Fadior

Strategy CCT Bollinger Band Oscillator

1500 12 150
This strategy buy when ema crossover CCT             BB oscillator and sell when crossunder. No SL neither TP only trailling stop at 1$. CCT             BB oscillator is LaztBear indicator. Thanks to him.
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//@version=2
strategy(title="Strategy CCT Bollinger Band Oscillator", shorttitle="Hornkild", calc_on_order_fills=true, default_qty_type=strategy.percent_of_equity, default_qty_value=50, overlay=false)

length=input(65)
lengthMA=input(30)
src=close
cctbbo=100 * ( src + 2*stdev( src, length) - sma( src, length ) ) / ( 4 * stdev( src, length ) )

//ul=hline(100, color=gray, editable=true)
//ll=hline(0, color=gray)
//hline(50, color=gray)
//fill(ul,ll, color=blue)
//plot(cctbbo, color=blue, linewidth=2)
//plot(ema(cctbbo, lengthMA), color=red)

TP = input(0) * 10
SL = input(0) * 10
TS = input(1) * 10
TO = input(10) * 10
CQ = 100

TPP = (TP > 0) ? TP : na
SLP = (SL > 0) ? SL : na
TSP = (TS > 0) ? TS : na
TOP = (TO > 0) ? TO : na

longCondition = crossover(cctbbo, ema(cctbbo, lengthMA))
if (longCondition)
    strategy.entry("Long", strategy.long)


shortCondition = crossunder(cctbbo, ema(cctbbo, lengthMA))
if (shortCondition)
    strategy.entry("Short", strategy.short)

strategy.exit("Close Short", "Short", qty_percent=CQ, profit=TPP, loss=SLP, trail_points=TSP, trail_offset=TOP)
strategy.exit("Close Long", "Long", qty_percent=CQ, profit=TPP, loss=SLP, trail_points=TSP, trail_offset=TOP)
calc_on_order_fills=true - repaint :(
Reply
nice thx for share!
A question what is this "TO" ? in the settings
thx and greetings
Reply
Fadior AcerGold
Hi, TO is the trailing stop price (specified in ticks). From the documentation : "The offset in ticks to determine initial price of the trailing stop order: X ticks lower than 'trail_price' or 'trail_points' to exit long position; X ticks higher than 'trail_price' or 'trail_points' to exit short position. The default value is 'NaN'. "
+1 Reply
AcerGold Fadior
oh and i think "TS" was trailling stop, what is then "TS"? thx
Reply
Fadior AcerGold
TS is used to fire trailing stop order.
+1 Reply
sttdev = 20
ema = 2
TS= 1.3%

Reply
Some remarks about this strategy :

- backtest doen't recalculate on every tick so historical performance for intrabar trades are biased
- if you want to try use daily candle -> midnight signal
- it is best to have trailing stop in ercent of the current price : 1.3% correspond to ~ 5$

offset = input(0.013, type=float, step=0.01)
TO = close*Offset*100 // 5-digits
TO = close*Offset // 2-digits
Reply
Thanks for the share. There is an option in the back test settings to recalculate on every tick, and recalculate after close. Not sure if it'll help you, but worth checking out.
Reply
Fadior CryptoRox
Hi, unforunnatly it is said in the documentation the parameter does not affect strategy calculation on historical data.
Reply
Too bad. That'd explain why I've never been able to figure it out. haha. Thanks for letting me know.
Reply
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