pastemyst

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

// @version=5

strategy(title = "BTC strat", overlay = true,initial_capital =10000)

//----STRATEGY TIMEFRAME----\\

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startDate = input.time(timestamp("01 Jan 2018"), title = "Start Date", group = "Time")

bool intimeframe = time >= startDate

//import cobra lybrary

import EliCobra/CobraMetrics/4 as cobra

//-------INPUTS-------//

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//sar inputs

start = input.float(defval = 0.045,title = "Start",step = 0.001,group = "SAR")

increment = input.float(defval = 0.02,title = "INCREMENT",step = 0.001,group = "SAR")

maximum = input.float(defval = 0.02,title = "MAX VALUE",step = 0.001,group = "SAR")

​

​

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//AROON user inputs

aroonlength = input.int(38, minval=1, title = "AR Length", group = "AROON")

​

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// -----CALCULATIONS------//

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//Get sar

sar = ta.sar(start,increment,maximum)

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//condition

sarLong = close > sar 

sarShort = close < sar

​

​

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//Aron calculation

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aroonupper = 100 * (ta.highestbars(high, aroonlength+1) + aroonlength)/aroonlength

aroonlower = 100 * (ta.lowestbars(low, aroonlength+1) + aroonlength)/aroonlength

​

aroonLong = aroonupper > aroonlower

aroonShort = aroonupper <= aroonlower

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//DMI inputs 

Len = input.int(46, minval=1, title="DI Length",group = "DMI")

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//returning the difference

up = ta.change(high)

down = -ta.change(low)

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//calculating +DM and -DM

plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)

minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)

Rma = ta.rma(ta.tr, Len)

plus = fixnan(100 * ta.rma(plusDM, Len) / Rma)

minus = fixnan(100 * ta.rma(minusDM, Len) / Rma)

sum = plus + minus

​

​

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// Detect buy and sell signals

buySignal     =      plus>minus  and  ( aroonLong  and sarLong)  and barstate.isconfirmed

sellSignal    =   (plus<minus or aroonShort or sarShort)  and barstate.isconfirmed

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//Enter buy orders

if buySignal and  intimeframe

    strategy.entry(id = "Long",direction = strategy.long)

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//Enter sell orders

if sellSignal and  intimeframe

    strategy.entry(id = "Short",direction = strategy.short)

​

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//Draw on chart

plotshape(buySignal, style=shape.triangleup, color=color.green, location=location.belowbar)

plotshape(sellSignal, style=shape.triangledown, color=color.red, location=location.abovebar)

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//import cobra table

disp_ind   = input.string ("None" , title = "Display Curve" , tooltip = "Choose which data you would like to display", options=["Strategy", "Equity", "Open Profit", "Gross Profit", "Net Profit", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")

pos_table  = input.string("Middle Left", "Table Position", options = ["Top Left", "Middle Left", "Bottom Left", "Top Right", "Middle Right", "Bottom Right", "Top Center", "Bottom Center"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")

type_table = input.string("None", "Table Type", options = ["Full", "Simple", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")

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plot(cobra.curve(disp_ind))

cobra.cobraTable(type_table, pos_table)

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