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Maurizio-Ciullo

Bot Reversal-Band-Riot-P1 ETHUSDT.P BYBIT 4H LONG E SHORT

Maurizio-Ciullo
May 9th, 2025
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  1.  
  2.                                                                 // Bot Reversal Band Riot Period 1 10-03-2025 ETHUSDT.P BYBIT 4H LONG E SHORT //
  3.                                                           // Datafeed Cambiato / Periodi Backtest Cambiati / Inputs Cambiati / Skip Months Disattivato //
  4.                                                                
  5. // RIOTTIMIZZAZIONE PERIODICA 1 DELLA ORIGINALE REVERSAL BAND      
  6. // IL DATAFEED COMPLETO = (18/08/2017 26/02/2025)                                              
  7. // NUOVI DATI DI SVILUPPO DATAFEED ETH/USDT BINANCE + ETH/USDT.P BYBIT 4H  STORICO INIZIALE BINANCE PER POI PROSEGUIRE CON BYBIT                                                                                                                       
  8. // (Sviluppo Dati Exchange = BINANCE + BYBIT) (BINANCE Dal=18/08/2017 Al 21/10/2020) (BYBIT Dal=21/10/2020 Al 26/02/2025)
  9. // SU TRADINGVIEW ORARIO BORSA GMT
  10. // BARSBACK: 60
  11.  
  12. // NUOVE DATE IN SAMPLE E OUT OF SAMPLE
  13. //Il data feed completo: 18/08/2017 26/02/2025
  14. //In Sample: Inizio 18/08/2017 Fine 18/09/2023
  15. //Out Of Sample: Inizio 18/09/2023 Fine 26/02/2025
  16.  
  17.  
  18. //Il trading system completo - Bot Reversal Band Riot Period 1 10-03-2025 ETHUSDT.P BYBIT 4H LONG E SHORT
  19. // (Exchange= BYBIT) (Sottostante ETH-USDT.P) (Timeframe= 4H) (Direzione= LONG E SHORT) (Swing Posizione= SI) (Esclusione Ore=NO) (Esclusione Giorni=NO) (Esclusione Mesi=NO)
  20. // (Take Profit Long/Short= Market Close Sopra/Sotto Bande) (Take Profit Limit Long= +12% Tradingview-Hub) (Take Profit Limit Short= +6,7 % Tradingview-Hub
  21. // (Stop Loss Limit Long= -10% Tradingview-Hub) (Stop Loss Limit Short= -7.1% Tradingview-Hub) (Trailing Stop=NO) (Stop Emergenza: NO)
  22. // (Max DD Concesso = 15% Media Max Drawdown 2°nda Deviazione Standard Simulazione Montecalo Python
  23. // (Money Management = 25% Del Capitale Tradestation)  
  24. // (Money Management = 18% Del Capitale Tradingview) Preso Dal 15% Media Max Drawdown 2°nda Deviazione Standard Simulazione Montecarlo Python
  25.  
  26. // (Progettatta Il=07/07/23)
  27. // (In Sample Dal=17/08/2017 18/09/2023) (Out Of Sample Dal18/09/2023 Al 26-02-2025)
  28. // (Progettatta Il=26/02/2025)
  29.  
  30. // ATTENZIONE, ALCUNE POSIZIONI SONO DIFFERENTI DA TRADINGVIEW PER VIA DELLE CANDELE INIZIALI CHE SONO DI BINANCE CHE POTREBBERO AVERE VALORI LEGGERENTE DIVERSI.
  31. // ATTENZIONE, ALCUNE VOLTE, MOLTO RARAMENTE LE MEDIE POTREBBERO DIFFERIRE SEMPRE PER VIDE DELLE CANDELE INIZIALI CHE SONO DI BINANCE CHE POTREBBERO AVERE VALORI LEGGERENTE DIVERSI.
  32. // ATTENZIONE, I VALORI DELL'ADX A VOLTE POSSONO ESSERE DIFFERENTI PER VIA DELLE CANDELE INIZIALI CHE SONO DI BINANCE PER POI RIASSESTARSI DI NUOVO.
  33.  
  34.  
  35. //@version=5
  36. //1. Strategia
  37. strategy(title='Bot Reversal-Band-Riot-P1 ETH/USDT.P BYBIT 4H LONG E SHORT', overlay=true,
  38.      pyramiding=0,
  39.      initial_capital=1000,
  40.      commission_type=strategy.commission.percent,
  41.      commission_value=0.1,
  42.      slippage=3,
  43.      default_qty_type=strategy.percent_of_equity,
  44.      default_qty_value=18)
  45.  
  46.  
  47. // Input
  48. input_stop_loss_long = input.float(title='stop_loss_long', defval=10, minval=0, maxval=100, step=0.1, group='Stop&Target')
  49. input_stop_loss_short = input.float(title='stop_loss_short', defval=7.1, minval=0, maxval=100, step=0.1, group='Stop&Target')
  50. input_target_long = input.float(title='target_long', defval=12, minval=0, maxval=100, step=0.1, group='Stop&Target')
  51. input_target_short = input.float(title='target_short', defval=6.7, minval=0, maxval=100, step=0.1, group='Stop&Target')
  52. input_sma_long = input.int(title='Media BB Long', defval=31, minval=0, maxval=50, group='Bande')
  53. input_sma_short = input.int(title='Media BB Short', defval=48, minval=0, maxval=50, group='Bande')
  54. deviazione_long = input.float(title='Deviazione Long', defval=1.7, step=0.1, group='Bande')
  55. deviazione_short = input.float(title='Deviazione Short', defval=1.3, step=0.1, group='Bande')
  56. input_ema_long = input.int(title='Media Long', defval=52, minval=0, maxval=500, group='Medie')
  57. input_ema_short = input.int(title='Media Short', defval=42, minval=0, maxval=500, group='Medie')
  58. lunghezza_adx_long = input.int(title='Lunghezza ADX Long', defval=6, group='ADX')
  59. lunghezza_adx_short = input.int(title='Lunghezza ADX Short', defval=10, group='ADX')
  60. differenziale_adx_long = input.int(title='Differenziale ADX Long', defval=60, group='ADX')
  61. differenziale_adx_short = input.int(title='Differenziale ADX Short', defval=22, group='ADX')
  62. only_Long = input.bool(title='Solo long trade', defval=false, inline='1', group='Direzione')
  63. only_Short = input.bool(title='Solo short trade', defval=false, inline='1', group='Direzione')
  64. input_risk = input.float(title='Percentuale rischio', defval=19.1, minval=0, maxval=100, step=0.01)
  65.  
  66.  
  67. // Calcolo del range del backtest
  68. startDate = input.int(title='Start Date', defval=17, minval=1, maxval=31, group='Periodo')
  69. startMonth = input.int(title='Start Month', defval=08, minval=1, maxval=12, group='Periodo')
  70. startYear = input.int(title='Start Year', defval=2000, minval=1800, maxval=2100, group='Periodo')
  71.  
  72. endDate = input.int(title='End Date', defval=01, minval=1, maxval=31, group='Periodo')
  73. endMonth = input.int(title='End Month', defval=01, minval=1, maxval=12, group='Periodo')
  74. endYear = input.int(title='End Year', defval=2121, minval=1800, maxval=2150, group='Periodo')
  75.  
  76.  
  77. inDateRange = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0) and time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)
  78.  
  79.  
  80. // Start Hour Range Trading Non Attivo /////////////////////
  81. //hourTrading = input(title='sessione valida di trading', defval='0600-2300:23456')
  82. //hourRangeTrading = time(timeframe.period, hourTrading)
  83.  
  84.  
  85. //Calcolo degli indicatori
  86.  
  87. // Medie Mobili
  88. ema_long = ta.ema(close, input_ema_long)
  89. ema_short = ta.ema(close, input_ema_short)
  90. plot(ema_long, color=color.new(color.green, 0), title='Ema Long', linewidth=1)
  91. plot(ema_short, color=color.new(color.red, 0), title='Ema Short', linewidth=1)
  92.  
  93.  
  94. //  Bollinger Bands Long
  95. middle_Band_long = ta.sma(close, input_sma_long)
  96. deviazione_st_long = deviazione_long * ta.stdev(close, input_sma_long)
  97. UpperBand_long = middle_Band_long + deviazione_st_long
  98. LowerBand_long = middle_Band_long - deviazione_st_long
  99. plot(middle_Band_long, color=color.new(color.green, 0), title='B_middle_Band_Long', linewidth=2)
  100. plot(UpperBand_long, color=color.new(color.green, 0), style=plot.style_circles, linewidth=3, title='UpperBandLong')
  101. plot(LowerBand_long, color=color.new(color.green, 0), style=plot.style_circles, linewidth=3, title='LowerBandLong')
  102.  
  103.  
  104. // Bollinger Bands Short
  105. middle_Band_short = ta.sma(close, input_sma_short)
  106. deviazione_st_short = deviazione_short * ta.stdev(close, input_sma_short)
  107. UpperBand_short = middle_Band_short + deviazione_st_short
  108. LowerBand_short = middle_Band_short - deviazione_st_short
  109. plot(middle_Band_short, color=color.new(color.red, 0), title='B_middle_Band_Short', linewidth=2)
  110. plot(UpperBand_short, color=color.new(color.red, 0), style=plot.style_circles, linewidth=3, title='UpperBandShort')
  111. plot(LowerBand_short, color=color.new(color.red, 0), style=plot.style_circles, linewidth=3, title='LowerBandShort')
  112.  
  113.  
  114. // ADX Long
  115. [di_pos_long, di_neg_long, adx_long] = ta.dmi(lunghezza_adx_long, lunghezza_adx_long)
  116. plot(adx_long, color=color.new(color.blue, 0), title='adx long')
  117.  
  118. //ADX Short
  119. [di_pos_short, di_neg_short, adx_short] = ta.dmi(lunghezza_adx_short, lunghezza_adx_short)
  120. plot(adx_short, color=color.new(color.red, 0), title='adx short')
  121.  
  122.  
  123. // Money Menagment e stop loss
  124.  
  125. // size = strategy.equity * input_risk / 100
  126. // nr_contratti = size / close
  127. // stop_loss_long = math.round(size / syminfo.mintick / 100 * input_stop_loss_long) / nr_contratti
  128. // stop_loss_short = math.round(size / syminfo.mintick / 100 * input_stop_loss_short) / nr_contratti
  129. // target_long = math.round(size / syminfo.mintick / 100 * input_target_long) / nr_contratti
  130. // target_short = math.round(size / syminfo.mintick / 100 * input_target_short) / nr_contratti
  131.  
  132.  
  133. //Variabili Stop Long e Short
  134. stop_loss_long_price = strategy.opentrades.entry_price(0) - (strategy.opentrades.entry_price(0) * input_stop_loss_long) / 100
  135. stop_loss_long = (strategy.opentrades.entry_price(0) - stop_loss_long_price) / syminfo.mintick
  136. take_profit_long_price = (strategy.opentrades.entry_price(0) + ((strategy.opentrades.entry_price(0) * input_target_long) / 100))
  137. take_profit_long = (take_profit_long_price - strategy.opentrades.entry_price(0)) / syminfo.mintick
  138.  
  139. //plot(stop_loss_long, title = "sl_long_ticks", color=color.purple)
  140.  
  141.  
  142. stop_loss_short_price = strategy.opentrades.entry_price(0) + (strategy.opentrades.entry_price(0) * input_stop_loss_short) / 100
  143. stop_loss_short = (stop_loss_short_price - strategy.opentrades.entry_price(0)) / syminfo.mintick
  144. take_profit_short_price = (strategy.opentrades.entry_price(0) - ((strategy.opentrades.entry_price(0) * input_target_short) / 100))
  145. take_profit_short =(strategy.opentrades.entry_price(0) - take_profit_short_price) / syminfo.mintick
  146.  
  147. //plot(stop_loss_short, title = "sl_short_ticks", color=color.purple)
  148.  
  149.  
  150. // plot(strategy.position_size != 0 ? strategy.position_avg_price : na, color=strategy.position_size > 0 ? color.blue : strategy.position_size < 0 ? color.red : na, style=plot.style_linebr, title='entry_price')  // stampa l'entry price in rosso se short in blu se long
  151. // plot(strategy.position_size > 0 ? strategy.position_avg_price + take_profit_long * 0.01 * 10 : strategy.position_size < 0 ? strategy.position_avg_price - take_profit_short * 0.01 * 10 : na, color=color.new(color.green, 0), style=plot.style_cross, linewidth=2, title='tk_limit')
  152. // plot(strategy.position_size > 0 ? strategy.position_avg_price - stop_loss_long * 0.01 * 10 : strategy.position_size < 0 ? strategy.position_avg_price + stop_loss_short * 0.01 * 10 : na, color=color.new(color.red, 0), style=plot.style_cross, linewidth=2, title='sl_limit')
  153.  
  154.  
  155. plot(strategy.position_size != 0 ? strategy.opentrades.entry_price(0) : na , color=strategy.position_size > 0 ? color.blue : strategy.position_size < 0 ? color.red : na, style=plot.style_linebr, title="entry_price") // stampa l'entry price in rosso se short in blu se long
  156. plot(strategy.position_size > 0 ?  take_profit_long_price : strategy.position_size < 0 ? take_profit_short_price: na, color=color.green, style=plot.style_cross, linewidth=2, title="tk_limit")
  157. plot(strategy.position_size > 0 ?  stop_loss_long_price : strategy.position_size < 0 ? stop_loss_short_price: na, color=color.red, style=plot.style_cross, linewidth=2, title="sl_limit")
  158.  
  159. bgcolor(strategy.position_size > 0 ? color.green : strategy.position_size < 0 ? color.red : na, transp=90) // sfondo verde quando siamo long, sfondo rosso quando siamo short, no sfondo quando non siamo in posizione
  160.  
  161.  
  162. // Plot No Trading Allowed giorni da 1 a 7 1 è Domenica. Mesi da 1 a 12 1 è Gennaio
  163.  
  164. //mesi_esclusi = month(time)
  165. //plotshape(mesi_esclusi[1] == 4 ? mesi_esclusi : na, color=color.new(color.yellow, 0), title='mesi_esclusi')
  166. //plotshape(mesi_esclusi[1] == 8 ? mesi_esclusi : na, color=color.new(color.yellow, 0), title='mesi_esclusi')
  167.  
  168.  
  169. //Condizione Entry Long
  170. condEntryLong = ta.crossover(close, LowerBand_long) and close < ema_long and adx_long < differenziale_adx_long and not only_Short and inDateRange // and month != 4 and month != 8
  171.  
  172. //Condizione Uscita Long
  173. condExitLong = ta.crossover(close, UpperBand_long)
  174.  
  175.  
  176.  
  177. // Condizione Entry Short
  178. condEntryShort = ta.crossunder(close, UpperBand_short) and close > ema_short and adx_short < differenziale_adx_short and not only_Long and inDateRange // and month != 4 and month != 8
  179.  
  180. // Condizione Exit Short
  181. condExitShort = ta.crossunder(close, LowerBand_short)
  182.  
  183.                    
  184. buy_command = 'BUY COMMAND'
  185. sell_command = 'SELL COMMAND'
  186. close_command = 'CLOSE COMMAND'
  187. cancel_command = 'CANCEL COMMAND'
  188.  
  189. // // ============== Email Protection ===============
  190.  
  191. // L'email protection invia ordini senza webhook oppure se gli webhook sono abilitati ma per qualche motivo l'ordine non viene eseguito per errore verrà inviato un ordine di backup dopo 5 secondi da TV-Hub.org
  192.  
  193. // Documentazione: https://www.tv-hub.org/Home/Documentation#email-signals
  194. // Quando settiamo l'email di tradingview per abilitare l'email protection mettere temporaneamente la lingua in inglese su tradingview e poi riportarla in italiano altrimenti il codice di verifica su tv-hub non arriva.
  195. // Email Protection da aggiungere a tutte le stringhe se utilizzata l'email protection "alertTimestamp":"{{ticker}}-{{time}}"
  196. // Esempio Email Protection buy = '{"pair":"ETHUSDT","unitsPercent":"8.5","unitsType":"percentBalance","exchange":"Bybit","apiKey":"OverTheClouds","token":"e6d67d6e-1a5f-4e53-a9fd-6276dfa2a34b","isBuy":true,"isMarket":true,"leverage":"1","marginType":"ISOLATED","closeCurrentPosition":true,"preventPyramiding":true,"cancelAllOrders":true,"alertTimestamp":"{{ticker}}-{{time}}}'
  197. // Abilitare pulsante invia testo normale "Invia testo normale ad un indirizzo e-mail alternativo" quando si crea alert in notifiche dell'alert oltre al solito webook
  198.  
  199. //entrata e uscita Long
  200. if condEntryLong // strategy.opentrades == 0
  201.     strategy.entry('operazioneLong', strategy.long, alert_message = "Open Long Position", comment = buy_command)
  202.    
  203. if strategy.opentrades ==1
  204.     strategy.exit('SL e TP', from_entry='operazioneLong', loss=stop_loss_long, profit=take_profit_long, alert_message = "Your Long SL-TP Has Been Triggered.", comment = close_command)
  205.  
  206. if condExitLong and strategy.opentrades == 1
  207.     strategy.close(id='operazioneLong', alert_message = "Close Long Position", comment = close_command)
  208.  
  209. //entrata e uscita Short    
  210. if condEntryShort //and strategy.opentrades == 0
  211.     strategy.entry('operazioneShort', strategy.short, alert_message = "Open Short position", comment = sell_command)
  212.  
  213. if strategy.opentrades ==1
  214.     strategy.exit('SL e TP', from_entry='operazioneShort', loss=stop_loss_short, profit=take_profit_short, alert_message = "Your Short SL-TP Has Been Triggered.", comment = close_command)
  215.  
  216. if condExitShort and strategy.opentrades == 1
  217.     strategy.close(id='operazioneShort', alert_message = "Close Short Position", comment = close_command)
  218.  
  219. // Nome Alert: Reversal-Band-Riot-P1 ETH/USDT.P BYBIT 4H
  220. // Commento Alert: {{strategy.order.comment}}
  221. // Webhook Classico Più Sicuro Ma Più Lento: https://alerts.tv-hub.org  
  222. // Webhook Nuovo Meno Sicuro Ma Più Veloce: https://alerts.tv-hub.org/api/ExecuteTradeSignalClassic
  223.  
  224.  
  225. // ----------------- Inizio Tabella risultati mensili. Per visualizzare andare nelle impostazioni proprietà e spuntare ad ogni tick -----------------
  226.  
  227. // new_month = month(time) != month(time[1])
  228. // new_year  = year(time)  != year(time[1])
  229.  
  230. // eq = strategy.equity
  231.  
  232. // bar_pnl = eq / eq[1] - 1
  233.  
  234. // cur_month_pnl = 0.0
  235. // cur_year_pnl  = 0.0
  236.  
  237. // // Current Monthly P&L
  238. // cur_month_pnl := new_month ? 0.0 :
  239. //                  (1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1
  240.  
  241. // // Current Yearly P&L
  242. // cur_year_pnl := new_year ? 0.0 :
  243. //                  (1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1  
  244.  
  245. // // Arrays to store Yearly and Monthly P&Ls
  246. // var month_pnl  = array.new_float(0)
  247. // var month_time = array.new_int(0)
  248.  
  249. // var year_pnl  = array.new_float(0)
  250. // var year_time = array.new_int(0)
  251.  
  252. // last_computed = false
  253.  
  254. // if (not na(cur_month_pnl[1]) and (new_month or barstate.islast))
  255. //     if (last_computed[1])
  256. //         array.pop(month_pnl)
  257. //         array.pop(month_time)
  258.  
  259. //     array.push(month_pnl , cur_month_pnl[1])
  260. //     array.push(month_time, time[1])
  261.  
  262. // if (not na(cur_year_pnl[1]) and (new_year or barstate.islast))
  263. //     if (last_computed[1])
  264. //         array.pop(year_pnl)
  265. //         array.pop(year_time)
  266.  
  267. //     array.push(year_pnl , cur_year_pnl[1])
  268. //     array.push(year_time, time[1])
  269.  
  270. // last_computed := barstate.islast ? true : nz(last_computed[1])
  271.  
  272. // // Monthly P&L Table    
  273. // var monthly_table = table(na)
  274. // prec      = input(2, title = "Return Precision")
  275.  
  276. // if (barstate.islast)
  277. //     monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, bgcolor=#0F0F0F,border_width=1,border_color=#000000)
  278.  
  279. //     table.cell(monthly_table, 0,  0, "",     text_color=#D3D3D3, bgcolor=#0F0F0F)
  280. //     table.cell(monthly_table, 1,  0, "Jan",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  281. //     table.cell(monthly_table, 2,  0, "Feb",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  282. //     table.cell(monthly_table, 3,  0, "Mar",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  283. //     table.cell(monthly_table, 4,  0, "Apr",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  284. //     table.cell(monthly_table, 5,  0, "May",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  285. //     table.cell(monthly_table, 6,  0, "Jun",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  286. //     table.cell(monthly_table, 7,  0, "Jul",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  287. //     table.cell(monthly_table, 8,  0, "Aug",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  288. //     table.cell(monthly_table, 9,  0, "Sep",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  289. //     table.cell(monthly_table, 10, 0, "Oct",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  290. //     table.cell(monthly_table, 11, 0, "Nov",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  291. //     table.cell(monthly_table, 12, 0, "Dec",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  292. //     table.cell(monthly_table, 13, 0, "Year", text_color=#D3D3D3, bgcolor=#0F0F0F)
  293.  
  294.  
  295. //     for yi = 0 to array.size(year_pnl) - 1
  296. //         table.cell(monthly_table, 0,  yi + 1, str.tostring(year(array.get(year_time, yi))), text_color=#D3D3D3, bgcolor=#0F0F0F)
  297.  
  298. //         y_color = array.get(year_pnl, yi) > 0 ? color.lime : color.red
  299. //         table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, prec)), bgcolor = y_color)
  300.  
  301. //     for mi = 0 to array.size(month_time) - 1
  302. //         m_row   = year(array.get(month_time, mi))  - year(array.get(year_time, 0)) + 1
  303. //         m_col   = month(array.get(month_time, mi))
  304. //         m_color = array.get(month_pnl, mi) > 0 ? color.lime : color.red
  305.  
  306. //         table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, prec)), bgcolor = m_color)
  307.  
  308. // ----------------- Fine Tabella risultati mensili. Per visualizzare andare nelle impostazioni proprietà e spuntare ad ogni tick -----------------
  309.  
  310.  
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