futures-strategy-1m-candles-best.txt

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © binancash

//@version=5
strategy("Binancash - Futures Strategy Futures 1M Candles", overlay=true, default_qty_value=200, initial_capital=1)

//vwap start
point_lb = 5
point_rb = 5


//plot(close)
point_ph = ta.pivothigh(point_lb, point_rb)
point_pl = ta.pivotlow(point_lb, point_rb)

var float running_ph = na
var float running_pl = na

running_ph := running_ph
running_pl := running_pl

if point_ph
    running_ph := point_ph

if point_pl
    running_pl := point_pl 

plot(running_ph, title = 'R', style = plot.style_circles, linewidth = 1,color=color.red,  offset = -point_rb)
plot(running_ph, title = 'R', style = plot.style_circles, linewidth = 1,color=color.red, offset = 0)

plot(running_pl, title = 'S',  style = plot.style_circles, linewidth = 1,color=color.blue,offset = -point_rb)
plot(running_pl, title = 'S',  style = plot.style_circles, linewidth = 1,color=color.blue, offset = 0)

var bool is_strong_buy = false
var bool is_strong_sell = false
if running_ph and ta.crossover(close, running_ph)
    is_strong_buy := true
    is_strong_sell := false
if running_pl and ta.crossunder(close, running_ph)
    is_strong_buy := false
if running_pl and ta.crossunder(close, running_pl)
    is_strong_sell := true
    is_strong_buy := false
if running_pl and ta.crossover(close, running_pl)
    is_strong_sell := false

//vwap end

// logic buy sell improve start
src = close
di = (6 - 1.0) / 2.0 + 1.0
c1 = 2 / (di + 1.0)
c2 = 1 - c1
c3 = 3.0 * (0.4 * 0.4 + 0.4 * 0.4 * 0.4)
c4 = -3.0 * (2.0 * 0.4 * 0.4 + 0.4 + 0.4 * 0.4 * 0.4)
c5 = 3.0 * 0.4 + 1.0 + 0.4 * 0.4 * 0.4 + 3.0 * 0.4 * 0.4
var float i1 = na
var float i2 = na
var float i3 = na
var float i4 = na
var float i5 = na
var float i6 = na
i1 := c1 * src + c2 * nz(i1[1])
i2 := c1 * i1 + c2 * nz(i2[1])
i3 := c1 * i2 + c2 * nz(i3[1])
i4 := c1 * i3 + c2 * nz(i4[1])
i5 := c1 * i4 + c2 * nz(i5[1])
i6 := c1 * i5 + c2 * nz(i6[1])

Cto = -0.4 * 0.4 * 0.4 * i6 + c3 * i5 + c4 * i4 + c5 * i3
//bfrC = Cto > nz(Cto[1]) ? raise : Cto < nz(Cto[1]) ? fall : na
//plot(Cto, title='Trend', linewidth=2, style=plot.style_line, color=color.new(color.red, 0), editable=false)
ema3 = ta.ema(close, 3)
//plot(ema3, title='EMA', linewidth=2, style=plot.style_line, color=color.new(color.white, 0))

var bool is_cross_up = false
var bool is_cross_down = false
if ta.crossover(ema3, Cto)
    is_cross_up := true
    is_cross_down := false
if ta.crossunder(ema3, Cto)
    is_cross_down := true
    is_cross_up := false

//condition Long & Short
long = (close > Cto and close[1] < Cto[1] and close > close[1] or close[1] > Cto[1] and close > close[1] and close [1] < close[2] and close > ema3) ? true : false
profit_long = close < close[1] and low < ema3 and close[1] > ema3[1] and close[2] > ema3[2]
//var int trend = 0
    

short = (close < Cto and close[1] > Cto[1] and close < close[1] or close[1] < Cto[1] and close < close[1] and close [1] > close[2] and close < ema3) ? true : false
profit_short = close > close[1] and high > ema3 and close[1] < ema3[1] and close[2] < ema3[2]

// logic buy sell improvate end

rsi = ta.rsi(close, 3)
stopPer = input(0.8, title='Stop Loss %') / 100 
takePer = input(15, title='Take Profit %') / 100

longStop = strategy.position_avg_price * (1 - stopPer)
shortStop = strategy.position_avg_price * (1 + stopPer)
shortTake = strategy.position_avg_price * (1 - takePer)
longTake = strategy.position_avg_price * (1 + takePer)

//plot(VWAP, color=color.yellow)


ema48 = ta.wma(close, 48)
ema11 = ta.wma(close, 11)
ema200 = ta.wma(close, 200)

close10 = request.security(symbol=syminfo.tickerid, timeframe="12", expression=close, lookahead=barmerge.lookahead_on)

wma10_11 = ta.wma(close, 4)
wma_10_11 = request.security(symbol=syminfo.tickerid, timeframe="12", expression=wma10_11, lookahead=barmerge.lookahead_on)
//plot(wma_10_11, 'ema10_11', color.blue) 

wma10_48 = ta.wma(close, 9)
wma_10_48 = request.security(symbol=syminfo.tickerid, timeframe="12", expression=wma10_48, lookahead=barmerge.lookahead_on)
//plot(wma_10_48, 'ema10_48', color.yellow) 

var bool cross_up_wma_10 = false
var bool cross_down_wma_10 = false
if ta.crossover(wma_10_11, wma_10_48)
    cross_up_wma_10 := true
    cross_down_wma_10 := false
if ta.crossunder(wma_10_11, wma_10_48)
    cross_up_wma_10 := false
    cross_down_wma_10 := true

up10m = false
if close10 > wma_10_11
    up10m := true

////logic volume start
x =  input.float(3.1, title="Factor For Breakout Candle")
red   = #ff848a      //#ff848a // #FA8072 // #323433 // #ff848a
green = #8cffe5      // #8cffe5 // #6DC066 // #80aebd // #8cffe5

// Basic Volume Calcs //
bull =  close>open?volume:0 
bear =  open>close?volume:0


// BEAR Moving Average Calculation
bullma = ta.sma(bull, 14)

// BEAR Moving Average Calculation //
bearma = ta.sma(bear, 14)

// ma dif //
vf_dif = bullma-bearma
vf_absolute = vf_dif > 0 ? vf_dif : vf_dif * (-1)

// Volume Spikes //
var bool gsig = false
var bool rsig = false
if ta.crossover(bull, bullma*x)
    gsig := true
    rsig := false
if ta.crossover(bear, bearma*x)
    rsig := true
    gsig := false

// Color Calcs //
vdClr = vf_dif > 0 ? true : false
vClr = close>open ? true:false


////logic volume end

// super trend start
cci_period = 28
cci = ta.cci(close, cci_period)
ML = 0

Factor=3
Pd=3
f_supertrend(Factor, Pd) =>

    Up=hl2-(Factor*ta.atr(Pd))
    Dn=hl2+(Factor*ta.atr(Pd))
    
    TrendUp = 0.0
    TrendUp := cci[1] > ML ? math.max(Up,TrendUp[1]) : Up
    TrendDown = 0.0
    TrendDown := cci[1]< ML ? math.min(Dn,TrendDown[1]) : Dn
    Trend = 0.0
    Trend := cci > ML ? 1: cci < ML ? -1: nz(Trend[1],1)
    Tsl = Trend==1? TrendUp: TrendDown

    Tsl

st_tsl = f_supertrend(Factor, Pd)

buy= close >= st_tsl
sell= close < st_tsl
buy1= ta.barssince(buy)
sell1 = ta.barssince(sell)
buy_trend = buy1[1] > sell1[1] ? true : false

buy2= ta.barssince(sell)
sell2 = ta.barssince(buy)
sell_trend = buy2[1] > sell2[1] ? true : false
var bool is_buy = false
var bool is_sell = false
if sell_trend
    is_sell := true
    is_buy := false
if buy_trend
    is_sell := false
    is_buy := true
// super trend end

// ema cross start

oc = math.abs(open[1]-close[1])
hl = math.abs(high[1]-low[1])
ochl = (oc-hl)/hl
ll = (low[1]-low[2])/low[2]
crossUpWMA11 = ta.crossover(ema11, ema48)
crossDownWMA11 = ta.crossunder(ema11, ema48)
var bool crossup11_48 = false
var bool crossdown11_48 = false
var int cnt_out_up = 0
if crossUpWMA11
    crossup11_48 := true
    crossdown11_48 := false
    cnt_out_up := 0
if crossDownWMA11
    crossup11_48 := false
    crossdown11_48 := true
    cnt_out_up := 0
is_br = open[2] < close[2] and open[1] < close[1] and close < open and close[2] < close[1] and close[1] > close and ochl < 0.3 and (low[3] < low[2] and low[2] < low[1])
if is_br
    cnt_out_up := cnt_out_up + 1

is_out_up = false
if cnt_out_up>2
    is_out_up := true
    cnt_out_up := 0

// ema cross end 


// trend strong start 
wma13 = ta.wma(close, 13)
plot(wma13, title="WMA13", color=color.blue)

wma48 = ta.wma(close, 48)
plot(wma48, title="WMA48", color=color.yellow)

wma200 = ta.wma(close, 200)
plot(wma200, title="WMA200", color=color.white)

crossUpWMA13 = ta.crossover(close, wma13)
crossDownWMA13 = ta.crossunder(close, wma13)
crossUpWMA48 = ta.crossover(close, wma48)
crossDownWMA48 = ta.crossunder(close, wma48)
crossUpWMA200 = ta.crossover(close, wma200)
crossDownWMA200 = ta.crossunder(close, wma200)

crossUpWMA13_48 = ta.crossover(wma13, wma48)
crossDownWMA13_48 = ta.crossunder(wma13, wma48)
crossUpWMA48_200 = ta.crossover(wma48, wma200)
crossDownWMA48_200 = ta.crossunder(wma48, wma200)

var price_wmacrossup_arr = array.new_float()
var price_wmacrossdown_arr = array.new_float()

if crossUpWMA48_200
    price_wmacrossdown_arr := array.new_float()
    array.push(price_wmacrossup_arr, close)
else if crossDownWMA48_200
    price_wmacrossup_arr := array.new_float()
    array.push(price_wmacrossdown_arr, close)
        
var bool isUpTrend = false
var bool isDownTrend = false

if crossUpWMA13 and isUpTrend == false
    isUpTrend := true
    isDownTrend := false
else if crossUpWMA48 and isUpTrend == false
    isUpTrend := true
    isDownTrend := false
else if crossUpWMA200 and isUpTrend == false
    isUpTrend := true
    isDownTrend := false

if crossDownWMA13 and isDownTrend == false
    isUpTrend := false
    isDownTrend := true
else if crossDownWMA48 and isDownTrend == false
    isUpTrend := false
    isDownTrend := true
else if crossDownWMA200 and isDownTrend == false
    isUpTrend := false
    isDownTrend := true
    
var int trendUp = 0
var int trendDown = 0

if isUpTrend
    if crossUpWMA13_48
        trendUp := 1
        trendDown := 0
    if crossUpWMA48_200
        trendUp := 2
        trendDown := 0
        
if isDownTrend
    if crossDownWMA13_48
        trendUp := 0
        trendDown := 1
    if crossDownWMA48_200
        trendUp := 0
        trendDown := 2
// trend strong end 

bottomsupport = running_pl and close > running_pl and close > close[1] and rsi > rsi[1] + 8

bigdrop = rsi + 8 < rsi[1] and close > ema48 and running_ph and close < running_ph 


longCondition = up10m and buy_trend and ( close*1.05 > wma13 and rsi > rsi[1] + 6 or rsi > rsi[1] + 8 and long or is_cross_up and bottomsupport and is_strong_buy or bottomsupport)

shortCondition = not up10m and (close*0.94 < wma13 and rsi + 8 < rsi[1] or rsi + 8 < rsi[1] and short or is_br or bigdrop and is_strong_sell)

if (longCondition)
    strategy.entry("long", strategy.long) 

// change param rsi + 4
if (shortCondition)
    strategy.entry("short", strategy.short)

// exit long when has a short signal and otherwise
closelong = shortCondition or ((rsi > 70 ) and high[2] < high[1] and high[1] > high or not up10m and (trendDown > 1 or profit_long or sell_trend or bigdrop and not is_cross_up or is_out_up ))
closeshort = longCondition or up10m and (trendUp > 1 or profit_short or buy_trend or bottomsupport and not is_cross_down)

if(strategy.position_size > 0)
    strategy.close(id="long", when=closelong)
if(strategy.position_size < 0)
    strategy.close(id="short", when = closeshort)


if(strategy.position_size > 0)
    strategy.exit(id='long', limit=longTake,stop = longStop)
if(strategy.position_size < 0)
    strategy.exit(id='short', limit=shortTake,stop = shortStop)