//@version=5

//
VERSION = 'v11-Test'// 2024.3.20
strategy(
'ALGOX',
shorttitle = 'ALGOX ' + VERSION,
overlay = true,
explicit_plot_zorder = true,
pyramiding = 0,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 50,
calc_on_every_tick = false,
process_orders_on_close = true,
max_bars_back = 500,
initial_capital = 5000,
commission_type = strategy.commission.percent,
commission_value = 0.02
)

//
// === INPUTS ===
// ————— Converts current chart timeframe into a float minutes value.
//f_tfInMinutes() =>
// _tfInMinutes = (
// timeframe.period == '1' ? '3' :
// timeframe.period == '3' ? '5' :
// timeframe.period == '5' ? '15' :
// timeframe.period == '15' ? '30' :
// timeframe.period == '30' ? '240' :
// timeframe.period == '60' ? '480' : 'D')
//my_time = f_tfInMinutes()

f_tfInMinutes() =>
_tfInMinutes = timeframe.multiplier * (
timeframe.isseconds ? 1. / 60 :
timeframe.isminutes ? 1. :
timeframe.isdaily ? 60. * 24 :
timeframe.isweekly ? 60. * 24 * 7 :
timeframe.ismonthly ? 60. * 24 * 30.4375 : na)
my_time = f_tfInMinutes()

useSource = input.string('Close', 'What Source to be used?', options = ['Close',

'HL2'])
TPSType = input.string('Options', 'What TPS should be taken : ', options =
['ATR', 'Trailing', 'Options'])
//useHTFRes = input(defval=true, title='Use Alternate Signals')
//useTF = input.string('Manual', 'How Timeframe to be used?', options =
['Manual', 'Auto'])
//res = "Manual" ? input.timeframe('15', 'TIMEFRAME', group ="NON REPAINT") :
my_time
intRes = input(defval=18, title='Multiplier for Alernate Signals')
//stratRes = useHTFRes ? res : timeframe.ismonthly ?
str.tostring(timeframe.multiplier * intRes, '###M') : timeframe.isweekly ?
str.tostring(timeframe.multiplier * intRes, '###W') : timeframe.isdaily ?
str.tostring(timeframe.multiplier * intRes, '###D') : timeframe.isintraday ?
str.tostring(timeframe.multiplier * intRes, '####') : '60'
stratRes = str.tostring(my_time * intRes, '####') //timeframe.ismonthly ?
str.tostring(timeframe.multiplier * intRes, '###M') : timeframe.isweekly ?
str.tostring(timeframe.multiplier * intRes, '###W') : timeframe.isdaily ?
str.tostring(timeframe.multiplier * intRes, '###D') : timeframe.isintraday ?
str.tostring(timeframe.multiplier * intRes, '####') : '60'
basisType = input.string(defval='ALMA', title='MA Type: ', options=['EMA', 'ALMA'])
basisLen = input.int(defval=2, title='MA Period', minval=1)
offsetSigma = input.int(defval=5, title='Offset for LSMA / Sigma for ALMA',
minval=0)
offsetALMA = input.float(defval=0.85, title='Offset for ALMA', minval=0, step=0.01)
scolor = input(true, title='Show coloured Bars to indicate Trend?')
disablerepainting = input(false, title='Enable Repainting?')
almaRibbon = input(false, title='Enable Ribbon?')
//delayOffset = input.int(defval=0, title='Delay Open/Close MA (Forces Non-
Repainting)', minval=0, step=1)
tradeType = input.string('BOTH', title='What trades should be taken : ',
options=['LONG', 'SHORT', 'BOTH', 'NONE'])

enableFilter = input(true, "Enable Backtesting Range Filtering")

fromDate = input.time(timestamp("01 Jan 2023 00:00 +0300"), "Start Date")
toDate = input.time(timestamp("31 Dec 2099 00:00 +0300"), "End Date")

tradeDateIsAllowed = not enableFilter or (time >= fromDate and time <= toDate)

// === /INPUTS ===

// Constants colours that include fully non-transparent option.

green100 = #008000FF
lime100 = #00FF00FF
red100 = #FF0000FF
blue100 = #0000FFFF
aqua100 = #00FFFFFF
darkred100 = #8B0000FF
gray100 = #808080FF

/////////////////////////////////////////////
// Create non-repainting security function
rp_security(_symbol, _res, _src) =>
request.security(_symbol, _res, _src[barstate.isconfirmed ? 0 : 1])

// Main Indicator
securityNoRep(sym, res, src) => request.security(sym, res, src[barstate.isconfirmed
? 0 : 1], barmerge.gaps_off, barmerge.lookahead_on)

////////////////////////////////////////////////////////
// === BASE FUNCTIONS ===
// Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len, offSig, offALMA) =>
v1 = ta.sma(src, len) // Simple
v2 = ta.ema(src, len) // Exponential
v3 = 2 * v2 - ta.ema(v2, len) // Double Exponential
v4 = 3 * (v2 - ta.ema(v2, len)) + ta.ema(ta.ema(v2, len), len) // Triple
Exponential
v5 = ta.wma(src, len) // Weighted
v6 = ta.vwma(src, len) // Volume Weighted
v7 = 0.0
sma_1 = ta.sma(src, len) // Smoothed
v7 := na(v7[1]) ? sma_1 : (v7[1] * (len - 1) + src) / len
v8 = ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len),
math.round(math.sqrt(len))) // Hull
v9 = ta.linreg(src, len, offSig) // Least Squares
v10 = ta.alma(src, len, offALMA, offSig) // Arnaud Legoux
 v11 = ta.sma(v1, len) // Triangular (extreme smooth)
// SuperSmoother filter
// © 2013 John F. Ehlers
a1 = math.exp(-1.414 * 3.14159 / len)
b1 = 2 * a1 * math.cos(1.414 * 3.14159 / len)
c2 = b1
c3 = -a1 * a1
c1 = 1 - c2 - c3
v12 = 0.0
v12 := c1 * (src + nz(src[1])) / 2 + c2 * nz(v12[1]) + c3 * nz(v12[2])
type == 'EMA' ? v2 : type == 'DEMA' ? v3 : type == 'TEMA' ? v4 : type ==
'WMA' ? v5 : type == 'VWMA' ? v6 : type == 'SMMA' ? v7 : type == 'HullMA' ? v8 :
type == 'LSMA' ? v9 : type == 'ALMA' ? v10 : type == 'TMA' ? v11 : type == 'SSMA' ?
v12 : v1

// security wrapper for repeat calls

reso(exp, res) => //use, res) =>
security_1 = request.security(syminfo.tickerid, res, exp[disablerepainting ==
true and barstate.isconfirmed ? 0 : 1], gaps=barmerge.gaps_off,
lookahead=barmerge.lookahead_on) //[disablerepainting and barstate.isrealtime ? 1 :
0]
// use ? security_1 : exp
reso1(exp, res) => //use, res) =>
security_1 = request.security(syminfo.tickerid, res, exp,
gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on)//[disablerepainting ==
true and barstate.isrealtime ? 1 : 0]

//stratRes

// === SERIES SETUP ===

closeSeries = variant(basisType, useSource == "Close" ? close : hl2, basisLen,
offsetSigma, offsetALMA)
openSeries = variant(basisType, open, basisLen, offsetSigma, offsetALMA)

// Display the probabilities in a table

//text01_ = str.tostring(x)

//t = timenow + math.round(ta.change(time) * 25)

//var label lab01 = na
//label.delete(lab01)
//lab01 := label.new(t, close, text=text01_, style=label.style_label_left,
yloc=yloc.price, xloc=xloc.bar_time, textalign=text.align_left,
textcolor=color.white)

// Get Alternate resolution Series if selected.

closeSeriesAlt = reso1(closeSeries, stratRes)
openSeriesAlt = reso(openSeries, stratRes)

//
trendColour = closeSeriesAlt > openSeriesAlt ? color.green : color.red
bcolour = closeSeriesAlt > openSeriesAlt ? lime100 : red100
barcolor(scolor ? bcolour : na, title='Bar Colours')
closeP = plot(almaRibbon ? closeSeriesAlt : na, title='Close Series',
color=color.new(trendColour, 20), linewidth=2, style=plot.style_line)
openP = plot(almaRibbon ? openSeriesAlt : na, title='Open Series',
color=color.new(trendColour, 20), linewidth=2, style=plot.style_line)
fill(closeP, openP, color=color.new(trendColour, 80))

//
//<triggers>
lxTrigger = false
sxTrigger = false
leTrigger = ta.crossover (closeSeriesAlt, openSeriesAlt)
seTrigger = ta.crossunder(closeSeriesAlt, openSeriesAlt)

// === /ALERT conditions.

buy = leTrigger //ta.crossover(closeSeriesAlt, openSeriesAlt)
sell = seTrigger //ta.crossunder(closeSeriesAlt, openSeriesAlt)

varip wasLong = false

varip wasShort = false

if barstate.isconfirmed
wasLong := false
else
if buy
wasLong := true

if barstate.isconfirmed
wasShort := false
else
if sell
wasShort := true

plotshape(wasLong, color = color.yellow)

plotshape(wasShort, color = color.yellow)

plotshape(almaRibbon ? buy : na, title = "Buy", text = 'Buy', style =

shape.labelup, location = location.belowbar, color= #39ff14, textcolor = #FFFFFF,
size = size.tiny)
plotshape(almaRibbon ? sell : na, title = "Exit", text = 'Exit', style =
shape.labeldown, location = location.abovebar, color= #ff1100, textcolor = #FFFFFF,
size = size.tiny)

varip buyFlag = false

varip sellFlag = false

if buy
buyFlag := true
alert("BUY")
if sell
sellFlag := true
alert("SELL")

if barstate.isconfirmed
if buy
alert("BUY_CONFIRMED")
buyFlag:= false
else
if buyFlag
alert("BUY_DISAPPEAR")
buyFlag:= false
if sell
alert("SELL_CONFIRMED")
sellFlag:= false
else
 if sellFlag
alert("SELL_DISAPPEAR")
sellFlag:= false

// === STRATEGY ===

// stop loss
slPoints = input.int(defval=0, title='Initial Stop Loss Points (zero to disable)',
minval=0)
tpPoints = input.int(defval=0, title='Initial Target Profit Points (zero for
disable)', minval=0)
// Include bar limiting algorithm
ebar = input.int(defval=4000, title='Number of Bars for Back Testing', minval=0)
dummy = input(false, title='- SET to ZERO for Daily or Longer Timeframes')
//
// Calculate how many mars since last bar
tdays = (timenow - time) / 60000.0 // number of minutes since last bar
tdays := timeframe.ismonthly ? tdays / 1440.0 / 5.0 / 4.3 / timeframe.multiplier :
timeframe.isweekly ? tdays / 1440.0 / 5.0 / timeframe.multiplier :
timeframe.isdaily ? tdays / 1440.0 / timeframe.multiplier : tdays /
timeframe.multiplier // number of bars since last bar
//
//set up exit parameters
TP = tpPoints > 0 ? tpPoints : na
SL = slPoints > 0 ? slPoints : na

i_alert_txt_entry_long = "Short Exit" //input.text_area(defval = "Short Exit",

title = "Long Entry Message", group = "Alerts")
i_alert_txt_exit_long = "Long Exit" //input.text_area(defval = "Long Exit", title =
"Long Exit Message", group = "Alerts")
i_alert_txt_entry_short = "Go Short" //input.text_area(defval = "Go Short", title =
"Short Entry Message", group = "Alerts")
i_alert_txt_exit_short = "Go Long" //input.text_area(defval = "Go Long", title =
"Short Exit Message", group = "Alerts")
// Entries and Exits with TP/SL

//tradeType
if buy and TPSType == "Trailing" and tradeDateIsAllowed
strategy.close("Short" , alert_message = i_alert_txt_exit_short)
strategy.entry("Long" , strategy.long , alert_message = i_alert_txt_entry_long)

if sell and TPSType == "Trailing" and tradeDateIsAllowed

strategy.close("Long" , alert_message = i_alert_txt_exit_long)
strategy.entry("Short" , strategy.short, alert_message =
i_alert_txt_entry_short)

//tradeType
if buy and TPSType == "Options" and tradeDateIsAllowed
// strategy.close("Short" , alert_message = i_alert_txt_exit_short)
strategy.entry("Long" , strategy.long , alert_message = i_alert_txt_entry_long)

if sell and TPSType == "Options" and tradeDateIsAllowed

strategy.close("Long" , alert_message = i_alert_txt_exit_long)
// strategy.entry("Short" , strategy.short, alert_message =
i_alert_txt_entry_short)

G_RISK = '■ ' + 'Risk Management'

//#region ———— <↓↓↓ G_RISK ↓↓↓> {
//ATR SL Settings
atrLength = 20 //input.int(20, minval=1, title='ATR Length')
profitFactor = 2.5 //input(2.5, title='Take Profit Factor')
stopFactor = 1 //input(1.0, title='Stop Loss Factor')

// Calculate ATR
tpatrValue = ta.atr(atrLength)

// Calculate take profit and stop loss levels for buy signals
takeProfit1_buy = 1 * profitFactor * tpatrValue //close + profitFactor * atrValue
takeProfit2_buy = 2 * profitFactor * tpatrValue //close + 2 * profitFactor *
atrValue
takeProfit3_buy = 3 * profitFactor * tpatrValue //close + 3 * profitFactor *
atrValue
stopLoss_buy = close - takeProfit1_buy //stopFactor * tpatrValue

// Calculate take profit and stop loss levels for sell signals
takeProfit1_sell = 1 * profitFactor * tpatrValue //close - profitFactor * atrValue
takeProfit2_sell = 2 * profitFactor * tpatrValue //close - 2 * profitFactor *
atrValue
takeProfit3_sell = 3 * profitFactor * tpatrValue //close - 3 * profitFactor *
atrValue
stopLoss_sell = close + takeProfit1_sell //stopFactor * tpatrValue

// ——————————— <constant_declarations>
//Tooltip
T_LVL = '(%) Exit Level'
T_QTY = '(%) Adjust trade exit volume'
T_MSG = 'Paste JSON message for your bot'
//Webhook Message
O_LEMSG = 'Long Entry'
O_LXMSGSL = 'Long SL'
O_LXMSGTP1 = 'Long TP1'
O_LXMSGTP2 = 'Long TP2'
O_LXMSGTP3 = 'Long TP3'
O_LXMSG = 'Long Exit'
O_SEMSG = 'Short Entry'
O_SXMSGSL = 'Short SL'
O_SXMSGA = 'Short TP1'
O_SXMSGB = 'Short TP2'
O_SXMSGC = 'Short TP3'
O_SXMSGX = 'Short Exit'

// on whole pips) for forex currency pairs.

pip_size = syminfo.mintick * (syminfo.type == "forex" ? 10 : 1)

// On the last historical bar, show the instrument's pip size

//if barstate.islastconfirmedhistory
// label.new(x=bar_index + 2, y=close, style=label.style_label_left,
// color=color.navy, textcolor=color.white, size=size.large,
// text=syminfo.ticker + "'s pip size is:\n" +
// str.tostring(pip_size))
// ——————————— <input> | | |
Line length guide |
i_lxLvlTP1 = leTrigger ? takeProfit1_buy : seTrigger ? takeProfit1_sell : na
//input.float (1, 'Level TP1' , group = G_RISK,
tooltip = T_LVL)
i_lxQtyTP1 = input.float (50, 'Qty TP1' , group =
G_RISK, tooltip = T_QTY)
i_lxLvlTP2 = leTrigger ? takeProfit2_buy : seTrigger ? takeProfit2_sell : na
//input.float (1.5, 'Level TP2' , group = G_RISK,
tooltip = T_LVL)
i_lxQtyTP2 = input.float (30, 'Qty TP2' , group =
G_RISK, tooltip = T_QTY)
i_lxLvlTP3 = leTrigger ? takeProfit3_buy : seTrigger ? takeProfit3_sell : na
//input.float (2, 'Level TP3' , group = G_RISK,
tooltip = T_LVL)
i_lxQtyTP3 = input.float (20, 'Qty TP3' , group =
G_RISK, tooltip = T_QTY)
i_lxLvlSL = leTrigger ? takeProfit1_buy : seTrigger ? takeProfit1_sell : na
//input.float (0.5, 'Stop Loss' , group = G_RISK,
tooltip = T_LVL)

i_sxLvlTP1 = i_lxLvlTP1
i_sxQtyTP1 = i_lxQtyTP1
i_sxLvlTP2 = i_lxLvlTP2
i_sxQtyTP2 = i_lxQtyTP2
i_sxLvlTP3 = i_lxLvlTP3
i_sxQtyTP3 = i_lxQtyTP3
i_sxLvlSL = i_lxLvlSL

G_MSG = '■ ' + 'Webhook Message'

i_leMsg = input.string (O_LEMSG ,'Long Entry' , group
= G_MSG, tooltip = T_MSG)
i_lxMsgSL = input.string (O_LXMSGSL ,'Long SL' , group
= G_MSG, tooltip = T_MSG)
i_lxMsgTP1 = input.string (O_LXMSGTP1,'Long TP1' , group
= G_MSG, tooltip = T_MSG)
i_lxMsgTP2 = input.string (O_LXMSGTP2,'Long TP2' , group
= G_MSG, tooltip = T_MSG)
i_lxMsgTP3 = input.string (O_LXMSGTP3,'Long TP3' , group
= G_MSG, tooltip = T_MSG)
i_lxMsg = input.string (O_LXMSG ,'Long Exit' , group
= G_MSG, tooltip = T_MSG)
i_seMsg = input.string (O_SEMSG ,'Short Entry' , group
= G_MSG, tooltip = T_MSG)
i_sxMsgSL = input.string (O_SXMSGSL ,'Short SL' , group
= G_MSG, tooltip = T_MSG)
i_sxMsgTP1 = input.string (O_SXMSGA ,'Short TP1' , group
= G_MSG, tooltip = T_MSG)
i_sxMsgTP2 = input.string (O_SXMSGB ,'Short TP2' , group
= G_MSG, tooltip = T_MSG)
i_sxMsgTP3 = input.string (O_SXMSGC ,'Short TP3' , group
= G_MSG, tooltip = T_MSG)
i_sxMsg = input.string (O_SXMSGX ,'Short Exit' , group
= G_MSG, tooltip = T_MSG)
i_src = close

G_DISPLAY = 'Display'
//<display>
i_alertOn = input.bool (true, 'Alert Labels On/Off' , group
= G_DISPLAY)
i_barColOn = input.bool (true, 'Bar Color On/Off' , group
= G_DISPLAY)

// ——————————— <function_declarations>
// @function Calculate the Take Profit line, and the crossover or crossunder
f_tp(_condition, _conditionValue, _leTrigger, _seTrigger, _src, _lxLvlTP,
_sxLvlTP)=>
var float _tpLine = 0.0
_topLvl = _src + _lxLvlTP //TPSType == "Fixed %" ? _src + (_src * (_lxLvlTP
/ 100)) : _src + _lxLvlTP
_botLvl = _src - _lxLvlTP //TPSType == "Fixed %" ? _src - (_src * (_sxLvlTP
/ 100)) : _src - _sxLvlTP
_tpLine := _condition[1] != _conditionValue and _leTrigger ? _topLvl :
_condition[1] != -_conditionValue and _seTrigger ? _botLvl :
nz(_tpLine[1])
[_tpLine]

// @function Similar to "ta.crossover" or "ta.crossunder"

f_cross(_scr1, _scr2, _over)=>
_cross = _over ? _scr1 > _scr2 and _scr1[1] < _scr2[1] :
_scr1 < _scr2 and _scr1[1] > _scr2[1]

// ——————————— <calculations>
//<set initial values>
var float condition = 0.0
var float slLine = 0.0
var float entryLine = 0.0

//<entry & exit orders>

entryLine := leTrigger and condition[1] <= 0.0 ? close :
seTrigger and condition[1] >= 0.0 ? close : nz(entryLine[1])
//<SL>
slTopLvl = TPSType == "Fixed %" ? i_src + (i_src * (i_lxLvlSL / 100)) : i_src +
i_lxLvlSL
slBotLvl = TPSType == "Fixed %" ? i_src - (i_src * (i_sxLvlSL / 100)) : i_src -
i_lxLvlSL
slLine := condition[1] <= 0.0 and leTrigger ? slBotLvl :
condition[1] >= 0.0 and seTrigger ? slTopLvl : nz(slLine[1])
slLong = f_cross(low, slLine, false)
slShort = f_cross(high, slLine, true )
//<TP1, TP2 & TP3>
[tp3Line] = f_tp(condition, 1.2,leTrigger, seTrigger, i_src, i_lxLvlTP3,
i_sxLvlTP3)
[tp2Line] = f_tp(condition, 1.1,leTrigger, seTrigger, i_src, i_lxLvlTP2,
i_sxLvlTP2)
[tp1Line] = f_tp(condition, 1.0,leTrigger, seTrigger, i_src, i_lxLvlTP1,
i_sxLvlTP1)
tp3Long = f_cross(high, tp3Line, true )
tp3Short = f_cross(low, tp3Line, false)
tp2Long = f_cross(high, tp2Line, true )
tp2Short = f_cross(low, tp2Line, false)
tp1Long = f_cross(high, tp1Line, true )
tp1Short = f_cross(low, tp1Line, false)

switch
leTrigger and condition[1] <= 0.0 => condition := 1.0
seTrigger and condition[1] >= 0.0 => condition := -1.0
tp3Long and condition[1] == 1.2 => condition := 1.3
tp3Short and condition[1] == -1.2 => condition := -1.3
tp2Long and condition[1] == 1.1 => condition := 1.2
tp2Short and condition[1] == -1.1 => condition := -1.2
tp1Long and condition[1] == 1.0 => condition := 1.1
tp1Short and condition[1] == -1.0 => condition := -1.1
slLong and condition[1] >= 1.0 => condition := 0.0
 slShort and condition[1] <= -1.0 => condition := 0.0
lxTrigger and condition[1] >= 1.0 => condition := 0.0
sxTrigger and condition[1] <= -1.0 => condition := 0.0

longE = leTrigger and condition[1] <= 0.0 and condition == 1.0

shortE = seTrigger and condition[1] >= 0.0 and condition == -1.0
longX = lxTrigger and condition[1] >= 1.0 and condition == 0.0
shortX = sxTrigger and condition[1] <= -1.0 and condition == 0.0
longSL = slLong and condition[1] >= 1.0 and condition == 0.0
shortSL = slShort and condition[1] <= -1.0 and condition == 0.0
longTP3 = tp3Long and condition[1] == 1.2 and condition == 1.3
shortTP3 = tp3Short and condition[1] == -1.2 and condition == -1.3
longTP2 = tp2Long and condition[1] == 1.1 and condition == 1.2
shortTP2 = tp2Short and condition[1] == -1.1 and condition == -1.2
longTP1 = tp1Long and condition[1] == 1.0 and condition == 1.1
shortTP1 = tp1Short and condition[1] == -1.0 and condition == -1.1

// ——————————— <strategy_calls> {
//<long orders>
if strategy.position_size <= 0 and longE and TPSType == "ATR" and
tradeDateIsAllowed
strategy.entry( 'Long', strategy.long, alert_message =
i_leMsg, comment = 'LE')
if strategy.position_size > 0 and condition == 1.0 and TPSType == "ATR" and
tradeDateIsAllowed
strategy.exit( id = 'LXTP1', from_entry = 'Long',
qty_percent = i_lxQtyTP1, limit = tp1Line, stop
= slLine, comment_profit = 'LXTP1', comment_loss = 'SL',
alert_profit = i_lxMsgTP1, alert_loss = i_lxMsgSL)
if strategy.position_size > 0 and condition == 1.1 and TPSType == "ATR" and
tradeDateIsAllowed
strategy.exit( id = 'LXTP2', from_entry = 'Long',
qty_percent = i_lxQtyTP2, limit = tp2Line, stop
= slLine, comment_profit = 'LXTP2', comment_loss = 'SL',
alert_profit = i_lxMsgTP2, alert_loss = i_lxMsgSL)
if strategy.position_size > 0 and condition == 1.2 and TPSType == "ATR" and
tradeDateIsAllowed
strategy.exit( id = 'LXTP3', from_entry = 'Long',
qty_percent = i_lxQtyTP3, limit = tp3Line, stop
= slLine, comment_profit = 'LXTP3', comment_loss = 'SL',
alert_profit = i_lxMsgTP3, alert_loss = i_lxMsgSL)
if longX and tradeDateIsAllowed
strategy.close( 'Long', alert_message = i_lxMsg, comment
= 'LX')
//<short orders>
if strategy.position_size >= 0 and shortE and TPSType == "ATR" and
tradeDateIsAllowed
strategy.entry( 'Short', strategy.short, alert_message =
i_leMsg, comment = 'SE')
if strategy.position_size < 0 and condition == -1.0 and TPSType == "ATR" and
tradeDateIsAllowed
strategy.exit( id = 'SXTP1', from_entry =
'Short', qty_percent = i_sxQtyTP1, limit = tp1Line,
stop = slLine, comment_profit = 'SXTP1', comment_loss =
'SL', alert_profit = i_sxMsgTP1, alert_loss = i_sxMsgSL)
if strategy.position_size < 0 and condition == -1.1 and TPSType == "ATR" and
tradeDateIsAllowed
strategy.exit( id = 'SXTP2', from_entry =
'Short', qty_percent = i_sxQtyTP2, limit = tp2Line,
stop = slLine, comment_profit = 'SXTP2', comment_loss =
'SL', alert_profit = i_sxMsgTP2, alert_loss = i_sxMsgSL)
if strategy.position_size < 0 and condition == -1.2 and TPSType == "ATR" and
tradeDateIsAllowed
strategy.exit( id = 'SXTP3', from_entry =
'Short', qty_percent = i_sxQtyTP3, limit = tp3Line,
stop = slLine, comment_profit = 'SXTP3', comment_loss =
'SL', alert_profit = i_sxMsgTP3, alert_loss = i_sxMsgSL)
if shortX and tradeDateIsAllowed
strategy.close( 'Short', alert_message = i_sxMsg, comment
= 'SX')

// ——————————— <visuals>
c_tp = leTrigger or seTrigger ? na :
condition == 0.0 ? na : color.green
c_entry = leTrigger or seTrigger ? na :
condition == 0.0 ? na : color.blue
c_sl = leTrigger or seTrigger ? na :
condition == 0.0 ? na : color.red
p_tp1Line = plot ( condition == 1.0 or condition == -1.0 ? tp1Line : na,
title = "TP Line 1", color = c_tp, linewidth = 1, style =
plot.style_linebr)
p_tp2Line = plot ( condition == 1.0 or condition == -1.0 or condition ==
1.1 or condition == -1.1 ? tp2Line : na, title = "TP Line 2", color =
c_tp, linewidth = 1, style = plot.style_linebr)
p_tp3Line = plot ( condition == 1.0 or condition == -1.0 or condition ==
1.1 or condition == -1.1 or condition == 1.2 or condition == -1.2 ? tp3Line :
na, title = "TP Line 3", color = c_tp, linewidth = 1, style =
plot.style_linebr)
p_entryLine = plot ( condition >= 1.0 or condition <= -1.0 ? entryLine : na,
title = "Entry Line", color = c_entry, linewidth = 1, style =
plot.style_linebr)
p_slLine = plot ( condition == 1.0 or condition == -1.0 or condition ==
1.1 or condition == -1.1 or condition == 1.2 or condition == -1.2 ? slLine :
na, title = "SL Line", color = c_sl, linewidth = 1, style =
plot.style_linebr)

//fill( p_tp3Line, p_entryLine, color = leTrigger or seTrigger ?

na :color.new(color.green, 90))
fill( p_entryLine, p_slLine, color = leTrigger or seTrigger ?
na :color.new(color.red, 90))

//<alerts labels>
plotshape( i_alertOn and longE, title = 'Long', text = 'Long',
textcolor = color.white, color = color.green, style = shape.labelup,
size = size.tiny, location = location.belowbar)
plotshape( i_alertOn and shortE, title = 'Short', text = 'Short',
textcolor = color.white, color = color.red, style = shape.labeldown,
size = size.tiny, location = location.abovebar)
plotshape( i_alertOn and (longX or shortX) ? close : na, title = 'Close',
text = 'Close', textcolor = color.white, color = color.gray, style
= shape.labelup, size = size.tiny, location = location.absolute)
l_tp = i_alertOn and (longTP1 or shortTP1) ? close : na

plotshape( l_tp, title = "TP1 Cross", text = "TP1", textcolor =

color.white, color = color.olive, style = shape.labelup, size =
size.tiny, location = location.absolute)
plotshape( i_alertOn and (longTP2 or shortTP2) ? close : na, title = "TP2
Cross", text = "TP2", textcolor = color.white, color = color.olive,
style = shape.labelup, size = size.tiny, location =
location.absolute)
plotshape( i_alertOn and (longTP3 or shortTP3) ? close : na, title = "TP3
Cross", text = "TP3", textcolor = color.white, color = color.olive,
style = shape.labelup, size = size.tiny, location =
location.absolute)
plotshape( i_alertOn and (longSL or shortSL) ? close : na, title = "SL
Cross", text = "SL", textcolor = color.white, color = color.maroon,
style = shape.labelup, size = size.tiny, location =
location.absolute)

//<debug>
plot( na, title = "─── <debug> ───", editable = false, display =
display.data_window)
plot( condition, title = "condition", editable = false, display =
display.data_window)
plot( strategy.position_size * 100, title = ".position_size", editable =
false, display = display.data_window)
//#endregion }
// ——————————— <↑↑↑ G_RISK ↑↑↑>

//#region ———— <↓↓↓ G_SCRIPT02 ↓↓↓> {

// @function Queues a new element in an array and de-queues its first
element.
f_qDq(_array, _val) =>
array.push(_array, _val)
_return = array.shift(_array)
_return

var line[] a_slLine = array.new_line(1)

var line[] a_entryLine = array.new_line(1)
var line[] a_tp3Line = array.new_line(1)
var line[] a_tp2Line = array.new_line(1)
var line[] a_tp1Line = array.new_line(1)
var label[] a_slLabel = array.new_label(1)
var label[] a_tp3label = array.new_label(1)
var label[] a_tp2label = array.new_label(1)
var label[] a_tp1label = array.new_label(1)
var label[] a_entryLabel = array.new_label(1)

newEntry = longE or shortE

entryIndex = 1
entryIndex := newEntry ? bar_index : nz(entryIndex[1])
lasTrade = bar_index >= entryIndex
l_right = 10

if TPSType == "ATR"
line.delete( f_qDq(a_slLine, line.new( entryIndex, slLine,
last_bar_index + l_right, slLine, style = line.style_solid, color = c_sl)))

if TPSType == "ATR"
line.delete( f_qDq(a_entryLine, line.new( entryIndex, entryLine,
last_bar_index + l_right, entryLine, style = line.style_solid, color =
color.blue)))

if TPSType == "ATR"
line.delete( f_qDq(a_tp3Line, line.new( entryIndex, tp3Line,
last_bar_index + l_right, tp3Line, style = line.style_solid, color = c_tp)))
if TPSType == "ATR"
line.delete( f_qDq(a_tp2Line, line.new( entryIndex, tp2Line,
last_bar_index + l_right, tp2Line, style = line.style_solid, color = c_tp)))

if TPSType == "ATR"
line.delete( f_qDq(a_tp1Line, line.new( entryIndex, tp1Line,
last_bar_index + l_right, tp1Line, style = line.style_solid, color = c_tp)))

if TPSType == "ATR"
label.delete( f_qDq(a_slLabel, label.new( last_bar_index + l_right,
slLine, 'SL: ' + str.tostring(slLine, '##.###'), style =
label.style_label_left, textcolor = color.white, color = c_sl)))

if TPSType == "ATR"
label.delete( f_qDq(a_entryLabel, label.new( last_bar_index + l_right,
entryLine, 'Entry: ' + str.tostring(entryLine, '##.###'), style =
label.style_label_left, textcolor = color.white, color = color.blue)))

if TPSType == "ATR"
label.delete( f_qDq(a_tp3label, label.new( last_bar_index + l_right,
tp3Line, 'TP3: ' + str.tostring(tp3Line, '##.###') + " - Target Pips : - " +
str.tostring(longE ? tp3Line - entryLine : entryLine - tp3Line, "#.##"), style =
label.style_label_left, textcolor = color.white, color = c_tp)))

if TPSType == "ATR"
label.delete( f_qDq(a_tp2label, label.new( last_bar_index + l_right,
tp2Line, 'TP2: ' + str.tostring(tp2Line, '##.###'), style =
label.style_label_left, textcolor = color.white, color = c_tp)))

if TPSType == "ATR"
label.delete( f_qDq(a_tp1label, label.new( last_bar_index + l_right,
tp1Line, 'TP1: ' + str.tostring(tp1Line, '##.###'), style =
label.style_label_left, textcolor = color.white, color = c_tp)))

//#endregion }
// ——————————— <↑↑↑ G_SCRIPT02 ↑↑↑>

c_barCol = close > open ? color.rgb(120, 9, 139) : color.rgb(69, 155, 225)

barcolor(
i_barColOn ? c_barCol : na)

// ——————————— <alerts>
//<any_alert_function_call>
if longE or shortE or longX or shortX
alert(message = 'Any Alert', freq = alert.freq_once_per_bar_close)
if longE
alert(message = 'Long Entry', freq = alert.freq_once_per_bar_close)
if shortE
alert(message = 'Short Entry', freq = alert.freq_once_per_bar_close)
if longX
alert(message = 'Long Exit', freq = alert.freq_once_per_bar_close)
if shortX
alert(message = 'Short Exit', freq = alert.freq_once_per_bar_close)
//#endregion }
// ——————————— <↑↑↑ G_SCRIPT03 ↑↑↑>

// This source code is subject to the terms of the Mozilla Public License 2.0 at
https://mozilla.org/MPL/2.0/
// © TraderHalai
// This script was born out of my quest to be able to display strategy back test
statistics on charts to allow for easier backtesting on devices that do not
natively support backtest engine (such as mobile phones, when I am backtesting from
away from my computer). There are already a few good ones on TradingView, but
most / many are too complicated for my needs.
//
//Found an excellent display backtest engine by 'The Art of Trading'. This script
is a snippet of his hard work, with some very minor tweaks and changes. Much
respect to the original author.
//
//Full credit to the original author of this script. It can be found here:
https://www.tradingview.com/script/t776tkZv-Hammers-Stars-Strategy/?
offer_id=10&aff_id=15271
//
// This script can be copied and airlifted onto existing strategy scripts of your
own, and integrates out of the box without implementation of additional functions.
I've also added Max Runup, Average Win and Average Loss per trade to the orignal
script.
//
//Will look to add in more performance metrics in future, as I further develop this
script.
//
//Feel free to use this display panel in your scripts and strategies.

//Thanks and enjoy! :)

//@version=5
//strategy("Strategy BackTest Display Statistics - TraderHalai", overlay=true,
default_qty_value= 5, default_qty_type = strategy.percent_of_equity,
initial_capital=10000, commission_type=strategy.commission.percent,
commission_value=0.1)

//DEMO basic strategy - Use your own strategy here - Jaws Mean Reversion from my
profile used here
//source = input(title = "Source", defval = close)

///////////////////////////// --- BEGIN TESTER CODE --- ////////////////////////

// COPY below into your strategy to enable display
////////////////////////////////////////////////////////////////////////////////

// Declare performance tracking variables

drawTester = input.bool(true, "Draw Tester")
var balance = strategy.initial_capital
var drawdown = 0.0
var maxDrawdown = 0.0
var maxBalance = 0.0
var totalWins = 0
var totalLoss = 0

// Prepare stats table

var table testTable = table.new(position.top_right, 5, 2, border_width=1)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor,
text_color=_txtcolor)

// Custom function to truncate (cut) excess decimal places

truncate(_number, _decimalPlaces) =>
_factor = math.pow(10, _decimalPlaces)
 int(_number * _factor) / _factor

// Draw stats table

var bgcolor = color.new(color.black,0)
if drawTester and tradeDateIsAllowed
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(testTable, 0, 0, "Total Trades:",
str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(testTable, 0, 1, "Win Rate:",
str.tostring(truncate((strategy.wintrades/strategy.closedtrades)*100,2)) + "%",
bgcolor, color.white)
f_fillCell(testTable, 1, 0, "Starting:", "$" +
str.tostring(strategy.initial_capital), bgcolor, color.white)
f_fillCell(testTable, 1, 1, "Ending:", "$" +
str.tostring(truncate(strategy.initial_capital + strategy.netprofit,2)), bgcolor,
color.white)
f_fillCell(testTable, 2, 0, "Avg Win:", "$"+
str.tostring(truncate(strategy.grossprofit / strategy.wintrades, 2)), bgcolor,
color.white)
f_fillCell(testTable, 2, 1, "Avg Loss:", "$"+
str.tostring(truncate(strategy.grossloss / strategy.losstrades, 2)), bgcolor,
color.white)
f_fillCell(testTable, 3, 0, "Profit Factor:",
str.tostring(truncate(strategy.grossprofit / strategy.grossloss,2)),
strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(testTable, 3, 1, "Max Runup:",
str.tostring(truncate(strategy.max_runup, 2 )), bgcolor, color.white)
f_fillCell(testTable, 4, 0, "Return:", (dollarReturn > 0 ? "+" : "") +
str.tostring(truncate((dollarReturn / strategy.initial_capital)*100,2)) + "%",
dollarReturn > 0 ? color.green : color.red, color.white)
f_fillCell(testTable, 4, 1, "Max DD:",
str.tostring(truncate((strategy.max_drawdown / strategy.equity) * 100 ,2)) + "%",
color.red, color.white)
// --- END TESTER CODE --- ///////////////

// Global Dashboard Variables

//
░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░

// Dashboard Table Text Size

i_tableTextSize = input.string(title="Dashboard Size", defval="Normal",
options=["Auto", "Huge", "Large", "Normal", "Small", "Tiny"], group="Dashboards")
table_text_size(s) =>
switch s
"Auto" => size.auto
"Huge" => size.huge
"Large" => size.large
"Normal" => size.normal
"Small" => size.small
=> size.tiny
tableTextSize = table_text_size(i_tableTextSize)

// Monthly Table Performance Dashboard By @QuantNomad

//
░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_showMonthlyPerformance = input.bool(true, 'Monthly Performance',
group='Dashboards', inline="Show Dashboards")
i_monthlyReturnPercision = 2

if i_showMonthlyPerformance and tradeDateIsAllowed

new_month = month(time) != month(time[1])
new_year = year(time) != year(time[1])

eq = strategy.equity

bar_pnl = eq / eq[1] - 1

cur_month_pnl = 0.0
cur_year_pnl = 0.0

// Current Monthly P&L

cur_month_pnl := new_month ? 0.0 :
(1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1

// Current Yearly P&L

cur_year_pnl := new_year ? 0.0 :
(1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1

// Arrays to store Yearly and Monthly P&Ls

var month_pnl = array.new_float(0)
var month_time = array.new_int(0)

var year_pnl = array.new_float(0)

var year_time = array.new_int(0)

last_computed = false

if (not na(cur_month_pnl[1]) and (new_month or

barstate.islastconfirmedhistory))
if (last_computed[1])
array.pop(month_pnl)
array.pop(month_time)

array.push(month_pnl , cur_month_pnl[1])
array.push(month_time, time[1])

if (not na(cur_year_pnl[1]) and (new_year or barstate.islastconfirmedhistory))

if (last_computed[1])
array.pop(year_pnl)
array.pop(year_time)

array.push(year_pnl , cur_year_pnl[1])
array.push(year_time, time[1])

last_computed := barstate.islastconfirmedhistory ? true : nz(last_computed[1])

// Monthly P&L Table

var monthly_table = table(na)

if (barstate.islastconfirmedhistory)
monthly_table := table.new(position.bottom_right, columns = 14, rows =
array.size(year_pnl) + 1, border_width = 1)
 table.cell(monthly_table, 0, 0, "", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 1, 0, "Jan", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 2, 0, "Feb", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 3, 0, "Mar", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 4, 0, "Apr", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 5, 0, "May", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 6, 0, "Jun", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 7, 0, "Jul", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 8, 0, "Aug", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 9, 0, "Sep", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 10, 0, "Oct", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 11, 0, "Nov", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 12, 0, "Dec", bgcolor = #cccccc,
text_size=tableTextSize)
table.cell(monthly_table, 13, 0, "Year", bgcolor = #999999,
text_size=tableTextSize)

for yi = 0 to array.size(year_pnl) - 1
table.cell(monthly_table, 0, yi + 1,
str.tostring(year(array.get(year_time, yi))), bgcolor = #cccccc,
text_size=tableTextSize)

y_color = array.get(year_pnl, yi) > 0 ? color.new(color.teal, transp =

40) : color.new(color.gray, transp = 40)
table.cell(monthly_table, 13, yi + 1,
str.tostring(math.round(array.get(year_pnl, yi) * 100, i_monthlyReturnPercision)),
bgcolor = y_color, text_color=color.new(color.white, 0),text_size=tableTextSize)

for mi = 0 to array.size(month_time) - 1
m_row = year(array.get(month_time, mi)) - year(array.get(year_time,
0)) + 1
m_col = month(array.get(month_time, mi))
m_color = array.get(month_pnl, mi) > 0 ? color.new(color.teal, transp =
40) : color.new(color.maroon, transp = 40)

table.cell(monthly_table, m_col, m_row,

str.tostring(math.round(array.get(month_pnl, mi) * 100, i_monthlyReturnPercision)),
bgcolor = m_color, text_color=color.new(color.white, 0), text_size=tableTextSize)

//@version=5
//strategy("Table to filter trades per day", overlay=true, use_bar_magnifier =
true, initial_capital = 5000, calc_on_every_tick = true, calc_on_order_fills =
true, commission_type = strategy.commission.cash_per_contract)

//~ ___________________________________________________________________________
//~ !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//~ !!!!!!!!!!!!!!!_________________ START _________________!!!!!!!!!!!!!!!!!

//__________________________ User Inputs ___________________________________

var const string g_table = "Table Settings"
i_table_pos = input.string(defval = "Top Left", title = "Position",
options = ["Bottom Right","Bottom Left", "Top Right", "Top Left"], group = g_table,
inline = "1", tooltip = "It sets the location of the table")
i_text_size = input.string(defval = "Normal", title = "Set the size
of text", options = ["Small", "Normal", "Large"], tooltip = "This option is used to
change the size of the text in the table")
var const string g_general = "General Settings"
i_check_open_close = input.string("Opened", "Check when the trade :",
["Opened", "Closed"], group = g_general, tooltip = "This parameter defines what to
check for. If opened is selected, the results will show the trades that opened on
that day. If closed is selected, the results will show the trades that closed on
that day")
i_timezone = input.string("Exchange", title = "Set the Timezone",
options = ["Exchange","UTC-10","UTC-9","UTC-8","UTC-7","UTC-6","UTC-5","UTC-
4","UTC-3","UTC-2","UTC-
1","UTC","UTC+1","UTC+2","UTC+3","UTC+4","UTC+5","UTC+6","UTC+7","UTC+8","UTC+9","U
TC+10", "UTC+11","UTC+12","UTC+13","UTC+13:45"], group = g_general, tooltip = "You
can use this setting whenever you want to change the time that the trade has
closed/opened")

//~_____________________________ Switches ___________________________________

table_pos = switch i_table_pos
"Bottom Right" => position.bottom_right
"Bottom Left" => position.bottom_left
"Top Right" => position.top_right
"Top Left" => position.top_left

timezone_setting = i_timezone == "Exchange" ? syminfo.timezone : i_timezone

text_size = switch i_text_size

"Small" => size.small
"Normal" => size.normal
"Large" => size.large

//__________________________ Array Declaration _____________________________

var string[] t_column_names = array.from( "", "Sun", "Mon", "Tue", "Wed",
"Thur", "Fri", "Sat") // Columns header names
var string[] t_row_names = array.from("", "Total\ntrades", "Loss",
"Win", "Win Rate" ) // Rows header names
var t_column_size = array.size(t_column_names)
var t_row_size = array.size(t_row_names)
var string[] a_closed_trades = array.new_string() // Save the total number
of trades
var string[] a_loss_trades = array.new_string() // Save the number of
losing trades
var string[] a_win_trades = array.new_string() // Save the number of
winning trades
var _a_day_week = array.new_int() // Save the day of the week
to split data

// __________________________ Custom Functions ________________________________

//~ create a counter so that it gives a number to
strategy.closed_trades.entry_time(counter)
var trade_number = -1
if strategy.closedtrades > strategy.closedtrades[1]
trade_number += 1

f_strategy_closedtrades_hour() =>
switch
i_check_open_close =="Closed" =>
dayofweek(strategy.closedtrades.exit_time(trade_number), timezone_setting)
i_check_open_close =="Opened" =>
dayofweek(strategy.closedtrades.entry_time(trade_number), timezone_setting)

f_data(_i) =>
var _closed_trades = 0
var _loss_trades = 0
var _win_trades = 0
var _txt_closed_trades = ""
var _txt_loss_trades = ""
var _txt_win_trades = ""

if strategy.closedtrades > strategy.closedtrades[1] and

f_strategy_closedtrades_hour() == _i
_closed_trades += 1
_txt_closed_trades := str.tostring(_closed_trades)
if strategy.losstrades > strategy.losstrades[1] and
f_strategy_closedtrades_hour() == _i
_loss_trades += 1
_txt_loss_trades := str.tostring(_loss_trades)
if strategy.wintrades > strategy.wintrades[1] and
f_strategy_closedtrades_hour() == _i
_win_trades += 1
_txt_win_trades := str.tostring(_win_trades)
[_txt_closed_trades, _txt_loss_trades, _txt_win_trades]

//__________________________
var string[] array1 = array.new_string(5)
var string[] array2 = array.new_string(5)
var string[] array3 = array.new_string(5)
var string[] array4 = array.new_string(5)
var string[] array5 = array.new_string(5)
var string[] array6 = array.new_string(5)
var string[] array7 = array.new_string(5)

f_pass_data_to_array(_i, _array) =>

[cl, loss, win] = f_data(_i)
array.set(_array,1 , cl)
array.set(_array,2,loss)
array.set(_array,3,win)
if cl != ""
array.set(_array,4,str.tostring(str.tonumber(win) / str.tonumber(cl) *
100 , "##") + " %")
if cl != "" and win == ""
array.set(_array,4,"0 %")

for i = 1 to 7
switch
i == 1 => f_pass_data_to_array(i,array1)
 i == 2 => f_pass_data_to_array(i,array2)
i == 3 => f_pass_data_to_array(i,array3)
i == 4 => f_pass_data_to_array(i,array4)
i == 5 => f_pass_data_to_array(i,array5)
i == 6 => f_pass_data_to_array(i,array6)
i == 7 => f_pass_data_to_array(i,array7)

f_retrieve_data_to_table(_i, _j) =>

switch
_i == 1 => array.get(array1, _j)
_i == 2 => array.get(array2, _j)
_i == 3 => array.get(array3, _j)
_i == 4 => array.get(array4, _j)
_i == 5 => array.get(array5, _j)
_i == 6 => array.get(array6, _j)
_i == 7 => array.get(array7, _j)

//~ ___________________________ Create Table ________________________________

create_table(_col, _row, _txt) =>
var table _tbl = table.new(position = table_pos, columns = t_column_size , rows
= t_row_size, border_width=1)
color _color = _row == 0 or _col == 0 ? color.rgb(3, 62, 106) : color.rgb(2,
81, 155)
table.cell(_tbl, _col, _row, _txt, bgcolor = _color, text_color = color.white,
text_size = text_size)

//~___________________________ Fill With Data _______________________________

if barstate.islastconfirmedhistory
for i = 0 to t_column_size - 1 by 1
for j = 0 to t_row_size - 1 by 1
_txt = ""
if i >= 0 and j == 0
_txt := array.get(t_column_names, i)
if j >= 0 and i == 0
_txt := array.get(t_row_names, j)
if i >= 1 and j >= 1 and j <= 5
_txt := f_retrieve_data_to_table( i , j)
create_table(i ,j , _txt)

//~ ___________________________ Notice ______________________________________

if timeframe.in_seconds() > timeframe.in_seconds("D")
x = table.new(position.middle_center,1,1,color.aqua)
table.cell_set_text(x,0,0,"Please select lower timeframes (Daily or lower)")

//~ !!!!!!!!!!!!!!!_________________ STOP _________________!!!!!!!!!!!!!!!!!!

//~ !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//~ ___________________________________________________________________________

/////////////////////////////////////////////////////////////// ©
BackQuant ///////////////////////////////////////////////////////////////
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
at https://mozilla.org/MPL/2.0/
// © BackQuant

import TradingView/ta/4 as ta

//@version=5
//indicator(
// title="DEMA Adjusted Average True Range [BackQuant]",
// shorttitle = "DEMA ATR [BackQuant]",
// overlay=true,
// timeframe="",
// timeframe_gaps=true
// )

// Define User Inputs

simple bool showAtr = input.bool(true, "Plot Dema Atr
on Chart?")
simple bool haCandles = input.bool(true, "Use HA
Candles?")
simple int periodDema = input.int(7, "Dema Period",
group = "Dema Atr")
series float sourceDema = input.source(close, "Calculation
Source", group = "Dema Atr")
simple int periodAtr = input.int(14, "Period", group =
"Dema Atr")
simple float factorAtr = input.float(1.7, "Factor", step
= 0.01, group = "Dema Atr")
simple color longColour = #00ff00
simple color shortColour = #ff0000
/////////////////////////////////////////////////////////////// ©
BackQuant ///////////////////////////////////////////////////////////////
// Use HA Candles?
heikinashi_close = request.security(
symbol = ticker.heikinashi(syminfo.tickerid),
timeframe = timeframe.period,
expression = close,
gaps = barmerge.gaps_off,
lookahead = barmerge.lookahead_on
)

var series float source = close

if haCandles == true
source := heikinashi_close
if haCandles == false
source := sourceDema
/////////////////////////////////////////////////////////////// ©
BackQuant ///////////////////////////////////////////////////////////////
// Function
DemaAtrWithBands(periodDema, source, lookback, atrFactor)=>
ema1 = ta.ema(source, periodDema)
ema2 = ta.ema(ema1, periodDema)
demaOut = 2 * ema1 - ema2

atr = ta.atr(lookback)
trueRange = atr * atrFactor

DemaAtr = demaOut
 DemaAtr := nz(DemaAtr[1], DemaAtr)

trueRangeUpper = demaOut + trueRange

trueRangeLower = demaOut - trueRange

if trueRangeLower > DemaAtr

DemaAtr := trueRangeLower
if trueRangeUpper < DemaAtr
DemaAtr := trueRangeUpper
DemaAtr

// Function Out
DemaAtr = DemaAtrWithBands(periodDema, source, periodAtr, factorAtr)
/////////////////////////////////////////////////////////////// ©
BackQuant ///////////////////////////////////////////////////////////////
// Conditions
DemaAtrLong = DemaAtr > DemaAtr[1]
DemaAtrShort = DemaAtr < DemaAtr[1]

// Colour Condtions
var color Trend = #ffffff
if DemaAtrLong
Trend := longColour
if DemaAtrShort
Trend := shortColour

// Plotting
plot(
showAtr ? DemaAtr : na,
"ATR",
color=Trend,
linewidth = 2
)

//
═══════════════════════════════════════════════════════════════════════════════════
═══════════════ //
//# *
═══════════════════════════════════════════════════════════════════════════════════
═══════════
//# *
//# * Study : Backtest Framework
//# * Author : © dgtrd
//# * Purpose : Ability to optimize a study and observe trade simulation
statistics accordingly
//# *
//# * Revision History
//# * Release : Nov 21, 2020 : Initial Release
//# * Update : Mar 13, 2021 : Enchanced Backtest Framework
//# * - long/short/stoploss conditions enchaced
//# * - early warning ability added (label + alert)
//# *
//# *
═══════════════════════════════════════════════════════════════════════════════════
═══════════
//
═══════════════════════════════════════════════════════════════════════════════════
═══════════════ //

// -Inputs
═══════════════════════════════════════════════════════════════════════════════════
═══════ //

isBackTest = input.bool(true, 'Backtest On/Off', group='Backtest Framework')

dasCapital = input.float(1000., 'Initial Capital', inline='BT1', group='Backtest
Framework')
lenBckTst = input.float(1, 'Period (Year)', minval=0, step=.1, inline='BT1',
group='Backtest Framework')
isStopLoss = input.bool(true, 'Apply Stop Loss, with Stop Loss Set To %',
inline='BT2', group='Backtest Framework')
stopLoss = input.float(50., '', step=.1, minval=0, inline='BT2', group='Backtest
Framework') / 100
isBull = input.bool(true, 'Long : Candle Direction as Confirmation : Short',
inline='BT3', group='Backtest Framework')
isBear = input.bool(true, '', inline='BT3', group='Backtest Framework')
isSudden = input.bool(true, 'Avoid Sudden Price Changes', group='Backtest
Framework')
isTest = input.bool(false, '❗❗❗ Simulate Trade on Next Bar : Only For Test Purpose
(REPAINTS)', group='Backtest Framework')
lblInOutSL = input.bool(true, 'Trade Entry/Exit Labels Trade Statistics Label',
inline='BT4', group='Backtest Framework')
lblTrdStat = input.bool(true, '', inline='BT4', group='Backtest Framework')

// -Calculations
═══════════════════════════════════════════════════════════════════════════════════
═ //

startBckTst = time > timenow - lenBckTst * 31556952000

var inTrade = false

var entryPrice = 0.
var exitPrice = 0.

if isBackTest

var capital = dasCapital

var trades = 0
var win = 0
var loss = 0

bullCandle = close > open

bearCandle = close < open
stopLossTrigger = ta.crossunder(close, entryPrice * (1 - stopLoss))

longCondition3 = buy //isTest ? isBull ? isSudden ? longAlertCondition3[1] and

not shortAlertCondition3 and bullCandle : longAlertCondition3[1] and bullCandle :
isSudden ? longAlertCondition3[1] and not shortAlertCondition3 :
longAlertCondition3[1] : isBull ? isSudden ? longAlertCondition3[2] and not
shortAlertCondition3[1] and bullCandle[1] : longAlertCondition3[2] and
bullCandle[1] : isSudden ? longAlertCondition3[2] and not shortAlertCondition3[1] :
longAlertCondition3[1]

shortCondition3 = sell //isTest ? isBear ? isSudden ? shortAlertCondition3[1]

and not longAlertCondition3 and bearCandle : shortAlertCondition3[1] and bearCandle
: isSudden ? shortAlertCondition3[1] and not longAlertCondition3 :
shortAlertCondition3[1] : isBear ? isSudden ? shortAlertCondition3[2] and not
longAlertCondition3[1] and bearCandle[1] : shortAlertCondition3[2] and
bearCandle[1] : isSudden ? shortAlertCondition3[2] and not longAlertCondition3[1] :
shortAlertCondition3[1]

stopLossCondition = isStopLoss ? inTrade and not shortCondition3 ?

stopLossTrigger : 0 : 0

if startBckTst and longCondition3 and not inTrade

entryPrice := open
inTrade := true
trades += 1

if lblInOutSL
label longLabel = label.new(bar_index, low, text='L', tooltip='entry
price : ' + str.tostring(entryPrice) + '\nentry value : ' + str.tostring(capital,
'#.##'), color=color.green, style=label.style_label_up, textcolor=color.white,
textalign=text.align_center, size=size.tiny)
longLabel

alert('long : probable trading opportunity, price ' + str.tostring(close),

alert.freq_once_per_bar)

if (shortCondition3 or stopLossCondition) and inTrade

exitPrice := stopLossCondition ? close : open
inTrade := false
capital *= (exitPrice / entryPrice)

if exitPrice > entryPrice

win += 1
win
else
loss += 1
loss

if lblInOutSL
text_1 = stopLossCondition ? 'SL' : 'TP'
label shortLabel = label.new(bar_index, high, text=text_1,
tooltip='change .......... : ' + str.tostring((exitPrice / entryPrice - 1) * 100,
'#.##') + '%\nentry/exit price : ' + str.tostring(entryPrice) + ' / ' +
str.tostring(exitPrice) + '\nnew capital ..... : ' + str.tostring(capital, '#.##'),
color=color.red, style=label.style_label_down, textcolor=color.white,
textalign=text.align_center, size=size.tiny)
shortLabel

alert('short : probable trading opportunity, price ' + str.tostring(close),

alert.freq_once_per_bar)

var label wLabel = na

if ta.change(time)
label.delete(wLabel[1])

if stopLossCondition
alert('stop loss condition, price ' + str.tostring(close),
alert.freq_once_per_bar)
 if lblTrdStat
var years = (timenow - time) / 31556952000

var yearsTxt = ''

var remarks = ''

if years < lenBckTst

lenBckTst := years
yearsTxt := str.tostring(lenBckTst, '#.##') + ' Years***'
remarks := '\n\n*longs only\n**final value, if trade active displays
estimated final value\n***max available data for selected timeframe : # of bars - '
+ str.tostring(bar_index)
remarks
else
yearsTxt := str.tostring(lenBckTst, '#.##') + ' Year(s)'
remarks := '\n\n*longs only\n**final value - if in trade, displays
estimated final value'
remarks

inTradeTxt = inTrade ? 'inTrade' : 'not inTrade'

estimated = inTrade ? capital * (close / entryPrice) : capital
entryTxt = inTrade ? str.tostring(entryPrice) : 'not inTrade'
lastTrdTxt = inTrade ? ', Gain/Loss ' + str.tostring((estimated / capital -
1) * 100, '#.##') + '%, Stop Loss ' + str.tostring(isStopLoss ? entryPrice * (1 -
stopLoss) : na) : ''
stopLossTxt = isStopLoss ? 'if last value falls by ' +
str.tostring(stopLoss * 100) + '% of entry price' : 'not applied'

tooltipTxt = 'entires/exit caclulations\n' + '-long entry , on next bar

when ewo crosses above its signal line (green labels up)\n' + '-take profit, on
next bar when ewo crosses below its signal line (red labels down)\n' + '-stop loss
' + stopLossTxt + remarks

label indiLabel = label.new(time, close, text='☼☾ Trade Statistics*, Trade

Period - ' + yearsTxt + '\n═════════════════════════════════════' + '\nSuccess
Ratio ...... : ' + str.tostring(win / trades * 100, '#') + '%' + ', # of Trades - '
+ str.tostring(trades) + ', Win/Loss - ' + str.tostring(win) + '/' +
str.tostring(loss) + '\nGain/Loss % ........ : ' + str.tostring((estimated /
dasCapital - 1) * 100, '#') + '%' + ', Initial/Final Value** - ' +
str.tostring(dasCapital) + ' / ' + str.tostring(estimated, '#') + '\n\nCurrent
TradeStatus - ' + inTradeTxt + lastTrdTxt + '\
n═════════════════════════════════════' + '\nEntry Price/Value . : ' + entryTxt + '
/ ' + str.tostring(capital, '#.##') + ' ' + inTradeTxt + '\nLast Price/Value ... :
' + str.tostring(close) + ' / ' + str.tostring(estimated, '#.##') + ' ' +
inTradeTxt, tooltip=tooltipTxt, color=inTrade ? estimated / dasCapital > 1 ?
color.teal : color.maroon : color.gray, xloc=xloc.bar_time,
style=label.style_label_left, textcolor=color.white, textalign=text.align_left)

label.set_x(indiLabel, label.get_x(indiLabel) + math.round(ta.change(time)

* 5))
label.delete(indiLabel[1])

// -Plotting
═══════════════════════════════════════════════════════════════════════════════════
═ //

bgcolor(isBackTest and startBckTst and startBckTst != startBckTst[1] ? color.blue :

na, transp=90)
plot(inTrade ? entryPrice : exitPrice > 0 ? exitPrice : na, title='Entry/Exit Price
Line', color=inTrade ? color.green : color.red, style=plot.style_circles)