RicardoSantos

[STRATEGY][RS]5 Min. MACD Triple Convergence V0

request for: khizon01
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//@version=2
strategy(title='[STRATEGY][RS]5 Min. MACD Triple Convergence V0', shorttitle='S', overlay=true, initial_capital=100000, currency=currency.USD)
trade_size = 10000
stop_loss_in_ticks = input(150)
take_profit_in_ticks = input(250)
src = close
//  ||  Trading Session
USE_TRADESESSION = input(title='Use Trading Session?', type=bool, defval=true)
trade_session = input(title='Trade Session:', type=string, defval='0300-1500', confirm=false)
istradingsession = not USE_TRADESESSION ? false : not na(time('1', trade_session))
bgcolor(istradingsession?gray:na)
//  ||  15, 30, 60 minute timeframes / 5 minutes
//  ||  MACD length inputs:
tf01_fast = 3
tf01_slow = 9
tf02_fast = 6
tf02_slow = 18
tf03_fast = 12
tf03_slow = 36
//  ||  MACD's
macd01 = ema(src, tf01_fast) - sma(src, tf01_slow)
macd02 = ema(src, tf02_fast) - sma(src, tf02_slow)
macd03 = ema(src, tf03_fast) - sma(src, tf03_slow)
//  ||  MACD plot()s
plot(close+macd01, color=black)
plot(close+macd02, color=gray)
plot(close+macd03, color=silver)
//  ||  Trading Conditions
buy_signal = istradingsession and macd01 > macd02 and macd02 > macd03
sel_signal = istradingsession and macd01 < macd02 and macd02 < macd03
close_all = not istradingsession
//  ||  Trade operations
strategy.entry('buy', long=true , qty=trade_size, comment='buy' , when=buy_signal)
strategy.entry('sel', long=false, qty=trade_size, comment='sell', when=sel_signal)
strategy.exit('exit buy', from_entry='buy', profit=take_profit_in_ticks, loss=stop_loss_in_ticks)
strategy.exit('exit sel', from_entry='sel', profit=take_profit_in_ticks, loss=stop_loss_in_ticks)
strategy.close_all(close_all)
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