kiểu này mới nha, nay mình do thì dính chuổi 3 lostLệnh số 2 của kèo 40 đáo hạn thì Price's power cũng cho ra kèo mới, đáy của Bear's power đạt giá trị 1.5x => giả định chu kỳ hồi quy mới của CCI Arrow sẽ là 15. Anh em nào chưa biết Price's power thì kéo lên trên xíu nhá, hoặc vào profile Tradingview của mình add chỉ báo này vào nha. 16h, hết giờ trade nên mình off máy, kèo mới ko theo nữa
Dĩ nhiên là mới, mình không thích mò mẫm, mình thích con số phải có phép tính cụ thể, con price's power mình phải nổ não để viết ra í, nó còn đánh lệnh đc lệnh dài, lệnh Forex í, kaka, nhưng đánh BO thì xài giá trị cực đại và cực tiểu của nó là đủ
.vậy mình tìm kiếm điểm thấp nhất và x10 nó lên hả bácDĩ nhiên là mới, mình không thích mò mẫm, mình thích con số phải có phép tính cụ thể, con price's power mình phải nổ não để viết ra í, nó còn đánh lệnh đc lệnh dài, lệnh Forex í, kaka, nhưng đánh BO thì xài giá trị cực đại và cực tiểu của nó là đủ
Forex thì điểm zero kết thúc chính là điểm vào lệnh theo trend, điểm zero xuất phát sẽ là điểm takeprofit hoặc stoploss.
Điểm zero xuất phát và kết thúc là gì thì bấm vào phần cài đặt chỉ báo, chọn thẻ định dạng sẽ biết
Theo mình quan sát là vậy, Price's power tính ra số lần độ lệch chuẩn mà giá cách xa đường ema 100. Mối tương quan giữa giá trị này và chu kỳ hồi quy CCI 14 theo mình quan sát thì thấy giá trị cực trị của price's power x 10 sẽ có được đường hồi quy tương đối chính xác, nhưng mình mới chỉ quan sát trên EJ tức cặp chéo, còn các cặp khác mình ko biết do chưa theo dõi
Mình thấy kèo chiều là 40, nhưng khi dò thì thấp nhất là 4.3x mà. Có làm chẵn hay ntn ko bácTheo mình quan sát là vậy, Price's power tính ra số lần độ lệch chuẩn mà giá cách xa đường ema 100. Mối tương quan giữa giá trị này và chu kỳ hồi quy CCI 14 theo mình quan sát thì thấy giá trị cực trị của price's power x 10 sẽ có được đường hồi quy tương đối chính xác, nhưng mình mới chỉ quan sát trên EJ tức cặp chéo, còn các cặp khác mình ko biết do chưa theo dõi
Mình làm tròn theo quy tắc tròn xuống theo cấp 0.5: 1 - 1.5 - 2 - 2.5...
oke, mình hiểu ý bác rồi
cách xac định đáy đỉnh của code này la mk chỉnh thời gian để cho đường giá đó chạy đúng k bácCách sử dụng con hàng mới Price's Power để chọn kèo hồi quy cho CCI Arrow
e chưa test nên tò mò keke
Ko phải vĩnh, con này nó đo độ lệch chuẩn của giá so với Ema 100, độ lệch chuẩn càng cao thì trend càng mạnh, lấy giá trị lớn nhất của trend x 10 để làm chu kỳ hồi quy cho con woodies, khỏi phải mò.cách xac định đáy đỉnh của code này la mk chỉnh thời gian để cho đường giá đó chạy đúng k bác
à e hiểu rồi hhj thank bác mấy nay thấy list trader của bác đẹp quá.
chúc mưng bác na.
Nó lên gần nghìn like rùi, hihi, vĩnh phán chính xác ghê, nhưng mà lên quá nên bị moderator của Tradingview rà ip, sáng nay nó ra thông báo ban acc clone của mình rùi, nó bảo luật ko cho đăng ký 2 acc, mày bị ban 1 nick, hihi, may là nó ban cái acc clone, ko thì tiếcà e hiểu rồi hhj thank bác mấy nay thấy list trader của bác đẹp quá.
kaka may qua bác k là công toi. chúc mừng chúc mừng . cứ hễ cháy cái lại thấy bác có code mới thê mới đểuNó lên gần nghìn like rùi, hihi, vĩnh phán chính xác ghê, nhưng mà lên quá nên bị moderator của Tradingview rà ip, sáng nay nó ra thông báo ban acc clone của mình rùi, nó bảo luật ko cho đăng ký 2 acc, mày bị ban 1 nick, hihi, may là nó ban cái acc clone, ko thì tiếc
.
Ặc ặc, niềm cảm hứng để mình code chính là đâykaka may qua bác k là công toi. chúc mừng chúc mừng . cứ hễ cháy cái lại thấy bác có code mới thê mới đểu
lưu ý dòng 50 sửa EMA viết hoa thành "ema" viết thường
// BO - Woodies Price's Power - Intraday Backtesting
//v11
// © inno14
//@version=4
strategy("BO - Woodies Price's Power - Intraday Backtesting")
// === INPUT PERIOD OF TIME ===
Date = input(true, title = "=== Date Option ===")
FromDay = input(defval = 22, title = "From Day", minval = 1, maxval = 31)
FromMonth = input(defval = 4, title = "From Month", minval = 1, maxval = 12)
FromYear = input(defval = 2020, title = "From Year", minval = 2017)
ToDay = input(defval = 22, title = "To Day", minval = 1, maxval = 31)
ToMonth = input(defval = 4, title = "To Month", minval = 1, maxval = 12)
ToYear = input(defval = 2020, title = "To Year", minval = 2017)
// === DATE RANGE ===
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// === Trading Time ===
CTimeDvM = input(true, title = "=== Trading Time ===")
Time_zone = input(7,title="Time Zone")
FromHourDvM = input(defval = 07, title = "From Hour", minval = 00, maxval = 23)
FromMinuteDvM = input(defval = 00, title = "From Minute", minval = 00, maxval = 59)
ToHourDvM = input(defval = 16, title = "To Hour", minval = 00, maxval = 23)
ToMinuteDvM = input(defval = 00, title = "To Minute", minval = 00, maxval = 59)
GMT_FHDvM=FromHourDvM<Time_zone?FromHourDvM-Time_zone+24:FromHourDvM-Time_zone
GMT_THDvM=ToHourDvM<Time_zone?ToHourDvM-Time_zone+24:ToHourDvM-Time_zone
fhDvM= (GMT_FHDvM<10?"0"+tostring(GMT_FHDvM):tostring(GMT_FHDvM))
fmDvM= (FromMinuteDvM<10?"0"+tostring(FromMinuteDvM):tostring(FromMinuteDvM))
thDvM= (GMT_THDvM<10?"0"+tostring(GMT_THDvM):tostring(GMT_THDvM))
tmDvM= (ToMinuteDvM<10?"0"+tostring(ToMinuteDvM):tostring(ToMinuteDvM))
WorkingHourDvM = fhDvM+fmDvM+"-"+thDvM+tmDvM
t0_DvM = time(timeframe.period, WorkingHourDvM)
htrtime = input(true,title="Highlight Trading Time")
bgcolor(htrtime? t0_DvM? color.white : na:na, title="Trading Time", transp=0)
//Price's Power
pptt = input(true,title="=== Price's Power ===")
cyclePeriod = input(title="Cycle Period", type=input.integer, minval=1, defval=100)
//hline0=hline(0,linewidth=3,linestyle=hline.style_solid,color=color.new(color.olive,0))
//0.truncate() truncates a given number to a certain number of decimals
truncate(number, decimals) =>
factor = pow(10, decimals)
int(number * factor) / factor
//1. EMA
midband=ema(close, cyclePeriod)
//2.Standard Deviation
mlt_std = 1
upper_en_std = midband + stdev(close, cyclePeriod)*mlt_std
lower_en_std = midband - stdev(close, cyclePeriod)*mlt_std
//3.Power
pu=close-upper_en_std
pl=close-lower_en_std
upb=upper_en_std-midband
lob=lower_en_std-midband
bull=pu>=0 and pu[1]>=0?(pu+upb)/upb:0
bear=pl<=0 and pl[1]<=0?-((pl+lob)/lob):0
//5.Label value
pp_sigtext=
bull>0?" * Bull's Power = "+tostring(truncate(bull,2)):na
or
bear<0?" * Bear's Power = "+tostring(truncate(bear,2)):na
//
//Woodies CCI
cci_ft=input(true,title="=== CCI Signal ===")
cciTurboLength = 6
cci14Length = input(title="CCI Length", type=input.integer, defval=14)
source = close
cciTurbo = cci(source, cciTurboLength)
cci14 = cci(source, cci14Length)
last5IsDown = cci14[5] < 0 and cci14[4] < 0 and cci14[3] < 0 and cci14[2] < 0 and cci14[1] < 0
last5IsUp = cci14[5] > 0 and cci14[4] > 0 and cci14[3] > 0 and cci14[2] > 0 and cci14[1] > 0
histogramColor = last5IsUp ? color.green : last5IsDown ? color.red : cci14 < 0 ? color.gray : color.gray
//Plot Woodies CCI
//plot(cci14, title="CCI Histogram", color=histogramColor, style=plot.style_histogram, linewidth=2, transp=40)
//plot(0, title="Zero Line", color=cciTurbo>100?color.blue:cciTurbo<-100?color.red:color.navy, style=plot.style_line, linewidth=6, transp=20)
hline(200, title="Hundred Line", color=color.black, linestyle=hline.style_dotted)
hline(-200, title="Minus Line", color=color.black, linestyle=hline.style_dotted)
//Plot lingreg CCI14
linreg_len=input(3,title="Linear Regression Length")
linreg_cci14=linreg(cci14, linreg_len, 0)
//plot(linreg_cci14, color=color.aqua, linewidth=4)
//
ext_linreg=input(100,title="Extreme Level")
//peak & top
peak_cci=
linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1] and linreg_cci14[1]>ext_linreg
bott_cci=
linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1] and linreg_cci14[1]<-ext_linreg
peak_cci_1=
linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1]
bott_cci_1=
linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1]
//
fil_len=input(6,title="Filter Length")
top_ext=highest(linreg_cci14,fil_len)
bot_ext=lowest(linreg_cci14,fil_len)
//Put signal
x1=
peak_cci
and linreg_cci14[1]==top_ext
and linreg_cci14[1]>valuewhen(peak_cci_1,linreg_cci14[1],1)
and close>low[1]
//Call signal
y1=
bott_cci
and linreg_cci14[1]==bot_ext
and linreg_cci14[1]<valuewhen(bott_cci_1,linreg_cci14[1],1)
and close<high[1]
no_orders =
not strategy.opentrades
//Function
xTech=
(x1
and no_orders)
yTech=
(y1
and no_orders)
sumtrades=strategy.losstrades[0]+strategy.wintrades[0]
losstrades=strategy.losstrades[0]
wintrades=strategy.wintrades[0]
//Fibonacci Money Management
fibo_tt=input(true,title="=== Fibonacci Money Management ===")
take_profit=input(300,title="Take profit = wintrades - losstrades =")
//Bid level
current_bid_lv=
losstrades == 0 and wintrades == 0?1:
losstrades-wintrades == -1?1:
losstrades>0 and (losstrades-wintrades == 0)?2:
losstrades-wintrades == 1?3:
losstrades-wintrades == 2?5:
losstrades-wintrades == 3?8:
losstrades-wintrades == 4?13:
losstrades-wintrades == 5?21:
losstrades-wintrades == 6?34:
1
bid_level=current_bid_lv
take_profit_val = wintrades - losstrades
//Plot Analyzing Signals
//hline1=hline(-1.2*300)
hline2=hline(-1.6*300)
hline0=hline(0)
sigtext=
xTech?"Put signal"+ " * Current Bid Level: " + tostring(bid_level):yTech?"Call signal"+ " * Current Bid Level: " + tostring(bid_level):
"Backtesting date: "+tostring(FromDay)+"/"+tostring(FromMonth)+"/"+tostring(FromYear)
+ " * From: "+tostring(FromHourDvM)+":"+tostring(FromMinuteDvM)+" To "+tostring(ToHourDvM)+":"+tostring(ToMinuteDvM)
+ " * Take profit: " + tostring(wintrades-losstrades)+"/"+tostring(take_profit)
+ " * Bid Level: " + tostring(bid_level)
+ " * Linreg Length: " + tostring(linreg_len)
+ pp_sigtext
sig_col=xTech?color.new(color.red,10):yTech?color.new(color.blue,10):color.new(color.navy,10)
label_sig_text = label.new(bar_index[0], -1.5*300, text=sigtext, style=label.style_none, textcolor=sig_col, size=size.large)
label.delete(label_sig_text[1])
//Plot Color Panel of Finobacci Money Management
fib_sigtext=
"Color Panel of Finobacci Money Management"
fib_sig_col=color.new(color.navy,10)
label_fib_sig_text = label.new(bar_index[5], 250, text=fib_sigtext, style=label.style_none, textcolor=fib_sig_col, size=size.large)
label.delete(label_fib_sig_text[1])
fib_put=50
fib_col=-150
fib_put_lv1=color.new(color.red,0)
plotshape(fib_put, title='Put Lv1', text="Put Lv1", style=shape.circle, location=location.absolute, color=fib_put_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)
fib_call_lv1=color.new(color.blue,0)
plotshape(fib_col, title='Call Lv1', text="Call Lv1", style=shape.circle, location=location.absolute, color=fib_call_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)
fib_put_lv2=color.new(color.red,10)
plotshape(fib_put, title='Put Lv2', text="Put Lv2", style=shape.circle, location=location.absolute, color=fib_put_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)
fib_call_lv2=color.new(color.blue,10)
plotshape(fib_col, title='Call Lv2', text="Call Lv2", style=shape.circle, location=location.absolute, color=fib_call_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)
fib_put_lv3=color.new(color.orange,0)
plotshape(fib_put, title='Put Lv3', text="Put Lv3", style=shape.circle, location=location.absolute, color=fib_put_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)
fib_call_lv3=color.new(color.green,0)
plotshape(fib_col, title='Call Lv3', text="Call Lv3", style=shape.circle, location=location.absolute, color=fib_call_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)
fib_put_lv5=color.new(color.orange,10)
plotshape(fib_put, title='Put Lv5', text="Put Lv5", style=shape.circle, location=location.absolute, color=fib_put_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)
fib_call_lv5=color.new(color.green,10)
plotshape(fib_col, title='Call Lv5', text="Call Lv5", style=shape.circle, location=location.absolute, color=fib_call_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)
fib_put_lv8=color.new(color.maroon,0)
plotshape(fib_put, title='Put Lv8', text="Put Lv8", style=shape.circle, location=location.absolute, color=fib_put_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)
fib_call_lv8=color.new(color.lime,0)
plotshape(fib_col, title='Call Lv8', text="Call Lv8", style=shape.circle, location=location.absolute, color=fib_call_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)
fib_put_lv13=color.new(color.maroon,10)
plotshape(fib_put, title='Put Lv13', text="Put Lv13", style=shape.circle, location=location.absolute, color=fib_put_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)
fib_call_lv13=color.new(color.lime,10)
plotshape(fib_col, title='Call Lv13', text="Call Lv13", style=shape.circle, location=location.absolute, color=fib_call_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)
fib_put_lv21=color.new(color.olive,0)
plotshape(fib_put, title='Put Lv21', text="Put Lv21", style=shape.circle, location=location.absolute, color=fib_put_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)
fib_call_lv21=color.new(color.yellow,0)
plotshape(fib_col, title='Call Lv21', text="Call Lv21", style=shape.circle, location=location.absolute, color=fib_call_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)
fib_put_lv34=color.new(color.olive,10)
plotshape(fib_put, title='Put Lv34', text="Put Lv34", style=shape.circle, location=location.absolute, color=fib_put_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
fib_call_lv34=color.new(color.yellow,10)
plotshape(fib_col, title='Call Lv34', text="Call Lv34", style=shape.circle, location=location.absolute, color=fib_call_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
//plot Signal
PutSignal= xTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
CallSignal= yTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
putcol =
PutSignal ?
bid_level==1? color.new(color.red,0):
bid_level==2? color.new(color.red,10):
bid_level==3? color.new(color.orange,0):
bid_level==5? color.new(color.orange,10):
bid_level==8? color.new(color.maroon,0):
bid_level==13? color.new(color.maroon,10):
bid_level==21? color.new(color.olive,0):
bid_level==34? color.new(color.olive,10):
color.new(color.red,0): na
callcol =
CallSignal ?
bid_level==1? color.new(color.blue,0):
bid_level==2? color.new(color.blue,10):
bid_level==3? color.new(color.green,0):
bid_level==5? color.new(color.green,10):
bid_level==8? color.new(color.lime,0):
bid_level==13? color.new(color.lime,10):
bid_level==21? color.new(color.yellow,0):
bid_level==34? color.new(color.yellow,10):
color.new(color.blue,0): na
plotshape(PutSignal, title='Put', text="Put", style=shape.circle, location=location.absolute, color=putcol, textcolor=color.black, offset=1, size=size.large)
plotshape(CallSignal, title='Call', text="Call", style=shape.circle, location=location.absolute, color=callcol, textcolor=color.black, offset=1, size=size.large)
//Backtesting
exp_tt=input(true,"Expiry Option By Bars")
exp_val=input(3,"Number of Bars")
strategy.entry("Call", strategy.long, when=yTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.entry("Put", strategy.short, when=xTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.close_all(when=barssince(xTech)==exp_val or barssince(yTech)==exp_val)
//EOF// BO - Woodies Price's Power - Intraday Backtesting
//v11
// © inno14
//@version=4
strategy("BO - Woodies Price's Power - Intraday Backtesting")
// === INPUT PERIOD OF TIME ===
Date = input(true, title = "=== Date Option ===")
FromDay = input(defval = 22, title = "From Day", minval = 1, maxval = 31)
FromMonth = input(defval = 4, title = "From Month", minval = 1, maxval = 12)
FromYear = input(defval = 2020, title = "From Year", minval = 2017)
ToDay = input(defval = 22, title = "To Day", minval = 1, maxval = 31)
ToMonth = input(defval = 4, title = "To Month", minval = 1, maxval = 12)
ToYear = input(defval = 2020, title = "To Year", minval = 2017)
// === DATE RANGE ===
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// === Trading Time ===
CTimeDvM = input(true, title = "=== Trading Time ===")
Time_zone = input(7,title="Time Zone")
FromHourDvM = input(defval = 07, title = "From Hour", minval = 00, maxval = 23)
FromMinuteDvM = input(defval = 00, title = "From Minute", minval = 00, maxval = 59)
ToHourDvM = input(defval = 16, title = "To Hour", minval = 00, maxval = 23)
ToMinuteDvM = input(defval = 00, title = "To Minute", minval = 00, maxval = 59)
GMT_FHDvM=FromHourDvM<Time_zone?FromHourDvM-Time_zone+24:FromHourDvM-Time_zone
GMT_THDvM=ToHourDvM<Time_zone?ToHourDvM-Time_zone+24:ToHourDvM-Time_zone
fhDvM= (GMT_FHDvM<10?"0"+tostring(GMT_FHDvM):tostring(GMT_FHDvM))
fmDvM= (FromMinuteDvM<10?"0"+tostring(FromMinuteDvM):tostring(FromMinuteDvM))
thDvM= (GMT_THDvM<10?"0"+tostring(GMT_THDvM):tostring(GMT_THDvM))
tmDvM= (ToMinuteDvM<10?"0"+tostring(ToMinuteDvM):tostring(ToMinuteDvM))
WorkingHourDvM = fhDvM+fmDvM+"-"+thDvM+tmDvM
t0_DvM = time(timeframe.period, WorkingHourDvM)
htrtime = input(true,title="Highlight Trading Time")
bgcolor(htrtime? t0_DvM? color.white : na:na, title="Trading Time", transp=0)
//Price's Power
pptt = input(true,title="=== Price's Power ===")
cyclePeriod = input(title="Cycle Period", type=input.integer, minval=1, defval=100)
bu_pp_extreme = input(2.0,title="Bull's power extreme")
be_pp_extreme = input(-2.0,title="Bear's power extreme")
//hline0=hline(0,linewidth=3,linestyle=hline.style_solid,color=color.new(color.olive,0))
//0.truncate() truncates a given number to a certain number of decimals
truncate(number, decimals) =>
factor = pow(10, decimals)
int(number * factor) / factor
//1. EMA
midband=ema(close, cyclePeriod)
//2.Standard Deviation
mlt_std = 1
upper_en_std = midband + stdev(close, cyclePeriod)*mlt_std
lower_en_std = midband - stdev(close, cyclePeriod)*mlt_std
//3.Power
pu=close-upper_en_std
pl=close-lower_en_std
upb=upper_en_std-midband
lob=lower_en_std-midband
bull=pu>=0 and pu[1]>=0?(pu+upb)/upb:0
bear=pl<=0 and pl[1]<=0?-((pl+lob)/lob):0
//5.Label value
pp_sigtext=
bull>0?" * Bull's Power = "+tostring(truncate(bull,2)):na
or
bear<0?" * Bear's Power = "+tostring(truncate(bear,2)):na
//
//Woodies CCI
cci_ft=input(true,title="=== CCI Signal ===")
cciTurboLength = 6
cci14Length = input(title="CCI Length", type=input.integer, defval=14)
source = close
cciTurbo = cci(source, cciTurboLength)
cci14 = cci(source, cci14Length)
last5IsDown = cci14[5] < 0 and cci14[4] < 0 and cci14[3] < 0 and cci14[2] < 0 and cci14[1] < 0
last5IsUp = cci14[5] > 0 and cci14[4] > 0 and cci14[3] > 0 and cci14[2] > 0 and cci14[1] > 0
histogramColor = last5IsUp ? color.green : last5IsDown ? color.red : cci14 < 0 ? color.gray : color.gray
//Plot Woodies CCI
//plot(cci14, title="CCI Histogram", color=histogramColor, style=plot.style_histogram, linewidth=2, transp=40)
//plot(0, title="Zero Line", color=cciTurbo>100?color.blue:cciTurbo<-100?color.red:color.navy, style=plot.style_line, linewidth=6, transp=20)
hline(200, title="Hundred Line", color=color.black, linestyle=hline.style_dotted)
hline(-200, title="Minus Line", color=color.black, linestyle=hline.style_dotted)
//Plot lingreg CCI14
linreg_len=input(3,title="Linear Regression Length")
linreg_cci14=linreg(cci14, linreg_len, 0)
//plot(linreg_cci14, color=color.aqua, linewidth=4)
//
ext_linreg=input(100,title="Extreme Level")
//peak & top
peak_cci=
linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1] and linreg_cci14[1]>ext_linreg
bott_cci=
linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1] and linreg_cci14[1]<-ext_linreg
peak_cci_1=
linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1]
bott_cci_1=
linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1]
//
fil_len=input(6,title="Filter Length")
top_ext=highest(linreg_cci14,fil_len)
bot_ext=lowest(linreg_cci14,fil_len)
//Put signal
x1=
peak_cci
and linreg_cci14[1]==top_ext
and linreg_cci14[1]>valuewhen(peak_cci_1,linreg_cci14[1],1)
and close>low[1]
and bull[1]>bu_pp_extreme
//Call signal
y1=
bott_cci
and linreg_cci14[1]==bot_ext
and linreg_cci14[1]<valuewhen(bott_cci_1,linreg_cci14[1],1)
and close<high[1]
and bear[1]<be_pp_extreme
no_orders =
not strategy.opentrades
//Function
xTech=
(x1
and no_orders)
yTech=
(y1
and no_orders)
sumtrades=strategy.losstrades[0]+strategy.wintrades[0]
losstrades=strategy.losstrades[0]
wintrades=strategy.wintrades[0]
//Fibonacci Money Management
fibo_tt=input(true,title="=== Fibonacci Money Management ===")
take_profit=input(300,title="Take profit = wintrades - losstrades =")
//Bid level
current_bid_lv=
losstrades == 0 and wintrades == 0?1:
losstrades-wintrades == -1?1:
losstrades>0 and (losstrades-wintrades == 0)?2:
losstrades-wintrades == 1?3:
losstrades-wintrades == 2?5:
losstrades-wintrades == 3?8:
losstrades-wintrades == 4?13:
losstrades-wintrades == 5?21:
losstrades-wintrades == 6?34:
1
bid_level=current_bid_lv
take_profit_val = wintrades - losstrades
//Plot Analyzing Signals
//hline1=hline(-1.2*300)
hline2=hline(-1.6*300)
hline0=hline(0)
sigtext=
xTech?"Put signal"+ " * Current Bid Level: " + tostring(bid_level):yTech?"Call signal"+ " * Current Bid Level: " + tostring(bid_level):
"Backtesting date: "+tostring(FromDay)+"/"+tostring(FromMonth)+"/"+tostring(FromYear)
+ " * From: "+tostring(FromHourDvM)+":"+tostring(FromMinuteDvM)+" To "+tostring(ToHourDvM)+":"+tostring(ToMinuteDvM)
+ " * Take profit: " + tostring(wintrades-losstrades)+"/"+tostring(take_profit)
+ " * Bid Level: " + tostring(bid_level)
+ " * Linreg Length: " + tostring(linreg_len)
+ pp_sigtext
sig_col=xTech?color.new(color.red,10):yTech?color.new(color.blue,10):color.new(color.navy,10)
label_sig_text = label.new(bar_index[0], -1.5*300, text=sigtext, style=label.style_none, textcolor=sig_col, size=size.large)
label.delete(label_sig_text[1])
//Plot Color Panel of Finobacci Money Management
fib_sigtext=
"Color Panel of Finobacci Money Management"
fib_sig_col=color.new(color.navy,10)
label_fib_sig_text = label.new(bar_index[5], 250, text=fib_sigtext, style=label.style_none, textcolor=fib_sig_col, size=size.large)
label.delete(label_fib_sig_text[1])
fib_put=50
fib_col=-150
fib_put_lv1=color.new(color.red,0)
plotshape(fib_put, title='Put Lv1', text="Put Lv1", style=shape.circle, location=location.absolute, color=fib_put_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)
fib_call_lv1=color.new(color.blue,0)
plotshape(fib_col, title='Call Lv1', text="Call Lv1", style=shape.circle, location=location.absolute, color=fib_call_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)
fib_put_lv2=color.new(color.red,10)
plotshape(fib_put, title='Put Lv2', text="Put Lv2", style=shape.circle, location=location.absolute, color=fib_put_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)
fib_call_lv2=color.new(color.blue,10)
plotshape(fib_col, title='Call Lv2', text="Call Lv2", style=shape.circle, location=location.absolute, color=fib_call_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)
fib_put_lv3=color.new(color.orange,0)
plotshape(fib_put, title='Put Lv3', text="Put Lv3", style=shape.circle, location=location.absolute, color=fib_put_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)
fib_call_lv3=color.new(color.green,0)
plotshape(fib_col, title='Call Lv3', text="Call Lv3", style=shape.circle, location=location.absolute, color=fib_call_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)
fib_put_lv5=color.new(color.orange,10)
plotshape(fib_put, title='Put Lv5', text="Put Lv5", style=shape.circle, location=location.absolute, color=fib_put_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)
fib_call_lv5=color.new(color.green,10)
plotshape(fib_col, title='Call Lv5', text="Call Lv5", style=shape.circle, location=location.absolute, color=fib_call_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)
fib_put_lv8=color.new(color.maroon,0)
plotshape(fib_put, title='Put Lv8', text="Put Lv8", style=shape.circle, location=location.absolute, color=fib_put_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)
fib_call_lv8=color.new(color.lime,0)
plotshape(fib_col, title='Call Lv8', text="Call Lv8", style=shape.circle, location=location.absolute, color=fib_call_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)
fib_put_lv13=color.new(color.maroon,10)
plotshape(fib_put, title='Put Lv13', text="Put Lv13", style=shape.circle, location=location.absolute, color=fib_put_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)
fib_call_lv13=color.new(color.lime,10)
plotshape(fib_col, title='Call Lv13', text="Call Lv13", style=shape.circle, location=location.absolute, color=fib_call_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)
fib_put_lv21=color.new(color.olive,0)
plotshape(fib_put, title='Put Lv21', text="Put Lv21", style=shape.circle, location=location.absolute, color=fib_put_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)
fib_call_lv21=color.new(color.yellow,0)
plotshape(fib_col, title='Call Lv21', text="Call Lv21", style=shape.circle, location=location.absolute, color=fib_call_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)
fib_put_lv34=color.new(color.olive,10)
plotshape(fib_put, title='Put Lv34', text="Put Lv34", style=shape.circle, location=location.absolute, color=fib_put_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
fib_call_lv34=color.new(color.yellow,10)
plotshape(fib_col, title='Call Lv34', text="Call Lv34", style=shape.circle, location=location.absolute, color=fib_call_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
//plot Signal
PutSignal= xTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
CallSignal= yTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
putcol =
PutSignal ?
bid_level==1? color.new(color.red,0):
bid_level==2? color.new(color.red,10):
bid_level==3? color.new(color.orange,0):
bid_level==5? color.new(color.orange,10):
bid_level==8? color.new(color.maroon,0):
bid_level==13? color.new(color.maroon,10):
bid_level==21? color.new(color.olive,0):
bid_level==34? color.new(color.olive,10):
color.new(color.red,0): na
callcol =
CallSignal ?
bid_level==1? color.new(color.blue,0):
bid_level==2? color.new(color.blue,10):
bid_level==3? color.new(color.green,0):
bid_level==5? color.new(color.green,10):
bid_level==8? color.new(color.lime,0):
bid_level==13? color.new(color.lime,10):
bid_level==21? color.new(color.yellow,0):
bid_level==34? color.new(color.yellow,10):
color.new(color.blue,0): na
plotshape(PutSignal, title='Put', text="Put", style=shape.circle, location=location.absolute, color=putcol, textcolor=color.black, offset=1, size=size.large)
plotshape(CallSignal, title='Call', text="Call", style=shape.circle, location=location.absolute, color=callcol, textcolor=color.black, offset=1, size=size.large)
//Backtesting
exp_tt=input(true,"Expiry Option By Bars")
exp_val=input(3,"Number of Bars")
strategy.entry("Call", strategy.long, when=yTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.entry("Put", strategy.short, when=xTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.close_all(when=barssince(xTech)==exp_val or barssince(yTech)==exp_val)
//EOFbác test luôn rồi, mấy hôm nay ảnh hưởng con dầu hay sao. Mà kết quả ko tốt lắm
Lưu ý, dòng 50 sửa EMA hoa thành ema thường nhé// BO - Woodies Price's Power - Intraday Backtesting
//v11
// © inno14
//@version=4
strategy("BO - Woodies Price's Power - Intraday Backtesting")
// === INPUT PERIOD OF TIME ===
Date = input(true, title = "=== Date Option ===")
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromMonth = input(defval = 4, title = "From Month", minval = 1, maxval = 12)
FromYear = input(defval = 2020, title = "From Year", minval = 2017)
ToDay = input(defval = 22, title = "To Day", minval = 1, maxval = 31)
ToMonth = input(defval = 4, title = "To Month", minval = 1, maxval = 12)
ToYear = input(defval = 2020, title = "To Year", minval = 2017)
// === DATE RANGE ===
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// === Trading Time ===
CTimeDvM = input(true, title = "=== Trading Time ===")
Time_zone = input(7,title="Time Zone")
FromHourDvM = input(defval = 07, title = "From Hour", minval = 00, maxval = 23)
FromMinuteDvM = input(defval = 00, title = "From Minute", minval = 00, maxval = 59)
ToHourDvM = input(defval = 16, title = "To Hour", minval = 00, maxval = 23)
ToMinuteDvM = input(defval = 00, title = "To Minute", minval = 00, maxval = 59)
GMT_FHDvM=FromHourDvM<Time_zone?FromHourDvM-Time_zone+24:FromHourDvM-Time_zone
GMT_THDvM=ToHourDvM<Time_zone?ToHourDvM-Time_zone+24:ToHourDvM-Time_zone
fhDvM= (GMT_FHDvM<10?"0"+tostring(GMT_FHDvM):tostring(GMT_FHDvM))
fmDvM= (FromMinuteDvM<10?"0"+tostring(FromMinuteDvM):tostring(FromMinuteDvM))
thDvM= (GMT_THDvM<10?"0"+tostring(GMT_THDvM):tostring(GMT_THDvM))
tmDvM= (ToMinuteDvM<10?"0"+tostring(ToMinuteDvM):tostring(ToMinuteDvM))
WorkingHourDvM = fhDvM+fmDvM+"-"+thDvM+tmDvM
t0_DvM = time(timeframe.period, WorkingHourDvM)
htrtime = input(true,title="Highlight Trading Time")
bgcolor(htrtime? t0_DvM? color.white : na:na, title="Trading Time", transp=0)
//Price's Power
pptt = input(true,title="=== Price's Power ===")
cyclePeriod = input(title="Cycle Period", type=input.integer, minval=1, defval=20)
//hline0=hline(0,linewidth=3,linestyle=hline.style_solid,color=color.new(color.olive,0))
//0.truncate() truncates a given number to a certain number of decimals
truncate(number, decimals) =>
factor = pow(10, decimals)
int(number * factor) / factor
//1. EMA
midband=ema(close, cyclePeriod)
//2.Standard Deviation
mlt_std = 1
upper_en_std = midband + stdev(close, cyclePeriod)*mlt_std
lower_en_std = midband - stdev(close, cyclePeriod)*mlt_std
//3.Power
pu=close-upper_en_std
pl=close-lower_en_std
upb=upper_en_std-midband
lob=lower_en_std-midband
bull=pu>=0 and pu[1]>=0?(pu+upb)/upb:0
bear=pl<=0 and pl[1]<=0?-((pl+lob)/lob):0
//5.Label value
pp_sigtext=
bull>0?" * Bull's Power = "+tostring(truncate(bull,2)):na
or
bear<0?" * Bear's Power = "+tostring(truncate(bear,2)):na
//MA
trend_tt=input(true,title="=== Trend Filter ===")
ma_inpt=input(title="WMA", type=input.integer, defval=100)
trend_line=wma(close,ma_inpt)
//Woodies CCI
cci_ft=input(true,title="=== CCI Signal ===")
cciTurboLength = 6
cci14Length = input(title="CCI Length", type=input.integer, defval=14)
source = close
cciTurbo = cci(source, cciTurboLength)
cci14 = cci(source, cci14Length)
last5IsDown = cci14[5] < 0 and cci14[4] < 0 and cci14[3] < 0 and cci14[2] < 0 and cci14[1] < 0
last5IsUp = cci14[5] > 0 and cci14[4] > 0 and cci14[3] > 0 and cci14[2] > 0 and cci14[1] > 0
histogramColor = last5IsUp ? color.green : last5IsDown ? color.red : cci14 < 0 ? color.gray : color.gray
//Plot Woodies CCI
//plot(cci14, title="CCI Histogram", color=histogramColor, style=plot.style_histogram, linewidth=2, transp=40)
//plot(0, title="Zero Line", color=cciTurbo>100?color.blue:cciTurbo<-100?color.red:color.navy, style=plot.style_line, linewidth=6, transp=20)
hline(200, title="Hundred Line", color=color.black, linestyle=hline.style_dotted)
hline(-200, title="Minus Line", color=color.black, linestyle=hline.style_dotted)
//Plot lingreg CCI14
linreg_len=input(4,title="Linear Regression Length")
linreg_cci14=linreg(cci14, linreg_len, 0)
//plot(linreg_cci14, color=color.aqua, linewidth=4)
//
ext_linreg=input(100,title="Extreme Level")
//peak & top
peak_cci=
linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1] and linreg_cci14[1]>ext_linreg
bott_cci=
linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1] and linreg_cci14[1]<-ext_linreg
peak_cci_1=
linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1]
bott_cci_1=
linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1]
//
fil_len=input(6,title="Filter Length")
top_ext=highest(linreg_cci14,fil_len)
bot_ext=lowest(linreg_cci14,fil_len)
//Put signal
x1=
peak_cci
and linreg_cci14[1]==top_ext
and close<trend_line
and bull==0 and bear==0
//Call signal
y1=
bott_cci
and linreg_cci14[1]==bot_ext
and close>trend_line
and bull==0 and bear==0
no_orders =
not strategy.opentrades
//Function
xTech=
(x1
and no_orders)
yTech=
(y1
and no_orders)
sumtrades=strategy.losstrades[0]+strategy.wintrades[0]
losstrades=strategy.losstrades[0]
wintrades=strategy.wintrades[0]
//Fibonacci Money Management
fibo_tt=input(true,title="=== Fibonacci Money Management ===")
take_profit=input(300,title="Take profit = wintrades - losstrades =")
//Bid level
current_bid_lv=
losstrades == 0 and wintrades == 0?1:
losstrades-wintrades == -1?1:
losstrades>0 and (losstrades-wintrades == 0)?2:
losstrades-wintrades == 1?3:
losstrades-wintrades == 2?5:
losstrades-wintrades == 3?8:
losstrades-wintrades == 4?13:
losstrades-wintrades == 5?21:
losstrades-wintrades == 6?34:
1
bid_level=current_bid_lv
take_profit_val = wintrades - losstrades
//Plot Analyzing Signals
//hline1=hline(-1.2*300)
hline2=hline(-1.6*300)
hline0=hline(0)
sigtext=
xTech?"Put signal"+ " * Current Bid Level: " + tostring(bid_level):yTech?"Call signal"+ " * Current Bid Level: " + tostring(bid_level):
"Backtesting date: "+tostring(FromDay)+"/"+tostring(FromMonth)+"/"+tostring(FromYear)
+ " * From: "+tostring(FromHourDvM)+":"+tostring(FromMinuteDvM)+" To "+tostring(ToHourDvM)+":"+tostring(ToMinuteDvM)
+ " * Take profit: " + tostring(wintrades-losstrades)+"/"+tostring(take_profit)
+ " * Bid Level: " + tostring(bid_level)
+ " * Linreg Length: " + tostring(linreg_len)
+ pp_sigtext
sig_col=xTech?color.new(color.red,10):yTech?color.new(color.blue,10):color.new(color.navy,10)
label_sig_text = label.new(bar_index[0], -1.5*300, text=sigtext, style=label.style_none, textcolor=sig_col, size=size.large)
label.delete(label_sig_text[1])
//Plot Color Panel of Finobacci Money Management
fib_sigtext=
"Color Panel of Finobacci Money Management"
fib_sig_col=color.new(color.navy,10)
label_fib_sig_text = label.new(bar_index[5], 250, text=fib_sigtext, style=label.style_none, textcolor=fib_sig_col, size=size.large)
label.delete(label_fib_sig_text[1])
fib_put=50
fib_col=-150
fib_put_lv1=color.new(color.red,0)
plotshape(fib_put, title='Put Lv1', text="Put Lv1", style=shape.circle, location=location.absolute, color=fib_put_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)
fib_call_lv1=color.new(color.blue,0)
plotshape(fib_col, title='Call Lv1', text="Call Lv1", style=shape.circle, location=location.absolute, color=fib_call_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)
fib_put_lv2=color.new(color.red,10)
plotshape(fib_put, title='Put Lv2', text="Put Lv2", style=shape.circle, location=location.absolute, color=fib_put_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)
fib_call_lv2=color.new(color.blue,10)
plotshape(fib_col, title='Call Lv2', text="Call Lv2", style=shape.circle, location=location.absolute, color=fib_call_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)
fib_put_lv3=color.new(color.orange,0)
plotshape(fib_put, title='Put Lv3', text="Put Lv3", style=shape.circle, location=location.absolute, color=fib_put_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)
fib_call_lv3=color.new(color.green,0)
plotshape(fib_col, title='Call Lv3', text="Call Lv3", style=shape.circle, location=location.absolute, color=fib_call_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)
fib_put_lv5=color.new(color.orange,10)
plotshape(fib_put, title='Put Lv5', text="Put Lv5", style=shape.circle, location=location.absolute, color=fib_put_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)
fib_call_lv5=color.new(color.green,10)
plotshape(fib_col, title='Call Lv5', text="Call Lv5", style=shape.circle, location=location.absolute, color=fib_call_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)
fib_put_lv8=color.new(color.maroon,0)
plotshape(fib_put, title='Put Lv8', text="Put Lv8", style=shape.circle, location=location.absolute, color=fib_put_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)
fib_call_lv8=color.new(color.lime,0)
plotshape(fib_col, title='Call Lv8', text="Call Lv8", style=shape.circle, location=location.absolute, color=fib_call_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)
fib_put_lv13=color.new(color.maroon,10)
plotshape(fib_put, title='Put Lv13', text="Put Lv13", style=shape.circle, location=location.absolute, color=fib_put_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)
fib_call_lv13=color.new(color.lime,10)
plotshape(fib_col, title='Call Lv13', text="Call Lv13", style=shape.circle, location=location.absolute, color=fib_call_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)
fib_put_lv21=color.new(color.olive,0)
plotshape(fib_put, title='Put Lv21', text="Put Lv21", style=shape.circle, location=location.absolute, color=fib_put_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)
fib_call_lv21=color.new(color.yellow,0)
plotshape(fib_col, title='Call Lv21', text="Call Lv21", style=shape.circle, location=location.absolute, color=fib_call_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)
fib_put_lv34=color.new(color.olive,10)
plotshape(fib_put, title='Put Lv34', text="Put Lv34", style=shape.circle, location=location.absolute, color=fib_put_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
fib_call_lv34=color.new(color.yellow,10)
plotshape(fib_col, title='Call Lv34', text="Call Lv34", style=shape.circle, location=location.absolute, color=fib_call_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
//plot Signal
PutSignal= xTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
CallSignal= yTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
putcol =
PutSignal ?
bid_level==1? color.new(color.red,0):
bid_level==2? color.new(color.red,10):
bid_level==3? color.new(color.orange,0):
bid_level==5? color.new(color.orange,10):
bid_level==8? color.new(color.maroon,0):
bid_level==13? color.new(color.maroon,10):
bid_level==21? color.new(color.olive,0):
bid_level==34? color.new(color.olive,10):
color.new(color.red,0): na
callcol =
CallSignal ?
bid_level==1? color.new(color.blue,0):
bid_level==2? color.new(color.blue,10):
bid_level==3? color.new(color.green,0):
bid_level==5? color.new(color.green,10):
bid_level==8? color.new(color.lime,0):
bid_level==13? color.new(color.lime,10):
bid_level==21? color.new(color.yellow,0):
bid_level==34? color.new(color.yellow,10):
color.new(color.blue,0): na
plotshape(PutSignal, title='Put', text="Put", style=shape.circle, location=location.absolute, color=putcol, textcolor=color.black, offset=1, size=size.large)
plotshape(CallSignal, title='Call', text="Call", style=shape.circle, location=location.absolute, color=callcol, textcolor=color.black, offset=1, size=size.large)
//Backtesting
exp_tt=input(true,"Expiry Option By Bars")
exp_val=input(3,"Number of Bars")
strategy.entry("Call", strategy.long, when=yTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.entry("Put", strategy.short, when=xTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.close_all(when=barssince(xTech)==exp_val or barssince(yTech)==exp_val)
//EOF
