FREE No Repeat- Futures

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © binancash

//@version=5
strategy(“Futures – New Script”, overlay=true, pyramiding=1, default_qty_type = strategy.fixed, default_qty_value = 200 )

stopPer = input(10, title=’Stop Loss %’) / 100
takePer = input(10, title=’Take Profit %’) / 100

longStop = strategy.position_avg_price * (1 – stopPer)
shortStop = strategy.position_avg_price * (1 + stopPer)
shortTake = strategy.position_avg_price * (1 – takePer)
longTake = strategy.position_avg_price * (1 + takePer)

low1d = request.security(symbol=syminfo.tickerid, timeframe=”60″, expression=low, lookahead=barmerge.lookahead_on)

//vwap start
point_lb = 5
point_rb = 5

//plot(close)
oh = math.max(open[5], open[4], open[3], open[2], open[1], open)
ol = math.min(open[4], open[3], open[2], open[1], open)

point_ph = ta.pivothigh(oh, point_lb, point_rb)
point_pl = ta.pivotlow(ol, point_lb, point_rb)

var float running_ph = na
var float running_pl = na

running_ph := running_ph
running_pl := running_pl

if point_ph
running_ph := point_ph

if point_pl
running_pl := point_pl

plot(running_ph, title = ‘R’, style = plot.style_circles, linewidth = 1,color=color.red, offset = -point_rb)
plot(running_ph, title = ‘R’, style = plot.style_circles, linewidth = 1,color=color.red, offset = 0)

plot(running_pl, title = ‘S’, style = plot.style_circles, linewidth = 1,color=color.blue,offset = -point_rb)
plot(running_pl, title = ‘S’, style = plot.style_circles, linewidth = 1,color=color.blue, offset = 0)

avg_change = (math.abs(open[10] – open[9]) + math.abs(open[9] – open[8]) + math.abs(open[8] – open[7]) + math.abs(open[7] – open[6]) + math.abs(open[6] – open[5]) + math.abs(open[5] – open[4]) + math.abs(open[4] – open[3]) + math.abs(open[3] – open[2]) + math.abs(open[2] – open[1]) + math.abs(open[1] – open[0]))/10

 

avg = (open[10] + open[9] + open[8] + open[7] + open[6] + open[5] + open[4] + open[3] + open[2] + open[1])/10

o_h = math.max(open[3], open[2], open[1])
o_l = math.min(open[3], open[2], open[1])
o_o = open[1]
o_c = open

src(_src) =>
Close = (o_h + o_l + o_o + o_c)/4
Open = (o_o + o_c) / 2
High = math.max(o_h, math.max(Open, Close))
Low = math.min(o_l, math.min(Open, Close))
HL2 = math.avg(High, Low)
HLC3 = math.avg(High, Low, Close)
OHLC4 = math.avg(Open, High, Low, Close)
Price = _src == ‘close’ ? Close : _src == ‘open’ ? Open : _src == ‘high’ ? High : _src == ‘low’ ? Low : _src == ‘hl2’ ? HL2 : _src == ‘hlc3’ ? HLC3 : OHLC4
Source = math.round(Price / syminfo.mintick) * syminfo.mintick // PineCoders method for aligning Pine prices with chart instrument prices

// === PLOTTING ===
bar_up = src(‘close’) < src(‘open’)
//plotcandle(src(‘open’), src(‘high’), src(‘low’), src(‘close’), title = “”, color = barColor, wickcolor = barColor, bordercolor = barColor) // plot bars
//plotbar(open[1], o_h, o_l, open)

//plot(avg, color=color.rgb(39, 0, 212), linewidth=4)
//////////////////////////////////
open3m = request.security(symbol=syminfo.tickerid, timeframe=”3″, expression=open, lookahead=barmerge.lookahead_on)
open5m = request.security(symbol=syminfo.tickerid, timeframe=”5″, expression=open, lookahead=barmerge.lookahead_on)
open8m = request.security(symbol=syminfo.tickerid, timeframe=”8″, expression=open, lookahead=barmerge.lookahead_on)
open10m = request.security(symbol=syminfo.tickerid, timeframe=”10″, expression=open, lookahead=barmerge.lookahead_on)

avg_3m_8 = (open3m[7] + open3m[6] + open3m[5] + open3m[4] + open3m[3] + open3m[2] + open3m[1] + open3m)/8
avg_3m = (open3m[2] + open3m[1] + open3m)/3
//avg_5m = (open5m[10] + open5m[9] + open5m[8] + open5m[7] + open5m[6] + open5m[5] + open5m[4] + open5m[3] + open5m[2] + open5m[1]+ open3m)/10
avg_5m = (open5m[4] + open5m[3] + open5m[2] + open5m[1]+ open3m)/5
//avg_8m = (open8m[10] + open8m[9] + open8m[8] + open8m[7] + open8m[6] + open8m[5] + open8m[4] + open8m[3] + open8m[2] + open8m[1]+ open3m)/10
avg_8m = (open8m[7] + open8m[6] + open8m[5] + open8m[4] + open8m[3] + open8m[2] + open8m[1]+ open3m)/8
//avg_10m = (open10m[10] + open10m[9] + open10m[8] + open10m[7] + open10m[6] + open10m[5] + open10m[4] + open10m[3] + open10m[2] + open10m[1]+ open3m)/10
avg_10m = (open10m[9] + open10m[8] + open10m[7] + open10m[6] + open10m[5] + open10m[4] + open10m[3] + open10m[2] + open10m[1]+ open3m)/10

wma_3m_3 = ta.wma(avg_3m, 3)
plot(wma_3m_3, color = color.blue)

wma_3m_8 = ta.wma(avg_3m_8, 8)
plot(wma_3m_8, color = color.red)

wma_5m_5 = ta.wma(avg_3m, 11)
plot(wma_5m_5, color = color.yellow)

wma_8m_8 = ta.wma(avg_8m, 21)
plot(wma_8m_8, color = color.white)

wma_10m_10 = ta.wma(avg_10m, 48)
plot(wma_10m_10, color = color.gray)

rsi = ta.rsi(avg, 5)

bottomsupport = running_pl and avg > running_pl and avg > avg[1] and rsi > rsi[1] + 8

plotshape(bottomsupport ? low : na, title=”Logic1″, style=shape.diamond, location=location.absolute, color=color.yellow, size=size.normal)

bigdrop = rsi + 8 < rsi[1] and avg > ta.sma(avg, 11) and running_ph and avg < running_ph and not (wma_3m_3[1] < wma_3m_3)

is_cross_res = ta.crossover(avg, running_ph) and avg > wma_3m_3 and wma_3m_3 > wma_5m_5

plotshape(bigdrop ? low : na, title=”Logic1″, style=shape.diamond, location=location.absolute, color=color.blue, size=size.normal)

plotshape(is_cross_res ? low : na, title=”Logic2″, style=shape.diamond, location=location.absolute, color=color.white, size=size.normal)

/////////////////////////
close10 = avg_10m //request.security(symbol=syminfo.tickerid, timeframe=”11″, expression=avg_10m, lookahead=barmerge.lookahead_on)

wma10_11 = ta.wma(avg_10m, 4)
wma_10_11 = request.security(symbol=syminfo.tickerid, timeframe=”11″, expression=wma10_11, lookahead=barmerge.lookahead_on)
//plot(wma_10_11, ’ema10_11′, color.blue)

wma10_48 = ta.wma(avg_10m, 9)
wma_10_48 = request.security(symbol=syminfo.tickerid, timeframe=”12″, expression=wma10_48, lookahead=barmerge.lookahead_on)
//plot(wma_10_48, ’ema10_48′, color.orange)

close8 = avg_8m //request.security(symbol=syminfo.tickerid, timeframe=”5″, expression=avg_8m, lookahead=barmerge.lookahead_on)

wma8_11 = ta.wma(avg_8m, 3)
wma_8_11 = request.security(symbol=syminfo.tickerid, timeframe=”12″, expression=wma8_11, lookahead=barmerge.lookahead_on)
//plot(wma_10_11, ’ema10_11′, color.purple)

wma8_48 = ta.wma(avg_8m, 8)
wma_8_48 = request.security(symbol=syminfo.tickerid, timeframe=”11″, expression=wma8_48, lookahead=barmerge.lookahead_on)

up10m = false

if close10 > wma_10_11
up10m := true

down8m = false
if close8 < wma_8_48
down8m := true

 

//plotshape(down8m ? low1d*0.998: na, title=”No Short”, style=shape.circle, location=location.absolute, color=color.yellow, size=size.tiny)
//plotshape(up10m ? low1d*0.995: na, title=”No Short”, style=shape.circle, location=location.absolute, color=color.blue, size=size.tiny)

/////////////////////////*****
// logic buy sell improve start
src = avg
di = (6 – 1.0) / 2.0 + 1.0
c1 = 2 / (di + 1.0)
c2 = 1 – c1
c3 = 3.0 * (0.4 * 0.4 + 0.4 * 0.4 * 0.4)
c4 = -3.0 * (2.0 * 0.4 * 0.4 + 0.4 + 0.4 * 0.4 * 0.4)
c5 = 3.0 * 0.4 + 1.0 + 0.4 * 0.4 * 0.4 + 3.0 * 0.4 * 0.4
var float i1 = na
var float i2 = na
var float i3 = na
var float i4 = na
var float i5 = na
var float i6 = na
i1 := c1 * src + c2 * nz(i1[1])
i2 := c1 * i1 + c2 * nz(i2[1])
i3 := c1 * i2 + c2 * nz(i3[1])
i4 := c1 * i3 + c2 * nz(i4[1])
i5 := c1 * i4 + c2 * nz(i5[1])
i6 := c1 * i5 + c2 * nz(i6[1])

Cto = -0.4 * 0.4 * 0.4 * i6 + c3 * i5 + c4 * i4 + c5 * i3
//bfrC = Cto > nz(Cto[1]) ? raise : Cto < nz(Cto[1]) ? fall : na
//plot(Cto, title=’Trend’, linewidth=2, style=plot.style_line, color=color.new(color.red, 0), editable=false)
ema3 = ta.ema(avg_3m, 3)
//plot(ema3, title=’EMA’, linewidth=2, style=plot.style_line, color=color.new(color.white, 0))

var bool is_cross_up = false
var bool is_cross_down = false

if ta.crossover(ema3, Cto)
is_cross_up := true
is_cross_down := false
if ta.crossunder(ema3, Cto)
is_cross_down := true
is_cross_up := false

//condition Long & Short
long = (avg > Cto and avg[1] < Cto[1] and avg > avg[1] or avg[1] > Cto[1] and avg > avg[1] and avg[1] < avg[2] and avg > ema3) ? true : false
profit_long = close < close[1] and low < ema3 and close[1] > ema3[1] and close[2] > ema3[2] and barstate.isconfirmed
//var int trend = 0

short = (avg < Cto and avg[1] > Cto[1] and avg < avg[1] or avg[1] < Cto[1] and avg < avg[1] and avg [1] > avg[2] and avg < ema3) ? true : false
profit_short = close > close[1] and high > ema3 and close[1] < ema3[1] and close[2] < ema3[2] and barstate.isconfirmed

plotshape(short ? high: na, title=”No Short”, style=shape.xcross, location=location.absolute, color=color.yellow, size=size.normal)
plotshape(long ? low: na, title=”No Short”, style=shape.xcross, location=location.absolute, color=color.blue, size=size.normal)

// logic buy sell improvate end

//////////////////////////******

wma3 = ta.wma(avg, 3)
wma11 = ta.wma(avg, 11)
wma21 = ta.wma(avg, 21)
wma48 = ta.wma(avg, 50)

//plot(wma3, color = color.yellow)
//plot(wma11, color = color.white)
//plot(wma21, color = color.gray)

//plot(wma48, color = color.blue)

 

 

tiny_change = math.abs(math.abs(open[1] – open[0]) – avg_change)
//label.new(bar_index, low1d, text=str.format(“{0}”, math.abs(open[1]-avg_8m) ), textcolor=color.yellow, style=label.style_triangleup, size=size.tiny)

plotshape(math.abs(open-avg) <= 0.001 and math.abs(open[1]-avg) <= 0.07 ? low : na, title=”Logic1″, style=shape.triangledown, location=location.absolute, color=color.yellow, size=size.normal)

end_up_2 = ta.crossover(open, running_ph) and open[2] < open[1] and open[1] < open and tiny_change > 0.1
plotshape(end_up_2? low : na, title=”Logic1″, style=shape.triangledown, location=location.absolute, color=color.white, size=size.normal)

is_up = open > avg

start_up_1 = not is_up[10] and not is_up[9] and not is_up[8] and not is_up[7] and not is_up[6] and not is_up[5] and not is_up[4] and not is_up[3] and not is_up[2] and not is_up[1] and is_up

 

plotshape(start_up_1 ? low : na, title=”Logic1″, style=shape.triangleup, location=location.absolute, color=color.yellow, size=size.tiny)

 

///////////////////////MACD START
fast_length = 5
slow_length = 13
signal_length = 8
sma_source = input.string(title=”Oscillator MA Type”, defval=”EMA”, options=[“SMA”, “EMA”])
sma_signal = input.string(title=”Signal Line MA Type”, defval=”EMA”, options=[“SMA”, “EMA”])
// Plot colors
col_macd = input(#2962FF, “MACD Line  ”, group=”Color Settings”, inline=”MACD”)
col_signal = input(#FF6D00, “Signal Line  ”, group=”Color Settings”, inline=”Signal”)
col_grow_above = input(#26A69A, “Above   Grow”, group=”Histogram”, inline=”Above”)
col_fall_above = input(#B2DFDB, “Fall”, group=”Histogram”, inline=”Above”)
col_grow_below = input(#FFCDD2, “Below Grow”, group=”Histogram”, inline=”Below”)
col_fall_below = input(#FF5252, “Fall”, group=”Histogram”, inline=”Below”)
// Calculating
fast_ma = ta.ema(avg, fast_length)
slow_ma = ta.ema(avg, slow_length)
macd = fast_ma – slow_ma
signal = ta.ema(macd, signal_length)
hist = macd – signal
//hline(0, “Zero Line”, color=color.new(#787B86, 50))
//plot(hist, title=”Histogram”, style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below)))
//plot(macd, title=”MACD”, color=color.white)
//plot(signal, title=”Signal”, color=color.yellow)
//////////////////////MACD END

/////////////////////RSI START

ma(source, length, type) =>
switch type
“SMA” => ta.sma(source, length)
“Bollinger Bands” => ta.sma(source, length)
“EMA” => ta.ema(source, length)
“SMMA (RMA)” => ta.rma(source, length)
“WMA” => ta.wma(source, length)
“VWMA” => ta.vwma(source, length)

rsiLengthInput = 11
maTypeInput = “SMA”
maLengthInput = 24
bbMultInput = 2.0

up = ta.rma(math.max(ta.change(avg), 0), rsiLengthInput)
down = ta.rma(-math.min(ta.change(avg), 0), rsiLengthInput)
rsi2 = down == 0 ? 100 : up == 0 ? 0 : 100 – (100 / (1 + up / down))
rsiMA = ma(rsi, maLengthInput, maTypeInput)
//plot(rsi2, “RSI”, color=#7E57C2)
//plot(rsiMA, “RSI-based MA”, color=color.yellow)
var bool is_cross_down_rsi = false
var bool is_cross_up_rsi = false
if ta.crossover(rsi2, rsiMA)
is_cross_down_rsi := false
is_cross_up_rsi := true
if ta.crossunder(rsi2, rsiMA)
is_cross_down_rsi := true
is_cross_up_rsi := false
/////////////////////RSI END

 

longCondition1 = wma3 < wma11 and ta.crossover(open,wma21) and (wma_3m_3[1] < wma_3m_3) and not (wma_3m_8[1] > wma_3m_8)

longCondition2 = wma3 > wma11 and start_up_1 or long[1] and not bottomsupport[2] and bottomsupport[1] and bottomsupport and open[1] < open

longCondition3 = long and not bottomsupport[2] and bottomsupport[1] and bottomsupport and open[1] < open

longCondition4 = ta.crossover(open, wma_3m_8) and ta.crossover(open, wma_5m_5) and not (wma_3m_3 < wma_5m_5 and wma_5m_5 < wma_3m_8) and not (macd[1] > macd)

start_bottom = hist<0 and hist[1] < hist //and signal[1] < signal

longCondition5 = start_bottom and ta.crossover(wma_3m_3, wma_5m_5) and avg[1] < avg

plotshape(longCondition1 ? low : na, title=”Logic1″, style=shape.circle, location=location.absolute, color=color.yellow, size=size.normal)
plotshape(longCondition2 ? low : na, title=”Logic1″, style=shape.circle, location=location.absolute, color=color.white, size=size.normal)
plotshape(longCondition3 ? low : na, title=”Logic1″, style=shape.circle, location=location.absolute, color=color.blue, size=size.normal)
plotshape(longCondition4 ? low : na, title=”Logic1″, style=shape.circle, location=location.absolute, color=color.gray, size=size.normal)
plotshape(longCondition5 ? low : na, title=”Logic1″, style=shape.circle, location=location.absolute, color=color.red, size=size.normal)

longCondition = longCondition1 or longCondition2 or longCondition3 or longCondition4 or longCondition5

continue_down = math.abs(wma_3m_8 – wma_8m_8) > math.abs(wma_3m_8[1] – wma_8m_8[1]) and math.abs(wma_3m_8[2] – wma_8m_8[2]) > math.abs(wma_3m_8[3] – wma_8m_8[3])

continue_up = math.abs(wma_3m_8 – wma_8m_8) < math.abs(wma_3m_8[1] – wma_8m_8[1]) and math.abs(wma_3m_8[1] – wma_8m_8[1]) < math.abs(wma_3m_8[2] – wma_8m_8[2])

plotshape(not bar_up ? low1d*0.998: na, title=”No Short”, style=shape.circle, location=location.absolute, color=color.yellow, size=size.tiny)
plotshape(bar_up ? low1d*0.998: na, title=”No Short”, style=shape.circle, location=location.absolute, color=color.blue, size=size.tiny)

if ta.crossunder(wma_3m_3, wma_5m_5) or hist[1] > hist or not bar_up//or continue_down//nd wma_3m_8 < wma_8m_8//or rsiMA[1] > rsiMA
longCondition := false

end_up_1 = open[4] < open[3] and open[3] < open[2] and open[2] > open[1] and open[1] > open

h = hour(time_close, ‘UTC+7’)
m = minute(time_close, ‘UTC+7′)
lock_time = h >= 2 and h < 7

if (longCondition) and not lock_time
strategy.entry(“long”, strategy.long)

closeLong4 = hist>0 and hist[1] > hist and not (wma_3m_3[1] < wma_3m_3)

start_short_2 = wma3 > wma11 and open[2] < wma3 and open[1] < wma11 and open < wma11

shortCondition1 = start_short_2 or bigdrop //or end_up_1[1] and not end_up_1 and open < wma3

shortCondition2 = closeLong4 and closeLong4[1] and closeLong4[2]

shortCondition = shortCondition1 or shortCondition2

if bar_up
shortCondition := false
if (shortCondition) and not lock_time
strategy.entry(“short”, strategy.short)

 

closeLong1 = end_up_1

closeLong2 = end_up_2

closeLong3 = ta.crossunder(open, wma_3m_3) and not (hist[1] < hist)

closeLong5 = wma_8m_8[1] > wma_8m_8 and open[2] >= open[1] and open[1] >= open

plotshape(closeLong1 ? high : na, title=”Logic1″, style=shape.xcross, location=location.absolute, color=color.white, size=size.normal)
plotshape(closeLong2 ? high : na, title=”Logic1″, style=shape.xcross, location=location.absolute, color=color.orange, size=size.normal)
plotshape(closeLong3 ? high : na, title=”Logic1″, style=shape.xcross, location=location.absolute, color=color.yellow, size=size.normal)
plotshape(closeLong4 ? high : na, title=”Logic1″, style=shape.xcross, location=location.absolute, color=color.blue, size=size.normal)

closelong = closeLong1 or closeLong2 or closeLong3 or closeLong4 //or closeLong5

if bottomsupport
closelong := false

closeShort2 = wma3 < wma11 and open[1] > wma3[1] and open > wma11 and not (wma_3m_3[1] > wma_3m_3) and not (wma_5m_5[1] > wma_5m_5)

if open < wma21 or is_cross_up_rsi
closeShort2 := false

closeShort1 = start_bottom and (not (open < wma_3m_3 or open[1] < wma_3m_3[1]) or wma_3m_3[1] < wma_3m_3)

//closeShort3 =open[2] < wma_3m_3[2] and open > wma_3m_3 and open[1] < open

closeshort = closeShort1 or closeShort2 //or closeShort3

plotshape(closeShort1 ? low : na, title=”Logic1″, style=shape.cross, location=location.absolute, color=color.gray, size=size.normal)

plotshape(closeShort2 ? low : na, title=”Logic1″, style=shape.cross, location=location.absolute, color=color.white, size=size.normal)

//if is_cross_down_rsi
// closeshort := false

if(strategy.position_size > 0)
strategy.close(id=”long”, when=closelong)
if(strategy.position_size < 0)
strategy.close(id=”short”, when = closeshort)

if(strategy.position_size > 0)
strategy.exit(id=’long’, limit=longTake,stop = longStop)
if(strategy.position_size < 0)
strategy.exit(id=’short’, limit=shortTake,stop = shortStop)