// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // @algomojo // Webhook Url : https://amapi.algomojo.com/v1/PlaceOrder // Algomojo Trading Strategy Carry Forward Strategy/Intraday Strategy with Target/Stoploss/Trailing Stoploss // Supertrend Version 3.0 //////////////////////////////////////////////////////////////////////////////////////////////////////////// //Trading Block Description //Block 1 : API Controls + Algomojo Input Controls //Block 2 : Autotrading API data configuration //Block 3 : Backtesting Controls & Target and Stoploss Controls //Block 4 : Trading Strategy and Controls (write your trading strategy in the block //Block 5 : Intraday Function and Buy and Sell Signal Mapping (Signal Mapping is required) /////////////////////////////////////////////////////////////////////////////////////////////////////////// //@version=5 strategy('SuperTrend Algomojo Trading Strategy with Target/Stoploss', shorttitle='Supertrend Algomojo', overlay=true,process_orders_on_close=true) import algomojo/automation/22 //Block 1 : API Controls + Algomojo Input Controls //Enter Your Algomojo API Key and API Secret Key am_apikey = input.string(title='API Key', defval='xxxxx', group='AlgoControls') am_apisecret = input.string(title='API Secret Key', defval='xxxxx', group='AlgoControls') am_broker = input.string(title='Broker', defval='ALICEBLUE', options=['ALICEBLUE', 'ANGELONE', 'FIRSTOCK', 'FYERS','GOODWILL','PAYTM','SAMCO','TRADEJINI','UPSTOX','ZEBU','ZERODHA'], group='AlgoControls') am_strategy = input.string(title='Strategy Name', defval='Supertrend Strategy', group='AlgoControls') am_symbol = input.string(title='Trading Symbol', defval='RELIANCE-EQ', group='AlgoControls') am_exchange = input.string(title='Exchange', defval='NSE', options=['NSE', 'NFO', 'MCX', 'BSE'], group='AlgoControls') am_quantity = input.int(title='Quantity', defval=1, group='AlgoControls') am_pricetype = input.string(title='Order Type', defval='MARKET', group='AlgoControls') am_product = input.string(title='Product', defval='MIS', options=['CNC', 'MIS', 'NRML'], group='AlgoControls') am_splitorder = input.string(title='Split Order?', defval='NO', options=['NO', 'YES'], group='AlgoControls') am_split_quantity = input.int(title='Split Quantity', defval=1, group='AlgoControls') am_Mode = input.string(title='Algo Mode', defval='ENABLE', options=['ENABLE', 'LONGONLY', 'SHORTONLY'], group='AlgoControls') ////////////////////////////////////////Block 1 Module Ends//////////////////////////////////////////////////////////////////////// //Block 2 : Autotrading API data configuration [BE,SX,BSR,SE,BX,SSR] = automation.algomodule(am_apikey, am_apisecret, am_broker, am_strategy, am_symbol, am_exchange,am_quantity, am_pricetype, am_product, am_splitorder, am_split_quantity) ////////////////////////////////////////Block 2 Module Ends//////////////////////////////////////////////////////////////////////// //Block 3 : Backtesting Controls & Live Automation Purpose FromDay = input.int(defval=1, title='From Day', minval=1, maxval=31, group='Backtesting') FromMonth = input.int(defval=1, title='From Month', minval=1, maxval=12, group='Backtesting') FromYear = input.int(defval=2018, title='From Year', minval=999, group='Backtesting') ToDay = input.int(defval=1, title='To Day', minval=1, maxval=31, group='Backtesting') ToMonth = input.int(defval=1, title='To Month', minval=1, maxval=12, group='Backtesting') ToYear = input.int(defval=9999, title='To Year', minval=999, group='Backtesting') start = timestamp(FromYear, FromMonth, FromDay, 00, 00) finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) window() => time >= start and time <= finish ? true : false highlighting = input.bool(title='Highlighter On/Off ?', defval=true, group='Intraday Controls') barcoloring = input.bool(title='Bar Coloring On/Off ?', defval=true, group='Intraday Controls') intraday = input.bool(title='Intraday On/Off ?', defval=false, group='Intraday Controls') marketSession = input.session(title='Market session', defval='0915-1500', confirm=false, group='Intraday Controls') risk = input.bool(title='Stoploss/Target On/Off', defval=false, group='Stoploss/Target Controls') type = input.string(title='Type', defval='FIXED', options=['FIXED', 'PERCENTAGE', 'VOLATILITY'], group='Stoploss/Target Controls') stoploss = input.float(defval=10.0, title='Stoploss', group='Stoploss/Target Controls') target = input.float(defval=20.0, title='Target', group='Stoploss/Target Controls') TickSz = input.float(defval=0.05, title='TickSize', group='Stoploss/Target Controls') ATRMultiplier = input.float(title='ATR Multiplier', step=0.1, defval=1.5, group='Stoploss/Target Controls') ATRLength = input.int(title='ATR Period', defval=20, group='Stoploss/Target Controls') iATR = ta.atr(ATRLength) trail = input.bool(title='Trailing Stoploss On/Off', defval=false, group='Trailstop Controls') longTrailPerc = input.float(title='Trail Long Stop (%)', minval=0.01, maxval=50.0, step=0.01, defval=1, group='Trailstop Controls') * 0.01 shortTrailPerc = input.float(title='Trail Short Stop (%)', minval=0.01, maxval=50.0, step=0.01, defval=1, group='Trailstop Controls') * 0.01 var longCondition = false var shortCondition = false ////////////////////////////////////////Block 3 Module Ends//////////////////////////////////////////////////////////////////////// //Block 4 : Trading Strategy //inputs src = input(hl2, title='Source', group='Supertrend Controls') Multiplier = input.float(title='ATR Multiplier', step=0.1, defval=3.0, group='Supertrend Controls') Periods = input.int(title='ATR Period', defval=10, group='Supertrend Controls') changeATR = input.bool(title='Change ATR Calculation Method ?', defval=true, group='Supertrend Controls') showsignals = input.bool(title='Show Buy/Sell Signals ?', defval=true, group='Supertrend Controls') atr2 = ta.sma(ta.tr, Periods) atr = changeATR ? ta.atr(Periods) : atr2 up = src - Multiplier * atr up1 = nz(up[1], up) up := close[1] > up1 ? math.max(up, up1) : up dn = src + Multiplier * atr dn1 = nz(dn[1], dn) dn := close[1] < dn1 ? math.min(dn, dn1) : dn trend = 1 trend := nz(trend[1], trend) trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend //Plots upPlot = plot(trend == 1 ? up : na, title='Up Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.green, 0)) buySignal = trend == 1 and trend[1] == -1 plotshape(buySignal ? up : na, title='UpTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, 0)) //plotshape(buySignal and showsignals ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0)) dnPlot = plot(trend == 1 ? na : dn, title='Down Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.red, 0)) sellSignal = trend == -1 and trend[1] == 1 plotshape(sellSignal ? dn : na, title='DownTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, 0)) //plotshape(sellSignal and showsignals ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0) longFillColor = highlighting ? trend == 1 ? color.new(color.green,90) : na : na shortFillColor = highlighting ? trend == -1 ? color.new(color.red,90) : na : na fill(mPlot, upPlot, title='UpTrend Highligter', color=longFillColor) fill(mPlot, dnPlot, title='DownTrend Highligter', color=shortFillColor) ////////////////////////////////////////Block 4 Module Ends//////////////////////////////////////////////////////////////////////// //Block 5 : Intraday Function and Buy and Sell Signal Mapping //Remove the comments to do the long/short signal mapping //buySignal = enterLong //sellSignal = enterShort barInSession(sess) => time(timeframe.period, sess) != 0 bool intradaySession = barInSession(marketSession) buy = buySignal sell = sellSignal buy1 = buy[1] sell1 = sell[1] //assign signals if(not intraday) longCondition := buySignal shortCondition := sellSignal if(intraday) longCondition := buySignal and intradaySession shortCondition := sellSignal and intradaySession //Block 4 : Execution Controls if(am_Mode=="ENABLE") if longCondition and strategy.position_size == 0 and window() strategy.entry('BUY', strategy.long, alert_message=BE,comment='BUY') if longCondition and strategy.position_size < 0 and window() strategy.entry('BUY', strategy.long, alert_message=BSR,comment='BUY') if shortCondition and strategy.position_size == 0 and window() strategy.entry('SELL', strategy.short, alert_message=SE,comment='SELL') if shortCondition and strategy.position_size > 0 and window() strategy.entry('SELL', strategy.short, alert_message=SSR,comment='SELL') if(am_Mode=="LONGONLY") if longCondition and strategy.position_size == 0 and window() strategy.entry('BUY', strategy.long, alert_message=BE,comment='BUY') if shortCondition and strategy.position_size > 0 and window() strategy.close('BUY', alert_message=BX,comment='BUY EXIT') if(am_Mode=="SHORTONLY") if shortCondition and strategy.position_size == 0 and window() strategy.entry('SELL', strategy.short, alert_message=SE,comment='SHORT') if longCondition and strategy.position_size < 0 and window() strategy.close('SELL', alert_message=SX,comment='SHORT EXIT') if(intraday) longsquareOff = not intradaySession and strategy.position_size > 0 if(longsquareOff) strategy.close(id='BUY', comment='Square-off',alert_message=BX) shortsquareOff = not intradaySession and strategy.position_size < 0 if(shortsquareOff) strategy.close(id='SELL', comment='Square-off',alert_message=SX) ////////////////////////////////////////Block 4 Module Ends//////////////////////////////////////////////////////////////////////// buycount = ta.barssince(buySignal) sellcount = ta.barssince(sellSignal) color1 = buycount[1] < sellcount[1] ? color.green : buycount[1] > sellcount[1] ? color.red : na barcolor(barcoloring ? color1 : na) long_stop_level = ta.valuewhen(buy1, open - stoploss, 0) long_profit_level = ta.valuewhen(buy1, open + target, 0) short_stop_level = ta.valuewhen(sell1, open + stoploss, 0) short_profit_level = ta.valuewhen(sell1, open - target, 0) if(type=="PERCENTAGE") long_stop_level := ta.valuewhen(buy1, open, 0) * (100-stoploss)/100 long_profit_level := ta.valuewhen(buy1, open, 0) * (100+target)/100 long_stop_level := TickSz * math.round(long_stop_level/TickSz) long_profit_level := TickSz * math.round(long_profit_level/TickSz) short_stop_level := ta.valuewhen(sell1, open, 0) * (100+stoploss)/100 short_profit_level := ta.valuewhen(sell1, open, 0) * (100-target)/100 short_stop_level := TickSz * math.round(short_stop_level/TickSz) short_profit_level := TickSz * math.round(short_profit_level/TickSz) if(type=="VOLATILITY") long_stop_level := ta.valuewhen(buy1, open - iATR*ATRMultiplier, 0) long_profit_level := ta.valuewhen(buy1, open + iATR*ATRMultiplier, 0) short_stop_level := ta.valuewhen(sell1, open + iATR*ATRMultiplier, 0) short_profit_level := ta.valuewhen(sell1, open - iATR*ATRMultiplier, 0) //Sending Target/Stoploss Orders if(risk) if(strategy.position_size>0) strategy.exit('TP/SL', 'BUY', stop=long_stop_level, limit=long_profit_level,alert_message=BX) if(strategy.position_size<0) strategy.exit('TP/SL', 'SELL', stop=short_stop_level, limit=short_profit_level,alert_message=SX) plot(strategy.position_size <= 0 or not risk ? na : long_stop_level, color=color.new(color.red, 0), style=plot.style_circles, linewidth=2) plot(strategy.position_size <= 0 or not risk ? na : long_profit_level, color=color.new(color.green, 0), style=plot.style_circles, linewidth=2) plot(strategy.position_size >= 0 or not risk ? na : short_stop_level, color=color.new(color.red, 0), style=plot.style_circles, linewidth=2) plot(strategy.position_size >= 0 or not risk ? na : short_profit_level, color=color.new(color.green, 0), style=plot.style_circles, linewidth=2) //Initialization of Long Stop Price and Short Stop Price longStopPrice = 0.0 shortStopPrice = 0.0 //Sending Trailing Stoploss Orders if(trail) // Determine trail stop loss prices longStopPrice := if strategy.position_size > 0 stopValue = close * (1 - longTrailPerc) math.max(stopValue, longStopPrice[1]) else 0 shortStopPrice := if strategy.position_size < 0 stopValue = close * (1 + shortTrailPerc) math.min(stopValue, shortStopPrice[1]) else 999999 // Submit exit orders for trail stop loss price if strategy.position_size > 0 strategy.exit(id='TRAIL HIT', stop=longStopPrice,alert_message=BX) if strategy.position_size < 0 strategy.exit(id='TRAIL HIT', stop=shortStopPrice,alert_message=SX) // Plot stop loss values for confirmation plot(series=strategy.position_size > 0 and trail ? longStopPrice : na, color=color.new(color.fuchsia, 0), style=plot.style_cross, linewidth=2, title='Long Trail Stop') plot(series=strategy.position_size < 0 and trail ? shortStopPrice : na, color=color.new(color.fuchsia, 0), style=plot.style_cross, linewidth=2, title='Short Trail Stop')