new pine

Niki/GPT/short_1m.pine

@@ -1,137 +1,122 @@
 //@version=6
-strategy("Aggressive Bear Market Short Strategy - V6 (Aggressive Conditions)", overlay=true, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
+strategy("Aggressive Bear Market Short Strategy - V6 Improved", overlay=true, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
 
 // === INPUTS ===
-// Trend Confirmation: Simple Moving Average
+// Trend Confirmation: SMA
 smaPeriod = input.int(title="SMA Period", defval=50, minval=1)
 
-// RSI Parameters
+// RSI Inputs
 rsiPeriod = input.int(title="RSI Period", defval=14, minval=1)
-// Lower the overbought threshold to be more aggressive.
+rsiAggThreshold = input.int(title="Aggressive RSI Threshold", defval=60, minval=1, maxval=100)
-rsiAggThreshold = input.int(title="Aggressive RSI Threshold", defval=50, minval=1, maxval=100)
 
-// MACD Parameters
+// MACD Inputs
 macdFast    = input.int(title="MACD Fast Length", defval=12, minval=1)
 macdSlow    = input.int(title="MACD Slow Length", defval=26, minval=1)
 macdSignalL = input.int(title="MACD Signal Length", defval=9, minval=1)
 
-// Bollinger Bands Parameters
+// Bollinger Bands Inputs
 bbLength = input.int(title="Bollinger Bands Length", defval=20, minval=1)
 bbStdDev = input.float(title="BB StdDev Multiplier", defval=2.0, step=0.1)
 
-// Stochastic Oscillator Parameters
+// Stochastic Inputs
 stochLength = input.int(title="Stochastic %K Length", defval=14, minval=1)
 stochSmooth = input.int(title="Stochastic %D Smoothing", defval=3, minval=1)
-// Lower overbought threshold to catch more rallies.
+stochAggThreshold = input.int(title="Aggressive Stochastic Threshold", defval=75, minval=1, maxval=100)
-stochAggThreshold = input.int(title="Aggressive Stochastic Threshold", defval=70, minval=1, maxval=100)
 
-// ADX Parameters (Manual Calculation)
+// ADX Inputs (Manual Calculation)
 adxPeriod = input.int(title="ADX Period", defval=14, minval=1)
-// Lower the ADX threshold for trend strength.
 adxAggThreshold = input.float(title="Aggressive ADX Threshold", defval=20.0, step=0.1)
 
-// Risk Management
+// Risk Management Inputs
 stopLossPercent   = input.float(title="Stop Loss (%)", defval=0.5, step=0.1)
-takeProfitPercent = input.float(title="Take Profit (%)", defval=0.3, step=0.1)
+takeProfitPercent = input.float(title="Take Profit (%)", defval=1.0, step=0.1)
+
+// Trailing Stop Option
+useTrailingStop = input.bool(title="Use Trailing Stop", defval=true)
+trailStopPercent = input.float(title="Trailing Stop (%)", defval=0.5, step=0.1)
+trailOffset = useTrailingStop ? trailStopPercent / 100 * close : na
 
 
 // === INDICATOR CALCULATIONS ===
-
+// 1. SMA for trend confirmation.
-// 1. SMA for overall trend determination.
 smaValue = ta.sma(close, smaPeriod)
-
+// 2. RSI measurement.
-// 2. RSI calculation.
 rsiValue = ta.rsi(close, rsiPeriod)
-
+// 3. MACD Calculation.
-// 3. MACD calculation.
 [macdLine, signalLine, _] = ta.macd(close, macdFast, macdSlow, macdSignalL)
-
+// 4. Bollinger Bands Calculation.
-// 4. Bollinger Bands calculation.
 bbBasis = ta.sma(close, bbLength)
 bbDev = bbStdDev * ta.stdev(close, bbLength)
 bbUpper = bbBasis + bbDev
 bbLower = bbBasis - bbDev
-
+// 5. Stochastic Oscillator.
-// 5. Stochastic Oscillator calculation.
 k = ta.stoch(close, high, low, stochLength)
 d = ta.sma(k, stochSmooth)
-
+// 6. Manual ADX Calculation (using Wilder’s smoothing):
-
-// === MANUAL ADX CALCULATION ===
-// Step 1: True Range (TR)
 prevClose = nz(close[1], close)
 tr = math.max(high - low, math.max(math.abs(high - prevClose), math.abs(low - prevClose)))
-
-// Step 2: Directional Movements (DM)
 upMove   = high - nz(high[1])
 downMove = nz(low[1]) - low
 plusDM  = (upMove > downMove and upMove > 0) ? upMove : 0
 minusDM = (downMove > upMove and downMove > 0) ? downMove : 0
-
-// Step 3: Wilder's RMA smoothing
 atr = ta.rma(tr, adxPeriod)
 smPlusDM = ta.rma(plusDM, adxPeriod)
 smMinusDM = ta.rma(minusDM, adxPeriod)
-
-// Step 4: Directional Indicators
 plusDI = 100 * (smPlusDM / atr)
 minusDI = 100 * (smMinusDM / atr)
-
-// Step 5: Directional Index (DX)
 dx = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
-
-// Step 6: ADX from smoothed DX values.
 adxValue = ta.rma(dx, adxPeriod)
 
 
 // === AGGRESSIVE SIGNAL CONDITIONS ===
-
+// Mandatory Bearish Trend Condition: Price must be below the SMA.
-// Mandatory Bearish Condition: Price must be below the SMA.
 bearTrend = close < smaValue
 
-// Aggressive MACD Condition: Instead of a cross event, use a simple condition.
+// MACD Condition: Enter if MACD is below its signal line.
 macdSignalFlag = macdLine < signalLine
 
-// Aggressive RSI Condition: RSI above a lower overbought threshold.
+// RSI Condition: Enter if RSI is above the aggressive threshold.
 rsiSignalFlag = rsiValue > rsiAggThreshold
 
-// Aggressive Bollinger Bands Condition: Price is above the upper band (suggesting an overextended rally).
+// Bollinger Bands Condition: Enter if price is above the upper band (overextended rally).
 bbSignalFlag = close > bbUpper
 
-// Aggressive Stochastic Condition: Look for a crossunder of the aggressive threshold.
+// Stochastic Condition: Trigger if %K crosses under the aggressive threshold.
 stochSignalFlag = ta.crossunder(k, stochAggThreshold)
 
-// Aggressive ADX Condition: Market shows trend strength above the lower threshold.
+// ADX Condition: Confirm that trend strength is above the threshold.
 adxSignalFlag = adxValue > adxAggThreshold
 
-// Count the number of indicator signals that are true.
+// Count the number of indicator signals present.
 signalCount = (macdSignalFlag ? 1 : 0) +
               (rsiSignalFlag ? 1 : 0) +
               (bbSignalFlag ? 1 : 0) +
               (stochSignalFlag ? 1 : 0) +
               (adxSignalFlag ? 1 : 0)
 
-// Take a short position if the bear market condition is met and at least 2 indicator signals fire.
+// Require the bearish trend plus at least 3 indicator signals before entering.
-if bearTrend and (signalCount >= 2)
+entryCondition = bearTrend and (signalCount >= 3)
+
+if entryCondition
     strategy.entry("Short", strategy.short)
 
 
 // === EXIT CONDITIONS ===
-// For open short positions, define a percentage‑based stop loss (above entry) and take profit (below entry).
+// For open short positions, set a defined stop loss and take profit.
+// The stop loss is placed above the entry price, and the take profit is below.
+// If enabled, a trailing stop is added.
 if strategy.position_size < 0
     entryPrice = strategy.position_avg_price
     stopPrice = entryPrice * (1 + stopLossPercent / 100)
     targetPrice = entryPrice * (1 - takeProfitPercent / 100)
-    strategy.exit("Exit Short", from_entry="Short", stop=stopPrice, limit=targetPrice)
+    strategy.exit("Exit Short", from_entry="Short", stop=stopPrice, limit=targetPrice, trail_offset=trailOffset)
 
 
 // === PLOTTING ===
 plot(smaValue, color=color.orange, title="SMA")
-plot(bbUpper, color=color.blue, title="Bollinger Upper Band")
+plot(bbUpper, color=color.blue, title="Bollinger Upper")
 plot(bbBasis, color=color.gray, title="Bollinger Basis")
-plot(bbLower, color=color.blue, title="Bollinger Lower Band")
+plot(bbLower, color=color.blue, title="Bollinger Lower")
 plot(adxValue, title="ADX", color=color.fuchsia)
-
-// Optional: Plot RSI and a horizontal line at the aggressive RSI threshold.
 plot(rsiValue, title="RSI", color=color.purple)
 hline(rsiAggThreshold, title="Aggressive RSI Threshold", color=color.red)