cristian.d

CamarillaStrategy -V1 - H4 and L4 breakout - exits added

Exits added using trailing stops.
2.6 Profit Factor and 76% Profitable on SPY , 5M - I think it's a pretty good number for an automated strategy that uses Pivots . I don't think it's possible to add volume and day open price in relation to pivot levels -- that's what I do manually ..

Still trying to add EMA for exits.. it will increase profitability. You can play in pinescript with trailing stops entries..
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//@version=2
//Created by CristianD
strategy(title="CamarillaStrategyV1", shorttitle="CD_Camarilla_StrategyV1", overlay=true) 
//sd = input(true, title="Show Daily Pivots?")
EMA = ema(close,8)

//Camarilla
pivot = (high + low + close ) / 3.0 
range = high - low
h5 = (high/low) * close 
h4 = close + (high - low) * 1.1 / 2.0
h3 = close + (high - low) * 1.1 / 4.0
h2 = close + (high - low) * 1.1 / 6.0
h1 = close + (high - low) * 1.1 / 12.0
l1 = close - (high - low) * 1.1 / 12.0
l2 = close - (high - low) * 1.1 / 6.0
l3 = close - (high - low) * 1.1 / 4.0
l4 = close - (high - low) * 1.1 / 2.0
h6 = h5 + 1.168 * (h5 - h4) 
l5 = close - (h5 - close)
l6 = close - (h6 - close)

// Daily line breaks
//sopen = security(tickerid, "D", open [1])
//shigh = security(tickerid, "D", high [1])
//slow = security(tickerid, "D", low [1])
//sclose = security(tickerid, "D", close [1])
//
// Color
//dcolor=sopen != sopen[1] ? na : black
//dcolor1=sopen != sopen[1] ? na : red
//dcolor2=sopen != sopen[1] ? na : green

//Daily Pivots 
dtime_pivot = security(tickerid, 'D', pivot[1]) 
dtime_h6 = security(tickerid, 'D', h6[1]) 
dtime_h5 = security(tickerid, 'D', h5[1]) 
dtime_h4 = security(tickerid, 'D', h4[1]) 
dtime_h3 = security(tickerid, 'D', h3[1]) 
dtime_h2 = security(tickerid, 'D', h2[1]) 
dtime_h1 = security(tickerid, 'D', h1[1]) 
dtime_l1 = security(tickerid, 'D', l1[1]) 
dtime_l2 = security(tickerid, 'D', l2[1]) 
dtime_l3 = security(tickerid, 'D', l3[1]) 
dtime_l4 = security(tickerid, 'D', l4[1]) 
dtime_l5 = security(tickerid, 'D', l5[1]) 
dtime_l6 = security(tickerid, 'D', l6[1]) 

//offs_daily = 0
//plot(sd and dtime_pivot ? dtime_pivot : na, title="Daily Pivot",color=dcolor, linewidth=2)
//plot(sd and dtime_h6 ? dtime_h6 : na, title="Daily H6", color=dcolor2, linewidth=2)
//plot(sd and dtime_h5 ? dtime_h5 : na, title="Daily H5",color=dcolor2, linewidth=2)
//plot(sd and dtime_h4 ? dtime_h4 : na, title="Daily H4",color=dcolor2, linewidth=2)
//plot(sd and dtime_h3 ? dtime_h3 : na, title="Daily H3",color=dcolor1, linewidth=3)
//plot(sd and dtime_h2 ? dtime_h2 : na, title="Daily H2",color=dcolor2, linewidth=2)
//plot(sd and dtime_h1 ? dtime_h1 : na, title="Daily H1",color=dcolor2, linewidth=2)
//plot(sd and dtime_l1 ? dtime_l1 : na, title="Daily L1",color=dcolor2, linewidth=2)
//plot(sd and dtime_l2 ? dtime_l2 : na, title="Daily L2",color=dcolor2, linewidth=2)
//plot(sd and dtime_l3 ? dtime_l3 : na, title="Daily L3",color=dcolor1, linewidth=3)
//plot(sd and dtime_l4 ? dtime_l4 : na, title="Daily L4",color=dcolor2, linewidth=2)
//plot(sd and dtime_l5 ? dtime_l5 : na, title="Daily L5",color=dcolor2, linewidth=2)
//plot(sd and dtime_l6 ? dtime_l6 : na, title="Daily L6",color=dcolor2, linewidth=2)

longCondition = close >dtime_h4 and open < dtime_h4 and EMA < close
if (longCondition)
    strategy.entry("Long", strategy.long)
    strategy.exit ("Exit Long","Long",  trail_points = 40,trail_offset = 1, loss =70) 
    //trail_points = 40, trail_offset = 3, loss =70 and


shortCondition = close <dtime_l4 and open >dtime_l4 and EMA > close
if (shortCondition)
    strategy.entry("Short", strategy.short)
    strategy.exit ("Exit Short","Short", trail_points = 10,trail_offset = 1, loss =20)
    
Nice one! Does this strategy repaint?
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cristian.d mynmi16
No repainting
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Great stuff! Thanks for sharing!
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Hi, thx for share!
a question is it possible to delete the trailing stops and using only fixed limit and stop loss?
in case yes, can you share the script for this? greetings
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الصفحة الرئيسية منصة الأسهم منصًة العملات منصّة العملات الرقمية جدول الأعمال الاقتصادي برامج تعليمية كيف نعمل مميزات الرسم البياني أسعار العضوية قوانين الموقع المشرفون حلول المواقع الإلكترونية والوسطاء الأدوات حلول الرسوم البيانية مكتبة الرسوم البيانية صغيرة الحجم مركز المساعدة إحالة صديق طلب الخصائص المدوّنة والأخبار الأسئلة الأكثر شيوعًا معرفة تويتر
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