Tradingview策略分享2-LinRegCandles UT MIX
视频描述
视频内容：
哈罗小伙伴们，这期分享一个策略 收益 800%? LinRegCandles UT MIX
打开tradingview 指标栏 加入第一个指标 Linear Regression Candles ugurvu
加入第二个指标 UT Bot Alerts QuantNomad
K线设置， ma线颜色设置
KT量化整理成交易策略最终形态 参数设置 2h
指标总体思路：BUY信号，价格橙色线以上做多 ， SELL信号，价格橙色线以下做空
我们将指标优化，改写成策略
改写后的策略回测效果 策略回测效果（时间周期：2H）：
检验策略是否使用未来函数重绘
更多的参数设置可能带来不一样的效果，有需要的小伙伴可以自行测试
策略下载地址 www.abcserver.cloud
这是一个分享学习量化策略知识的频道， 欢迎订阅关注
策略源代码：
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ktrader2100
// use ETC 76 26 2 3 2H
//@version=5
strategy(title="LinRegCandles UT MIX", overlay=true, currency="USD", pyramiding=0,
default_qty_type=strategy.cash, calc_on_every_tick=false, initial_capital=1000)
// study(title="Humble LinReg Candles", shorttitle="LinReg Candles", format=format.price, precision=4, overlay=true)
signal_length = input.int(title="Signal Smoothing", minval = 1, maxval = 200, defval = 11)
sma_signal = input.bool(title="Simple MA (Signal Line)", defval=true)
lin_reg = input.bool(title="Lin Reg", defval=true)
linreg_length = input.int(title="Linear Regression Length", minval = 1, maxval = 200, defval = 11)
bopen = lin_reg ? ta.linreg(open, linreg_length, 0) : open
bhigh = lin_reg ? ta.linreg(high, linreg_length, 0) : high
blow = lin_reg ? ta.linreg(low, linreg_length, 0) : low
bclose = lin_reg ? ta.linreg(close, linreg_length, 0) : close
r = bopen < bclose
signal = sma_signal ? ta.sma(bclose, signal_length) : ta.ema(bclose, signal_length)
plotcandle(r ? bopen : na, r ? bhigh : na, r ? blow: na, r ? bclose : na, title="LinReg Candles", color= color.green, wickcolor=color.green, bordercolor=color.green, editable= true)
plotcandle(r ? na : bopen, r ? na : bhigh, r ? na : blow, r ? na : bclose, title="LinReg Candles", color=color.red, wickcolor=color.red, bordercolor=color.red, editable= true)
plot(signal, color=color.rgb(160, 12, 12))
// UT Bot Alerts
// Inputs
a = input(1, title = "Key Vaule. 'This changes the sensitivity'")
c = input(10, title = "ATR Period")
h = input(false, title = "Signals from Heikin Ashi Candles")
xATR = ta.atr(c)
nLoss = a * xATR
src = h ? request.security(syminfo.tickerid, timeframe.period, close, lookahead = barmerge.lookahead_off) : close
xATRTrailingStop = 0.0
xATRTrailingStop := src > nz(xATRTrailingStop[1], 0) and src[1] > nz(xATRTrailingStop[1], 0) ? math.max(nz(xATRTrailingStop[1]), src - nLoss) :
src < nz(xATRTrailingStop[1], 0) and src[1] < nz(xATRTrailingStop[1], 0) ? math.min(nz(xATRTrailingStop[1]), src + nLoss) :
src > nz(xATRTrailingStop[1], 0) ? src - nLoss : src + nLoss
pos = 0
pos := src[1] < nz(xATRTrailingStop[1], 0) and src > nz(xATRTrailingStop[1], 0) ? 1 :
src[1] > nz(xATRTrailingStop[1], 0) and src < nz(xATRTrailingStop[1], 0) ? -1 : nz(pos[1], 0)
xcolor = pos == -1 ? color.red: pos == 1 ? color.green : color.blue
ema = ta.ema(src,1)
above = ta.crossover(ema, xATRTrailingStop)
below = ta.crossover(xATRTrailingStop, ema)
buy = src > xATRTrailingStop and above
sell = src < xATRTrailingStop and below
barbuy = src > xATRTrailingStop
barsell = src < xATRTrailingStop
plotshape(buy, title = "Buy", text = 'Buy', style = shape.labelup, location = location.belowbar, color= color.green, textcolor = color.white, size = size.tiny)
plotshape(sell, title = "Sell", text = 'Sell', style = shape.labeldown, location = location.abovebar, color= color.red, textcolor = color.white, size = size.tiny)
barcolor(barbuy ? color.green : na)
barcolor(barsell ? color.red : na)
alertcondition(buy, "UT Long", "UT Long")
alertcondition(sell, "UT Short", "UT Short")
// KT STGS
symbol_name = syminfo.tickerid
// kt stgs start ...
var LQ_RATIO = 0.6
INIT_USDT_UNIT = strategy.initial_capital
PLR = input.float(0, 'PLR', minval=0, step=0.1, group='KT Trade Opts')
showprofit = input.bool(false, "showprofit", group='KT Trade Opts')
check100xlist = array.new_string(0, '')
if barstate.isfirst
check100xlist.push('BTCUSDT')
check100xlist.push('ETHUSDT')
check100xlist.push('SOLUSDT')
for i = 0 to array.size(check100xlist) - 1
strValue = array.get(check100xlist, i)
if str.contains(symbol_name, strValue)
LQ_RATIO := 0.6
break
LQ_RATIO := 0.8
// plot(LQ_RATIO, title = 'LQ_RATIO')
//-----------------------------------------------------------------------------}
//UDT's
//-----------------------------------------------------------------------------{
type ktraderes
float profit
float profit_p
string opt
string ptime
float amount
float usdt_amount
float open_price
float pprice
string debuginfo
float stoplose
float takeprofit
type ktorder
string type
int time
string timedate
string ptime
float pt
float currency
float price
float pprice
float profit
string msg
float stoplose
float takeprofit
//-----------------------------------------------------------------------------}
//Variables
//-----------------------------------------------------------------------------{
varip orders = array.new<ktorder>()
//Methods - functions
//-
method n(float piv) => bool out = not na(piv)
pushmsg(string tradecon, float tradeconprice, string side, float price, float currency, float stoplose = 0 , float takeprofit = 0) =>
// strtpl = '{"tradecon": ">", "tradeconprice": "92946", "side": "sell", "price": "92946", "currency": "5000", "stoplose": "0", "takeprofit": "0"}'
// strtpl = "{"tradecon": {0}, "tradeconprice": "{1}", "side": "{2}", "price": "{3}", "currency": "{4}", "stoplose": "{5}", "takeprofit": "{6}"}'
msgstring = '{"tradecon": "'+tradecon+'", "tradeconprice": "'+str.tostring(tradeconprice)+'", "side": "'+side+'", "price": "'+str.tostring(price)+'", "currency": "'+str.tostring(currency)+'", "stoplose": "'+str.tostring(stoplose)+'", "takeprofit": "'+str.tostring(takeprofit)+'" , "symbol_name": "'+symbol_name+'"}'
// msgstring = str.format(strtpl, tradecon)
alert(message = msgstring, freq = alert.freq_once_per_bar)
''
getTradeResult(string ptime, float price) =>
orderlen = orders.size()
float Ebamount = 0
float Esamount = 0
float Ebcurrency = 0
float Escurrency = 0
Eshow = ''
tradeopt = 'none'
float amount = 0
float open_price = 0
float profit = 0
float profit_p = 0
if orderlen > 0
for i = 0 to orderlen -1
dfrow = orders.get(i)
if dfrow.type == 'buy'
Ebamount := Ebamount + float(dfrow.currency) / float(dfrow.price)
Ebcurrency := Ebcurrency + float(dfrow.currency)
else
Esamount := Esamount + float(dfrow.currency) / float(dfrow.price)
Escurrency := Escurrency + float(dfrow.currency)
if Ebamount > 0 and Esamount > 0
if Ebamount > Esamount
tradeopt := 'buy'
amount := Ebamount - Esamount
else
tradeopt := 'sell'
amount := Esamount - Ebamount
else
if Ebamount > 0
tradeopt := 'buy'
amount := Ebamount
else if Esamount > 0
tradeopt := 'sell'
amount := Esamount
if tradeopt != 'none'
if tradeopt == 'buy'
profit := amount * price - (Ebcurrency - Escurrency)
else
profit := (Escurrency - Ebcurrency) - (amount * price)
// if profit != 0
if tradeopt == 'buy'
profit_p := profit / (Ebcurrency - Escurrency) * 100
else if tradeopt == 'sell'
profit_p := profit / (Escurrency - Ebcurrency) * 100
debuginfo = "Escurrency: " + str.tostring(Escurrency) + "Ebcurrency: " + str.tostring(Ebcurrency)
float stoplose = 0
float takeprofit = 0
if orderlen == 1
stoplose := orders.get(0).stoplose
takeprofit := orders.get(0).takeprofit
res = ktraderes.new(debuginfo = debuginfo, profit = profit, profit_p = profit_p, pprice = price,
amount = amount, opt = tradeopt, open_price = open_price, ptime = ptime, stoplose = stoplose, takeprofit = takeprofit)
res
transTimeToTimedate(int transtime, int ghour)=>
needtranstime = transtime
if transtime == 0
needtranstime := time
gmt = ghour > 0 ? 'GMT+'+str.tostring(ghour) : 'GMT'
timedate = str.format_time(int(needtranstime), "yyyy-MM-dd HH:mm:ss", gmt)
timedate
nowstr = transTimeToTimedate(0, 8)
addOrder(optype, currency, price, time, timedate, msg="减仓", stoplose=0, takeprofit=0)=>
tdres = getTradeResult(nowstr, close)
canopt = true
if tdres.opt != 'none'
if tdres.opt == optype
canopt := false
if canopt == true
neworder = ktorder.new(type = optype, currency = currency, price = price, time = time, timedate = timedate, msg = msg, stoplose=stoplose, takeprofit=takeprofit)
if optype == 'buy'
strategy.order("buy", strategy.long, qty = currency / price, comment = msg)
else if optype == 'sell'
strategy.order("sell", strategy.short, qty = currency / price, comment = msg)
orders.push(neworder)
print_profit(atprice) =>
if showprofit == true
orderl = orders.size()
int i = 0
showtext = ""
showcolumns = array.from("type", "price", "currency", "stop", "take","time", "msg")
showtext := array.join(showcolumns, ",") + "n"
ktres = getTradeResult(transTimeToTimedate(0, 8), close)
while i < orders.size()
corder = orders.get(i)
jarr = array.from(corder.type, str.tostring(corder.price), str.tostring(corder.currency), str.tostring(corder.stoplose), str.tostring(corder.takeprofit), corder.timedate, corder.msg)
rowstr = jarr.join(',')
if str.length(showtext) > 1000
showtext += "n..."
// last line dump
lastlinenum = orders.size() - 1
corder := orders.get(orders.size() - 1)
jarr := array.from(corder.type, str.tostring(corder.price), str.tostring(corder.currency), str.tostring(corder.stoplose), str.tostring(corder.takeprofit), corder.timedate, corder.msg)
rowstr := jarr.join(',')
showtext += ("n" + str.tostring(lastlinenum) + '#' + rowstr)
break
showtext += ("n" + str.tostring(i) + '#' + rowstr)
i += 1
''
resshowstr = "n res:---" + ktres.opt + "n profit:" + str.tostring(ktres.profit) + "n amount:" +
str.tostring(ktres.amount) + "n pprice:" + str.tostring(ktres.pprice)+
"n profit_p: " + str.tostring(ktres.profit_p)
label.new(bar_index, atprice, showtext + resshowstr, size = size.small, color = color.white)
''
// todo starts ....
buycon = false
sellcon = false
tdres = getTradeResult(nowstr, close)
pmsg = false
tradeopt = 'none'
float stoplose = 0
float takeprofit = 0
// todo cac...
// bclose = lin_reg ? ta.linreg(close, linreg_length, 0) : close
// r = bopen < bclose
// signal = sma_signal ? ta.sma(bclose, signal_length) : ta.ema(bclose, signal_length)
// plotcandle(r ? bopen : na, r ? bhigh : na, r ? blow: na, r ? bclose : na, title="LinReg Candles", color= color.green, wickcolor=color.green, bordercolor=color.green, editable= true)
// plotcandle(r ? na : bopen, r ? na : bhigh, r ? na : blow, r ? na : bclose, title="LinReg Candles", color=color.red, wickcolor=color.red, bordercolor=color.red, editable= true)
// plot(signal, color=color.rgb(160, 12, 12))
// barcolor(barbuy ? color.green : na)
// barcolor(barsell ? color.red : na)
if barbuy and bopen < bclose and bclose > signal
buycon := true
if barsell and bopen > bclose and bclose < signal
sellcon := true
// todo cac end...
if buycon
tradeopt := 'buy'
if tdres.opt == 'sell'
strategy.close_all()
orders := array.new<ktorder>(0)
tdres := getTradeResult(nowstr, close)
if tdres.opt == 'none'
if PLR > 0
mv = close * LQ_RATIO / 100
stoplose := close - mv
takeprofit := close + mv * PLR
else
stoplose := 0
takeprofit := 0
currency = INIT_USDT_UNIT
mcurrency = 1
msg='开多'
addOrder(optype = tradeopt, currency = currency, price = close, time=time,
timedate = nowstr, msg=msg,
stoplose = stoplose, takeprofit = takeprofit)
pushmsg(tradecon='<',
tradeconprice=close,
side='buy',
price=close,
currency=mcurrency,
stoplose = 0,
takeprofit = 0)
if sellcon
tradeopt := 'sell'
if tdres.opt == 'buy'
strategy.close_all()
orders := array.new<ktorder>(0)
tdres := getTradeResult(nowstr, close)
if tdres.opt == 'none'
if PLR > 0
mv = close * LQ_RATIO / 100
stoplose := close + mv
takeprofit := close - mv * PLR
else
stoplose := 0
takeprofit := 0
currency = INIT_USDT_UNIT
mcurrency = 1
msg='开空'
addOrder(optype = tradeopt, currency = currency, price = close,
time=time, timedate = nowstr, msg=msg,
stoplose = stoplose, takeprofit = takeprofit)
pushmsg(tradecon='>',
tradeconprice=close,
side='sell',
price=close,
currency=mcurrency,
stoplose = 0,
takeprofit = 0)
if barstate.islastconfirmedhistory
print_profit(0)
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ktrader2100
// use ETC 76 26 2 3 2H
//@version=5
strategy(title="LinRegCandles UT MIX", overlay=true, currency="USD", pyramiding=0,
default_qty_type=strategy.cash, calc_on_every_tick=false, initial_capital=1000)
// study(title="Humble LinReg Candles", shorttitle="LinReg Candles", format=format.price, precision=4, overlay=true)
signal_length = input.int(title="Signal Smoothing", minval = 1, maxval = 200, defval = 11)
sma_signal = input.bool(title="Simple MA (Signal Line)", defval=true)
lin_reg = input.bool(title="Lin Reg", defval=true)
linreg_length = input.int(title="Linear Regression Length", minval = 1, maxval = 200, defval = 11)
bopen = lin_reg ? ta.linreg(open, linreg_length, 0) : open
bhigh = lin_reg ? ta.linreg(high, linreg_length, 0) : high
blow = lin_reg ? ta.linreg(low, linreg_length, 0) : low
bclose = lin_reg ? ta.linreg(close, linreg_length, 0) : close
r = bopen < bclose
signal = sma_signal ? ta.sma(bclose, signal_length) : ta.ema(bclose, signal_length)
plotcandle(r ? bopen : na, r ? bhigh : na, r ? blow: na, r ? bclose : na, title="LinReg Candles", color= color.green, wickcolor=color.green, bordercolor=color.green, editable= true)
plotcandle(r ? na : bopen, r ? na : bhigh, r ? na : blow, r ? na : bclose, title="LinReg Candles", color=color.red, wickcolor=color.red, bordercolor=color.red, editable= true)
plot(signal, color=color.rgb(160, 12, 12))
// UT Bot Alerts
// Inputs
a = input(1, title = "Key Vaule. 'This changes the sensitivity'")
c = input(10, title = "ATR Period")
h = input(false, title = "Signals from Heikin Ashi Candles")
xATR = ta.atr(c)
nLoss = a * xATR
src = h ? request.security(syminfo.tickerid, timeframe.period, close, lookahead = barmerge.lookahead_off) : close
xATRTrailingStop = 0.0
xATRTrailingStop := src > nz(xATRTrailingStop[1], 0) and src[1] > nz(xATRTrailingStop[1], 0) ? math.max(nz(xATRTrailingStop[1]), src - nLoss) :
src < nz(xATRTrailingStop[1], 0) and src[1] < nz(xATRTrailingStop[1], 0) ? math.min(nz(xATRTrailingStop[1]), src + nLoss) :
src > nz(xATRTrailingStop[1], 0) ? src - nLoss : src + nLoss
pos = 0
pos := src[1] < nz(xATRTrailingStop[1], 0) and src > nz(xATRTrailingStop[1], 0) ? 1 :
src[1] > nz(xATRTrailingStop[1], 0) and src < nz(xATRTrailingStop[1], 0) ? -1 : nz(pos[1], 0)
xcolor = pos == -1 ? color.red: pos == 1 ? color.green : color.blue
ema = ta.ema(src,1)
above = ta.crossover(ema, xATRTrailingStop)
below = ta.crossover(xATRTrailingStop, ema)
buy = src > xATRTrailingStop and above
sell = src < xATRTrailingStop and below
barbuy = src > xATRTrailingStop
barsell = src < xATRTrailingStop
plotshape(buy, title = "Buy", text = 'Buy', style = shape.labelup, location = location.belowbar, color= color.green, textcolor = color.white, size = size.tiny)
plotshape(sell, title = "Sell", text = 'Sell', style = shape.labeldown, location = location.abovebar, color= color.red, textcolor = color.white, size = size.tiny)
barcolor(barbuy ? color.green : na)
barcolor(barsell ? color.red : na)
alertcondition(buy, "UT Long", "UT Long")
alertcondition(sell, "UT Short", "UT Short")
// KT STGS
symbol_name = syminfo.tickerid
// kt stgs start ...
var LQ_RATIO = 0.6
INIT_USDT_UNIT = strategy.initial_capital
PLR = input.float(0, 'PLR', minval=0, step=0.1, group='KT Trade Opts')
showprofit = input.bool(false, "showprofit", group='KT Trade Opts')
check100xlist = array.new_string(0, '')
if barstate.isfirst
check100xlist.push('BTCUSDT')
check100xlist.push('ETHUSDT')
check100xlist.push('SOLUSDT')
for i = 0 to array.size(check100xlist) - 1
strValue = array.get(check100xlist, i)
if str.contains(symbol_name, strValue)
LQ_RATIO := 0.6
break
LQ_RATIO := 0.8
// plot(LQ_RATIO, title = 'LQ_RATIO')
//-----------------------------------------------------------------------------}
//UDT's
//-----------------------------------------------------------------------------{
type ktraderes
float profit
float profit_p
string opt
string ptime
float amount
float usdt_amount
float open_price
float pprice
string debuginfo
float stoplose
float takeprofit
type ktorder
string type
int time
string timedate
string ptime
float pt
float currency
float price
float pprice
float profit
string msg
float stoplose
float takeprofit
//-----------------------------------------------------------------------------}
//Variables
//-----------------------------------------------------------------------------{
varip orders = array.new()
//Methods - functions
//-
method n(float piv) => bool out = not na(piv)
pushmsg(string tradecon, float tradeconprice, string side, float price, float currency, float stoplose = 0 , float takeprofit = 0) =>
// strtpl = '{"tradecon": ">", "tradeconprice": "92946", "side": "sell", "price": "92946", "currency": "5000", "stoplose": "0", "takeprofit": "0"}'
// strtpl = "{"tradecon": {0}, "tradeconprice": "{1}", "side": "{2}", "price": "{3}", "currency": "{4}", "stoplose": "{5}", "takeprofit": "{6}"}'
msgstring = '{"tradecon": "'+tradecon+'", "tradeconprice": "'+str.tostring(tradeconprice)+'", "side": "'+side+'", "price": "'+str.tostring(price)+'", "currency": "'+str.tostring(currency)+'", "stoplose": "'+str.tostring(stoplose)+'", "takeprofit": "'+str.tostring(takeprofit)+'" , "symbol_name": "'+symbol_name+'"}'
// msgstring = str.format(strtpl, tradecon)
alert(message = msgstring, freq = alert.freq_once_per_bar)
''
getTradeResult(string ptime, float price) =>
orderlen = orders.size()
float Ebamount = 0
float Esamount = 0
float Ebcurrency = 0
float Escurrency = 0
Eshow = ''
tradeopt = 'none'
float amount = 0
float open_price = 0
float profit = 0
float profit_p = 0
if orderlen > 0
for i = 0 to orderlen -1
dfrow = orders.get(i)
if dfrow.type == 'buy'
Ebamount := Ebamount + float(dfrow.currency) / float(dfrow.price)
Ebcurrency := Ebcurrency + float(dfrow.currency)
else
Esamount := Esamount + float(dfrow.currency) / float(dfrow.price)
Escurrency := Escurrency + float(dfrow.currency)
if Ebamount > 0 and Esamount > 0
if Ebamount > Esamount
tradeopt := 'buy'
amount := Ebamount - Esamount
else
tradeopt := 'sell'
amount := Esamount - Ebamount
else
if Ebamount > 0
tradeopt := 'buy'
amount := Ebamount
else if Esamount > 0
tradeopt := 'sell'
amount := Esamount
if tradeopt != 'none'
if tradeopt == 'buy'
profit := amount * price - (Ebcurrency - Escurrency)
else
profit := (Escurrency - Ebcurrency) - (amount * price)
// if profit != 0
if tradeopt == 'buy'
profit_p := profit / (Ebcurrency - Escurrency) * 100
else if tradeopt == 'sell'
profit_p := profit / (Escurrency - Ebcurrency) * 100
debuginfo = "Escurrency: " + str.tostring(Escurrency) + "Ebcurrency: " + str.tostring(Ebcurrency)
float stoplose = 0
float takeprofit = 0
if orderlen == 1
stoplose := orders.get(0).stoplose
takeprofit := orders.get(0).takeprofit
res = ktraderes.new(debuginfo = debuginfo, profit = profit, profit_p = profit_p, pprice = price,
amount = amount, opt = tradeopt, open_price = open_price, ptime = ptime, stoplose = stoplose, takeprofit = takeprofit)
res
transTimeToTimedate(int transtime, int ghour)=>
needtranstime = transtime
if transtime == 0
needtranstime := time
gmt = ghour > 0 ? 'GMT+'+str.tostring(ghour) : 'GMT'
timedate = str.format_time(int(needtranstime), "yyyy-MM-dd HH:mm:ss", gmt)
timedate
nowstr = transTimeToTimedate(0, 8)
addOrder(optype, currency, price, time, timedate, msg="减仓", stoplose=0, takeprofit=0)=>
tdres = getTradeResult(nowstr, close)
canopt = true
if tdres.opt != 'none'
if tdres.opt == optype
canopt := false
if canopt == true
neworder = ktorder.new(type = optype, currency = currency, price = price, time = time, timedate = timedate, msg = msg, stoplose=stoplose, takeprofit=takeprofit)
if optype == 'buy'
strategy.order("buy", strategy.long, qty = currency / price, comment = msg)
else if optype == 'sell'
strategy.order("sell", strategy.short, qty = currency / price, comment = msg)
orders.push(neworder)
print_profit(atprice) =>
if showprofit == true
orderl = orders.size()
int i = 0
showtext = ""
showcolumns = array.from("type", "price", "currency", "stop", "take","time", "msg")
showtext := array.join(showcolumns, ",") + "n"
ktres = getTradeResult(transTimeToTimedate(0, 8), close)
while i < orders.size()
corder = orders.get(i)
jarr = array.from(corder.type, str.tostring(corder.price), str.tostring(corder.currency), str.tostring(corder.stoplose), str.tostring(corder.takeprofit), corder.timedate, corder.msg)
rowstr = jarr.join(',')
if str.length(showtext) > 1000
showtext += "n..."
// last line dump
lastlinenum = orders.size() - 1
corder := orders.get(orders.size() - 1)
jarr := array.from(corder.type, str.tostring(corder.price), str.tostring(corder.currency), str.tostring(corder.stoplose), str.tostring(corder.takeprofit), corder.timedate, corder.msg)
rowstr := jarr.join(',')
showtext += ("n" + str.tostring(lastlinenum) + '#' + rowstr)
break
showtext += ("n" + str.tostring(i) + '#' + rowstr)
i += 1
''
resshowstr = "n res:---" + ktres.opt + "n profit:" + str.tostring(ktres.profit) + "n amount:" +
str.tostring(ktres.amount) + "n pprice:" + str.tostring(ktres.pprice)+
"n profit_p: " + str.tostring(ktres.profit_p)
label.new(bar_index, atprice, showtext + resshowstr, size = size.small, color = color.white)
''
// todo starts ....
buycon = false
sellcon = false
tdres = getTradeResult(nowstr, close)
pmsg = false
tradeopt = 'none'
float stoplose = 0
float takeprofit = 0
// todo cac...
// bclose = lin_reg ? ta.linreg(close, linreg_length, 0) : close
// r = bopen < bclose
// signal = sma_signal ? ta.sma(bclose, signal_length) : ta.ema(bclose, signal_length)
// plotcandle(r ? bopen : na, r ? bhigh : na, r ? blow: na, r ? bclose : na, title="LinReg Candles", color= color.green, wickcolor=color.green, bordercolor=color.green, editable= true)
// plotcandle(r ? na : bopen, r ? na : bhigh, r ? na : blow, r ? na : bclose, title="LinReg Candles", color=color.red, wickcolor=color.red, bordercolor=color.red, editable= true)
// plot(signal, color=color.rgb(160, 12, 12))
// barcolor(barbuy ? color.green : na)
// barcolor(barsell ? color.red : na)
if barbuy and bopen < bclose and bclose > signal
buycon := true
if barsell and bopen > bclose and bclose < signal
sellcon := true
// todo cac end...
if buycon
tradeopt := 'buy'
if tdres.opt == 'sell'
strategy.close_all()
orders := array.new(0)
tdres := getTradeResult(nowstr, close)
if tdres.opt == 'none'
if PLR > 0
mv = close * LQ_RATIO / 100
stoplose := close - mv
takeprofit := close + mv * PLR
else
stoplose := 0
takeprofit := 0
currency = INIT_USDT_UNIT
mcurrency = 1
msg='开多'
addOrder(optype = tradeopt, currency = currency, price = close, time=time,
timedate = nowstr, msg=msg,
stoplose = stoplose, takeprofit = takeprofit)
pushmsg(tradecon='<',
tradeconprice=close,
side='buy',
price=close,
currency=mcurrency,
stoplose = 0,
takeprofit = 0)
if sellcon
tradeopt := 'sell'
if tdres.opt == 'buy'
strategy.close_all()
orders := array.new(0)
tdres := getTradeResult(nowstr, close)
if tdres.opt == 'none'
if PLR > 0
mv = close * LQ_RATIO / 100
stoplose := close + mv
takeprofit := close - mv * PLR
else
stoplose := 0
takeprofit := 0
currency = INIT_USDT_UNIT
mcurrency = 1
msg='开空'
addOrder(optype = tradeopt, currency = currency, price = close,
time=time, timedate = nowstr, msg=msg,
stoplose = stoplose, takeprofit = takeprofit)
pushmsg(tradecon='>',
tradeconprice=close,
side='sell',
price=close,
currency=mcurrency,
stoplose = 0,
takeprofit = 0)
if barstate.islastconfirmedhistory
print_profit(0)