[STRATEGY][RS]MicuRobert EMA cross V2

Great thanks Ricardo , watch this man . Start at 2014 December with 1000 euro .
Skript med en öppen källkod

I sann TradingView-anda har författaren till detta skript publicerat det som öppen källkod, så att handlare kan förstå och verifiera det. Skål för författaren! Du kan använda den gratis men återanvändning av den här koden i en publikation regleras av våra Ordningsregler. Du kan göra den till favorit för att använda den i ett diagram.

Vill du använda det här skriptet i ett diagram?
strategy(title='[STRATEGY][RS]MicuRobert EMA cross V2', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000)
USE_TRADESESSION = input(title='Use Trading Session?', type=bool, defval=true)
USE_TRAILINGSTOP = input(title='Use Trailing Stop?', type=bool, defval=true)
trade_session = input(title='Trade Session:', type=string, defval='0400-1500', confirm=false)
istradingsession = not USE_TRADESESSION ? false : not na(time('1', trade_session))
trade_size = input(title='Trade Size:', type=float, defval=10000.00)
tp = input(title='Take profit in pips:', type=float, defval=55.0) * (syminfo.mintick*10)
sl = input(title='Stop loss in pips:', type=float, defval=22.0) * (syminfo.mintick*10)
ma_length00 = input(title='EMA length:', type=integer, defval=5)
ma_length01 = input(title='DEMA length:', type=integer, defval=34)
price = input(title='Price source:', type=source, defval=open)

//  ||--- NO LAG EMA, Credit LazyBear:  ---||
f_LB_zlema(_src, _length)=>
    _ema1=ema(_src, _length)
    _ema2=ema(_ema1, _length)
//  ||-------------------------------------||

ma00 = f_LB_zlema(price, ma_length00)
ma01 = f_LB_zlema(price, ma_length01)
plot(title='M0', series=ma00, color=black)
plot(title='M1', series=ma01, color=black)

isnewbuy = change(strategy.position_size)>0 and change(strategy.opentrades)>0
isnewsel = change(strategy.position_size)<0 and change(strategy.opentrades)>0

buy_entry_price = isnewbuy ? price : buy_entry_price[1]
sel_entry_price = isnewsel ? price : sel_entry_price[1]
plot(title='BE', series=buy_entry_price, style=circles, color=strategy.position_size <= 0 ? na : aqua)
plot(title='SE', series=sel_entry_price, style=circles, color=strategy.position_size >= 0 ? na : aqua)
buy_appex = na(buy_appex[1]) ? price : isnewbuy ? high : high >= buy_appex[1] ? high : buy_appex[1]
sel_appex = na(sel_appex[1]) ? price : isnewsel ? low : low <= sel_appex[1] ? low : sel_appex[1]
plot(title='BA', series=buy_appex, style=circles, color=strategy.position_size <= 0 ? na : teal)
plot(title='SA', series=sel_appex, style=circles, color=strategy.position_size >= 0 ? na : teal)
buy_ts = buy_appex - sl
sel_ts = sel_appex + sl
plot(title='Bts', series=buy_ts, style=circles, color=strategy.position_size <= 0 ? na : red)
plot(title='Sts', series=sel_ts, style=circles, color=strategy.position_size >= 0 ? na : red)

buy_cond1 = crossover(ma00, ma01) and (USE_TRADESESSION ? istradingsession : true)
buy_cond0 = crossover(price, ma00) and ma00 > ma01 and (USE_TRADESESSION ? istradingsession : true)
buy_entry = buy_cond1 or buy_cond0
buy_close = (not USE_TRAILINGSTOP ? low <= buy_entry_price - sl: low <= buy_ts) or high>=buy_entry_price+tp//high>=last_traded_price + tp or low<=last_traded_price - sl //high >= hh or 
sel_cond1 = crossunder(ma00, ma01) and (USE_TRADESESSION ? istradingsession : true)
sel_cond0 = crossunder(price, ma00) and ma00 < ma01 and (USE_TRADESESSION ? istradingsession : true)
sel_entry = sel_cond1 or sel_cond0
sel_close = (not USE_TRAILINGSTOP ? high >= sel_entry_price + sl : high >= sel_ts) or low<=sel_entry_price-tp//low<=last_traded_price - tp or high>=last_traded_price + sl //low <= ll or 

strategy.entry('buy', long=strategy.long, qty=trade_size, comment='buy', when=buy_entry)
strategy.close('buy', when=buy_close)
strategy.entry('sell', long=strategy.short, qty=trade_size, comment='sell', when=sel_entry)
strategy.close('sell', when=sel_close)


Nice strategy, only I think there is something wrong with the point you enter. I see the entries are at the low of the candle (for longs) or the high of the candles (for shorts), only with Heiken Ashi candles this is not the real price of the symbol at the moment of creation of the candle. The real price of entry is the close of the previous candle. It is not a mistake on your part, but it makes the strategy less profitable as it seems. I'd suggest your run it on normal candlesticks to verify your result.
+11 Svara
jackvmk Nico.Muselle
exactly ture, never trust backtest results on heiken ashi.
+1 Svara
SPYderCrusher Nico.Muselle
yes, great observation, bc of HA candles it is using future data.

Rule of thumb since backtesting has only been available for a week and already Im seeing a lot of this -- but when the equity curve looks like this it is curve fit data 99.999% of the time.
+1 Svara
low and high is future in open time.
+4 Svara
Hi! I get the point about heiken ashi bettering the results of the system, but does it suffer from 'repainting' aswell. Can it be traded live without signals 'disappearing'?
@tradersf, i dont think so
Is the code for BBP_NM_ver02 available for us to try?
Nico.Muselle Alphaoptions
@Alphaoptions, yes, that is available in the public library here
+2 Svara
Nico.Muselle Alphaoptions
@Alphaoptions, sorry for the late reply by the way ... hope that in the meantime you have found it and put it to good use ;)