Trading strategy

Spécifications

//@version=5  
strategy("Operator Psychology Trading Strategy with Heikin-Ashi (Auto Risk-Reward)", overlay=true, pyramiding=2, default_qty_type=strategy.fixed, default_qty_value=1)

// Check for the 3-minute timeframe
if (not (timeframe.isintraday and timeframe.period == "3"))
    runtime.error("This strategy can only be run on the 3-minute timeframe.")

// Parameters for ATR, Stop-Loss, Risk Percentage, and Sideways Market Threshold
atrLength = input.int(3, title="ATR Length")  // ATR length set to 3
riskMultiplier = input.float(3, title="Risk Multiplier for Stop-Loss")  // Updated Risk Multiplier to 3
capitalRiskPercent = input.float(2, title="Capital Risk Percentage per Trade", minval=0.1, maxval=100)  // Capital Risk set to 2%
sidewaysThreshold = input.float(1.6, title="Sideways ATR Threshold", minval=0.1)  // Updated Sideways ATR Threshold to 1.6

// Moving Average for Trend Detection
maLength = input.int(6, title="Moving Average Length")  // Updated Moving Average length to 6
ma = ta.sma(close, maLength)

// Heikin-Ashi Candle Calculation
haClose = (open + high + low + close) / 4
var haOpen = (open + close) / 2
haOpen := na(haOpen[1]) ? (open + close) / 2 : (haOpen[1] + haClose[1]) / 2
haHigh = math.max(high, math.max(haOpen, haClose))
haLow = math.min(low, math.min(haOpen, haClose))

// Calculate ATR based on Heikin-Ashi candles
atrValue = ta.atr(atrLength)

// Define the previous and current Heikin-Ashi candle values
prevHaClose = haClose[1]
prevHaHigh = haHigh[1]
prevHaLow = haLow[1]
prevHaOpen = haOpen[1]
currHaClose = haClose
currHaHigh = haHigh
currHaLow = haLow
currHaOpen = haOpen

// Calculate buy and sell volumes using Heikin-Ashi candles
prevBuyVolume = prevHaClose > prevHaOpen ? volume : 0
currBuyVolume = currHaClose > currHaOpen ? volume : 0
prevSellVolume = prevHaClose < prevHaOpen ? volume : 0
currSellVolume = currHaClose < currHaOpen ? volume : 0

// Sideways Market Condition: Check if ATR is below threshold (low volatility)
sidewaysMarket = atrValue < sidewaysThreshold

// Define Buy Signal conditions based on operator psychology using Heikin-Ashi candles and trend confirmation
buyCondition1 = currHaClose > prevHaHigh              // Heikin-Ashi close breaks previous Heikin-Ashi high
buyCondition2 = currBuyVolume > prevBuyVolume         // Current buying volume exceeds previous
buyCondition3 = prevHaClose < currHaOpen              // Previous Heikin-Ashi candle closes lower than current open
buyCondition4 = haClose > ma                          // Close price is above moving average (trend confirmation)
buySignal = buyCondition1 and buyCondition2 and buyCondition3 and buyCondition4 and not sidewaysMarket  // Avoid sideways zones

// Define Sell Signal conditions based on operator psychology using Heikin-Ashi candles and trend confirmation
sellCondition1 = currHaClose < prevHaLow               // Heikin-Ashi close breaks previous Heikin-Ashi low
sellCondition2 = currSellVolume > prevSellVolume       // Current selling volume exceeds previous
sellCondition3 = prevHaClose > currHaOpen              // Previous Heikin-Ashi candle closes higher than current open
sellCondition4 = haClose < ma                          // Close price is below moving average (trend confirmation)
sellSignal = sellCondition1 and sellCondition2 and sellCondition3 and sellCondition4 and not sidewaysMarket  // Avoid sideways zones

// Calculate Stop-Loss and Target Levels for Long and Short Positions
longStopLoss = currHaClose - (atrValue * riskMultiplier)  // Stop-loss for long position
shortStopLoss = currHaClose + (atrValue * riskMultiplier)  // Stop-loss for short position

// **Auto Risk-Reward Ratio**: The Reward (Target) is dynamically calculated based on the risk
rewardRatio = input.float(6, title="Default Risk-Reward Ratio")  // Updated Risk-Reward Ratio to 6
longTarget = currHaClose + (currHaClose - longStopLoss) * rewardRatio  // Target for long position
shortTarget = currHaClose - (shortStopLoss - currHaClose) * rewardRatio  // Target for short position

// Calculate position size based on capital risk and set to auto trade 0.01 lot for XAUUSD
capital = strategy.equity
riskPerTrade = capitalRiskPercent / 100 * capital
longPositionSize = math.max(riskPerTrade / (currHaClose - longStopLoss), 0.01)  // Minimum 0.01 lot for long position
shortPositionSize = math.max(riskPerTrade / (shortStopLoss - currHaClose), 0.01)  // Minimum 0.01 lot for short position

// Strategy Execution: Long Trades
if (buySignal)
    strategy.entry("Long", strategy.long, qty=longPositionSize)
    strategy.exit("Take Profit", "Long", limit=longTarget, stop=longStopLoss)

// Strategy Execution: Short Trades
if (sellSignal)
    strategy.entry("Short", strategy.short, qty=shortPositionSize)
    strategy.exit("Take Profit", "Short", limit=shortTarget, stop=shortStopLoss)

// Plot shapes for buy and sell signals
plotshape(series=buySignal, title="Buy Signal", location=location.belowbar, color=color.blue, style=shape.labelup, text="LONG")
plotshape(series=sellSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SHORT")

// Alert conditions for buy and sell signals
alertcondition(buySignal, title="Buy Alert", message="Buy Signal Triggered!")
alertcondition(sellSignal, title="Sell Alert", message="Sell Signal Triggered!")

// Plot the Heikin-Ashi Close price for reference
plot(haClose, color=color.gray, linewidth=1, title="Heikin-Ashi Close")

// Plot moving average for trend reference
plot(ma, color=color.orange, linewidth=1, title="Moving Average (Trend Filter)")


Dossiers :

Répondu

1
Développeur 1
Évaluation
(132)
Projets
178
39%
Arbitrage
4
25% / 50%
En retard
14
8%
Gratuit
2
Développeur 2
Évaluation
(16)
Projets
35
23%
Arbitrage
4
0% / 50%
En retard
2
6%
Travail
3
Développeur 3
Évaluation
(5)
Projets
5
0%
Arbitrage
5
0% / 40%
En retard
0
Gratuit
4
Développeur 4
Évaluation
(639)
Projets
748
34%
Arbitrage
49
53% / 39%
En retard
14
2%
Travail
5
Développeur 5
Évaluation
(31)
Projets
44
61%
Arbitrage
0
En retard
0
Gratuit
6
Développeur 6
Évaluation
(78)
Projets
248
74%
Arbitrage
7
100% / 0%
En retard
1
0%
Gratuit
Publié : 2 articles, 1 code
7
Développeur 7
Évaluation
(28)
Projets
39
23%
Arbitrage
14
0% / 93%
En retard
4
10%
Gratuit
8
Développeur 8
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
9
Développeur 9
Évaluation
(60)
Projets
96
43%
Arbitrage
4
0% / 100%
En retard
4
4%
Gratuit
10
Développeur 10
Évaluation
(854)
Projets
1472
72%
Arbitrage
122
29% / 48%
En retard
361
25%
Gratuit
Publié : 3 articles
11
Développeur 11
Évaluation
(69)
Projets
146
34%
Arbitrage
13
8% / 62%
En retard
26
18%
Gratuit
Publié : 6 codes
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