RicardoSantos

[STRATEGY][RS]ZigZag PA Strategy V4.1

EXPERIMENTAL:
WARNING: this strategy repaints after reloading and results are heavily curve fitted, use at your own discretion.
UPDATE: (AleksanderThor) add option for a 2nd target, to use you need to activate pyramiding with a setting of 1 manually (not possible to change programatically) .
즐겨찾기 스크립트에서 빼기 즐겨찾기 스크립트에 넣기
strategy(title='[STRATEGY][RS]ZigZag PA Strategy V4.1', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000, currency=currency.USD)
useHA = input(false, title='Use Heikken Ashi Candles')
useAltTF = input(true, title='Use Alt Timeframe')
tf = input('60', title='Alt Timeframe')
showPatterns = input(true, title='Show Patterns')
showFib0000 = input(title='Display Fibonacci 0.000:', type=bool, defval=true)
showFib0236 = input(title='Display Fibonacci 0.236:', type=bool, defval=true)
showFib0382 = input(title='Display Fibonacci 0.382:', type=bool, defval=true)
showFib0500 = input(title='Display Fibonacci 0.500:', type=bool, defval=true)
showFib0618 = input(title='Display Fibonacci 0.618:', type=bool, defval=true)
showFib0764 = input(title='Display Fibonacci 0.764:', type=bool, defval=true)
showFib1000 = input(title='Display Fibonacci 1.000:', type=bool, defval=true)
zigzag() =>
    _isUp = close >= open
    _isDown = close <= open
    _direction = _isUp[1] and _isDown ? -1 : _isDown[1] and _isUp ? 1 : nz(_direction[1])
    _zigzag = _isUp[1] and _isDown and _direction[1] != -1 ? highest(2) : _isDown[1] and _isUp and _direction[1] != 1 ? lowest(2) : na

_ticker = useHA ? heikenashi(tickerid) : tickerid
sz = useAltTF ? (change(time(tf)) != 0 ? security(_ticker, tf, zigzag()) : na) : zigzag()

plot(sz, title='zigzag', color=black, linewidth=2)

//  ||---   Pattern Recognition:

x = valuewhen(sz, sz, 4) 
a = valuewhen(sz, sz, 3) 
b = valuewhen(sz, sz, 2) 
c = valuewhen(sz, sz, 1) 
d = valuewhen(sz, sz, 0)

xab = (abs(b-a)/abs(x-a))
xad = (abs(a-d)/abs(x-a))
abc = (abs(b-c)/abs(a-b))
bcd = (abs(c-d)/abs(b-c))

//  ||-->   Functions:
isBat(_mode)=>
    _xab = xab >= 0.382 and xab <= 0.5
    _abc = abc >= 0.382 and abc <= 0.886
    _bcd = bcd >= 1.618 and bcd <= 2.618
    _xad = xad <= 0.618 and xad <= 1.000    // 0.886
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isAntiBat(_mode)=>
    _xab = xab >= 0.500 and xab <= 0.886    // 0.618
    _abc = abc >= 1.000 and abc <= 2.618    // 1.13 --> 2.618
    _bcd = bcd >= 1.618 and bcd <= 2.618    // 2.0  --> 2.618
    _xad = xad >= 0.886 and xad <= 1.000    // 1.13
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isAltBat(_mode)=>
    _xab = xab <= 0.382
    _abc = abc >= 0.382 and abc <= 0.886
    _bcd = bcd >= 2.0 and bcd <= 3.618
    _xad = xad <= 1.13
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isButterfly(_mode)=>
    _xab = xab <= 0.786
    _abc = abc >= 0.382 and abc <= 0.886
    _bcd = bcd >= 1.618 and bcd <= 2.618
    _xad = xad >= 1.27 and xad <= 1.618
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isAntiButterfly(_mode)=>
    _xab = xab >= 0.236 and xab <= 0.886    // 0.382 - 0.618
    _abc = abc >= 1.130 and abc <= 2.618    // 1.130 - 2.618
    _bcd = bcd >= 1.000 and bcd <= 1.382    // 1.27
    _xad = xad >= 0.500 and xad <= 0.886    // 0.618 - 0.786
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isABCD(_mode)=>
    _abc = abc >= 0.382 and abc <= 0.886
    _bcd = bcd >= 1.13 and bcd <= 2.618
    _abc and _bcd and (_mode == 1 ? d < c : d > c)

isGartley(_mode)=>
    _xab = xab >= 0.5 and xab <= 0.618 // 0.618
    _abc = abc >= 0.382 and abc <= 0.886
    _bcd = bcd >= 1.13 and bcd <= 2.618
    _xad = xad >= 0.75 and xad <= 0.875 // 0.786
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isAntiGartley(_mode)=>
    _xab = xab >= 0.500 and xab <= 0.886    // 0.618 -> 0.786
    _abc = abc >= 1.000 and abc <= 2.618    // 1.130 -> 2.618
    _bcd = bcd >= 1.500 and bcd <= 5.000    // 1.618
    _xad = xad >= 1.000 and xad <= 5.000    // 1.272
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isCrab(_mode)=>
    _xab = xab >= 0.500 and xab <= 0.875    // 0.886
    _abc = abc >= 0.382 and abc <= 0.886    
    _bcd = bcd >= 2.000 and bcd <= 5.000    // 3.618
    _xad = xad >= 1.382 and xad <= 5.000    // 1.618
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isAntiCrab(_mode)=>
    _xab = xab >= 0.250 and xab <= 0.500    // 0.276 -> 0.446
    _abc = abc >= 1.130 and abc <= 2.618    // 1.130 -> 2.618
    _bcd = bcd >= 1.618 and bcd <= 2.618    // 1.618 -> 2.618
    _xad = xad >= 0.500 and xad <= 0.750    // 0.618
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isShark(_mode)=>
    _xab = xab >= 0.500 and xab <= 0.875    // 0.5 --> 0.886
    _abc = abc >= 1.130 and abc <= 1.618    //
    _bcd = bcd >= 1.270 and bcd <= 2.240    //
    _xad = xad >= 0.886 and xad <= 1.130    // 0.886 --> 1.13
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isAntiShark(_mode)=>
    _xab = xab >= 0.382 and xab <= 0.875    // 0.446 --> 0.618
    _abc = abc >= 0.500 and abc <= 1.000    // 0.618 --> 0.886
    _bcd = bcd >= 1.250 and bcd <= 2.618    // 1.618 --> 2.618
    _xad = xad >= 0.500 and xad <= 1.250    // 1.130 --> 1.130
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

is5o(_mode)=>
    _xab = xab >= 1.13 and xab <= 1.618
    _abc = abc >= 1.618 and abc <= 2.24
    _bcd = bcd >= 0.5 and bcd <= 0.625 // 0.5
    _xad = xad >= 0.0 and xad <= 0.236 // negative?
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isWolf(_mode)=>
    _xab = xab >= 1.27 and xab <= 1.618
    _abc = abc >= 0 and abc <= 5
    _bcd = bcd >= 1.27 and bcd <= 1.618
    _xad = xad >= 0.0 and xad <= 5
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isHnS(_mode)=>
    _xab = xab >= 2.0 and xab <= 10
    _abc = abc >= 0.90 and abc <= 1.1
    _bcd = bcd >= 0.236 and bcd <= 0.88
    _xad = xad >= 0.90 and xad <= 1.1
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isConTria(_mode)=>
    _xab = xab >= 0.382 and xab <= 0.618
    _abc = abc >= 0.382 and abc <= 0.618
    _bcd = bcd >= 0.382 and bcd <= 0.618
    _xad = xad >= 0.236 and xad <= 0.764
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

isExpTria(_mode)=>
    _xab = xab >= 1.236 and xab <= 1.618
    _abc = abc >= 1.000 and abc <= 1.618
    _bcd = bcd >= 1.236 and bcd <= 2.000
    _xad = xad >= 2.000 and xad <= 2.236
    _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c)

plotshape(not showPatterns ? na : isABCD(-1) and not isABCD(-1)[1], text="\nAB=CD", title='Bear ABCD', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isBat(-1) and not isBat(-1)[1], text="Bat", title='Bear Bat', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isAntiBat(-1) and not isAntiBat(-1)[1], text="Anti Bat", title='Bear Anti Bat', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0, offset=-2)
plotshape(not showPatterns ? na : isAltBat(-1) and not isAltBat(-1)[1], text="Alt Bat", title='Bear Alt Bat', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isButterfly(-1) and not isButterfly(-1)[1], text="Butterfly", title='Bear Butterfly', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiButterfly(-1) and not isAntiButterfly(-1)[1], text="Anti Butterfly", title='Bear Anti Butterfly', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isGartley(-1) and not isGartley(-1)[1], text="Gartley", title='Bear Gartley', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiGartley(-1) and not isAntiGartley(-1)[1], text="Anti Gartley", title='Bear Anti Gartley', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isCrab(-1) and not isCrab(-1)[1], text="Crab", title='Bear Crab', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiCrab(-1) and not isAntiCrab(-1)[1], text="Anti Crab", title='Bear Anti Crab', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isShark(-1) and not isShark(-1)[1], text="Shark", title='Bear Shark', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isAntiShark(-1) and not isAntiShark(-1)[1], text="Anti Shark", title='Bear Anti Shark', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : is5o(-1) and not is5o(-1)[1], text="5-O", title='Bear 5-O', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isWolf(-1) and not isWolf(-1)[1], text="Wolf Wave", title='Bear Wolf Wave', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isHnS(-1) and not isHnS(-1)[1], text="Head and Shoulders", title='Bear Head and Shoulders', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isConTria(-1) and not isConTria(-1)[1], text="Contracting Triangle", title='Bear Contracting triangle', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)
plotshape(not showPatterns ? na : isExpTria(-1) and not isExpTria(-1)[1], text="Expanding Triangle", title='Bear Expanding Triangle', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0)

plotshape(not showPatterns ? na : isABCD(1) and not isABCD(1)[1], text="AB=CD\n", title='Bull ABCD', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isBat(1) and not isBat(1)[1], text="Bat", title='Bull Bat', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiBat(1) and not isAntiBat(1)[1], text="Anti Bat", title='Bull Anti Bat', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAltBat(1) and not isAltBat(1)[1], text="Alt Bat", title='Bull Alt Bat', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isButterfly(1) and not isButterfly(1)[1], text="Butterfly", title='Bull Butterfly', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiButterfly(1) and not isAntiButterfly(1)[1], text="Anti Butterfly", title='Bull Anti Butterfly', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isGartley(1) and not isGartley(1)[1], text="Gartley", title='Bull Gartley', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiGartley(1) and not isAntiGartley(1)[1], text="Anti Gartley", title='Bull Anti Gartley', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isCrab(1) and not isCrab(1)[1], text="Crab", title='Bull Crab', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiCrab(1) and not isAntiCrab(1)[1], text="Anti Crab", title='Bull Anti Crab', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isShark(1) and not isShark(1)[1], text="Shark", title='Bull Shark', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isAntiShark(1) and not isAntiShark(1)[1], text="Anti Shark", title='Bull Anti Shark', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : is5o(1) and not is5o(1)[1], text="5-O", title='Bull 5-O', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isWolf(1) and not isWolf(1)[1], text="Wolf Wave", title='Bull Wolf Wave', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isHnS(1) and not isHnS(1)[1], text="Head and Shoulders", title='Bull Head and Shoulders', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isConTria(1) and not isConTria(1)[1], text="Contracting Triangle", title='Bull Contracting Triangle', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)
plotshape(not showPatterns ? na : isExpTria(1) and not isExpTria(1)[1], text="Expanding Triangle", title='Bull Expanding Triangle', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0)

//-------------------------------------------------------------------------------------------------------------------------------------------------------------
fib_range = abs(d-c)
fib_0000 = not showFib0000 ? na : d > c ? d-(fib_range*0.000):d+(fib_range*0.000)
fib_0236 = not showFib0236 ? na : d > c ? d-(fib_range*0.236):d+(fib_range*0.236)
fib_0382 = not showFib0382 ? na : d > c ? d-(fib_range*0.382):d+(fib_range*0.382)
fib_0500 = not showFib0500 ? na : d > c ? d-(fib_range*0.500):d+(fib_range*0.500)
fib_0618 = not showFib0618 ? na : d > c ? d-(fib_range*0.618):d+(fib_range*0.618)
fib_0764 = not showFib0764 ? na : d > c ? d-(fib_range*0.764):d+(fib_range*0.764)
fib_1000 = not showFib1000 ? na : d > c ? d-(fib_range*1.000):d+(fib_range*1.000)
plot(title='Fib 0.000', series=fib_0000, color=fib_0000 != fib_0000[1] ? na : black)
plot(title='Fib 0.236', series=fib_0236, color=fib_0236 != fib_0236[1] ? na : red)
plot(title='Fib 0.382', series=fib_0382, color=fib_0382 != fib_0382[1] ? na : olive)
plot(title='Fib 0.500', series=fib_0500, color=fib_0500 != fib_0500[1] ? na : lime)
plot(title='Fib 0.618', series=fib_0618, color=fib_0618 != fib_0618[1] ? na : teal)
plot(title='Fib 0.764', series=fib_0764, color=fib_0764 != fib_0764[1] ? na : blue)
plot(title='Fib 1.000', series=fib_1000, color=fib_1000 != fib_1000[1] ? na : black)

bgcolor(not useAltTF ? na : change(time(tf))!=0?black:na)
f_last_fib(_rate)=>d > c ? d-(fib_range*_rate):d+(fib_range*_rate)

target01_trade_size = input(title='Target 1 - Trade size:', type=float, defval=10000.00)
target01_ew_rate = input(title='Target 1 - Fib. Rate to use for Entry Window:', type=float, defval=0.236)
target01_tp_rate = input(title='Target 1 - Fib. Rate to use for TP:', type=float, defval=0.618)
target01_sl_rate = input(title='Target 1 - Fib. Rate to use for SL:', type=float, defval=-0.236)
target02_active = input(title='Target 2 - Active?', type=bool, defval=false)
target02_trade_size = input(title='Target 2 - Trade size:', type=float, defval=10000.00)
target02_ew_rate = input(title='Target 2 - Fib. Rate to use for Entry Window:', type=float, defval=0.236)
target02_tp_rate = input(title='Target 2 - Fib. Rate to use for TP:', type=float, defval=1.618)
target02_sl_rate = input(title='Target 2 - Fib. Rate to use for SL:', type=float, defval=-0.236)

buy_patterns_00 = isABCD(1) or isBat(1) or isAltBat(1) or isButterfly(1) or isGartley(1) or isCrab(1) or isShark(1) or is5o(1) or isWolf(1) or isHnS(1) or isConTria(1) or isExpTria(1)
buy_patterns_01 = isAntiBat(1) or isAntiButterfly(1) or isAntiGartley(1) or isAntiCrab(1) or isAntiShark(1)
sel_patterns_00 = isABCD(-1) or isBat(-1) or isAltBat(-1) or isButterfly(-1) or isGartley(-1) or isCrab(-1) or isShark(-1) or is5o(-1) or isWolf(-1) or isHnS(-1) or isConTria(-1) or isExpTria(-1)
sel_patterns_01 = isAntiBat(-1) or isAntiButterfly(-1) or isAntiGartley(-1) or isAntiCrab(-1) or isAntiShark(-1)

target01_buy_entry = (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target01_ew_rate)
target01_buy_close = high >= f_last_fib(target01_tp_rate) or low <= f_last_fib(target01_sl_rate)
target01_sel_entry = (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target01_ew_rate)
target01_sel_close = low <= f_last_fib(target01_tp_rate) or high >= f_last_fib(target01_sl_rate)

strategy.entry('target01_buy', long=strategy.long, qty=target01_trade_size, comment='buy 01', when=target01_buy_entry)
strategy.close('target01_buy', when=target01_buy_close)
strategy.entry('target01_sell', long=strategy.short, qty=target01_trade_size, comment='sell 01', when=target01_sel_entry)
strategy.close('target01_sell', when=target01_sel_close)

target02_buy_entry = target02_active and (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target02_ew_rate)
target02_buy_close = target02_active and high >= f_last_fib(target02_tp_rate) or low <= f_last_fib(target02_sl_rate)
target02_sel_entry = target02_active and (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target02_ew_rate)
target02_sel_close = target02_active and low <= f_last_fib(target02_tp_rate) or high >= f_last_fib(target02_sl_rate)

strategy.entry('target02_buy', long=strategy.long, qty=target02_trade_size, comment='buy 02', when=target02_buy_entry)
strategy.close('target02_buy', when=target02_buy_close)
strategy.entry('target02_sell', long=strategy.short, qty=target02_trade_size, comment='sell 02', when=target02_sel_entry)
strategy.close('target02_sell', when=target02_sel_close)
Hi, is there a way to remove the repainting after reloading the chart? For example by automatically refreshing the script each bar?
응답
@dpanday, only manually changing settings, you should take a look at this script:
응답
dpanday RicardoSantos
@RicardoSantos, That script is looking really amazing and advanced. Is it possible to set alerts bases on forecast signals?
응답
@dpanday, i have no plans to add it anytime soon, road map is add different zigzag methodologies as option, more stats, incorporate volume, trend analysis(counters)..
응답
It all looks great! However, after I converted the script from Pine version 3 to Pine version 3, the results are not so good. When Pine 3 is used the script no longer "looks ahead" to the future and the strategy results changed (from profit to loss). Or maybe I did something wrong while converting it?
응답
akatyk dstatescu
@dstatescu, no, you've hit the nail. It repairs and by doing so stats look good.
응답
Great strategy, thanks for sharing!
응답
When you say that it heavily curve fitted you mean that it curve fit to any chart?
+2 응답
akatyk nohros
@nohros, no, curve fitting is for specific market.
응답
Does this strategy take into consideration the possibility of short selling? If not, would it be complicated to add that?

Thanks, it looks like a pretty solid strategy for the most part though!
응답
홈으로 스탁 스크리너 포렉스 스크리너 크립토 스크리너 이코노믹 캘린더 사용안내 차트 특징 프라이싱 하우스룰(내부규정) 모더레이터 웹사이트 & 브로커 솔루션 위젯 차팅 솔루션 도움 받기 기능 개발/개선 요청 블로그 & 뉴스 잦은물음 위키 트위터
프로화일 프로화일설정 계정 및 빌링 도움 받기 공개아이디어 팔로어 팔로잉 비밀메시지 채팅 로그아웃