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Convert PineScript V3 to MQL5

MQL5 EA 전환 Trading robot/indicator debugging

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//@version=3
//

strategy(title = "JustAmhas 3S2", shorttitle = "JustAmhas 3S1", overlay=true, pyramiding=0, default_qty_value=1, commission_value=0.05)


// === INPUTS ===
useRes      = true
intRes      = input(defval = 2,    title = "Multiplier for Alernate Resolution")
stratRes    = ismonthly? tostring(interval*intRes,"###M") : isweekly? tostring(interval*intRes,"###W") : isdaily?  tostring(interval*intRes,"###D") : isintraday ? tostring(interval*intRes,"####") : '60'
basisType   = input(defval = "TEMA", title = "MA Type: ", options=["DEMA","EMA", "TEMA", "WMA", "VWMA", "HullMA", "LSMA", "ALMA", "TMA", "SSMA"])
basisLen    = input(defval = 8, title = "MA Period", minval = 1)
offsetSigma = input(defval = 6, title = "Offset for LSMA / Sigma for ALMA", minval = 0)
offsetALMA  = input(defval = 0.85, title = "Offset for ALMA", minval = 0, step = 0.01)
delayOffset = 0

// Constants colours that include fully non-transparent option.
green100 = #008000FF
lime100  = #00FF00FF
red100   = #FF0000FF
blue100  = #0000FFFF
aqua100  = #00FFFFFF
darkred100 = #8B0000FF
gray100 = #808080FF

// === BASE FUNCTIONS ===
// Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len, offSig, offALMA) =>
    v1 = sma(src, len)                                                  // Simple
    v2 = ema(src, len)                                                  // Exponential
    v3 = 2 * v2 - ema(v2, len)                                          // Double Exponential
    v4 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len)               // Triple Exponential
    v5 = wma(src, len)                                                  // Weighted
    v6 = vwma(src, len)                                                 // Volume Weighted
    v7 = 0.0
    v7 := na(v7[1]) ? sma(src, len) : (v7[1] * (len - 1) + src) / len    // Smoothed
    v8 = wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len)))   // Hull
    v9 = linreg(src, len, offSig)                                       // Least Squares
    v10 = alma(src, len, offALMA, offSig)                               // Arnaud Legoux
    v11 = sma(v1,len)                                                   // Triangular (extreme smooth)
    // SuperSmoother filter
    // © 2013  John F. Ehlers
    a1 = exp(-1.414*3.14159 / len)
    b1 = 2*a1*cos(1.414*3.14159 / len)
    c2 = b1
    c3 = (-a1)*a1
    c1 = 1 - c2 - c3
    v12 = 0.0
    v12 := c1*(src + nz(src[1])) / 2 + c2*nz(v12[1]) + c3*nz(v12[2])
    type=="EMA"?v2 : type=="DEMA"?v3 : type=="TEMA"?v4 : type=="WMA"?v5 : type=="VWMA"?v6 : type=="SMMA"?v7 : type=="HullMA"?v8 : type=="LSMA"?v9 : type=="ALMA"?v10 : type=="TMA"?v11: type=="SSMA"?v12: v1

// security wrapper for repeat calls
reso(exp, use, res) => use ? security(tickerid, res, exp, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) : exp


// === SERIES SETUP ===
closeSeries     = variant(basisType, close[delayOffset], basisLen, offsetSigma, offsetALMA)
openSeries      = variant(basisType, open[delayOffset], basisLen, offsetSigma, offsetALMA)


// === PLOTTING ===

// Get Alternate resolution Series if selected.
closeSeriesAlt = reso(closeSeries, useRes, stratRes)
openSeriesAlt = reso(openSeries, useRes, stratRes)
trendColour = (closeSeriesAlt > openSeriesAlt) ? green : red

bcolour     = (closeSeries > openSeriesAlt) ? lime100 : red100
closeP=plot(closeSeriesAlt, title = "Close Series", color = trendColour, linewidth = 2, style = line, transp = 20)
openP=plot(openSeriesAlt, title = "Open Series", color = trendColour, linewidth = 2, style = line, transp = 20)

fill(closeP,openP,color=trendColour,transp=80)


// === ALERT condition 1
xlong       = crossover(closeSeriesAlt, openSeriesAlt)
xshort      = crossunder(closeSeriesAlt, openSeriesAlt)

longCond    = xlong   // alternative: longCond[1]? false : (xlong or xlong[1]) and close>closeSeriesAlt and close>=open
shortCond   = xshort  // alternative: shortCond[1]? false : (xshort or xshort[1]) and close<closeSeriesAlt and close<=open

ebar            = 10000
dummy           = false

//
// Calculate how many mars since last bar
tdays       = (timenow-time)/60000.0  // number of minutes since last bar
tdays       := ismonthly? tdays/1440.0/5.0/4.3/interval : isweekly? tdays/1440.0/5.0/interval : isdaily? tdays/1440.0/interval : tdays/interval // number of bars since last bar

//set up exit parameters
TP = 200
SL = 200

// Make sure we are within the bar range, Set up entries and exit conditions
if (ebar==0 or tdays<=ebar)
    strategy.entry("long", strategy.long, when=longCond==true)
    strategy.entry("short", strategy.short, when=shortCond==true)
    strategy.close("long", when = shortCond==true)
    strategy.close("short", when = longCond==true)
    strategy.exit("exit", from_entry = "long", profit = TP, loss = SL)
    strategy.exit("exit", from_entry = "short", profit = TP, loss = SL)



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