pine short v2
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Dobromir Popov
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8a64d833f3
commit
fdf3d8fd85
@ -1,31 +1,34 @@
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//@version=6
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strategy("Versatile Bear Market Short Strategy - V6 (Manual ADX)", overlay=true, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
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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)
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// === INPUTS ===
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// Trend Confirmation: Simple Moving Average
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smaPeriod = input.int(title="SMA Period", defval=50, minval=1)
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// Overbought Condition: RSI Parameters
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rsiPeriod = input.int(title="RSI Period", defval=14, minval=1)
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rsiOverbought = input.int(title="RSI Overbought Level", defval=60, minval=1, maxval=100)
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// RSI Parameters
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rsiPeriod = input.int(title="RSI Period", defval=14, minval=1)
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// Lower the overbought threshold to be more aggressive.
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rsiAggThreshold = input.int(title="Aggressive RSI Threshold", defval=50, minval=1, maxval=100)
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// MACD Parameters
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macdFast = input.int(title="MACD Fast Length", defval=12, minval=1)
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macdSlow = input.int(title="MACD Slow Length", defval=26, minval=1)
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macdSignal = input.int(title="MACD Signal Length", defval=9, minval=1)
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macdFast = input.int(title="MACD Fast Length", defval=12, minval=1)
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macdSlow = input.int(title="MACD Slow Length", defval=26, minval=1)
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macdSignalL = input.int(title="MACD Signal Length", defval=9, minval=1)
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// Bollinger Bands Parameters
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bbLength = input.int(title="Bollinger Bands Length", defval=20, minval=1)
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bbStdDev = input.float(title="BB StdDev Multiplier", defval=2.0, step=0.1)
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// Stochastic Oscillator Parameters
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stochLength = input.int(title="Stochastic %K Length", defval=14, minval=1)
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stochSmooth = input.int(title="Stochastic %D Smoothing", defval=3, minval=1)
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stochOverbought = input.int(title="Stochastic Overbought Level", defval=80, minval=1, maxval=100)
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stochLength = input.int(title="Stochastic %K Length", defval=14, minval=1)
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stochSmooth = input.int(title="Stochastic %D Smoothing", defval=3, minval=1)
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// Lower overbought threshold to catch more rallies.
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stochAggThreshold = input.int(title="Aggressive Stochastic Threshold", defval=70, minval=1, maxval=100)
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// ADX Parameters (Manual Calculation)
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adxPeriod = input.int(title="ADX Period", defval=14, minval=1)
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adxThreshold = input.float(title="ADX Trend Strength Threshold", defval=25.0, step=0.1)
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adxPeriod = input.int(title="ADX Period", defval=14, minval=1)
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// Lower the ADX threshold for trend strength.
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adxAggThreshold = input.float(title="Aggressive ADX Threshold", defval=20.0, step=0.1)
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// Risk Management
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stopLossPercent = input.float(title="Stop Loss (%)", defval=0.5, step=0.1)
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@ -34,95 +37,101 @@ takeProfitPercent = input.float(title="Take Profit (%)", defval=0.3, step=0.1)
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// === INDICATOR CALCULATIONS ===
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// 1. SMA for trend confirmation; price below this confirms a bearish market.
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// 1. SMA for overall trend determination.
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smaValue = ta.sma(close, smaPeriod)
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// 2. RSI to check for overbought conditions.
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// 2. RSI calculation.
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rsiValue = ta.rsi(close, rsiPeriod)
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// 3. MACD to catch momentum shifts.
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[macdLine, signalLine, _] = ta.macd(close, macdFast, macdSlow, macdSignal)
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// 3. MACD calculation.
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[macdLine, signalLine, _] = ta.macd(close, macdFast, macdSlow, macdSignalL)
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// 4. Bollinger Bands to identify potential exhaustion in rallies.
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// 4. Bollinger Bands calculation.
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bbBasis = ta.sma(close, bbLength)
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bbDev = bbStdDev * ta.stdev(close, bbLength)
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bbUpper = bbBasis + bbDev
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bbLower = bbBasis - bbDev
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// 5. Stochastic Oscillator (using %K) for additional overbought signals.
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// 5. Stochastic Oscillator calculation.
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k = ta.stoch(close, high, low, stochLength)
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d = ta.sma(k, stochSmooth)
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// === MANUAL ADX CALCULATION ===
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// Step 1: Calculate the True Range (TR)
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// Step 1: True Range (TR)
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prevClose = nz(close[1], close)
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tr = math.max(high - low, math.max(math.abs(high - prevClose), math.abs(low - prevClose)))
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// Step 2: Calculate directional movements (DM)
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// Step 2: Directional Movements (DM)
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upMove = high - nz(high[1])
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downMove = nz(low[1]) - low
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plusDM = (upMove > downMove and upMove > 0) ? upMove : 0
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minusDM = (downMove > upMove and downMove > 0) ? downMove : 0
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// Step 3: Smooth the values using Wilder's RMA (smoothed moving average)
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// Step 3: Wilder's RMA smoothing
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atr = ta.rma(tr, adxPeriod)
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smPlusDM = ta.rma(plusDM, adxPeriod)
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smMinusDM = ta.rma(minusDM, adxPeriod)
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// Step 4: Calculate the Directional Indicators (DI+ and DI-)
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// Step 4: Directional Indicators
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plusDI = 100 * (smPlusDM / atr)
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minusDI = 100 * (smMinusDM / atr)
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// Step 5: Compute the Directional Index (DX)
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// Step 5: Directional Index (DX)
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dx = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
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// Step 6: Smooth DX to get ADX
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// Step 6: ADX from smoothed DX values.
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adxValue = ta.rma(dx, adxPeriod)
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// === ENTRY CONDITIONS FOR A SHORT POSITION ===
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// === AGGRESSIVE SIGNAL CONDITIONS ===
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// Condition 1: Bear Trend Confirmation - Price is below the SMA.
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// Mandatory Bearish Condition: Price must be below the SMA.
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bearTrend = close < smaValue
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// Condition 2: Bollinger Bands - Price crosses under the upper band.
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bbCondition = ta.crossunder(close, bbUpper)
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// Aggressive MACD Condition: Instead of a cross event, use a simple condition.
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macdSignalFlag = macdLine < signalLine
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// Condition 3: MACD - MACD line crosses below the signal line.
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macdCondition = ta.crossunder(macdLine, signalLine)
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// Aggressive RSI Condition: RSI above a lower overbought threshold.
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rsiSignalFlag = rsiValue > rsiAggThreshold
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// Condition 4: RSI - Check if RSI is overbought.
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rsiCondition = rsiValue > rsiOverbought
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// Aggressive Bollinger Bands Condition: Price is above the upper band (suggesting an overextended rally).
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bbSignalFlag = close > bbUpper
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// Condition 5: Stochastic - %K crosses under the overbought threshold.
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stochCondition = ta.crossunder(k, stochOverbought)
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// Aggressive Stochastic Condition: Look for a crossunder of the aggressive threshold.
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stochSignalFlag = ta.crossunder(k, stochAggThreshold)
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// Condition 6: ADX - The market must have a strong trend.
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adxCondition = adxValue > adxThreshold
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// Aggressive ADX Condition: Market shows trend strength above the lower threshold.
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adxSignalFlag = adxValue > adxAggThreshold
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// Combine all conditions for a short entry signal.
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shortEntryCondition = bearTrend and bbCondition and macdCondition and rsiCondition and stochCondition and adxCondition
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// Count the number of indicator signals that are true.
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signalCount = (macdSignalFlag ? 1 : 0) +
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(rsiSignalFlag ? 1 : 0) +
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(bbSignalFlag ? 1 : 0) +
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(stochSignalFlag ? 1 : 0) +
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(adxSignalFlag ? 1 : 0)
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if shortEntryCondition
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// Take a short position if the bear market condition is met and at least 2 indicator signals fire.
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if bearTrend and (signalCount >= 2)
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strategy.entry("Short", strategy.short)
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// === EXIT CONDITIONS ===
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// For open short positions, define a stop loss above and a take profit below the entry price.
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// For open short positions, define a percentage‑based stop loss (above entry) and take profit (below entry).
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if strategy.position_size < 0
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entryPrice = strategy.position_avg_price
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stopPrice = entryPrice * (1 + stopLossPercent / 100)
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entryPrice = strategy.position_avg_price
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stopPrice = entryPrice * (1 + stopLossPercent / 100)
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targetPrice = entryPrice * (1 - takeProfitPercent / 100)
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strategy.exit("Exit Short", from_entry="Short", stop=stopPrice, limit=targetPrice)
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// === PLOTTING ===
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plot(smaValue, color=color.orange, title="SMA")
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plot(bbUpper, color=color.blue, title="Bollinger Upper")
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plot(bbUpper, color=color.blue, title="Bollinger Upper Band")
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plot(bbBasis, color=color.gray, title="Bollinger Basis")
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plot(bbLower, color=color.blue, title="Bollinger Lower")
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// Optional: Plot the manually calculated ADX.
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plot(bbLower, color=color.blue, title="Bollinger Lower Band")
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plot(adxValue, title="ADX", color=color.fuchsia)
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// Optional: Plot RSI and a horizontal line at the aggressive RSI threshold.
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plot(rsiValue, title="RSI", color=color.purple)
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hline(rsiAggThreshold, title="Aggressive RSI Threshold", color=color.red)
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