forexpirate

Indicator Integrator Strat

This strategy is based on my Indicator Integrator. The code sums the distances from the close of the price to an SMA (200 in example) with a summation period of the last 29 bars. I tuned this to NZDUSD 15min chart using 200SMA and 29 period sum. If I am reading strat tester correctly this hits a 39% gain since Mar-13 or 104 days. It has the ability to set stops and limits which they are not set at this point. There is no repainting or HA charts and other tricks of boosting a false gain. My codes are built for autotrading with some oversight, i.e stopping the autotrading prior to extreme news events on the economic calendar. I pick pairs that have low volatility so that the code does not have to act through heavy price changes.

Comments welcome
Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Vous voulez utiliser ce script sur un graphique ?
//@version=2
strategy("Indicator Integrator Strat",default_qty_type = strategy.percent_of_equity, default_qty_value = 100,currency="USD",initial_capital=100, overlay=true)

l = input(defval=170,title="Length for indicator",type=integer)
s = input(title="Length of summation",type=integer,defval=29)
a= sma(close,l)
r=roc(close,l)
k=close-a
sum = 0
for i = 0 to s
    sum := sum + k[i]
plot(a,color=yellow,linewidth=2,transp=0)
//bc =  iff( sum > 0, white, teal)
//plot(sum,color=bc, transp=20, linewidth=3,style=columns)
//plot(sma(sum,3),color=white)
//hline(0)

inpTakeProfit = input(defval = 0, title = "Take Profit", minval = 0)
inpStopLoss = input(defval = 0, title = "Stop Loss", minval = 0)
inpTrailStop = input(defval = 0, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)
useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na
useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na
useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na
useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na


longCondition = sum>0
exitlong = sum<0

shortCondition = sum<0
exitshort = sum>0

strategy.entry(id = "Long", long=true, when = longCondition)
strategy.close(id = "Long", when = exitlong)
strategy.exit("Exit Long", from_entry = "Long", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset, when=exitlong)

strategy.entry(id = "Short", long=false, when = shortCondition)
strategy.close(id = "Short", when = exitshort)
strategy.exit("Exit Short", from_entry = "Short", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset, when=exitshort)