//@strategy_alert_message {{strategy.order.
alert_message}}
//@version=5
strategy("Mlosch Strategy", overlay=true,process_orders_on_close = true )
pc_id = input.string(title='License ID', defval='', group='MT4/5 Settings', tooltip='This is your license ID')
pc_risk = input.float(title='Risk %', defval=1, step=0.1, minval=0, group='MT4/5 Settings', tooltip='Risk
Per Trade %')
pc_prefix = input.string(title='MetaTrader Symbol', defval='', group='MT4/5 Settings', tooltip='This is your
broker\'s MetaTrader symbol')
var symbol = pc_prefix
longa_close = pc_id + ',closelong,' + symbol + ''
shorta_close = pc_id + ',closeshort,' + symbol + ''
sps = strategy.position_size
bgColor = input.bool(false, "Activate High/Low View")
LondonColor = color.new(color.green, 90)
NYColor = color.new(color.red, 90)
AsiaColor = color.new(color.yellow, 90)
SydneyColor = color.new(color.blue, 90)
///Sessions
res = input.timeframe("D", "Resolution", ["D","W","M"])
london = input.session("0300-1200:1234567", "London Session")
ny = input.session("0800-1700:1234567", "New York Session")
// tokyo = input.session("2000-0400:1234567", "Tokyo Session")
// sydney = input.session("1700-0200:1234567", "Sydney Session")
//Bars
is_newbar(sess) =>
t = time(res, sess, "America/New_York")
na(t[1]) and not na(t) or t[1] < t
is_session(sess) =>
not na(time(timeframe.period, sess, "America/New_York"))
//London
London = input.bool(true, "London Session")
londonNewbar = is_newbar(london)
londonSession = is_session(london)
float londonLow = na
londonLow := if londonSession
if londonNewbar
low
else
math.min(londonLow[1],low)
else
londonLow
float londonHigh = na
londonHigh := if londonSession
if londonNewbar
high
else
math.max(londonHigh[1],high)
else
londonHigh
plotLL = plot(londonLow, color=color.new(#000000, 100))
plotLH = plot(londonHigh, color=color.new(#000000, 100))
fill(plotLL, plotLH, color = londonSession and London and bgColor ? LondonColor : na)
bgcolor(londonSession and London and not bgColor ? LondonColor : na,title = "London BG")
//New York
NY = input.bool(true, "New York Session")
nyNewbar = is_newbar(ny)
nySession = is_session(ny)
float nyLow = na
nyLow := if nySession
if nyNewbar
low
else
math.min(nyLow[1],low)
else
nyLow
float nyHigh = na
nyHigh := if nySession
if nyNewbar
high
else
math.max(nyHigh[1],high)
else
nyHigh
plotNYL = plot(nyLow, color=color.new(#000000, 100))
plotNYH = plot(nyHigh, color=color.new(#000000, 100))
fill(plotNYL, plotNYH, color = nySession and NY and bgColor ? NYColor : na)
bgcolor(nySession and NY and not bgColor ? NYColor : na,title = "NewYork BG")
grp2 = 'SuperOsc [LuxAlgo]'
length = input.int(10, minval=1,group = grp2)
mult = input.float(8., minval=1,group = grp2)
smooth = input.int(72, minval=1,group = grp2)
//Misc
// fixed = input.bool(false, 'Fixed Transparency', group='Misc')
//----
src = close
lower = 0.
upper = 0.
trend = 0
//----
atr = ta.atr(length) * mult
up = hl2 + atr
dn = hl2 - atr
upper := src[1] < upper[1] ? math.min(up, upper[1]) : up
lower := src[1] > lower[1] ? math.max(dn, lower[1]) : dn
trend := src > upper[1] ? 1 : src < lower[1] ? 0 : trend[1]
Spt = trend * lower + (1 - trend) * upper
//----
ama = 0.
osc = math.max(math.min((src - Spt) / (upper - lower), 1), -1)
alpha = math.pow(osc, 2) / length
ama := nz(ama[1] + alpha * (osc - ama[1]), osc)
hist = ta.ema(osc - ama, smooth)
//----
// fix_css = osc > 0 ? #0cb51a : #ff1100
// var_css = osc > 0 ? array.get(up_col, math.round(osc * 99)) : array.get(dn_col, math.round(osc * -1 *
99))
// sig_css = ama > 0 ? #2157f3 : #673ab7
// plot(fixed ? osc * 100 : na, 'Main Fixed', fix_css, 1, plot.style_area)
// plot(fixed ? na : osc * 100, 'Main Transp', var_css, 1, plot.style_columns, editable=false)
hist_ = osc * 100
from_cross = ta.barssince(ta.cross(hist_,0))
cr_bars = input.int(20,"From Cross")
super_b = hist_>0 and from_cross>=cr_bars
super_s = hist_<0 and from_cross>=cr_bars
grp3 = 'VuManChu B Divergences'
// PARAMETERS {
// WaveTrend
// wtShow = input.bool(true, title = 'Show WaveTrend', group = 'WaveTrend Settings')
// wtGoldShow = input.bool(true, title = 'Show Gold dots', group = 'WaveTrend Settings')
// wtSellShow = input.bool(true, title = 'Show Sell dots', group = 'WaveTrend Settings')
// wtDivShow = input.bool(true, title = 'Show Div. dots', group = 'WaveTrend Settings')
// vwapShow = input.bool(true, title = 'Show Fast WT', group = 'WaveTrend Settings')
wtChannelLen = input.int(9, title = 'WT Channel Length', group = 'WaveTrend Settings')
wtAverageLen = input.int(12, title = 'WT Average Length', group = 'WaveTrend Settings')
wtMASource = input.source(hlc3, title = 'WT MA Source', group = 'WaveTrend Settings')
wtMALen = input.int(3, title = 'WT MA Length', group = 'WaveTrend Settings')
// FUNCTIONS {
// Divergences
f_top_fractal(src) =>
src[4] < src[2] and src[3] < src[2] and src[2] > src[1] and src[2] > src[0]
f_bot_fractal(src) =>
src[4] > src[2] and src[3] > src[2] and src[2] < src[1] and src[2] < src[0]
f_fractalize(src) =>
f_top_fractal(src) ? 1 : f_bot_fractal(src) ? -1 : 0
f_findDivs(src, topLimit, botLimit, useLimits) =>
fractalTop = f_fractalize(src) > 0 and (useLimits ? src[2] >= topLimit : true) ? src[2] : na
fractalBot = f_fractalize(src) < 0 and (useLimits ? src[2] <= botLimit : true) ? src[2] : na
highPrev = ta.valuewhen(fractalTop, src[2], 0)[2]
highPrice = ta.valuewhen(fractalTop, high[2], 0)[2]
lowPrev = ta.valuewhen(fractalBot, src[2], 0)[2]
lowPrice = ta.valuewhen(fractalBot, low[2], 0)[2]
bearSignal = fractalTop and high[2] > highPrice and src[2] < highPrev
bullSignal = fractalBot and low[2] < lowPrice and src[2] > lowPrev
bearDivHidden = fractalTop and high[2] < highPrice and src[2] > highPrev
bullDivHidden = fractalBot and low[2] > lowPrice and src[2] < lowPrev
[fractalTop, fractalBot, lowPrev, bearSignal, bullSignal, bearDivHidden, bullDivHidden]
// WaveTrend
f_wavetrend(src, chlen, avg, malen, tf) =>
tfsrc = request.security(syminfo.tickerid, tf, src)
esa = ta.ema(tfsrc, chlen)
de = ta.ema(math.abs(tfsrc - esa), chlen)
ci = (tfsrc - esa) / (0.015 * de)
wt1 = request.security(syminfo.tickerid, tf, ta.ema(ci, avg))
wt2 = request.security(syminfo.tickerid, tf, ta.sma(wt1, malen))
wtVwap = wt1 - wt2
wtCross = ta.cross(wt1, wt2)
wtCrossUp = wt2 - wt1 <= 0
wtCrossDown = wt2 - wt1 >= 0
wtCrosslast = ta.cross(wt1[2], wt2[2])
wtCrossUplast = wt2[2] - wt1[2] <= 0
wtCrossDownlast = wt2[2] - wt1[2] >= 0
[wt1, wt2, wtCross, wtCrossUp, wtCrossDown, wtCrosslast, wtCrossUplast, wtCrossDownlast, wtVwap]
// Calculates WaveTrend
[wt1, wt2, wtCross, wtCrossUp, wtCrossDown, wtCross_last, wtCrossUp_last, wtCrossDown_last,
wtVwap] = f_wavetrend(wtMASource, wtChannelLen, wtAverageLen, wtMALen, timeframe.period)
// } ALERTS
wt_b_lev = input.float(-58,"Long Below")
wt_s_lev = input.float(58,"Short Above")
wt_b = ta.crossover(wt1, wt2) and (wt2<wt_b_lev)
wt_s = ta.crossunder(wt1, wt2) and (wt2>wt_s_lev)
session_ok = (nySession and NY ) or (londonSession and London)
loss_done = ta.change(strategy.losstrades)
from_lost = ta.barssince(loss_done)
no_tr = input.int(10,"No Trade after Loss")
f_b = super_b and wt_b and session_ok and sps<=0 and (strategy.losstrades>1?from_lost>=no_tr:true)
f_s = super_s and wt_s and session_ok and sps>=0 and (strategy.losstrades>1?from_lost>=no_tr:true)
//
swingsl = input.int(10,"Bars SL")
buff = input.float(0.1,"SL Buffer")
lowest_ = ta.lowest(swingsl)-buff
highest_ = ta.highest(swingsl)+buff
rr = input.float(2,"Take Profit R:R")
be = input.float(1,"Break Even R:R")
risk_ = input.float(2,"Risk Per Trade %")
mtbuff = input.float(0.03,"MT Buffer %")*0.01
tpbuff = input.float(0.01,"MT TP Buff %")*0.01
ttpon = input.bool(true,"",inline = "ttp")
ttpbuff = input.float(0.1,"Trailing TP Buffer %",inline = "ttp")*0.01
var float l_sl = 0
var float l_ep = 0
var float l_tp = 0
var float l_be = 0
var int l_sl_ = 0
var float n_tsl_l = 0
if f_b
l_sl_ := 0
n_tsl_l := 0
if sps<0
alert(shorta_close,alert.freq_once_per_bar_close)
l_ep := close
l_sl := lowest_*(1-mtbuff)
l_tp := l_ep + rr*(l_ep-l_sl)
l_be := l_ep + be*(l_ep-l_sl)
l_qty = (risk_*0.01*strategy.equity) / (l_ep-l_sl)
longa = pc_id + ',buy,' + symbol + ',risk=' + str.tostring(pc_risk, '#.##')+ ',sl=' + str.tostring(l_sl, '#.#####')
+ ',tp=' + str.tostring(l_tp*(1+tpbuff), '#.#####')
strategy.entry("Long",strategy.long,qty = l_qty,alert_message = longa )
if sps>0 and high>=l_be and l_sl_[1]==0
l_sl := l_ep*(1+mtbuff)
l_sl_ := 1
if sps>0 and high>=l_tp and l_sl_[1]==1 and ttpon
l_sl := l_tp*(1-ttpbuff)
l_sl_ := 2
if low>low[1] and l_sl_[1]==2 and ttpon
l_sl_ := 3
if low>low[1] and l_sl_==3
n_tsl_l := low
f_l_sl =ttpon ? math.max(l_sl,n_tsl_l) :l_sl
strategy.exit("Ex Long","Long",stop = f_l_sl,limit =ttpon?na: l_tp ,alert_message = longa_close)
var float s_sl = 0
var float s_ep = 0
var float s_tp = 0
var float s_be = 0
var int s_sl_ = 0
var float n_tsl_s = 99999999
if f_s
s_sl_ := 0
n_tsl_s := 99999999
if sps>0
alert(longa_close,alert.freq_once_per_bar_close)
s_ep := close
s_sl := highest_*(1+mtbuff)
s_tp := s_ep - rr*(s_sl-s_ep)
s_be := s_ep - be*(s_sl-s_ep)
s_qty = (risk_*0.01*strategy.equity) / (s_sl-s_ep)
shorta = pc_id + ',sell,' + symbol + ',risk=' + str.tostring(pc_risk, '#.##') + ',sl=' + str.tostring(s_sl,
'#.#####')+ ',tp=' + str.tostring(s_tp*(1-tpbuff), '#.#####')
strategy.entry("Short",strategy.short,qty = s_qty,alert_message = shorta )
// if sps<0 and low<=s_be
// s_sl := s_ep*(1-mtbuff)
if sps<0 and low<=s_be and s_sl_[1]==0
s_sl := s_ep*(1-mtbuff)
s_sl_ := 1
if sps<0 and low<=s_tp and s_sl_[1]==1 and ttpon
s_sl := s_tp*(1+ttpbuff)
s_sl_ := 2
if high<high[1] and s_sl_[1]==2 and ttpon
s_sl_ := 3
if high<high[1] and s_sl_==3
n_tsl_s := high
f_s_sl =ttpon ? math.min(s_sl,n_tsl_s) :s_sl
strategy.exit("Ex Short","Short",stop = f_s_sl,limit =ttpon?na: s_tp,alert_message = shorta_close )
