strategy(title='[STRATEGY][RS]ZigZag PA Strategy V4.1', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000, currency=currency.USD) useHA = input(false, title='Use Heikken Ashi Candles') useAltTF = input(true, title='Use Alt Timeframe') tf = input('60', title='Alt Timeframe') showPatterns = input(true, title='Show Patterns') showFib0000 = input(title='Display Fibonacci 0.000:', type=bool, defval=true) showFib0236 = input(title='Display Fibonacci 0.236:', type=bool, defval=true) showFib0382 = input(title='Display Fibonacci 0.382:', type=bool, defval=true) showFib0500 = input(title='Display Fibonacci 0.500:', type=bool, defval=true) showFib0618 = input(title='Display Fibonacci 0.618:', type=bool, defval=true) showFib0764 = input(title='Display Fibonacci 0.764:', type=bool, defval=true) showFib1000 = input(title='Display Fibonacci 1.000:', type=bool, defval=true) zigzag() => _isUp = close >= open _isDown = close <= open _direction = _isUp[1] and _isDown ? -1 : _isDown[1] and _isUp ? 1 : nz(_direction[1]) _zigzag = _isUp[1] and _isDown and _direction[1] != -1 ? highest(2) : _isDown[1] and _isUp and _direction[1] != 1 ? lowest(2) : na _ticker = useHA ? heikenashi(tickerid) : tickerid sz = useAltTF ? (change(time(tf)) != 0 ? security(_ticker, tf, zigzag()) : na) : zigzag() plot(sz, title='zigzag', color=black, linewidth=2) // ||--- Pattern Recognition: x = valuewhen(sz, sz, 4) a = valuewhen(sz, sz, 3) b = valuewhen(sz, sz, 2) c = valuewhen(sz, sz, 1) d = valuewhen(sz, sz, 0) xab = (abs(b-a)/abs(x-a)) xad = (abs(a-d)/abs(x-a)) abc = (abs(b-c)/abs(a-b)) bcd = (abs(c-d)/abs(b-c)) // ||--> Functions: isBat(_mode)=> _xab = xab >= 0.382 and xab <= 0.5 _abc = abc >= 0.382 and abc <= 0.886 _bcd = bcd >= 1.618 and bcd <= 2.618 _xad = xad <= 0.618 and xad <= 1.000 // 0.886 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isAntiBat(_mode)=> _xab = xab >= 0.500 and xab <= 0.886 // 0.618 _abc = abc >= 1.000 and abc <= 2.618 // 1.13 --> 2.618 _bcd = bcd >= 1.618 and bcd <= 2.618 // 2.0 --> 2.618 _xad = xad >= 0.886 and xad <= 1.000 // 1.13 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isAltBat(_mode)=> _xab = xab <= 0.382 _abc = abc >= 0.382 and abc <= 0.886 _bcd = bcd >= 2.0 and bcd <= 3.618 _xad = xad <= 1.13 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isButterfly(_mode)=> _xab = xab <= 0.786 _abc = abc >= 0.382 and abc <= 0.886 _bcd = bcd >= 1.618 and bcd <= 2.618 _xad = xad >= 1.27 and xad <= 1.618 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isAntiButterfly(_mode)=> _xab = xab >= 0.236 and xab <= 0.886 // 0.382 - 0.618 _abc = abc >= 1.130 and abc <= 2.618 // 1.130 - 2.618 _bcd = bcd >= 1.000 and bcd <= 1.382 // 1.27 _xad = xad >= 0.500 and xad <= 0.886 // 0.618 - 0.786 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isABCD(_mode)=> _abc = abc >= 0.382 and abc <= 0.886 _bcd = bcd >= 1.13 and bcd <= 2.618 _abc and _bcd and (_mode == 1 ? d < c : d > c) isGartley(_mode)=> _xab = xab >= 0.5 and xab <= 0.618 // 0.618 _abc = abc >= 0.382 and abc <= 0.886 _bcd = bcd >= 1.13 and bcd <= 2.618 _xad = xad >= 0.75 and xad <= 0.875 // 0.786 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isAntiGartley(_mode)=> _xab = xab >= 0.500 and xab <= 0.886 // 0.618 -> 0.786 _abc = abc >= 1.000 and abc <= 2.618 // 1.130 -> 2.618 _bcd = bcd >= 1.500 and bcd <= 5.000 // 1.618 _xad = xad >= 1.000 and xad <= 5.000 // 1.272 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isCrab(_mode)=> _xab = xab >= 0.500 and xab <= 0.875 // 0.886 _abc = abc >= 0.382 and abc <= 0.886 _bcd = bcd >= 2.000 and bcd <= 5.000 // 3.618 _xad = xad >= 1.382 and xad <= 5.000 // 1.618 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isAntiCrab(_mode)=> _xab = xab >= 0.250 and xab <= 0.500 // 0.276 -> 0.446 _abc = abc >= 1.130 and abc <= 2.618 // 1.130 -> 2.618 _bcd = bcd >= 1.618 and bcd <= 2.618 // 1.618 -> 2.618 _xad = xad >= 0.500 and xad <= 0.750 // 0.618 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isShark(_mode)=> _xab = xab >= 0.500 and xab <= 0.875 // 0.5 --> 0.886 _abc = abc >= 1.130 and abc <= 1.618 // _bcd = bcd >= 1.270 and bcd <= 2.240 // _xad = xad >= 0.886 and xad <= 1.130 // 0.886 --> 1.13 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isAntiShark(_mode)=> _xab = xab >= 0.382 and xab <= 0.875 // 0.446 --> 0.618 _abc = abc >= 0.500 and abc <= 1.000 // 0.618 --> 0.886 _bcd = bcd >= 1.250 and bcd <= 2.618 // 1.618 --> 2.618 _xad = xad >= 0.500 and xad <= 1.250 // 1.130 --> 1.130 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) is5o(_mode)=> _xab = xab >= 1.13 and xab <= 1.618 _abc = abc >= 1.618 and abc <= 2.24 _bcd = bcd >= 0.5 and bcd <= 0.625 // 0.5 _xad = xad >= 0.0 and xad <= 0.236 // negative? _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isWolf(_mode)=> _xab = xab >= 1.27 and xab <= 1.618 _abc = abc >= 0 and abc <= 5 _bcd = bcd >= 1.27 and bcd <= 1.618 _xad = xad >= 0.0 and xad <= 5 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isHnS(_mode)=> _xab = xab >= 2.0 and xab <= 10 _abc = abc >= 0.90 and abc <= 1.1 _bcd = bcd >= 0.236 and bcd <= 0.88 _xad = xad >= 0.90 and xad <= 1.1 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isConTria(_mode)=> _xab = xab >= 0.382 and xab <= 0.618 _abc = abc >= 0.382 and abc <= 0.618 _bcd = bcd >= 0.382 and bcd <= 0.618 _xad = xad >= 0.236 and xad <= 0.764 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) isExpTria(_mode)=> _xab = xab >= 1.236 and xab <= 1.618 _abc = abc >= 1.000 and abc <= 1.618 _bcd = bcd >= 1.236 and bcd <= 2.000 _xad = xad >= 2.000 and xad <= 2.236 _xab and _abc and _bcd and _xad and (_mode == 1 ? d < c : d > c) plotshape(not showPatterns ? na : isABCD(-1) and not isABCD(-1)[1], text="\nAB=CD", title='Bear ABCD', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0, offset=-2) plotshape(not showPatterns ? na : isBat(-1) and not isBat(-1)[1], text="Bat", title='Bear Bat', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0, offset=-2) plotshape(not showPatterns ? na : isAntiBat(-1) and not isAntiBat(-1)[1], text="Anti Bat", title='Bear Anti Bat', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0, offset=-2) plotshape(not showPatterns ? na : isAltBat(-1) and not isAltBat(-1)[1], text="Alt Bat", title='Bear Alt Bat', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isButterfly(-1) and not isButterfly(-1)[1], text="Butterfly", title='Bear Butterfly', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isAntiButterfly(-1) and not isAntiButterfly(-1)[1], text="Anti Butterfly", title='Bear Anti Butterfly', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isGartley(-1) and not isGartley(-1)[1], text="Gartley", title='Bear Gartley', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isAntiGartley(-1) and not isAntiGartley(-1)[1], text="Anti Gartley", title='Bear Anti Gartley', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isCrab(-1) and not isCrab(-1)[1], text="Crab", title='Bear Crab', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isAntiCrab(-1) and not isAntiCrab(-1)[1], text="Anti Crab", title='Bear Anti Crab', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isShark(-1) and not isShark(-1)[1], text="Shark", title='Bear Shark', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isAntiShark(-1) and not isAntiShark(-1)[1], text="Anti Shark", title='Bear Anti Shark', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : is5o(-1) and not is5o(-1)[1], text="5-O", title='Bear 5-O', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isWolf(-1) and not isWolf(-1)[1], text="Wolf Wave", title='Bear Wolf Wave', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isHnS(-1) and not isHnS(-1)[1], text="Head and Shoulders", title='Bear Head and Shoulders', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isConTria(-1) and not isConTria(-1)[1], text="Contracting Triangle", title='Bear Contracting triangle', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isExpTria(-1) and not isExpTria(-1)[1], text="Expanding Triangle", title='Bear Expanding Triangle', style=shape.labeldown, color=maroon, textcolor=white, location=location.top, transp=0) plotshape(not showPatterns ? na : isABCD(1) and not isABCD(1)[1], text="AB=CD\n", title='Bull ABCD', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isBat(1) and not isBat(1)[1], text="Bat", title='Bull Bat', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isAntiBat(1) and not isAntiBat(1)[1], text="Anti Bat", title='Bull Anti Bat', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isAltBat(1) and not isAltBat(1)[1], text="Alt Bat", title='Bull Alt Bat', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isButterfly(1) and not isButterfly(1)[1], text="Butterfly", title='Bull Butterfly', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isAntiButterfly(1) and not isAntiButterfly(1)[1], text="Anti Butterfly", title='Bull Anti Butterfly', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isGartley(1) and not isGartley(1)[1], text="Gartley", title='Bull Gartley', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isAntiGartley(1) and not isAntiGartley(1)[1], text="Anti Gartley", title='Bull Anti Gartley', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isCrab(1) and not isCrab(1)[1], text="Crab", title='Bull Crab', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isAntiCrab(1) and not isAntiCrab(1)[1], text="Anti Crab", title='Bull Anti Crab', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isShark(1) and not isShark(1)[1], text="Shark", title='Bull Shark', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isAntiShark(1) and not isAntiShark(1)[1], text="Anti Shark", title='Bull Anti Shark', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : is5o(1) and not is5o(1)[1], text="5-O", title='Bull 5-O', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isWolf(1) and not isWolf(1)[1], text="Wolf Wave", title='Bull Wolf Wave', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isHnS(1) and not isHnS(1)[1], text="Head and Shoulders", title='Bull Head and Shoulders', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isConTria(1) and not isConTria(1)[1], text="Contracting Triangle", title='Bull Contracting Triangle', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) plotshape(not showPatterns ? na : isExpTria(1) and not isExpTria(1)[1], text="Expanding Triangle", title='Bull Expanding Triangle', style=shape.labelup, color=green, textcolor=white, location=location.bottom, transp=0) //------------------------------------------------------------------------------------------------------------------------------------------------------------- fib_range = abs(d-c) fib_0000 = not showFib0000 ? na : d > c ? d-(fib_range*0.000):d+(fib_range*0.000) fib_0236 = not showFib0236 ? na : d > c ? d-(fib_range*0.236):d+(fib_range*0.236) fib_0382 = not showFib0382 ? na : d > c ? d-(fib_range*0.382):d+(fib_range*0.382) fib_0500 = not showFib0500 ? na : d > c ? d-(fib_range*0.500):d+(fib_range*0.500) fib_0618 = not showFib0618 ? na : d > c ? d-(fib_range*0.618):d+(fib_range*0.618) fib_0764 = not showFib0764 ? na : d > c ? d-(fib_range*0.764):d+(fib_range*0.764) fib_1000 = not showFib1000 ? na : d > c ? d-(fib_range*1.000):d+(fib_range*1.000) plot(title='Fib 0.000', series=fib_0000, color=fib_0000 != fib_0000[1] ? na : black) plot(title='Fib 0.236', series=fib_0236, color=fib_0236 != fib_0236[1] ? na : red) plot(title='Fib 0.382', series=fib_0382, color=fib_0382 != fib_0382[1] ? na : olive) plot(title='Fib 0.500', series=fib_0500, color=fib_0500 != fib_0500[1] ? na : lime) plot(title='Fib 0.618', series=fib_0618, color=fib_0618 != fib_0618[1] ? na : teal) plot(title='Fib 0.764', series=fib_0764, color=fib_0764 != fib_0764[1] ? na : blue) plot(title='Fib 1.000', series=fib_1000, color=fib_1000 != fib_1000[1] ? na : black) bgcolor(not useAltTF ? na : change(time(tf))!=0?black:na) f_last_fib(_rate)=>d > c ? d-(fib_range*_rate):d+(fib_range*_rate) target01_trade_size = input(title='Target 1 - Trade size:', type=float, defval=10000.00) target01_ew_rate = input(title='Target 1 - Fib. Rate to use for Entry Window:', type=float, defval=0.236) target01_tp_rate = input(title='Target 1 - Fib. Rate to use for TP:', type=float, defval=0.618) target01_sl_rate = input(title='Target 1 - Fib. Rate to use for SL:', type=float, defval=-0.236) target02_active = input(title='Target 2 - Active?', type=bool, defval=false) target02_trade_size = input(title='Target 2 - Trade size:', type=float, defval=10000.00) target02_ew_rate = input(title='Target 2 - Fib. Rate to use for Entry Window:', type=float, defval=0.236) target02_tp_rate = input(title='Target 2 - Fib. Rate to use for TP:', type=float, defval=1.618) target02_sl_rate = input(title='Target 2 - Fib. Rate to use for SL:', type=float, defval=-0.236) buy_patterns_00 = isABCD(1) or isBat(1) or isAltBat(1) or isButterfly(1) or isGartley(1) or isCrab(1) or isShark(1) or is5o(1) or isWolf(1) or isHnS(1) or isConTria(1) or isExpTria(1) buy_patterns_01 = isAntiBat(1) or isAntiButterfly(1) or isAntiGartley(1) or isAntiCrab(1) or isAntiShark(1) sel_patterns_00 = isABCD(-1) or isBat(-1) or isAltBat(-1) or isButterfly(-1) or isGartley(-1) or isCrab(-1) or isShark(-1) or is5o(-1) or isWolf(-1) or isHnS(-1) or isConTria(-1) or isExpTria(-1) sel_patterns_01 = isAntiBat(-1) or isAntiButterfly(-1) or isAntiGartley(-1) or isAntiCrab(-1) or isAntiShark(-1) target01_buy_entry = (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target01_ew_rate) target01_buy_close = high >= f_last_fib(target01_tp_rate) or low <= f_last_fib(target01_sl_rate) target01_sel_entry = (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target01_ew_rate) target01_sel_close = low <= f_last_fib(target01_tp_rate) or high >= f_last_fib(target01_sl_rate) strategy.entry('target01_buy', long=strategy.long, qty=target01_trade_size, comment='buy 01', when=target01_buy_entry) strategy.close('target01_buy', when=target01_buy_close) strategy.entry('target01_sell', long=strategy.short, qty=target01_trade_size, comment='sell 01', when=target01_sel_entry) strategy.close('target01_sell', when=target01_sel_close) target02_buy_entry = target02_active and (buy_patterns_00 or buy_patterns_01) and close <= f_last_fib(target02_ew_rate) target02_buy_close = target02_active and high >= f_last_fib(target02_tp_rate) or low <= f_last_fib(target02_sl_rate) target02_sel_entry = target02_active and (sel_patterns_00 or sel_patterns_01) and close >= f_last_fib(target02_ew_rate) target02_sel_close = target02_active and low <= f_last_fib(target02_tp_rate) or high >= f_last_fib(target02_sl_rate) strategy.entry('target02_buy', long=strategy.long, qty=target02_trade_size, comment='buy 02', when=target02_buy_entry) strategy.close('target02_buy', when=target02_buy_close) strategy.entry('target02_sell', long=strategy.short, qty=target02_trade_size, comment='sell 02', when=target02_sel_entry) strategy.close('target02_sell', when=target02_sel_close)