Yauheni

YK Fuller Strategy

Backtesting of Fuller strategy.
Script open-source

Dans le plus pur esprit de TradingView, l'auteur de ce texte 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 les règles internes. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Vous voulez utiliser ce script sur un graphique ?
//@version=2
strategy("YK Fuller Strategy", overlay=true)

pTail = input(title="Tail (default 51), %", type=integer, defval=51,  minval=0, maxval=100)
tail = pTail * 0.01
tail1 = 1 - tail

ema1Value = input(title="EMA (default 8)", type=integer, defval=8,  minval=1)
ema2Value = input(title="EMA (default 21)", type=integer, defval=21,  minval=1)

minRlDistance = input(title="Minimum distance from Pin-Bar to the round level", type=float, defval=0,  minval=0)
floatCount = input(title="The count of digits after the decimal point (for example, 3 - for GBPJPY, 5 - for EURUSD )", type=integer, defval=5,  minval=3, maxval=5)

rDelimeter = (floatCount == 3) ? 1000 : (floatCount == 4 ? 10000 : 100000)

intRoundLevel = close * rDelimeter
intRemainder = intRoundLevel % 1000
toRound = (intRemainder >= 500) ? 1000 : 0

roundLevel = (intRoundLevel - intRemainder + toRound) / rDelimeter
rlDistance = abs(close - roundLevel)

showRl = input(title="Show round levels?", type=bool, defval=false)
roundLevelPlot = iff(showRl, roundLevel, na)
plot(roundLevelPlot, title='Round Level', color=lime, style=circles, linewidth=2)

iIb = input(title="Ignore inside bars?", type=bool, defval=false)
insideBar = iIb and ((high <= high[1] and low >= low[1]) or (high <= high[2] and low >= low[2] and high[1] <= high[2] and low[1] >= low[2]) or (high <= high[3] and low >= low[3] and high[2] <= high[3] and low[2] >= low[3] and high[1] <= high[3] and low[1] >= low[3]) or (high <= high[4] and low >= low[4] and high[3] <= high[4] and low[3] >= low[4] and high[2] <= high[4] and low[2] >= low[4] and high[1] <= high[4] and low[1] >= low[4]) or (high <= high[5] and low >= low[5] and high[4] <= high[5] and low[4] >= low[5] and high[3] <= high[5] and low[3] >= low[5] and high[2] <= high[5] and low[2] >= low[5] and high[1] <= high[5] and low[1] >= low[5]) or (high <= high[6] and low >= low[6] and high[5] <= high[6] and low[5] >= low[6] and high[4] <= high[6] and low[4] >= low[6] and high[3] <= high[6] and low[3] >= low[6] and high[2] <= high[6] and low[2] >= low[6] and high[1] <= high[6] and low[1] >= low[6]) or (high <= high[7] and low >= low[7] and high[6] <= high[7] and low[6] >= low[7] and high[5] <= high[7] and low[5] >= low[7] and high[4] <= high[7] and low[4] >= low[7] and high[3] <= high[7] and low[3] >= low[7] and high[2] <= high[7] and low[2] >= low[7] and high[1] <= high[7] and low[1] >= low[7]) or (high <= high[8] and low >= low[8] and high[7] <= high[8] and low[7] >= low[8] and high[6] <= high[8] and low[6] >= low[8] and high[5] <= high[8] and low[5] >= low[8] and high[4] <= high[8] and low[4] >= low[8] and high[3] <= high[8] and low[3] >= low[8] and high[2] <= high[8] and low[2] >= low[8] and high[1] <= high[8] and low[1] >= low[8]) or (high <= high[9] and low >= low[9] and high[8] <= high[9] and low[8] >= low[9] and high[7] <= high[9] and low[7] >= low[9] and high[6] <= high[9] and low[6] >= low[9] and high[5] <= high[9] and low[5] >= low[9] and high[4] <= high[9] and low[4] >= low[9] and high[3] <= high[9] and low[3] >= low[9] and high[2] <= high[9] and low[2] >= low[9] and high[1] <= high[9] and low[1] >= low[9]) or (high <= high[10] and low >= low[10] and high[9] <= high[10] and low[9] >= low[10] and high[8] <= high[10] and low[8] >= low[10] and high[7] <= high[10] and low[7] >= low[10] and high[6] <= high[10] and low[6] >= low[10] and high[5] <= high[10] and low[5] >= low[10] and high[4] <= high[10] and low[4] >= low[10] and high[3] <= high[10] and low[3] >= low[10] and high[2] <= high[10] and low[2] >= low[10] and high[1] <= high[10] and low[1] >= low[10])) ? true : false
            
emaCrossing = input(title="ЕМА crossing?", type=bool, defval=true)

ema1 = ema(close, ema1Value)
ema2 = ema(close, ema2Value)

height = high - low
bodyHeight = abs(open - close)

fakeHighUp = high - close
fakeLowUp = open - low

pinHeightUp = height - min(fakeHighUp, fakeLowUp)

getPinBarUp(ema1, ema2) => open < close and 
           ((rlDistance > minRlDistance and 
           fakeHighUp * 2 < fakeLowUp and 
           bodyHeight > fakeHighUp and 
           ema1 >= low and 
           close > ema1 and 
           open > ema1 and 
           close > ema2 and 
           open > ema2 and 
           ((emaCrossing and ema1 > ema2) or emaCrossing == false) and 
           open > (close - pinHeightUp * tail1) and 
           close > (high - pinHeightUp * tail1)) 
           or 
           (rlDistance > minRlDistance and 
           fakeHighUp > fakeLowUp * 2 and 
           bodyHeight > fakeLowUp and 
           high >= ema1 and 
           close < ema1 and 
           close < ema2 and 
           ((emaCrossing and ema1 < ema2) or emaCrossing == false) and 
           open < (high - pinHeightUp * tail) and 
           close < (high - pinHeightUp * tail))) 
           ? true : false
           
pinBarUp = getPinBarUp(ema1, ema2)
          
fakeHighDn = high - open
fakeLowDn = close - low

pinHeightDn = height - min(fakeHighDn, fakeLowDn)

getPinBarDn(ema1, ema2) => open > close and 
           ((rlDistance > minRlDistance and 
           fakeHighDn > fakeLowDn * 2 and 
           bodyHeight > fakeLowDn and 
           high >= ema1 and 
           close < ema1 and 
           open < ema1 and 
           close < ema2 and 
           open < ema2 and 
           ((emaCrossing and ema1 < ema2) or emaCrossing == false) and 
           open < (high - pinHeightDn * tail) and 
           close < (high - pinHeightDn * tail))
           or 
           (rlDistance > minRlDistance and 
           fakeHighDn * 2 < fakeLowDn and 
           bodyHeight > fakeHighDn and 
           ema1 >= low and 
           ema1 < close and 
           ema2 < close and 
           ((emaCrossing and ema1 > ema2) or emaCrossing == false) and 
           open > (open - pinHeightDn * tail1) and 
           close > (open - pinHeightDn * tail1)))
           ? true : false

pinBarDn = getPinBarDn(ema1, ema2)

highlightBars = input(title="Highlight bars", type=bool, defval=true)

barcolor((pinBarUp and highlightBars and insideBar == false) ? lime : na, title="Bullish bar")
barcolor((pinBarDn and highlightBars and insideBar == false) ? red : na, title="Bearish bar")

longCondition = ((pinBarUp and fakeHighUp < fakeLowUp) or (pinBarDn and fakeHighDn < fakeLowDn)) and insideBar == false

lossProfit = input(title="Loss / Profit = 1 / X", type=float, defval=1,  minval=0, maxval=10000)

if longCondition and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
    lossValue = (close - low) * rDelimeter
    profitValue = lossValue * lossProfit
    strategy.exit("Close", "Long", loss=lossValue, profit=profitValue)

shortCondition = ((pinBarDn and fakeHighDn > fakeLowDn) or (pinBarUp and fakeHighUp > fakeLowUp)) and insideBar == false

if shortCondition and strategy.position_size == 0
    strategy.entry("Short", strategy.short)
    lossValue = (high - close) * rDelimeter
    profitValue = lossValue * lossProfit
    strategy.exit("Close", "Short", loss=lossValue, profit=profitValue)
    

Commentaires

Accueil Screener d'actions Screener Forex Screener Crypto Calendrier économique A propos Caractéristiques du graphique Prix Parrainer un ami Règles de conduite Centre d'aide Solutions site web & courtier Widgets Solutions de cartographie Bibliothèque de graphiques allégés Blog & News Twitter
Profil Paramètres du Profil Compte et Facturation Amis référés Coins Mes tickets au support Centre d'aide Messages privés Chat Se Déconnecter