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hace 7 horas

//version=5
strategy("Demo GPT - Supertrend", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.1, slippage=3)

// Inputs
Periods = input.int(10, title="ATR Period")
src = input.source(hl2, title="Source")
Multiplier = input.float(3.0, title="ATR Multiplier", step=0.1)
changeATR = input.bool(true, title="Change ATR Calculation Method ?")
showSignals = input.bool(true, title="Show Signals ?")
highlighting = input.bool(true, title="Highlighter On/Off ?")
emaPeriod = input.int(50, title="EMA Period")
bbLength = input.int(20, title="Bollinger Bands Length")
bbMultiplier = input.float(2.0, title="Bollinger Bands Multiplier")

// ATR Calculation
atr2 = ta.sma(ta.tr, Periods)
atr = changeATR ? ta.atr(Periods) : atr2

// Supertrend Calculation
up = src - (Multiplier * atr)
up1 = nz(up[1], up)
up := close[1] > up1 ? math.max(up, up1) : up
dn = src + (Multiplier * atr)
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? math.min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend

// Bollinger Bands Calculation
basis = ta.sma(close, bbLength)
deviation = ta.stdev(close, bbLength)
upperBand = basis + (bbMultiplier * deviation)
lowerBand = basis - (bbMultiplier * deviation)

// Plot Supertrend and Bollinger Bands
upPlot = plot(trend == 1 ? up : na, title="Up Trend", style=plot.style_line, linewidth=2, color=color.green)
dnPlot = plot(trend == 1 ? na : dn, title="Down Trend", style=plot.style_line, linewidth=2, color=color.red)
plot(upperBand, title="Upper Band", color=color.blue, linewidth=1)
plot(lowerBand, title="Lower Band", color=color.blue, linewidth=1)
plot(basis, title="BB Basis", color=color.gray, linewidth=1)

// Buy and Sell Signals
buySignal = close > upperBand
sellSignal = close < lowerBand

if (buySignal and showSignals)
strategy.entry("Buy", strategy.long)
if (sellSignal and showSignals)
strategy.close("Buy")

// Highlighting
mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0)
longFillColor = highlighting ? (trend == 1 ? color.new(color.green, 90) : na) : na
shortFillColor = highlighting ? (trend == -1 ? color.new(color.red, 90) : na) : na
fill(mPlot, upPlot, title="UpTrend Highlighter", color=longFillColor)
fill(mPlot, dnPlot, title="DownTrend Highlighter", color=shortFillColor)

// Date Range Filter
startDate = input.time(timestamp("2018-01-01 00:00"), title="Start Date")
endDate = input.time(timestamp("2069-12-31 23:59"), title="End Date")
inDateRange = (time >= startDate and time <= endDate)
if not inDateRange
strategy.close_all()