Tìm cơ hội cược BO với Trend line

// BO - Woodies Fibo - Backtesting
// © inno14
//@version=4
strategy("BO - Woodies Fibo - Backtesting")
//strategy.risk.max_intraday_loss(1, strategy.cash)
// === INPUT PERIOD OF TIME ===
Date   = input(true, title = "=== Date Option ===")
FromDay   = input(defval = 20, title = "From Day", minval = 1, maxval = 31)
FromMonth = input(defval = 3, title = "From Month", minval = 1, maxval = 12)
FromYear  = input(defval = 2020, title = "From Year", minval = 2017)

ToDay     = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToMonth   = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToYear    = input(defval = 9999, title = "To Year", minval = 2017)

// === DATE RANGE ===
start     = timestamp(FromYear, FromMonth, FromDay, 00, 00)  // backtest start window
finish    = timestamp(ToYear, ToMonth, ToDay, 23, 59)        // backtest finish window
window()  => time >= start and time <= finish ? true : false // create function "within window of time"

// === Trading Time ===
CTimeDvM   = input(true, title = "=== Trading Time ===")
Time_zone = input(7,title="Time Zone")
FromHourDvM   = input(defval = 07, title = "From Hour", minval = 00, maxval = 23)
FromMinuteDvM = input(defval = 30, title = "From Minute", minval = 00, maxval = 59)
ToHourDvM   = input(defval = 04, title = "To Hour", minval = 00, maxval = 23)
ToMinuteDvM = input(defval = 59, title = "To Minute", minval = 00, maxval = 59)

GMT_FHDvM=FromHourDvM<Time_zone?FromHourDvM-Time_zone+24:FromHourDvM-Time_zone
GMT_THDvM=ToHourDvM<Time_zone?ToHourDvM-Time_zone+24:ToHourDvM-Time_zone
fhDvM= (GMT_FHDvM<10?"0"+tostring(GMT_FHDvM):tostring(GMT_FHDvM))
fmDvM= (FromMinuteDvM<10?"0"+tostring(FromMinuteDvM):tostring(FromMinuteDvM))
thDvM= (GMT_THDvM<10?"0"+tostring(GMT_THDvM):tostring(GMT_THDvM))
tmDvM= (ToMinuteDvM<10?"0"+tostring(ToMinuteDvM):tostring(ToMinuteDvM))
WorkingHourDvM = fhDvM+fmDvM+"-"+thDvM+tmDvM
t0_DvM = time(timeframe.period, WorkingHourDvM)
htrtime = input(true,title="Highlight Trading Time")
bgcolor(htrtime? t0_DvM? color.white : na:na, title="Trading Time", transp=0)

//

//Woodies CCI
cciTurboLength = 6
cci14Length = input(title="CCI 14 Length", type=input.integer, defval=14)

source = close
cciTurbo = cci(source, cciTurboLength)
cci14 = cci(source, cci14Length)

last5IsDown = cci14[5] < 0 and cci14[4] < 0 and cci14[3] < 0 and cci14[2] < 0 and cci14[1] < 0
last5IsUp = cci14[5] > 0 and cci14[4] > 0 and cci14[3] > 0 and cci14[2] > 0 and cci14[1] > 0
histogramColor = last5IsUp ? color.green : last5IsDown ? color.red : cci14 < 0 ? color.gray : color.gray

//Plot Woodies CCI
//plot(cci14, title="CCI Histogram", color=histogramColor, style=plot.style_histogram, linewidth=2, transp=40)
//plot(0, title="Zero Line", color=cciTurbo>100?color.blue:cciTurbo<-100?color.red:color.navy, style=plot.style_line, linewidth=6, transp=20)
hline(200, title="Hundred Line", color=color.black, linestyle=hline.style_dotted)
hline(-200, title="Minus Line", color=color.black, linestyle=hline.style_dotted)

//Plot lingreg CCI14
linreg_len=input(5,title="Linear Regression Length")
linreg_cci14=linreg(cci14, linreg_len, 0)
//plot(linreg_cci14, color=color.aqua, linewidth=4)

//
ext_linreg=input(100,title="Extreme Level")

//peak & top
peak_cci=
       linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1] and linreg_cci14[1]>ext_linreg
bott_cci=
       linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1] and linreg_cci14[1]<-ext_linreg
peak_cci_1=
       linreg_cci14[2]>linreg_cci14[3] and linreg_cci14[1]>linreg_cci14[2] and linreg_cci14[0]<linreg_cci14[1]
bott_cci_1=
       linreg_cci14[2]<linreg_cci14[3] and linreg_cci14[1]<linreg_cci14[2] and linreg_cci14[0]>linreg_cci14[1]
//
fil_len=input(6,title="Filter Length")
top_ext=highest(linreg_cci14,fil_len)
bot_ext=lowest(linreg_cci14,fil_len)
//
//Put signal
x1=
       peak_cci
       and linreg_cci14[1]==top_ext
       and linreg_cci14[1]>valuewhen(peak_cci_1,linreg_cci14[1],1)
       and close>low[1]
       and cci14<linreg_cci14
      

//Call signal
y1=
       bott_cci
       and linreg_cci14[1]==bot_ext
       and linreg_cci14[1]<valuewhen(bott_cci_1,linreg_cci14[1],1)
       and close<high[1]
       and cci14>linreg_cci14
      

no_orders =
       not strategy.opentrades

//Function
xTech=
       x1
       and no_orders

yTech=
       y1
       and no_orders

sumtrades=strategy.losstrades[0]+strategy.wintrades[0]
losstrades=strategy.losstrades[0]
wintrades=strategy.wintrades[0]
//Fibonacci Money Management
fibo_tt=input(true,title="=== Fibonacci Money Management ===")
take_profit=input(3,title="Take profit = wintrades - losstrades =")
//Bid level
current_bid_lv=
       losstrades == 0 and wintrades == 0?1:
       losstrades-wintrades == -1?1:
       losstrades>0 and (losstrades-wintrades == 0)?2:
       losstrades-wintrades == 1?3:
       losstrades-wintrades == 2?5:
       losstrades-wintrades == 3?8:
       losstrades-wintrades == 4?13:
       losstrades-wintrades == 5?21:
       losstrades-wintrades == 6?34:
       1
bid_level=current_bid_lv
take_profit_val = wintrades - losstrades
//Plot Analyzing Signals
//hline1=hline(-1.2*300)
hline2=hline(-1.6*300)
hline0=hline(0)
sigtext=
       xTech?"Put signal"+ " * Current Bid Level: " + tostring(bid_level):yTech?"Call signal"+ " * Current Bid Level: " + tostring(bid_level):
       "Backtesting From: "+tostring(FromDay)+"/"+tostring(FromMonth)+"/"+tostring(FromYear)+" To: "+tostring(ToDay)+"/"+tostring(ToMonth)+"/"+tostring(ToYear)
       + " * Trading Time From: "+tostring(FromHourDvM)+":"+tostring(FromMinuteDvM)+" To "+tostring(ToHourDvM)+":"+tostring(ToMinuteDvM)
       + " * Current Bid Level: " + tostring(bid_level)

sig_col=xTech?color.new(color.red,10):yTech?color.new(color.blue,10):color.new(color.navy,10)
label_sig_text = label.new(bar_index[0], -1.5*300, text=sigtext, style=label.style_none, textcolor=sig_col, size=size.large)
label.delete(label_sig_text[1])

//Plot Color Panel of Finobacci Money Management
fib_sigtext=
       "Color Panel of Finobacci Money Management"
      
fib_sig_col=color.new(color.navy,10)
label_fib_sig_text = label.new(bar_index[5], 250, text=fib_sigtext, style=label.style_none, textcolor=fib_sig_col, size=size.large)
label.delete(label_fib_sig_text[1])
fib_put=50
fib_col=-150

fib_put_lv1=color.new(color.red,0)
plotshape(fib_put, title='Put Lv1', text="Put Lv1", style=shape.circle, location=location.absolute, color=fib_put_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)
fib_call_lv1=color.new(color.blue,0)
plotshape(fib_col, title='Call Lv1', text="Call Lv1", style=shape.circle, location=location.absolute, color=fib_call_lv1, textcolor=color.black, offset=-9, size=size.normal, show_last=2)

fib_put_lv2=color.new(color.red,10)
plotshape(fib_put, title='Put Lv2', text="Put Lv2", style=shape.circle, location=location.absolute, color=fib_put_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)
fib_call_lv2=color.new(color.blue,10)
plotshape(fib_col, title='Call Lv2', text="Call Lv2", style=shape.circle, location=location.absolute, color=fib_call_lv2, textcolor=color.black, offset=-8, size=size.normal, show_last=2)

fib_put_lv3=color.new(color.red,20)
plotshape(fib_put, title='Put Lv3', text="Put Lv3", style=shape.circle, location=location.absolute, color=fib_put_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)
fib_call_lv3=color.new(color.blue,20)
plotshape(fib_col, title='Call Lv3', text="Call Lv3", style=shape.circle, location=location.absolute, color=fib_call_lv3, textcolor=color.black, offset=-7, size=size.normal, show_last=2)

fib_put_lv5=color.new(color.red,30)
plotshape(fib_put, title='Put Lv5', text="Put Lv5", style=shape.circle, location=location.absolute, color=fib_put_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)
fib_call_lv5=color.new(color.blue,40)
plotshape(fib_col, title='Call Lv5', text="Call Lv5", style=shape.circle, location=location.absolute, color=fib_call_lv5, textcolor=color.black, offset=-6, size=size.normal, show_last=2)

fib_put_lv8=color.new(color.red,40)
plotshape(fib_put, title='Put Lv8', text="Put Lv8", style=shape.circle, location=location.absolute, color=fib_put_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)
fib_call_lv8=color.new(color.blue,40)
plotshape(fib_col, title='Call Lv8', text="Call Lv8", style=shape.circle, location=location.absolute, color=fib_call_lv8, textcolor=color.black, offset=-5, size=size.normal, show_last=2)

fib_put_lv13=color.new(color.red,50)
plotshape(fib_put, title='Put Lv13', text="Put Lv13", style=shape.circle, location=location.absolute, color=fib_put_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)
fib_call_lv13=color.new(color.blue,50)
plotshape(fib_col, title='Call Lv13', text="Call Lv13", style=shape.circle, location=location.absolute, color=fib_call_lv13, textcolor=color.black, offset=-4, size=size.normal, show_last=2)

fib_put_lv21=color.new(color.red,60)
plotshape(fib_put, title='Put Lv21', text="Put Lv21", style=shape.circle, location=location.absolute, color=fib_put_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)
fib_call_lv21=color.new(color.blue,60)
plotshape(fib_col, title='Call Lv21', text="Call Lv21", style=shape.circle, location=location.absolute, color=fib_call_lv21, textcolor=color.black, offset=-3, size=size.normal, show_last=2)

fib_put_lv34=color.new(color.red,70)
plotshape(fib_put, title='Put Lv34', text="Put Lv34", style=shape.circle, location=location.absolute, color=fib_put_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
fib_call_lv34=color.new(color.blue,70)
plotshape(fib_col, title='Call Lv34', text="Call Lv34", style=shape.circle, location=location.absolute, color=fib_call_lv34, textcolor=color.black, offset=-2, size=size.normal, show_last=2)
//plot Signal
PutSignal= xTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
CallSignal= yTech and window() and t0_DvM and take_profit_val<take_profit?-1.2*300:na
putcol =
       PutSignal ?
       bid_level==1? color.new(color.red,0):
       bid_level==2? color.new(color.red,10):
       bid_level==3? color.new(color.red,20):
       bid_level==5? color.new(color.red,30):
       bid_level==8? color.new(color.red,40):
       bid_level==13? color.new(color.red,50):
       bid_level==21? color.new(color.red,60):
       bid_level==34? color.new(color.red,70):
       color.new(color.red,0): na
callcol =
       CallSignal ?
       bid_level==1? color.new(color.blue,0):
       bid_level==2? color.new(color.blue,10):
       bid_level==3? color.new(color.blue,20):
       bid_level==5? color.new(color.blue,30):
       bid_level==8? color.new(color.blue,40):
       bid_level==13? color.new(color.blue,50):
       bid_level==21? color.new(color.blue,60):
       bid_level==34? color.new(color.blue,70):
       color.new(color.blue,0): na
plotshape(PutSignal, title='Put', text="Put", style=shape.circle, location=location.absolute, color=putcol, textcolor=color.black, offset=1, size=size.large)
plotshape(CallSignal, title='Call', text="Call", style=shape.circle, location=location.absolute, color=callcol, textcolor=color.black, offset=1, size=size.large)

//Backtesting
exp_tt=input(true,"Expiry Option By Bars")
exp_val=input(3,"Number of Bars")
strategy.entry("Call", strategy.long, when=yTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.entry("Put", strategy.short, when=xTech and window() and t0_DvM and take_profit_val<take_profit)
strategy.close_all(when=barssince(xTech)==exp_val or barssince(yTech)==exp_val)
//EOF