Keltner bounce from border. No repaint. V2 (by Zelibobla): Estrategia de zelibobla

WARNING: despite of strategy doesn't use future data (not repaints) it doesn't consider broker`s commissions, which can be harmful for real life high frequency trading. Strategy will definitely fail on non-ordinary security behavior. But if new behavior will get stable, tuned params should make strategy profitable again.

This is the second version of this strategy

Keltner bounce from border. No repaint. (by Zelibobla)

I've added emergency stop-loss ordering, parametrized trade size and enabled to switch strategy entry mode. Now it looks good on bigger timeframes such as 5min (ES1!) on screenshot. You are welcome to bring new ideas to enhance performance.

Script de código abierto

Siguiendo el verdadero espíritu de TradingView, el autor de este script lo ha publicado en código abierto, para que los traders puedan entenderlo y verificarlo. ¡Un hurra por el autor! Puede utilizarlo de forma gratuita, aunque si vuelve a utilizar este código en una publicación, debe cumplir con lo establecido en las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.

Exención de responsabilidad

La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.

¿Quiere utilizar este script en un gráfico?

//@version=2
strategy("Keltner bounce from border. No repaint. (by Zelibobla)", shorttitle="Keltner border bounce", overlay=true)

price = close

// build Keltner
keltnerLength = input(defval=200, minval=1, title="Keltner EMA Period Length")
keltnerATRLength = input(defval=200, minval=1, title="Keltner ATR Period Length (the same as EMA length in classic Keltner Channels)")
keltnerDeviation = input(defval=8, minval=1, maxval=15, title="Keltner band width (in ATRs)")
closeOnEMATouch = input(type=bool, defval=false, title="Close trade on EMA touch? (less drawdown, but less profit and higher commissions impact)")
enterOnBorderTouchFromInside = input(type=bool, defval=false, title="Enter on border touch from inside? (by default from outside, which is less risky but less profitable)")
SL = input(defval=50, minval=0, maxval=10000, title="Stop loss in ticks (leave zero to skip)")
EMA = sma(price, keltnerLength)
ATR = atr(keltnerATRLength)
top = EMA + ATR * keltnerDeviation
bottom = EMA - ATR * keltnerDeviation

buyEntry = crossover(price, bottom)
sellEntry = crossunder(price, top)
plot(EMA, color=aqua,title="EMA")
p1 = plot(top, color=silver,title="Keltner top")
p2 = plot(bottom, color=silver,title="Keltner bottom")
fill(p1, p2)

tradeSize = input(defval=1, minval=1, title="Trade size")

if ( enterOnBorderTouchFromInside and crossunder(price, bottom) )
    strategy.entry("BUY", strategy.long, qty=tradeSize, comment="BUY")
else
    if( crossover(price, bottom) )
        strategy.entry("BUY", strategy.long, qty=tradeSize, comment="BUY")

if( crossover(price,EMA) and closeOnEMATouch )
    strategy.close("BUY")

if( 0 != SL )
    strategy.exit("EXIT BUY", "BUY", qty=tradeSize, loss=SL)
    strategy.exit("EXIT SELL", "SELL", qty=tradeSize, loss=SL)
   
if( enterOnBorderTouchFromInside and crossover(price, bottom) )
    strategy.entry("SELL", strategy.long, qty=tradeSize, comment="SELL")
else
    if ( crossunder(price, top) )
        strategy.entry("SELL", strategy.short, qty=tradeSize, comment="SELL")
    
    
if( crossunder(price, EMA) and closeOnEMATouch )
    strategy.close("SELL")