GBPNZD ROC RF count strategy por forexpirate

gbpnzd gbpjpy roc count 1hr rateofchange

Code takes six pairs that are highly correlated to GBPNZD and determines if their ROC's are increasing or decreasing. If a pair has an increasing ROC it is given a 1, if decreasing a -1. The numbers are all added up (this is similar to a count for counting cards in blackjack). If the count goes positive the strategy enters a long position, if negative a short position.

Code is tuned for GBPNZD for 1HR chart. Returns $97 on an initial balance of $100 (if I am reading Tradingview Tester correctly)
*** Should work for GBPJPY, its has the same correlated pairs

Comments welcomed

Script de código aberto

Dentro do verdadeiro espírito TradingView, o autor deste script publicou ele como um script de código aberto, para que os traders possam compreender e checar ele. Um viva ao autor! Você pode usá-lo gratuitamente, mas a reutilização deste código em uma publicação é regida pelas Regras da Casa. Você pode favoritá-lo para usá-lo em um gráfico.

Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.

Quer usar esse script no gráfico?

//@version=2
strategy("GBPNZD ROC RF count",default_qty_type = strategy.percent_of_equity, default_qty_value = 100,currency="USD",initial_capital=100)

l=input(title="ROC Length",defval=40)
s = input(title="Smoother", type=integer,defval=26, minval=1)

p0 = "FX_IDC:gbpaud"
p1 = "gbpsgd"
p3 = "FX_IDC:eurgbp"
p6 = "gbpjpy"
p7 = "gbpnzd"
p8 = "gbpusd"
s0= security(p0, period, close)
s1= security(p1, period, close)
s3= security(p3, period, close)
s6= security(p6, period, close)
s7= security(p7, period, close)
s8= security(p8, period, close)
r0 = roc(s0, l)
r1 = roc(s1, l)
r3 = roc(s3, l)
r6 = roc(s6, l)
r7 = roc(s7, l)
r8 = roc(s8, l)
c0=iff( r0 > 0,1,0)
cc0=iff( (r0<  0),-1,0)
c1=iff( r1 > 0,1,0)
cc1=iff( (r1<  0),-1,0)
c3=iff( r3 > 0,-1,0)
cc3=iff( (r3 < 0),1,0)
c6=iff( r6 > 0,1,0)
cc6=iff( (r6<  0),-1,0)
c7=iff( r7 > 0,1,0)
cc7=iff( (r7 < 0),-1,0)
c8=iff( r8 > 0,1,0)
cc8=iff( (r8  <0),-1,0)
count = sma(c3+cc3+c0+cc0+c1+c6+cc1+cc6+c7+cc7+c8+cc8,5)
cs=sma(count,s)

plot(cs,color=yellow)
hline(0,color=aqua,linewidth=1,editable=true)


inpTakeProfit = input(defval = 0, title = "Take Profit", minval = 0)
inpStopLoss = input(defval = 0, title = "Stop Loss", minval = 0)
inpTrailStop = input(defval = 0, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)
useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na
useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na
useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na
useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na

longCondition = crossover(cs,0) 
shortCondition = crossunder(cs,0) 
strategy.entry(id = "Long", long=true, when = longCondition)
strategy.close(id = "Long", when = shortCondition)
strategy.entry(id = "Short", long=false, when = shortCondition)
strategy.close(id = "Short", when = longCondition)
strategy.exit("Exit Long", from_entry = "Long", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
strategy.exit("Exit Short", from_entry = "Short", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)