cristian.d

Camarilla Strategy - breakouts of H4 and L4

Breakout strategy of H4 and L4 levels. Manual entries and exits - higher profits BUT because I am a novice in pinescript,
Can someone please:

1. Show me how to add exit strategy lines : close> ema (close,3) for exit short and opposite for long. I added myself but I can't make it to work in relation to camarilla entries; instead it shows all ema crossings..
2.Why some entries over/above my pivots are not shown.. Example:11.15 AM (short) and 13.10 PM (long) AAPL , October 15, today? Today would've been 3 signals, not one..

Thank you in advance for any advice. I am a strong Camarilla follower, but I am not a coder.
הסר מסקריפטים מועדפים הוסף לסקריפטים מועדפים
//@version=2
//Created by CristianD
strategy(title="CamarillaStrategy", shorttitle="CD_Camarilla_Strategy", overlay=true) 
//sd = input(true, title="Show Daily Pivots?")
EMA = ema(close,3)

//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
if (longCondition)
    strategy.entry("My Long Entry Id", strategy.long)
    


shortCondition = close <dtime_l4
if (shortCondition)
    strategy.entry("My Short Entry Id", strategy.short)
    

תגובות

Hi Cristian.D,

Great strategy from you & I have studied your camarilla strategy. For "exits based on EMA" (instead of stop loss...etc) below is what worked for me:

if longCondition
strategy.entry("Long", strategy.long)
//strategy.exit("Exit Long", "Long", trail_points=40, trail_offset=1, loss=70)
strategy.close_all(when = EMA > close)

You have to move "strategy.close_all(when = EMA > close)" out of "if" statement. Else, the "exit will be in the same bar". Also, "strategy.close_all" is the only one I could get to work. Hope this gives you something to improve on.

Thanks a lot.

Hareesha C
השב
Hareesha Hareesha
the code should look as below (spaces at the beginning are important):

if longCondition
strategy.entry("Long", strategy.long)
//strategy.exit("Exit Long", "Long", trail_points=40, trail_offset=1, loss=70)
strategy.close_all(when = EMA > close)
השב
Hareesha Hareesha
sorry, again this comment section automatically removes spaces at the beginning automatically after posting comment.
השב
Hii how is it working...... different in different timeframe...how can i make it for short term or intraday...
השב
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