SeaSide420

MultiCross v4.20

Quad-HullMA-cross & VWMA & MacD & TSI combination

Version 4.20

added script for strategy settings to be already correct when strategy loads onto chart:
calc_on_order_fills= true, calc_on_every_tick=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0
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//@version=2
//                                                    Quad-HullMA-cross & VWMA & MacD & TSI combination  <<<<< by SeaSide420 >>>>>>
strategy("MultiCross420", overlay=true, calc_on_order_fills= true, calc_on_every_tick=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0)
keh=input(title="Double HullMA 1",type=integer,defval=7, minval=1)
teh=input(title="Double HullMA 2",type=integer,defval=14, minval=1)
meh=input(title="VWMA",type=integer,defval=1, minval=1)
meh1=vwma(close,round(meh))
n2ma=2*wma(close,round(keh/2))
nma=wma(close,keh)
diff=n2ma-nma,sqn=round(sqrt(keh))
n2ma1=2*wma(close[2],round(keh/2))
nma1=wma(close[2],keh)
diff1=n2ma1-nma1,sqn1=round(sqrt(keh))
n1=wma(diff,sqn)
n2=wma(diff1,sqn)
b=n1>n2?lime:red
c=n1>n2?green:red
n2ma3=2*wma(close,round(teh/2))
nma2=wma(close,teh)
diff2=n2ma3-nma2,sqn2=round(sqrt(teh))
n2ma4=2*wma(close[2],round(teh/2))
nma3=wma(close[2],teh)
diff3=n2ma4-nma3,sqn3=round(sqrt(teh))
n3=wma(diff2,sqn2)
n4=wma(diff3,sqn3)
fastLength = input(title="MacD fastLength", type=integer,defval=7)
slowlength = input(title="MacD slowlength", type=integer,defval=14)
MACDLength = input(title="MacD Length", type=integer,defval=3)
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
delta = MACD - aMACD
a1=plot(n1,color=c),a2=plot(n2,color=c)
plot(cross(n1, n2) ? n1 : na, style = cross, color=b, linewidth = 3)
a3=plot(n3,color=c),a4=plot(n4,color=c)
plot(cross(n3, n4) ? n1 : na, style = cross, color=b, linewidth = 3)
//a5=plot(meh1,color=c)
long = input(title="TSI Long Length", type=integer, defval=5)
short = input(title="TSI Short Length", type=integer, defval=3)
signal = input(title="TSI Signal Length", type=integer, defval=2)
linebuy = input(title="TSI Upper Line", type=integer, defval=4)
linesell = input(title="TSI Lower Line", type=integer, defval=-4)
price = close
double_smooth(src, long, short) =>
    fist_smooth = ema(src, long)
    ema(fist_smooth, short)
pc = change(price)
double_smoothed_pc = double_smooth(pc, long, short)
double_smoothed_abs_pc = double_smooth(abs(pc), long, short)
tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc)
closelong = n1<n2 and n3<n4 and n1>meh1
if (closelong)
    strategy.close("Long")
closeshort = n1>n2 and n3>n4 and n1<meh1
if (closeshort)
    strategy.close("Short") 
longCondition = strategy.opentrades<1 and n1>n2 and MACD>aMACD and n1<meh1 and n3>n4 and ema(tsi_value, signal)>linesell
if (longCondition)
    strategy.entry("Long",strategy.long)
shortCondition = strategy.opentrades<1  and n1<n2 and MACD<aMACD and n1>meh1 and n3<n4 and ema(tsi_value, signal)<linebuy
if (shortCondition)
    strategy.entry("Short",strategy.short)
@SeaSide420 Nice work! One question: Does strategy repaint? Tks!
+1 Reply
SeaSide420 AllMountain
@AllMountain, yes.
it needs to be edited.
everywhere it says ""close"", change to a ""ohlc4""
Reply
SeaSide420 SeaSide420
@SeaSide420, ohlc4 but change the things to brackets. this website not allow to type brackets
Reply
SeaSide420 SeaSide420
@SeaSide420, oh ffs
Reply
SeaSide420 SeaSide420
@SeaSide420, ohlc4/1/
Reply
SeaSide420 SeaSide420
@SeaSide420, but change the / to brackets
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AllMountain SeaSide420
@SeaSide420, Thank you so much bro!
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@seaside420, would love to discuss how you came up with this strategy, i'm currently working on an ichimoku strategy but this in itself is very unique based on the amount of trades (opportunities) that you're able to take. Love it, good work.
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try this.... backtest(default setting) on BTC/USD (5 year)
start:$100,000 finish:$1,074,534,000
(100k into 1 trillion) o_0
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