the date range
inDateRange = (time >= startDate) and (time < endDate)
// Translate input into trading conditions
longOK = (tradeDirection == "Long") or (tradeDirection == "Both")
shortOK = (tradeDirection == "Short") or (tradeDirection == "Both")
// Decide if we should go long or short using the built-in functions
longCondition = crossover(fastEMA, slowEMA)
shortCondition = crossunder(fastEMA, slowEMA)
// ORDERS:
// Submit entry (or reverse) orders
if (longCondition and inDateRange)
strategy.entry(id="long", long=true, when = longOK)
if (shortCondition and inDateRange)
strategy.entry(id="short", long=false, when = shortOK)
// Submit exit orders in the cases where we trade only long or only short
if (strategy.position_size > 0 and shortCondition)
strategy.exit(id="exit long", stop=close)
if (strategy.position_size < 0 and longCondition)
strategy.exit(id="exit short", stop=close)
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.