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- // Bot Weekly Mean Trend ETH/USDT.P BYBIT 4H LONG E SHORT (Strategia Breakout) //
- // No Repainting: https://www.youtube.com/watch?v=-ZvGC0wUNAI IN QUESTA STRATEGIA E' STATA USATA LA TECNICA NO REPAINTING
- // A differenza di quella originale ho cambiato le Medie da SMA a EMA perchè performano meglio
- // SU TRADINGVIEW ORARIO BORSA GMT
- // BARSBACK: 50
- // Il trading system completo - Weekly Mean Trend ETH/USDT.P BYBIT 4H LONG E SHORT (Strategia Breakout)
- // (Sviluppo Dati Exchange = FTX)
- // (Exchange= BYBIT) (Sottostante ETH-USDT.P) (Timeframe= 4H) (Direzione= LONG E SHORT) (Swing Posizione= NO) (Esclusione Ore=NO) (Esclusione Giorni=NO) (Esclusione Mesi=NO)
- // (Take Profit Long/Short Market = NO) (Take Profit Limit Long/Short= NO)
- // (Stop Loss Limit Long= NO) (Stop Loss Limit Short= NO) (Stop Loss Market Long/Short= SI) (Trailing Stop=SI) (Stop Emergenza= NO)
- // (Rischio Operazione 2% Perdita Media) (Max Drawdown Permesso 10,94%)
- // (ATTENZIONE !!! NON USO PIU' IL RISCHIO OPERAZIONE SOPRA DEL 2% MA LA LASCIO SEMPRE LIVE E QUANDO ARRIVA AL 15% DI MAX DD AGGIUSTATO CON IL PROGRAMMA MONTECARLO PYTHON LA CESTINO
- // (In Sample Dal=18/08/17 Al 30/11/21) (Out Of Sample Dal=30/11/21 Al 31/01/22)
- // (Money Management = 25% Del Capitale Tradestation)
- // (Money Management = 21% Del Capitale Tradingview) Preso Dal 15% Media Max Drawdown 2°nda Deviazione Standard Simulazione Montecarlo Python
- // (Progettatta Il=31/01/22)
- // ATTENZIONE SONO STATI GENERATI NUOVO REPORT RECENTI IN DATA 01/06/2025 MA QUESTI REPORT SONO STATI GENERATI SUL SEGUENTE DATAFEED DATO CHE FTX E' FALLITO:
- // DATI NUOVI REPORT GENERATI NELLE CARTELLE DI SVILUPPO:
- // IL DATAFEED COMPLETO = (18/08/2017 26/05/2025)
- // NUOVI DATI DI REPORT DATAFEED ETH/USDT BINANCE + ETH/USDT.P BYBIT 4H STORICO INIZIALE BINANCE PER POI PROSEGUIRE CON BYBIT
- // (Sviluppo Dati Exchange = BINANCE + BYBIT) (BINANCE Dal=18/08/2017 Al 21/10/2020) (BYBIT Dal=21/10/2020 Al 26/05/2025)
- input:
- InitialCapital(100000),
- percent_risk(25),
- input_media_W_high(10),
- input_media_W_low(19),
- input_media_W_high_smoothed(38),
- input_media_W_low_smoothed(38),
- input_atr_perdiod_long(14),
- input_atr_perdiod_short(9),
- input_atr_mult_long(0.75),
- input_atr_mult_short(1),
- dmi_min_diff_input_long(18),
- dmi_min_diff_input_short(25),
- solo_long(false),
- solo_short(false);
- // Vars
- Vars:
- weekly_High(0),
- weekly_Low(0),
- media_high_smoothed(0),
- media_low_smoothed(0),
- valore_atr_long(0),
- valore_atr_short(0),
- media_low(0),
- media_high(0),
- account_equity(0),
- risk(0),
- nr_share(0),
- di_pos(0),
- di_neg(0),
- adx_neutrale(0);
- // Calcololo Dmi
- adx_neutrale = adx(14);
- di_pos = (dmiPlus(14));
- di_neg = (dmiMinus(14));
- // Calcololo degli indicatori long
- valore_atr_long = AvgTrueRange(input_atr_perdiod_long);
- valore_atr_short = AvgTrueRange(input_atr_perdiod_short);
- weekly_Low = LowW(1)[5];// + 4 - 0.21;
- weekly_High = HighW(1)[5];// + 82 - 0.50;
- // ORIGINALE XAVERAGE
- media_low = xAverage(weekly_Low, input_media_W_low);
- media_high = xAverage(weekly_High, input_media_W_high);
- media_low_smoothed = xAverage(weekly_Low, input_media_W_low_smoothed);
- media_high_smoothed = xAverage(weekly_High, input_media_W_high_smoothed);
- // PROVA SOLO AVERAGE
- {media_low = Average(weekly_Low, input_media_W_low);
- media_high = Average(weekly_High, input_media_W_high);
- media_low_smoothed = Average(weekly_Low, input_media_W_low_smoothed);
- media_high_smoothed = Average(weekly_High, input_media_W_high_smoothed);}
- // Money menagment
- risk = percent_risk/100;
- nr_share = floor((InitialCapital + NetProfit) * risk) / close;
- // Entrata Long
- begin;
- begin;
- if Close cross over(media_high) and (Absvalue(open-close)>(valore_atr_long*input_atr_mult_long)) and close > open and di_pos > dmi_min_diff_input_long and not solo_short then
- Buy("Long") nr_share contracts Next Bar at market;
- //If MarketPosition =1 then
- //Begin;
- //Setstopposition;
- //SetStopLoss(stop_loss_long);
- //Setprofittarget(target_long);
- end;
- // Uscita Long
- If (MarketPosition =1 and Close cross under(media_high)) then
- Sell("Chiusura Long") from entry("Long") Next Bar at market;
- end;
- // Entrata Short
- begin;
- begin;
- if Close cross under(media_low) and (Absvalue(open-close)>(valore_atr_short*input_atr_mult_short)) and close < open and di_neg > dmi_min_diff_input_short and not solo_long then
- Sellshort("Short") nr_share Contracts Next Bar at market;
- //If MarketPosition =-1 then
- //Begin
- //Setstopposition;
- //SetStopLoss(stop_loss_short);
- //Setprofittarget(target_short);
- end;
- // Uscita Long
- If (MarketPosition =-1 and Close cross over(media_low)) then
- Buytocover("Chiusura Short") from entry("Short") Next Bar at market;
- end;
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