_SECTION_BEGIN("Bollinger Bands");
// Entry Rules : 1 - Piercing 2 - Grazing 3 - Piercing and Grazing 4 - Use RSI
Rule=Param("RULES: 1-P, 2-G, 3-PZ, 4-RSI",1,1,4,1);
P = ParamField("Price field",-1);
Periods = Param("Periods", 20, 2, 300, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
UseRSI= ParamToggle("Use RSI", "No|Yes", 0);
RSI_Periods = Param("RSI Periods", 14, 2, 300, 1 );
RSI_OB = Param("RSI OB", 70, 5, 300, 1 );
RSI_OS = Param("RSI OS", 30, 5, 300, 1 );
RiskAmount=Param("Risk Amount",300,50,10000,50);
RiskRewardRatio=Param("Risk Reward Ratio ",1,0.1,100,0.1);
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
//Plot( C, "Close", ParamColor("Color", colorWhite ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
//PlotOHLC(Open,High,Low,Close,"",colorWhite,styleCandle);
//Plot(C,"Price", colorBlack, styleCandle );
PlotOHLC(Open,High,Low,Close,"",colorWhite,styleCandle);
Plot(BBandTop(C,Periods ,Width ), "BBTop" + _PARAM_VALUES(),colorDarkGreen,styleThick|styleDots);
Plot(BBandBot(C,Periods ,Width ), "BBBot" + _PARAM_VALUES(),colorDarkGreen,styleThick|styleDots);
//PlotOHLC(BBandTop(C,20,2.25), BBandTop(C,20,2.25),BBandTop(C,20,1),BBandTop(C,20, 1),"Cloud",colorGrey50,styleCloud|styleNoLabel);
//PlotOHLC(BBandBot(C,20,2.25),BBandBot(C,20,2.25),BBandBot(C,20,1),BBandBot(C,20,1),"Cloud",colorGrey50 ,styleCloud|styleNoLabel);
_SECTION_END();
bb202t = BBandTop(C, Periods , Width );
bb202b = BBandBot(C,Periods , Width );
green = O<C;
red = O>C;
// without using RSI. piercing
// prev prev bar is red and pierced bb bottom, prev bar is green and closed above bb bottom, buy at open of this bar
BuyCond1 = Ref(Cross(bb202b,L ),-2) && Ref(red,-2) && Ref(green,-1) && Ref(C>bb202b,-1) ;
// prev prev bar is green and pierced bb top, prev bar is red and closed below bb top, sell at open of this bar
SellCond1 = Ref(Cross(H,bb202t ),-2) && Ref(green,-2) && Ref(red,-1) && Ref(C<bb202t,-1) ;
// without using RSI. grazing
// prev prev bar is green and pierced bb top, prev bar is also green and pirced bb top, buy at open of this bar
BuyCond2 = Ref(Cross(H,bb202t ),-2) && Ref(green,-2) && Ref(H>bb202t,-1) && Ref(green,-1) ;
// prev prev bar is red and pierced bb bottom, prev bar is also red and pirced bb bottom, sell at open of this bar
SellCond2 = Ref(Cross(bb202b,L),-2) && Ref(red,-2) && Ref(L<bb202b,-1) && Ref(red,-1) ;
// using RSI. piercing
// use RSI , prev prev bar is red and pierced bb bottom, prev bar is green and closed above bb bottom, buy at open of this bar
BuyCond3 = BuyCond1 && Ref(RSI(RSI_Periods)<RSI_OS,-1);
// use RSI , prev prev bar is green and pierced bb top, prev bar is red and closed below bb top, sell at open of this bar
SellCond3 = SellCond1 && Ref(RSI(RSI_Periods)<RSI_OS,-1);
ruleNumber = IIf(SellCond1 OR BuyCond1, 1, IIf(SellCond2 OR BuyCond2, 2, IIf(SellCond3 OR BuyCond3, 3, 0)));
Buy = IIf(Rule==1, BuyCond1 , IIf(Rule==2, BuyCond2, IIf(Rule==3, BuyCond1 OR BuyCond2, BuyCond3)) );
Sell = IIf(Rule==1, SellCond1 , IIf(Rule==2, SellCond2, IIf(Rule==3, SellCond1 OR SellCond2, SellCond3)) );
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-15);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-15);
BuyPrice = IIf(Buy, O,0);
SellPrice = IIf(Sell, O,0);
BuySL = IIf(Buy, (round(Ref(L,-2)*0.998*10))/10 , 0);
SellSL= IIf(Sell, (round(Ref(H,-2)*1.002*10))/10 , 0);
BuyTP=IIf(Buy, (round((BuyPrice+(BuyPrice-BuySL))*RiskRewardRatio*10))/10, 0);
SellTP=IIf(Sell, (round((SellPrice-(SellSL-SellPrice))*RiskRewardRatio*10))/10, 0);
//money management
lotSizeb = round((riskAmount/(BuyPrice-BuySL)));
lotSizes = round((riskAmount/(SellSL -SellPrice )));
if( Status("action") == actionIndicator )
(
Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Op %g, , Hi %g, Lo %g, Cl %g (%.1f%%) {{VALUES}}", O,H, L,C, SelectedValue( ROC( C, 1 ) ) )+"\n"+EncodeColor(colorWhite)+ "BB-RSI System" + " - " + Name() + EncodeColor(colorWhite) +
"\n" +EncodeColor(colorYellow) + WriteIf(((BuyPrice) ) , "Position Size : "+( lotSizeb )+" ","")+ WriteIf(((SellPrice ) ) , "Position Size : "+( lotSizes )+" ","")+
WriteIf((Buy OR Sell ), " Rule # : "+( ruleNumber )+" ","")+
WriteIf((Buy OR Sell ), " RSI : "+( RSI(RSI_Periods))+" ","")+
WriteIf((Buy ), "GO LONG : "+( BuyPrice)+" ","")+
WriteIf( Buy , " - LONG TP : "+(BuyTP )+" ","")+
WriteIf(Buy , " - LONG SL : "+(BuySL ),"")+
"\n"+
EncodeColor(colorRed) +
WriteIf(Sell , "GO Short : "+( SellPrice )+" ","")+
WriteIf(Sell , " - Short TP : "+(SellTP ),"")+
WriteIf( Sell , " - Short SL : "+(SellSL )+" ",""));
//exploration
AddColumn( IIf(Buy, 66, IIf(Sell, 83,01 )), "GO", formatChar, colorWhite, bkcolor= IIf(Sell,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy , BuyPrice, IIf(Sell , SellPrice,01 )), "ENTRY@", 1.2, colorWhite, bkcolor= IIf(Sell,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy , BuyTP , IIf(Sell , SellTP ,01 )), "TP@", 1.2, colorWhite, bkcolor= IIf(Sell,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy , BuySL , IIf(Sell , SellSL ,01 )), "SL@", 1.2, colorWhite, bkcolor= IIf(Sell,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy , Lotsizeb, IIf(Sell, Lotsizes,01 )), "QTY", 1.0, colorWhite, bkcolor= IIf(Sell,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy , Lotsizeb*BuyPrice, IIf(Sell, Lotsizes*SellPrice,01 )), "Margin", 1.0, colorWhite, bkcolor= IIf(Sell,colorDarkRed,colorDarkGreen) );
// csv file
if (IsEmpty(StaticVarGet("EntrySignal"+Name())))
{
StaticVarSet("EntrySignal"+Name(), 1);
}
if ((StaticVarGet("EntrySignal"+Name()) == 1) && LastValue( Buy ) ) {
fh = fopen( "C:\\trades_buy_"+Name()+".csv", "awr");
if( fh)
{
fputs(Name()+","+Date()+","+BuyPrice+","+BuyTP+","+BuySL+","+ round(BuySL*0.9995*10)/10+","+lotSizeb, fh);
StaticVarSet("EntrySignal"+Name() , 0);
fclose( fh );
}
}
if ((StaticVarGet("EntrySignal"+Name()) == 1) && LastValue( Sell)) {
fh = fopen( "C:\\trades_sell_"+Name()+".csv", "awr");
if( fh)
{
fputs(Name()+","+Date()+","+SellPrice+","+SellTP+","+ SellSL+","+round(SellSL*1.0005*10)/10+","+lotSizes , fh);
StaticVarSet("EntrySignal"+Name() , 0);
fclose( fh );
}
}
Filter=Buy OR Sell;
