// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.

0
at https://mozilla.org/MPL/2.0/
// Join our channel for more free tools: https://t.me/jonavyfxtrade

//@version=5
//
VERSION = 'v11'// 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 ===
res = input.timeframe(title='TIMEFRAME', defval='30', group ="NON REPAINT")
useRes = input(defval=true, title='Use Alternate Signals')
intRes = input(defval=18, title='Multiplier for Alernate Signals')
stratRes = 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=['TEMA',
'HullMA', '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?')
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'])
// === /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.isrealtime ? 1 : 0])

htfHigh = rp_security(syminfo.tickerid, res, high)

htfLow = rp_security(syminfo.tickerid, res, low)

// Main Indicator
securityNoRep(sym, res, src) => request.security(sym, res, src, barmerge.gaps_off,
barmerge.lookahead_on)
f_chartTfInMinutes() =>
float _resInMinutes = timeframe.multiplier * (
timeframe.isseconds ? 1 :
timeframe.isminutes ? 1. :
timeframe.isdaily ? 60. * 24 :
timeframe.isweekly ? 60. * 24 * 7 :
timeframe.ismonthly ? 60. * 24 * 30.4375 : na)

// Get components
rsiPeriod = input.int(14, title="RSI Period", minval=1)
rsiOverbought = input.int(70, title="RSI Overbought Level")
rsiOversold = input.int(30, title="RSI Oversold Level")
rsi = ta.rsi(close, rsiPeriod)
rsiOb = rsi > 60 and rsi > ta.ema(rsi, 20)
rsiOs = rsi < 40 and rsi < ta.ema(rsi, 20)

ema = ta.ema(close, 20)

emaBull = close > ema

////////////////////////////////////////////////////////
// === 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, use, res) =>
 security_1 = request.security(syminfo.tickerid, res, exp,
gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on)
use ? security_1 : exp

// === /BASE FUNCTIONS ===

// === SERIES SETUP ===
closeSeries = variant(basisType, close[delayOffset], basisLen, offsetSigma,
offsetALMA)
openSeries = variant(basisType, open[delayOffset], basisLen, offsetSigma,
offsetALMA)
// === /SERIES ===

// Get Alternate resolution Series if selected.

//closeSeriesAlt = rp_security(syminfo.tickerid, stratRes, closeSeries)
//reso(closeSeries, useRes, stratRes) //stratRes)
//openSeriesAlt = rp_security(syminfo.tickerid, stratRes, openSeries)
//reso(openSeries, useRes, stratRes) //stratRes)

// Get Alternate resolution Series if selected.

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

// Mean ATR Filter

//
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// Define ATR parameters
i_atrFilterEnabled = input.bool(defval = false , title = "Enable Mean ATR Filter -
1", tooltip = "Enable if you would like to conditionally have entries incorporate
EMA as a filter where source is above/below the ATR line", group ="Mean ATR Filter"
)
i_atrLength = 14
i_atrValue = ta.atr(i_atrLength)
i_maxHistoricalATR = ta.highest(i_atrValue, 20)
i_minHistoricalATR = ta.lowest(i_atrValue, 20)
i_normalizedATR = (i_atrValue - i_minHistoricalATR) / (i_maxHistoricalATR -
i_minHistoricalATR)
bool i_atrConditionBull = i_atrFilterEnabled ? i_normalizedATR > 0.2 : true
bool i_atrConditionBear = i_atrFilterEnabled ? i_normalizedATR > 0.5 : true

// ATR Filter
//
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// Define ATR parameters
i_atrFilterEnabled2 = input.bool(defval = false , title = "Enable Mean ATR Filter -
2", tooltip = "Enable if you would like to conditionally have entries incorporate
EMA as a filter where source is above/below the ATR line", group ="Mean ATR Filter"
)
i_atrLength2 = 14
i_atrValue2 = ta.atr(i_atrLength)
i_prevatrValue2 = ta.atr(i_atrLength)[2]
bool i_atrCondition2 = i_atrFilterEnabled2 ? i_atrValue2 > i_prevatrValue2 : true

// Volume Filter
//
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// Volume filter
i_volumeFilterEnabled = input.bool(defval = false , title = "Enable Volume Filter -
1", tooltip = "Enable if you would like to conditionally have entries incorporate
EMA as a filter where source is above/below the Volume EMA line", group ="Volume
Filter" )
i_minVolume = ta.sma(volume, 14) * 1.5
i_isVolumeHigh = volume > i_minVolume
bool isVolumeFilterEnabledAndCloseAboveMA = i_volumeFilterEnabled ?
i_isVolumeHigh : true

// RSI & 20 EMA Filter

//
░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
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i_EMARSIFilterEnabled = input.bool(defval = false , title = "Enable RSI and 20 EMA
Filter - 1", tooltip = "Enable if you would like to conditionally have entries
incorporate EMA as a filter where source is above/below the Volume EMA line", group
="Volume Filter" )
bool isFilterRSIandEMABull = i_EMARSIFilterEnabled ? emaBull and rsiOb : true
bool isFilterRSIandEMABear = i_EMARSIFilterEnabled ? not emaBull and rsiOs : true

// EMA Filter
//
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i_emaFilterEnabled = input.bool(defval = false , title = "Enable EMA Filter",

tooltip = "Enable if you would like to conditionally have entries incorporate EMA
as a filter where source is above/below the EMA line", group ="EMA Filter" )
i_emaLength = input.int(200, title="EMA Length", minval=1, group ="EMA Filter")
i_emaSource = input.source(close,"EMA Source" , group ="EMA Filter")
emaValue = i_emaFilterEnabled ? ta.ema(i_emaSource, i_emaLength) : na
bool isEMAFilterEnabledAndCloseAboveMA = i_emaFilterEnabled ? i_emaSource >
emaValue : true
bool isEMAFilterEnabledAndCloseBelowMA = i_emaFilterEnabled ? i_emaSource <
emaValue : true

// ADX Filter
//
░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
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i_adxFilterEnabled = input.bool(defval = false , title = "Enable ADX Filter",

tooltip = "Enable if you would like to conditionally have entries incorporate ADX
as a filter", group ="ADX Filter" )
i_adxVariant = input.string('ORIGINAL', title='ADX Variant', options=['ORIGINAL',
'MASANAKAMURA'], group ="ADX Filter" )
i_adxSmoothing = input.int(14, title="ADX Smoothing", group="ADX Filter")
i_adxDILength = input.int(14, title="DI Length", group="ADX Filter")
i_adxLowerThreshold = input.float(25, title="ADX Threshold", step=.5, group="ADX
Filter")

calcADX_Masanakamura(int _len) =>

_smoothedTrueRange = 0.0
_smoothedDirectionalMovementPlus = 0.0
_smoothed_directionalMovementMinus = 0.0
_trueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))),
math.abs(low - nz(close[1])))
_directionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ?
math.max(high - nz(high[1]), 0) : 0
_directionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ?
math.max(nz(low[1]) - low, 0) : 0
_smoothedTrueRange := nz(_smoothedTrueRange[1]) - nz(_smoothedTrueRange[1]) /
_len + _trueRange
_smoothedDirectionalMovementPlus := nz(_smoothedDirectionalMovementPlus[1]) -
nz(_smoothedDirectionalMovementPlus[1]) / _len + _directionalMovementPlus
_smoothed_directionalMovementMinus := nz(_smoothed_directionalMovementMinus[1])
- nz(_smoothed_directionalMovementMinus[1]) / _len + _directionalMovementMinus
DIP = _smoothedDirectionalMovementPlus / _smoothedTrueRange * 100
DIM = _smoothed_directionalMovementMinus / _smoothedTrueRange * 100
_DX = math.abs(DIP - DIM) / (DIP + DIM) * 100
adx = ta.sma(_DX, _len)
[DIP, DIM, adx]

[DIPlusO, DIMinusO, ADXO] = ta.dmi(i_adxDILength, i_adxSmoothing)

[DIPlusM, DIMinusM, ADXM] = calcADX_Masanakamura(i_adxDILength)

adx = i_adxFilterEnabled and i_adxVariant == "ORIGINAL" ? ADXO : ADXM

bool isADXFilterEnabledAndAboveThreshold = i_adxFilterEnabled ? adx >
i_adxLowerThreshold and adx > adx[1]: true

//INDICATOR CALCULATIONS

//CONDITIONS

i_RSIFilterEnabled = input.bool(defval = false , title = "Enable RSI Filter",

tooltip = "Enable if you would like to conditionally have entries incorporate RSI
as a filter where source is above/below the RSI line", group ="RSI Filter" )
// 2. RSI Calculation
rma(float source = close, float length = 9)=>
float alpha = 1 / length
var float smoothed = na
smoothed := alpha * source + (1 - alpha) * nz(smoothed[1])

rsi(float source, int length)=>

float up = math.max(source - source[1], 0)
float down = math.max(source[1] - source, 0)
float rs = ta.ema(up, length) / ta.ema(down, length)
float rsi = 100 - 100 / (1 + rs)
rsi
xRSI = rsi(close, 14)
bool isRSILong = i_RSIFilterEnabled ? xRSI > 50 or xRSI > ta.ema(xRSI, 30): true
bool isRSIShort = i_RSIFilterEnabled ? xRSI < 50 or xRSI < ta.ema(xRSI, 30) : true

// 4. Condition for Bollinger Band

i_BBFilterEnabled = input.bool(defval = false , title = "Enable BB Filter", tooltip
= "Enable if you would like to conditionally have entries incorporate ADX as a
filter where source is above/below the BB line", group ="BB Filter" )
// 4. Bollinger Band calculation
[middle, upper, lower] = ta.bb(close, 20, 2)
bool isBBLong = i_BBFilterEnabled ? upper > upper [1] : true
bool isBBShort = i_BBFilterEnabled ? lower < lower [1] : true

//<triggers>
lxTrigger = false
sxTrigger = false
leTrigger = ta.crossover (closeSeriesAlt, openSeriesAlt) and isRSILong and
isBBLong and isEMAFilterEnabledAndCloseAboveMA and i_atrCondition2 and
i_atrConditionBull and isVolumeFilterEnabledAndCloseAboveMA
seTrigger = ta.crossunder(closeSeriesAlt, openSeriesAlt) and isRSIShort and
isBBShort and isEMAFilterEnabledAndCloseBelowMA and i_atrCondition2 and
i_atrConditionBear and isVolumeFilterEnabledAndCloseAboveMA

// === ALERT conditions

xlong = leTrigger //ta.crossover(closeSeriesAlt, openSeriesAlt)
xshort = seTrigger //ta.crossunder(closeSeriesAlt, openSeriesAlt)
longCond = xlong // alternative: longCond[1]? false : (xlong or xlong[1]) and
close>closeSeriesAlt and close>=open
shortCond = xshort // alternative: shortCond[1]? false : (xshort or xshort[1]) and
close<closeSeriesAlt and close<=open
// === /ALERT conditions.
buy = xlong //ta.crossover(closeSeriesAlt, openSeriesAlt)
sell = xshort //ta.crossunder(closeSeriesAlt, openSeriesAlt)

plotshape(buy, title = "Buy", text = 'Buy', style = shape.labelup, location =

location.belowbar, color= #39ff14, textcolor = #FFFFFF, transp = 0, size =
size.tiny)
plotshape(sell, title = "Sell", text = 'Sell', style = shape.labeldown, location =
location.abovebar, color= #ff1100, textcolor = #FFFFFF, transp = 0, size =
size.tiny)

// === 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
if buy
// strategy.close("Short" , alert_message = i_alert_txt_exit_short)
strategy.entry("Long" , strategy.long , alert_message = i_alert_txt_entry_long)

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

// 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
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

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

if i_showMonthlyPerformance
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
//
###################################################################################
###############//
// This indicator is modified or developed by [DM] D.Martinez
// Original Autor: # Release Date: # Publication: #
// Copyright: © D.Martinez 2020 to present
// Title: 000.2 b1 Alma Moving Average Ribbon Reverse Length [ [DM]
// Release : SEP/1192021 : First release
// Update : MMM/DD/YYYY : na
// Script may be freely distributed under the MIT license
//
###################################################################################
###############//
//indicator(title='Alma Moving Average Ribbon Reverse Length [', shorttitle='RLA
MA', overlay=true)
/// Security Function///
//f_security(_symbol, _res, _src, _repaint) =>
// request.security(_symbol, _res, _src[_repaint ? 0 : barstate.isrealtime ? 1 :
0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1]
/// Inputs ///
useMAS = input(false, 'Use Moving Averages', group='Source settings')
source = close
cstm_res = input.timeframe(defval='', title='Resolution', group='Source settings',
tooltip='Custom resolution for function security, be careful sometimes you plot the
plots from wrong references.')
frep_src = input.bool(defval=false, title='Allow Repainting', group='Source
settings', tooltip='Function Repaint')
src_opt = input.source(defval=close, title='Main Source', group='Source settings',
tooltip='Main Source')
alrt_00 = input.bool(defval=true, title='Active Alerts', group='Alert Settings',
tooltip='Active or desactive all alerts Active or desactive all alerts')
alrt_04 = input.bool(defval=false, title='Active Visual TrendAlerts', group='Alert
Settings', tooltip='Active or desactive all plotshape with trend direction alerts')
sfty_rnge = input.int(defval=00001, minval=00000, maxval=01000, step=00001,
title='Offset For Visual Alerts', group='Alert Settings', tooltip='Offset Value to
shot visul alerts')
alrt_01 = input.string(defval='#08', title='First source signal to activate alert',
options=['#08', '#07', '#06', '#05', '#04', '#03', '#02', '#01'], group='Alert
Settings', tooltip='First signal used for the crossing with the second signal then
in the third field choose the type of crossing ')
alrt_02 = input.string(defval='#07', title='Second source signal to activate
alert', options=['#07', '#06', '#05', '#04', '#03', '#02', '#01'], group='Alert
Settings', tooltip='Second signal used for the crossing with the first signal then
in the third field choose the type of crossing ')
alrt_03 = input.string(defval='ALL', title='Condition to activate alert',
options=['OVER', 'UNDER', 'ALL'], group='Alert Settings', tooltip='Choose the type
of crossing for both signals')
log_swch = input.bool(defval=false, title='Use log scale?', group='Source
settings', tooltip='Use log scale i the ind=icator')
fill_opt = input.bool(defval=true, title='Fill body of plots', group='Color
options', tooltip='Show Or Hide Colored Space Betwen The Plots')
main_len = input.int(defval=00423, minval=00001, maxval=01000, step=00001,
title='Alma Main Length', group='Lenght settings', tooltip='Default Value 423')
ofs_alma = input.float(defval=00.85, minval=00.01, maxval=00001, step=00.01,
title='Main Offset Alma', group='Lenght settings', tooltip='Default Value 0.85')
sig_alma = input.int(defval=00006, minval=00001, maxval=01000, step=00001,
title='Main Sigma Alma', group='Lenght settings', tooltip='Default Value 6')
/// Source ///
//ALMAsource = log_swch ? f_secureSecurity(syminfo.tickerid, cstm_res,
math.log(open), frep_src) : f_secureSecurity(syminfo.tickerid, cstm_res, open,
frep_src)
ALMAsource = log_swch ? rp_security(syminfo.tickerid, cstm_res, math.log(open)) :
rp_security(syminfo.tickerid, cstm_res, open)
/// Brain & Autolength ///
alma_ma_01 = ta.alma(source, main_len, ofs_alma, sig_alma)
length_02 = math.round(main_len / math.phi)
alma_ma_02 = ta.alma(source, length_02, ofs_alma, sig_alma)
length_03 = math.round(length_02 / math.phi)
alma_ma_03 = ta.alma(source, length_03, ofs_alma, sig_alma)
length_04 = math.round(length_03 / math.phi)
alma_ma_04 = ta.alma(source, length_04, ofs_alma, sig_alma)
length_05 = math.round(length_04 / math.phi)
alma_ma_05 = ta.alma(source, length_05, ofs_alma, sig_alma)
length_06 = math.round(length_05 / math.phi)
alma_ma_06 = ta.alma(source, length_06, ofs_alma, sig_alma)
length_07 = math.round(length_06 / math.phi)
alma_ma_07 = ta.alma(source, length_07, ofs_alma, sig_alma)
length_08 = math.round(length_07 / math.phi)
alma_ma_08 = ta.alma(source, length_08, ofs_alma, sig_alma)
length_0x = math.round(length_08 / math.phi)
alma_ma_0x = ta.alma(source, length_0x, ofs_alma, sig_alma)
/// Colors ///
fxc_heatmap_ad_pro_0(_source) => //(_source, _center, _steps, _c_bearWeak,
_c_bearStrong, _c_bullWeak, _c_bullStrong)
ad_center = input.int(defval=000, minval=-100, maxval=100, step=001,
title='centerline', group='A/D Plots Colors Gradient', tooltip='(- ∞ to ∞)
centerline used to determine if signal is bullish/bearish')
ad_steps = input.int(defval=020, minval=0002, maxval=423, step=001,
title='Steps in the gradient', group='A/D Plots Colors Gradient', tooltip='Maximum
number of steps in the gradient from the weak color to the strong color')
ca_bullStrong = input.color(color.rgb(000, 255, 000, 035), title='Advanced
signal bull strong%', group='A/D Plots Colors Gradient', tooltip='Setting colors
AD')
ca_bullWeak = input.color(color.rgb(000, 255, 050, 055), title='Advanced signal
bull weak', group='A/D Plots Colors Gradient', tooltip='Setting colors AD')
cd_bearWeak = input.color(color.rgb(255, 000, 050, 055), title='Declined signal
bear weak', group='A/D Plots Colors Gradient', tooltip='Setting colors AD')
cd_bearStrong = input.color(color.rgb(255, 000, 000, 035), title='Declined
signal bear strong', group='A/D Plots Colors Gradient', tooltip='Setting colors
AD')
var float _qtyAdvDec = 0.
var float _maxSteps = math.max(1, ad_steps)
bool _xUp = ta.crossover(_source, ad_center)
bool _xDn = ta.crossunder(_source, ad_center)
float _chg = ta.change(_source)
 bool _up = _chg > 0
bool _dn = _chg < 0
bool _srcBull = _source > ad_center
bool _srcBear = _source < ad_center
_qtyAdvDec := _srcBull ? _xUp ? 1 : _up ? math.min(_maxSteps, _qtyAdvDec + 1) :
_dn ? math.max(1, _qtyAdvDec - 1) : _qtyAdvDec : _srcBear ? _xDn ? 1 : _dn ?
math.min(_maxSteps, _qtyAdvDec + 1) : _up ? math.max(1, _qtyAdvDec - 1) :
_qtyAdvDec : _qtyAdvDec
var color _return = na
_return := _srcBull ? color.from_gradient(_qtyAdvDec, 1, _maxSteps,
ca_bullWeak, ca_bullStrong) : _srcBear ? color.from_gradient(_qtyAdvDec, 1,
_maxSteps, cd_bearWeak, cd_bearStrong) : _return
_return

fxc_heatmap_ad_pro_2(_source) => //(_source, _center, _steps, _c_bearWeak,

_c_bearStrong, _c_bullWeak, _c_bullStrong)
ad_center = input.int(defval=000, minval=-100, maxval=100, step=001,
title='centerline', group='A/D Fill Colors Gradient', tooltip='(- ∞ to ∞)
centerline used to determine if signal is bullish/bearish')
ad_steps = input.int(defval=020, minval=0002, maxval=423, step=001,
title='Steps in the gradient', group='A/D Fill Colors Gradient', tooltip='Maximum
number of steps in the gradient from the weak color to the strong color')
ca_bullStrong = input.color(color.rgb(000, 255, 000, 070), title='Advanced
signal bull strong%', group='A/D Fill Colors Gradient', tooltip='Setting colors
AD')
ca_bullWeak = input.color(color.rgb(000, 255, 050, 085), title='Advanced signal
bull weak', group='A/D Fill Colors Gradient', tooltip='Setting colors AD')
cd_bearWeak = input.color(color.rgb(255, 000, 050, 085), title='Declined signal
bear weak', group='A/D Fill Colors Gradient', tooltip='Setting colors AD')
cd_bearStrong = input.color(color.rgb(255, 000, 000, 070), title='Declined
signal bear strong', group='A/D Fill Colors Gradient', tooltip='Setting colors AD')
var float _qtyAdvDec = 0.
var float _maxSteps = math.max(1, ad_steps)
bool _xUp = ta.crossover(_source, ad_center)
bool _xDn = ta.crossunder(_source, ad_center)
float _chg = ta.change(_source)
bool _up = _chg > 0
bool _dn = _chg < 0
bool _srcBull = _source > ad_center
bool _srcBear = _source < ad_center
_qtyAdvDec := _srcBull ? _xUp ? 1 : _up ? math.min(_maxSteps, _qtyAdvDec + 1) :
_dn ? math.max(1, _qtyAdvDec - 1) : _qtyAdvDec : _srcBear ? _xDn ? 1 : _dn ?
math.min(_maxSteps, _qtyAdvDec + 1) : _up ? math.max(1, _qtyAdvDec - 1) :
_qtyAdvDec : _qtyAdvDec
var color _return = na
_return := _srcBull ? color.from_gradient(_qtyAdvDec, 1, _maxSteps,
ca_bullWeak, ca_bullStrong) : _srcBear ? color.from_gradient(_qtyAdvDec, 1,
_maxSteps, cd_bearWeak, cd_bearStrong) : _return
_return

//=>OutPuts Colors
col_mav_01 = fxc_heatmap_ad_pro_0(alma_ma_02 - alma_ma_01)
col_maf_01 = fxc_heatmap_ad_pro_2(alma_ma_02 - alma_ma_01)
col_mav_02 = fxc_heatmap_ad_pro_0(alma_ma_03 - alma_ma_02)
col_maf_02 = fxc_heatmap_ad_pro_2(alma_ma_03 - alma_ma_02)
col_mav_03 = fxc_heatmap_ad_pro_0(alma_ma_04 - alma_ma_03)
col_maf_03 = fxc_heatmap_ad_pro_2(alma_ma_04 - alma_ma_03)
col_mav_04 = fxc_heatmap_ad_pro_0(alma_ma_05 - alma_ma_04)
col_maf_04 = fxc_heatmap_ad_pro_2(alma_ma_05 - alma_ma_04)
col_mav_05 = fxc_heatmap_ad_pro_0(alma_ma_06 - alma_ma_05)
col_maf_05 = fxc_heatmap_ad_pro_2(alma_ma_06 - alma_ma_05)
col_mav_06 = fxc_heatmap_ad_pro_0(alma_ma_07 - alma_ma_06)
col_maf_06 = fxc_heatmap_ad_pro_2(alma_ma_07 - alma_ma_06)
col_mav_07 = fxc_heatmap_ad_pro_0(alma_ma_08 - alma_ma_07)
col_maf_07 = fxc_heatmap_ad_pro_2(alma_ma_08 - alma_ma_07)
col_mav_08 = fxc_heatmap_ad_pro_0(alma_ma_0x - alma_ma_08)
col_maf_08 = fxc_heatmap_ad_pro_2(alma_ma_0x - alma_ma_08)
/// PLots ///
pl_ma_01 = plot(series=log_swch ? math.exp(alma_ma_01) : useMAS ? alma_ma_01 : na,
title='MA #01', color=col_mav_01, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #01', group='Offset MA Plots'),
editable=true, display=display.all)
pl_ma_02 = plot(series=log_swch ? math.exp(alma_ma_02) : useMAS ? alma_ma_02 : na,
title='MA #02', color=col_mav_02, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #02', group='Offset MA Plots'),
editable=true, display=display.all)
pl_ma_03 = plot(series=log_swch ? math.exp(alma_ma_03) : useMAS ? alma_ma_03 : na,
title='MA #03', color=col_mav_03, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #03', group='Offset MA Plots'),
editable=true, display=display.all)
pl_ma_04 = plot(series=log_swch ? math.exp(alma_ma_04) : useMAS ? alma_ma_04 : na,
title='MA #04', color=col_mav_04, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #04', group='Offset MA Plots'),
editable=true, display=display.all)
pl_ma_05 = plot(series=log_swch ? math.exp(alma_ma_05) : useMAS ? alma_ma_05 : na,
title='MA #05', color=col_mav_05, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #05', group='Offset MA Plots'),
editable=true, display=display.all)
pl_ma_06 = plot(series=log_swch ? math.exp(alma_ma_06) : useMAS ? alma_ma_06 : na,
title='MA #06', color=col_mav_06, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #06', group='Offset MA Plots'),
editable=true, display=display.all)
pl_ma_07 = plot(series=log_swch ? math.exp(alma_ma_07) : useMAS ? alma_ma_07 : na,
title='MA #07', color=col_mav_07, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #07', group='Offset MA Plots'),
editable=true, display=display.all)
pl_ma_08 = plot(series=log_swch ? math.exp(alma_ma_08) : useMAS ? alma_ma_08 : na,
title='MA #08', color=col_mav_08, linewidth=2, style=plot.style_line,
offset=input.int(defval=00, title='Offset MA #08', group='Offset MA Plots'),
editable=true, display=display.all)
/// Fill ///
fill(plot1=pl_ma_01, plot2=pl_ma_02, color=fill_opt ? col_maf_01 : na, title='Fill
color', editable=false, fillgaps=true, transp=90)
fill(plot1=pl_ma_02, plot2=pl_ma_03, color=fill_opt ? col_maf_02 : na, title='Fill
color', editable=false, fillgaps=true, transp=90)
fill(plot1=pl_ma_03, plot2=pl_ma_04, color=fill_opt ? col_maf_03 : na, title='Fill
color', editable=false, fillgaps=true, transp=90)
fill(plot1=pl_ma_04, plot2=pl_ma_05, color=fill_opt ? col_maf_04 : na, title='Fill
color', editable=false, fillgaps=true, transp=90)
fill(plot1=pl_ma_05, plot2=pl_ma_06, color=fill_opt ? col_maf_05 : na, title='Fill
color', editable=false, fillgaps=true, transp=90)
fill(plot1=pl_ma_06, plot2=pl_ma_07, color=fill_opt ? col_maf_06 : na, title='Fill
color', editable=false, fillgaps=true, transp=90)
fill(plot1=pl_ma_07, plot2=pl_ma_08, color=fill_opt ? col_maf_07 : na, title='Fill
color', editable=false, fillgaps=true, transp=90)
/// PlotShape ///
cal_psh_val = 100 * (alma_ma_08 - alma_ma_07) / (alma_ma_08 + alma_ma_07) + 100 *
((alma_ma_07 - alma_ma_06) / (alma_ma_07 + alma_ma_06))
psh_cond_all = cal_psh_val > 0 and cal_psh_val > cal_psh_val[sfty_rnge] ? 1 :
cal_psh_val < 0 and cal_psh_val < cal_psh_val[sfty_rnge] ? 2 : 3
plotshape(series=alrt_04 ? psh_cond_all == 1 ? true : na : na, title='Plotshape
Alert Bull', style=shape.triangleup, location=location.bottom,
color=color.new(color.green, 050), editable=true, size=size.tiny,
display=display.all)
plotshape(series=alrt_04 ? psh_cond_all == 2 ? true : na : na, title='Plotshape
Alert Bear', style=shape.triangledown, location=location.top,
color=color.new(color.red, 050), editable=true, size=size.tiny,
display=display.all)
///=>Fuction alert selection
f_crossalrt(ma01, ma02, crosstype) =>
src_01 = ma01 == '#08' ? alma_ma_01 : ma01 == '#07' ? alma_ma_02 : ma01 ==
'#06' ? alma_ma_03 : ma01 == '#05' ? alma_ma_04 : ma01 == '#04' ? alma_ma_05 : ma01
== '#03' ? alma_ma_06 : ma01 == '#02' ? alma_ma_07 : ma01 == '#01' ? alma_ma_08 :
0.0 // In doubt, return zero
src_02 = ma02 == '#07' ? alma_ma_02 : ma02 == '#06' ? alma_ma_03 : ma02 ==
'#05' ? alma_ma_04 : ma02 == '#04' ? alma_ma_05 : ma02 == '#03' ? alma_ma_06 : ma02
== '#02' ? alma_ma_07 : ma02 == '#01' ? alma_ma_08 : 0.0 // In doubt, return zero
cros_tp = crosstype == 'OVER' ? ta.crossover(src_01, src_02) : crosstype ==
'UNDER' ? ta.crossunder(src_01, src_02) : crosstype == 'ALL' ? ta.cross(src_01,
src_02) : na // In doubt
cros_tp
signal_alert = f_crossalrt(alrt_01, alrt_02, alrt_03)
///=>Alert post
if alrt_00 and signal_alert
alert('Symbol = (' + syminfo.tickerid + ') TimeFrame = (' + timeframe.period +
') Current Price (' + str.tostring(close) + ') The Moving Average Oscillator MA
Cross Alarm Has Been Activated', alert.freq_once_per_bar_close)
/// End Of The Code///

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
at https://mozilla.org/MPL/2.0/
// © niceGear68734

//@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)

//
===================================================================================
=======

// === Dashboard with Telegram Link ===

var table myTable = table.new(position.top_center, 1, 1, border_width=1,
frame_color=color.black, bgcolor=color.white)

// Add Telegram Message to Dashboard

table.cell(myTable, 0, 0, "Join Telegram @simpleforextools", bgcolor=color.blue,
text_color=color.white, text_size=size.normal)