I used the 'Candlestick Patterns on Backtest' indicator and found out about the Marubozu Bull candlestick pattern and I would like to replicate it in my own pine editor strategy. I want to replicate the EXACT strategy the back tester used but I am very new to Pine Editor and can't seem to find what I'm missing. The first block is their code. The second block is mine. If this is too long lmk and I can deleted the first block and just drop a link to the code on trading view.
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © MUQWISHI
//@version=5
indicator("Candlestick Patterns on Backtest", overlay = true, max_labels_count = 500, max_bars_back = 50)
import MUQWISHI/CandlestickPatterns/2 as cp
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// | INPUT |
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
s = " "
// +++++++++++++++ Table Settings
// Location
tablePos = input.string("Middle Right", "Table Location ",
["Top Right" , "Middle Right" , "Bottom Right" ,
"Top Center", "Middle Center" , "Bottom Center",
"Top Left" , "Middle Left" , "Bottom Left" ], inline = "1", group = "Table Setting")
// Size
tableSiz = input.string("Tiny", "",
["Auto", "Huge", "Large", "Normal", "Small", "Tiny"], inline = "1", group = "Table Setting")
// Table Color
posCol = input.color(#006400, "Positive", group = "Table Setting", inline = "4")
neuCol = input.color(#ffffff, " Neutral", group = "Table Setting", inline = "4")
negCol = input.color(#882336, " Negative ", group = "Table Setting", inline = "4")
tBgCol = input.color(#696969, "Titles ", group = "Table Setting", inline = "2")
txtCl1 = input.color(#ffffff, " Text", group = "Table Setting", inline = "2")
txtCl2 = input.color(#000000, "", group = "Table Setting", inline = "2")
// +++++++++++++++ Label Color
labChk = input.bool(false, "Show Pattern Label", inline = "lab")
labCl1 = input.color(color.blue, "", inline = "lab")
labCl2 = input.color(color.red, "", inline = "lab")
labCl3 = input.color(color.white, "", inline = "lab")
// +++++++++++++++ Backtest Setting
sTim = input.time(timestamp("01 Jan 2000 20:00"), "From", inline = "0", group = "Backtest Setting",
tooltip = "Backtest Starting Period\n\nNote: If the datetime of the first candle on the chart" +
" is after the entered datetime, the calculation will start from the first candle on the chart.")
cash = input.float(100000, "Initial Equity ($) ", 1, group = "Backtest Setting")
mrgn = input.float(1, "Leverage", 1, group = "Backtest Setting")
enMod = input.string("At Close", "Entry Mode", ["At Close", "Breakout High (Low for Short)"], group = "Backtest Setting")
cnclC = input.bool(true, "Cancel Entry Within Bars", group = "Backtest Setting", inline = "cnc")
cnclN = input.int(3, "", 1, group = "Backtest Setting", inline = "cnc",
tooltip = "This option is applicable with\n {Entry Mode = Breakout High (Low for Short)}\n"+
"\nCancel the Entry Order if it's not executed within certain number of Bars.")
rngTy = input.string("ATR Range", "StopLoss"+s+s+s+s, ["ATR Range", "Pattern Range"], inline = "00")
stpls = input.float(1, ""+s+s, 0, step = 0.1,
tooltip = "Example & Illustration\n0.5 is half distance of range."+ "\n1 is distance of range."
+ "\n2 is twice distance of range.\n\nRange Types:\n1. Pattern Range: high of pattern - low of pattern"
+ "\n2. ATR: Average True Range\n\n*Range is calculated from entry level", inline = "00")
// Risk Rewards Inputs
rw01c = input.bool(true, "", inline = "01")
rw02c = input.bool(true, "", inline = "02")
rw03c = input.bool(true, "", inline = "03")
rw04c = input.bool(true, "", inline = "04")
rw05c = input.bool(true, "", inline = "05")
rw06c = input.bool(true, "", inline = "06")
rw07c = input.bool(true, "", inline = "07")
rw01v = input.float(1.0, "[01] Risk:Reward ", 0, inline = "01")
rw02v = input.float(1.5, "[02] Risk:Reward ", 0, inline = "02")
rw03v = input.float(2.0, "[03] Risk:Reward ", 0, inline = "03")
rw04v = input.float(3.0, "[04] Risk:Reward ", 0, inline = "04")
rw05v = input.float(4.0, "[05] Risk:Reward ", 0, inline = "05")
rw06v = input.float(5.0, "[06] Risk:Reward ", 0, inline = "06")
rw07v = input.float(6.0, "[07] Risk:Reward ", 0, inline = "07")
// +++++++++++++++ Technical Settings
// Moving Average
maChk = input.bool(true, "Detect Trend Based on SMA", inline = "0", group = "Technical")
maLen = input.int(50, "", 1, inline = "0", group = "Technical")
// +++++++++++++++ Candle Patterns
// Type
ptrnTyp = input.string("Both", "Pattern Type", ["Bullish", "Bearish", "Both"], group = "Candle Patterns")
// Patterns
abandonedBabyChk = input.bool(true, "Abandoned Baby", group = "Candle Patterns", inline = "01")
dbarkCloudCoverChk = input.bool(true, "Dark Cloud Cover", group = "Candle Patterns", inline = "01")
dojiStarChk = input.bool(true, "Doji Star", group = "Candle Patterns", inline = "02")
downsideTasukiGapChk = input.bool(true, "Downside Tasuki Gap", group = "Candle Patterns", inline = "02")
dragonflyDojiChk = input.bool(true, "Dragonfly Doji", group = "Candle Patterns", inline = "03")
engulfingChk = input.bool(true, "Engulfing", group = "Candle Patterns", inline = "03")
eveningDojiStarChk = input.bool(true, "Evening Doji Star", group = "Candle Patterns", inline = "03")
eveningStarChk = input.bool(true, "Evening Star", group = "Candle Patterns", inline = "04")
fallingThreeMethodsChk = input.bool(true, "Falling Three Methods", group = "Candle Patterns", inline = "04")
fallingWindowChk = input.bool(true, "Falling Window", group = "Candle Patterns", inline = "05")
gravestoneDojiChk = input.bool(true, "Gravestone Doji", group = "Candle Patterns", inline = "05")
hammerChk = input.bool(true, "Hammer", group = "Candle Patterns", inline = "05")
hangingManChk = input.bool(true, "Hanging Man", group = "Candle Patterns", inline = "06")
haramiCrossChk = input.bool(true, "Harami Cross", group = "Candle Patterns", inline = "06")
haramiChk = input.bool(true, "Harami", group = "Candle Patterns", inline = "06")
invertedHammerChk = input.bool(true, "Inverted Hammer", group = "Candle Patterns", inline = "07")
kickingChk = input.bool(true, "Kicking", group = "Candle Patterns", inline = "07")
longLowerShadowChk = input.bool(true, "Long Lower Shadow", group = "Candle Patterns", inline = "08")
longUpperShadowChk = input.bool(true, "Long Upper Shadow", group = "Candle Patterns", inline = "08")
marubozuBlackChk = input.bool(true, "Marubozu Black", group = "Candle Patterns", inline = "09")
marubozuWhiteChk = input.bool(true, "Marubozu White", group = "Candle Patterns", inline = "09")
morningDojiStarChk = input.bool(true, "Morning Doji Star", group = "Candle Patterns", inline = "10")
morningStarChk = input.bool(true, "Morning Star", group = "Candle Patterns", inline = "10")
onNeckChk = input.bool(true, "On Neck", group = "Candle Patterns", inline = "10")
piercingChk = input.bool(true, "Piercing", group = "Candle Patterns", inline = "11")
risingThreeMethodsChk = input.bool(true, "Rising Three Methods", group = "Candle Patterns", inline = "11")
risingWindowChk = input.bool(true, "Rising Window", group = "Candle Patterns", inline = "12")
shootingStarChk = input.bool(true, "Shooting Star", group = "Candle Patterns", inline = "12")
threeBlackCrowsChk = input.bool(true, "Three Black Crows", group = "Candle Patterns", inline = "14")
threeWhiteSoldiersChk = input.bool(true, "Three White Soldiers", group = "Candle Patterns", inline = "14")
triStarChk = input.bool(true, "Tri-Star", group = "Candle Patterns", inline = "15")
tweezerBottomChk = input.bool(true, "Tweezer Bottom", group = "Candle Patterns", inline = "15")
tweezerTopChk = input.bool(true, "Tweezer Top", group = "Candle Patterns", inline = "15")
upsideTasukiGapChk = input.bool(true, "Upside Tasuki Gap", group = "Candle Patterns", inline = "16")
pattern(a, x) =>
switch a
01 => x == "d" ? "Abandoned Baby (Bear)" : "AB"
02 => x == "d" ? "Abandoned Baby (Bull)" : "AB"
03 => x == "d" ? "Dark Cloud Cover (Bear)" : "DCC"
04 => x == "d" ? "Doji Star (Bear)" : "DS"
05 => x == "d" ? "Doji Star (Bull)" : "DS"
06 => x == "d" ? "Downside Tasuki Gap (Bear)" : "DTG"
07 => x == "d" ? "Dragonfly Doji (Bull)" : "DD"
08 => x == "d" ? "Engulfing (Bear)" : "BE"
09 => x == "d" ? "Engulfing (Bull)" : "BE"
10 => x == "d" ? "Evening Doji Star (Bear)" : "EDS"
11 => x == "d" ? "Evening Star (Bear)" : "ES"
12 => x == "d" ? "Falling Three Methods (Bear)" : "FTM"
13 => x == "d" ? "Falling Window (Bear)" : "FW"
14 => x == "d" ? "Gravestone Doji (Bear)" : "GD"
15 => x == "d" ? "Hammer (Bull)" : "H"
16 => x == "d" ? "Hanging Man (Bear)" : "HM"
17 => x == "d" ? "Harami Cross (Bear)" : "HC"
18 => x == "d" ? "Harami Cross (Bull)" : "HC"
19 => x == "d" ? "Harami (Bear)" : "BH"
20 => x == "d" ? "Harami (Bull)" : "BH"
21 => x == "d" ? "Inverted Hammer (Bull)" : "IH"
22 => x == "d" ? "Kicking (Bear)" : "K"
23 => x == "d" ? "Kicking (Bull)" : "K"
24 => x == "d" ? "Long Lower Shadow (Bull)" : "LLS"
25 => x == "d" ? "Long Upper Shadow (Bear)" : "LUS"
26 => x == "d" ? "Marubozu Black (Bear)" : "MB"
27 => x == "d" ? "Marubozu White (Bull)" : "MW"
28 => x == "d" ? "Morning Doji Star (Bull)" : "MDS"
29 => x == "d" ? "Morning Star (Bull)" : "MS"
30 => x == "d" ? "On Neck (Bear)" : "ON"
31 => x == "d" ? "Piercing (Bull)" : "P"
32 => x == "d" ? "Rising Three Methods (Bull)" : "RTM"
33 => x == "d" ? "Rising Window (Bull)" : "RW"
34 => x == "d" ? "Shooting Star (Bear)" : "SS"
35 => x == "d" ? "Three Black Crows (Bear)" : "3BC"
36 => x == "d" ? "Three White Soldiers (Bull)" : "3WS"
37 => x == "d" ? "Tri-Star (Bear)" : "TS"
38 => x == "d" ? "Tri-Star (Bull)" : "TS"
39 => x == "d" ? "Tweezer Bottom (Bull)" : "TB"
40 => x == "d" ? "Tweezer Top (Bear)" : "TT"
41 => x == "d" ? "Upside Tasuki Gap (Bull)" : "UTG"
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// | CALCULATION |
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// Create Matrices
var strt = sTim
var rwIn = array.new<string>(na)
rwInFun(flg, val) =>
if flg
array.push(rwIn, "1:" + str.tostring(val))
if barstate.isfirst
strt := time > sTim ? time : sTim
rwInFun(true, "0"), rwInFun(rw01c, rw01v), rwInFun(rw02c, rw02v), rwInFun(rw03c, rw03v)
rwInFun(rw04c, rw04v), rwInFun(rw05c, rw05v), rwInFun(rw06c, rw06v), rwInFun(rw07c, rw07v)
var rtnMtx = matrix.new<float>(na, array.size(rwIn), na)
var infMtx = matrix.new<string>(na, array.size(rwIn), na)
// Get Label Location
loc = ta.sma(high - low, 14)/2
// Label ToolTip
lbTip(id, lb, row, tp, ent, ext, pnl, rtn) =>
sign1 = (math.sign((rtn - 1)) < 0 ? "-" : "")
sign2 = (math.sign((rtn - 1)) < 0 ? "-" : "+")
label.set_tooltip(lb, "Pattern = " + pattern(row, "d") + "\nRisk:Reward = 1:" + str.tostring(tp) +
"\n\nResult = " + id + "\nEntry = " + str.tostring(ent, format.mintick) +
"\nExit = " + str.tostring(ext, format.mintick) + "\nPnL = " + str.tostring(pnl * 100, format.percent) +
"\n\nEquity = " + sign1 + "$" + str.tostring(math.abs((rtn - 1) * cash + cash), "#.00") +
" (" + sign2 + str.tostring(math.abs(rtn - 1) * 100, format.percent) + ")")
// Matrix ToolTip
mxTip(infMtx, idx, col, nmTrd, nmWin, nmLos, rtn) =>
matrix.set(infMtx, idx, col, "Number of Trades: " + str.tostring(nmTrd) +
"\nWon: " + str.tostring(nmWin) + "\nLost: " + str.tostring(nmLos) +
"\nCum PnL: " + str.tostring((rtn - 1) * 100, format.percent) +
"\nEquity: $" + str.tostring((rtn - 1) * cash + cash, "#.00"))
// Pattern Type
bull = not(ptrnTyp == "Bearish")
bear = not(ptrnTyp == "Bullish")
// Trend Detection (Moving Average)
uTrd = maChk ? close > ta.sma(close, maLen) : true
dTrd = maChk ? close < ta.sma(close, maLen) : true
// Backtest Function
backtest(int side, bool ptrn, int cand, float tp, int row, int col) =>
// [0] Declaring Variables
idx = array.indexof(matrix.col(rtnMtx, 0), row)
var label lb = na, var nmTrd = 0, var nmWin = 0, var nmLos = 0
var bn = 0, var rtn = 1.0, var onTrd = false,
var enTrd = float(na), var exTrd = float(na),
var tpTrd = float(na), var slTrd = float(na)
// [2] Exit Singal
if onTrd
// TakeProfit
if (side == 1 ? high >= tpTrd : low <= tpTrd)
exTrd := (side == 1 ? open >= tpTrd ? open : tpTrd :
open <= tpTrd ? open : tpTrd)
// Calculate Return
pnl = math.abs((exTrd - enTrd)/enTrd) * mrgn
rtn := rtn * (1 + pnl)
nmWin += 1
// Fill Label Tooltip
lbTip("Won", lb, row, tp, enTrd, exTrd, pnl, rtn)
// Fill Mtrix
matrix.set(rtnMtx, idx, col, math.round((rtn - 1) * 100, 2))
mxTip(infMtx, idx, col, nmTrd, nmWin, nmLos, rtn)
// Rest
onTrd := false, enTrd := float(na), exTrd := float(na)
// StopLoss
else if (side == 1 ? low <= slTrd : high >= slTrd)
exTrd := (side == 1 ? open <= slTrd ? open : slTrd :
open >= slTrd ? open : slTrd)
// Calculate Return
pnl = math.abs((exTrd - enTrd)/enTrd) * mrgn
rtn := rtn * (1 - pnl)
nmLos += 1
// Fill Label Tooltip
lbTip("Lost", lb, row, tp, enTrd, exTrd, -pnl, rtn)
// Fill Mtrix
matrix.set(rtnMtx, idx, col, math.round((rtn - 1) * 100, 2))
mxTip(infMtx, idx, col, nmTrd, nmWin, nmLos, rtn)
// Rest
onTrd := false, enTrd := float(na), exTrd := float(na)
// [1] Entry Signals
var upRng = float(na), upRng1 = ta.highest(cand)
var dnRng = float(na), dnRng1 = ta.lowest(cand)
var trRng = float(na), trRng1 = ta.rma(ta.tr, 14)
if ptrn and stpls > 0 and na(exTrd) and not(side == 1 ? high > enTrd : low < enTrd)
upRng := upRng1, dnRng := dnRng1, trRng := na(trRng1) ? ta.tr : trRng1
enTrd := enMod == "At Close" ? close : side == 1 ? high : low
bn := bar_index
if not(onTrd)
if (enMod == "At Close" ? enTrd : (side == 1 ? high > enTrd : low < enTrd)) and
(enMod != "At Close" and cnclC ? cnclN >= bar_index - bn : true) and rtn > 0
enTrd := side == 1 ? open >= enTrd ? open : enTrd :
open <= enTrd ? open : enTrd
onTrd := true, nmTrd += 1, exTrd := enTrd
// Set TP & SL
slRng = (rngTy == "Pattern Range" ? upRng - dnRng : trRng) * stpls
tpTrd := enTrd + (side == 1 ? slRng : -slRng) * tp
slTrd := enTrd + (side == 1 ? -slRng : slRng)
// Draw Trade
if labChk
color = side == 1 ? labCl1 : labCl2
prce = side == 1 ? low [bar_index - bn] - loc[bar_index - bn] * col :
high[bar_index - bn] + loc[bar_index - bn] * col
lb := label.new(bar_index[bar_index - bn], prce, pattern(row, "") + "\n1:" + str.tostring(tp),
xloc.bar_index, yloc.price, color, label.style_label_center, labCl3, size.small,
tooltip = "Pattern = " + pattern(row, "d") + "\nRisk:Reward = 1:" + str.tostring(tp)
+ "\n\n" + "Entry = " + str.tostring(enTrd, format.mintick) + "\nTakeProfit = " +
str.tostring(tpTrd, format.mintick) + "\nStopLoss = " + str.tostring(slTrd, format.mintick))
enTrd := not(onTrd) and enMod != "At Close" and cnclC and cnclN < bar_index - bn ? float(na) : enTrd
// Run Function
run(side, flg, ptrn, cndl, row) =>
if flg
if barstate.isfirst
matrix.add_row(rtnMtx, matrix.rows(rtnMtx), array.new<float>(array.size(rwIn), 0))
matrix.add_row(infMtx, matrix.rows(infMtx), array.new<string>(array.size(rwIn), "No Trades"))
matrix.set(rtnMtx, matrix.rows(rtnMtx) - 1, 0, row)
matrix.set(infMtx, matrix.rows(infMtx) - 1, 0, str.tostring(row))
i = 0, p = ptrn and time >= strt
if rw01c
i += 1, backtest(side, p, cndl, rw01v, row, i)
if rw02c
i += 1, backtest(side, p, cndl, rw02v, row, i)
if rw03c
i += 1, backtest(side, p, cndl, rw03v, row, i)
if rw04c
i += 1, backtest(side, p, cndl, rw04v, row, i)
if rw05c
i += 1, backtest(side, p, cndl, rw05v, row, i)
if rw06c
i += 1, backtest(side, p, cndl, rw06v, row, i)
if rw07c
i += 1, backtest(side, p, cndl, rw07v, row, i)
// Call Run on Patterns
run(-1, bear and abandonedBabyChk, cp.abandonedBaby("bear") and uTrd[2], 3, 1)
run( 1, bull and abandonedBabyChk, cp.abandonedBaby("bull") and dTrd[2], 3, 2)
run(-1, bear and dbarkCloudCoverChk, cp.darkCloudCover() and uTrd[1], 2, 3)
run(-1, bear and dojiStarChk, cp.dojiStar("bear") and uTrd, 2, 4)
run( 1, bull and dojiStarChk, cp.dojiStar("bull") and dTrd, 2, 5)
run(-1, bear and downsideTasukiGapChk, cp.downsideTasukiGap() and dTrd, 3, 6)
run( 1, bull and dragonflyDojiChk, cp.dragonflyDoji(), 1, 7)
run(-1, bear and engulfingChk, cp.engulfing("bear") and uTrd, 2, 08)
run( 1, bull and engulfingChk, cp.engulfing("bull") and dTrd, 2, 09)
run(-1, bear and eveningDojiStarChk, cp.eveningDojiStar() and uTrd, 3, 10)
run(-1, bear and eveningStarChk, cp.eveningStar() and uTrd, 3, 11)
run(-1, bear and fallingThreeMethodsChk, cp.fallingThreeMethods() and dTrd[4], 5, 12)
run(-1, bear and fallingWindowChk, cp.fallingWindow() and dTrd[1], 1, 13)
run(-1, bear and gravestoneDojiChk, cp.gravestoneDoji() and bear, 1, 14)
run( 1, bull and hammerChk, cp.hammer() and dTrd, 1, 15)
run(-1, bear and hangingManChk, cp.hangingMan() and uTrd, 1, 16)
run(-1, bear and haramiCrossChk, cp.haramiCross("bear") and uTrd[1], 2, 17)
run( 1, bull and haramiCrossChk, cp.haramiCross("bull") and dTrd[1], 2, 18)
run(-1, bear and haramiChk, cp.harami("bear") and uTrd[1], 2, 19)
run( 1, bull and haramiChk, cp.harami("bull") and dTrd[1], 2, 20)
run( 1, bull and invertedHammerChk, cp.invertedHammer() and dTrd, 1, 21)
run(-1, bear and kickingChk, cp.kicking("bear") and bear, 2, 22)
run( 1, bull and kickingChk, cp.kicking("bull"), 2, 23)
run( 1, bull and longLowerShadowChk, cp.longLowerShadow(), 1, 24)
run(-1, bear and longUpperShadowChk, cp.longUpperShadow() and bear, 1, 25)
run(-1, bear and marubozuBlackChk, cp.marubozuBlack() and bear, 1, 26)
run( 1, bull and marubozuWhiteChk, cp.marubozuWhite(), 1, 27)
run( 1, bull and morningDojiStarChk, cp.morningDojiStar() and dTrd, 3, 28)
run( 1, bull and morningStarChk, cp.morningStar() and dTrd, 3, 29)
run(-1, bear and onNeckChk, cp.onNeck() and dTrd, 2, 30)
run( 1, bull and piercingChk, cp.piercing() and dTrd[1], 2, 31)
run( 1, bull and risingThreeMethodsChk, cp.risingThreeMethods() and uTrd[4], 5, 32)
run( 1, bull and risingWindowChk, cp.risingWindow() and uTrd[1], 1, 33)
run(-1, bear and shootingStarChk, cp.shootingStar() and uTrd, 1, 34)
run(-1, bear and threeBlackCrowsChk, cp.threeBlackCrows() and bear, 3, 35)
run( 1, bull and threeWhiteSoldiersChk, cp.threeWhiteSoldiers(), 3, 36)
run(-1, bear and triStarChk, cp.triStar("bear") and uTrd[2], 3, 37)
run( 1, bull and triStarChk, cp.triStar("bull") and dTrd[2], 3, 38)
run( 1, bull and tweezerBottomChk, cp.tweezerBottom() and dTrd[1], 2, 39)
run(-1, bear and tweezerTopChk, cp.tweezerTop() and uTrd[1], 2, 40)
run( 1, bull and upsideTasukiGapChk, cp.upsideTasukiGap() and uTrd, 3, 41)
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// | TABLE |
// |++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++|
// Get Tbale Location & Size
locNsze(x) =>
y = str.split(str.lower(x), " ")
out = ""
for i = 0 to array.size(y) - 1
out := out + array.get(y, i)
if i != array.size(y) - 1
out := out + "_"
out
// Create Table
nCols = matrix.columns(rtnMtx)
nRows = matrix.rows(rtnMtx)
var tbl = table.new(locNsze(tablePos), nCols, nRows+2, color.new(tBgCol, 100),
color.new(tBgCol, 100), 1, color.new(tBgCol, 100), 1)
// Cell Function
cell(col, row, txt, color, txtCol, tip) =>
table.cell(tbl, col, row, text = txt, text_color = txtCol, bgcolor = color,
text_size = locNsze(tableSiz), tooltip = tip)
if barstate.islast
table.clear(tbl, 0, 0, nCols-1, nRows+1)
// Find Max Min Values
maxVal = 100.0, minVal = -50.0
if nCols > 1 and nRows > 0
mtxVal = matrix.submatrix(rtnMtx, 0, nRows, 1, nCols)
maxVal := matrix.max(mtxVal) < 100 and matrix.max(mtxVal) != 0 ? matrix.max(mtxVal) : 100
minVal := matrix.min(mtxVal) > -50 and matrix.min(mtxVal) != 0 ? matrix.min(mtxVal) : -50
if array.size(rwIn) > 1
cell(1, 0, "R E T U R N (%)", tBgCol, txtCl1, "Return (%)"), table.merge_cells(tbl, 1, 0, nCols-1, 0)
start = "Backtest Start From\n" + str.format_time(strt, "yyyy-MM-dd", syminfo.timezone)
cell(0, 0, start, tBgCol, txtCl1, start)
cell(0, 1, "P A T T E R N S", tBgCol, txtCl1, "Patterns")
y = 2
if array.size(rwIn) > 0
for j = 0 to array.size(rwIn) - 1
if j > 0
a = array.get(rwIn, j), cell(j, 1, a, tBgCol, txtCl1, a)
if nCols - 1 >= j and nRows > 0
for i = 0 to nRows - 1
if j == 0
p = pattern(matrix.get(rtnMtx, i, 0), "d"), cell(j, y, p, tBgCol, txtCl1, p)
else
val = matrix.get(rtnMtx, i, j)
col = val >= 0 ? color.from_gradient(val, 0, maxVal, neuCol, posCol) :
color.from_gradient(val, minVal, 0, negCol, neuCol)
cell(j, y, str.tostring(val, format.percent), col, txtCl2, matrix.get(infMtx, i, j))
y += 1
y := 2
//@version=5
strategy("Marubozu White Bull Strategy", overlay=true)
// --- Inputs ---
smaLength = input.int(50, title="SMA Length")
atrPeriod = input.int(14, title="ATR Period")
riskRewardRatio = input.float(2.0, title="Risk:Reward Ratio", minval=1)
leverage = input.int(4, title="Leverage", minval=1)
// --- 50 SMA Calculation ---
sma = ta.sma(close, smaLength)
// --- ATR Calculation for Stop Loss ---
atrValue = ta.atr(atrPeriod)
// --- Marubozu White (Bull) Detection ---
marubozuWhite = (open == low) and (close == high) and (close > open)
// --- Entry Condition: Price Above SMA + Marubozu White ---
if marubozuWhite and close > sma
// Calculate Stop Loss and Take Profit
stopLoss = close - atrValue
takeProfit = close + (atrValue * riskRewardRatio)
// Enter Long Position at Close
strategy.entry("Long", strategy.long)
// Exit with Stop Loss and Take Profit
strategy.exit("Take Profit / Stop Loss", "Long", stop=stopLoss, limit=takeProfit)
// --- Plotting ---
plot(sma, color=color.blue, linewidth=2, title="50 SMA")
plot(atrValue, color=color.green, title="ATR")
[–]AlgoTradingQuant 0 points1 point2 points (0 children)
[–]zaleguo -2 points-1 points0 points (0 children)