TSI CCI HULL

TSI CCI HULL - free TradingView bot strategy and study.

Top FREE TradingView strategy this week!

To make our community more profitable we decided to start a series in which we will review open-source TradingView strategies. The aim of the review is to select a strategy (or a number of strategies) from TradingView and run a reality check on it, optimise them and convert into alerts, so you can set it up as a bot on Wunderbit Trading platform.

What we will provide

Open-strategy source
Strategy adjustment for particular exchange, pair and timeframe
Backtest
Revised study script that you can apply in Wunderbit Trading platform for bot trading.

This week we decided to start with the 15 min CCI strategy from the user: faresg7900

You will find original strategy code here: TSI CCI Hull

IMPORTANT

This is a trend strategy and works better in the uptrend
This strategy doe not have a stop-loss so your drawdown in the position can be large
This strategy is only working for long positions
This strategy take-profit will be triggered only if the price will “close” above 0.5% of the entry price. Therefore, you do not need to set a take-profit target in Wunderbit Trading cabinet.

Settings

Applicable to FTX: BTC-PERP 15min

Revised TradingView strategy script code

You can copy this code and paste it into your TradingView.

//@version=4

strategy(title="TSI CCI Hull", shorttitle="TSICCIHULL", default_qty_type=strategy.percent_of_equity, default_qty_value=100, calc_on_order_fills= false, calc_on_every_tick=true, pyramiding=0, commission_type=strategy.commission.percent, commission_value=0.07)
long = input(title="Long Length", type=input.integer, defval=41)
short = input(title="Short Length", type=input.integer, defval=43)
signal = input(title="Signal Length", type=input.integer, defval=21)
price=input(title="Source",type=input.source,defval=close)
Period=input(26, minval=1)
lineupper = input(title="Upper Line", type=input.integer, defval=100)
linelower = input(title="Lower Line", type=input.integer, defval=-100)
p=price
length= Period
double_smooth(src, long, short) =>
    fist_smooth = ema(src, long)
    ema(fist_smooth, short)
pc = change(price)
double_smoothed_pc = double_smooth(pc, long, short)
double_smoothed_abs_pc = double_smooth(abs(pc), long, short)
tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc)
keh = tsi_value*5 > linelower ? color.red : color.lime
teh = ema(tsi_value*5, signal*5) > lineupper ? color.red : color.lime
meh = ema(tsi_value*5, signal*5) > tsi_value*5 ? color.red : color.lime
i1=plot(tsi_value*5, title="TSI Value", color=color.black, linewidth=1,transp=100)
i2=plot(ema(tsi_value*5, signal*5), title="TSI Signal", color=color.black, linewidth=1,transp=100)
fill(i1,i2,color=meh,transp=85)
plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.black, linewidth=10)
plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.white, linewidth=8,transp=0)
plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=meh, linewidth=5)
n2ma = 2 * wma(p, round(length / 2))
nma = wma(p, length)
diff = n2ma - nma
sqn = round(sqrt(length))
n1 = wma(diff, sqn)
cci = (p - n1) / (0.015 * dev(p, length))
c = cci > 0 ? color.lime : color.red
c1 = cci > 20 ? color.lime : color.silver
c2 = cci < -20 ? color.red : color.silver
cc=plot(cci, color=c, title="CCI Line", linewidth=2)
cc2=plot(cci[1], color=color.gray, linewidth=1,transp=100)
fill(cc,cc2,color=c,transp=85)
plot(cross(20, cci) ? 20 : na, style=plot.style_cross,title="CCI cross UP",  color=c1, linewidth=2,transp=100,offset=-2)
plot(cross(-20, cci) ? -20 : na, style=plot.style_cross,title="CCI cross down",  color=c2, linewidth=2,transp=100,offset=-2)

TSI1=ema(tsi_value*5, signal*5)
TSI2=ema(tsi_value*5, signal*5)[2]

hullma_smoothed = wma(2*wma(n1, Period/2)-wma(n1, Period), round(sqrt(Period)))
//plot(hullma_smoothed*200)

// Make input options that configure backtest date range
startDate = input(title="Start Date", type=input.integer,
     defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer,
     defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer,
     defval=2018, minval=1800, maxval=2100)

endDate = input(title="End Date", type=input.integer,
     defval=1, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer,
     defval=7, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer,
     defval=9999, minval=1800, maxval=2100)
     
// Look if the close time of the current bar
// falls inside the date range
inDateRange = (time >= timestamp(syminfo.timezone, startYear,
         startMonth, startDate, 0, 0)) and
     (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))
     
LongProfitPercent=input(0.5, step=0.1)
ShortProfitPercent=input(0.5,step=0.1)
LP=(LongProfitPercent/100)+1
SP=(ShortProfitPercent/100)+1

LongProfitSource=input(title="profit long source",type=input.source,defval=close)
ShortProfitSource=input(title="profit short source",type=input.source,defval=close)

longCondition = TSI1>TSI2 and hullma_smoothed<price and cci>0
shortCondition = TSI1<TSI2 and hullma_smoothed>price and cci<0

if (longCondition and cci>cci[1] and cci > 0 and n1>n1[1] and inDateRange)
    strategy.entry("buy", strategy.long)
strategy.close("buy", when = shortCondition and cci<cci[1] and cci < 0 and n1<n1[1] or LongProfitSource>strategy.position_avg_price*LP and inDateRange)
// if (shortCondition and cci<cci[1] and cci < 0 and n1<n1[1] and inDateRange)
//     strategy.entry("sell", strategy.short)
// strategy.close("sell", when = longCondition and cci>cci[1] and cci > 0 and n1>n1[1] or ShortProfitSource<strategy.position_avg_price/SP and inDateRange)

Revised TradingView study script code

You can copy this code and paste it into your TradingView.

//@version=4

study(title="TSI CCI Hull", overlay=true)
long = input(title="Long Length", type=input.integer, defval=41)
short = input(title="Short Length", type=input.integer, defval=43)
signal = input(title="Signal Length", type=input.integer, defval=21)
price=input(title="Source",type=input.source,defval=close)
Period=input(26, minval=1)
lineupper = input(title="Upper Line", type=input.integer, defval=100)
linelower = input(title="Lower Line", type=input.integer, defval=-100)
p=price
length= Period
double_smooth(src, long, short) =>
    fist_smooth = ema(src, long)
    ema(fist_smooth, short)
pc = change(price)
double_smoothed_pc = double_smooth(pc, long, short)
double_smoothed_abs_pc = double_smooth(abs(pc), long, short)
tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc)
keh = tsi_value*5 > linelower ? color.red : color.lime
teh = ema(tsi_value*5, signal*5) > lineupper ? color.red : color.lime
meh = ema(tsi_value*5, signal*5) > tsi_value*5 ? color.red : color.lime
// i1=plot(tsi_value*5, title="TSI Value", color=color.black, linewidth=1,transp=100)
// i2=plot(ema(tsi_value*5, signal*5), title="TSI Signal", color=color.black, linewidth=1,transp=100)
// fill(i1,i2,color=meh,transp=85)
// plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.black, linewidth=10)
// plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.white, linewidth=8,transp=0)
// plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=meh, linewidth=5)
n2ma = 2 * wma(p, round(length / 2))
nma = wma(p, length)
diff = n2ma - nma
sqn = round(sqrt(length))
n1 = wma(diff, sqn)
cci = (p - n1) / (0.015 * dev(p, length))
c = cci > 0 ? color.lime : color.red
c1 = cci > 20 ? color.lime : color.silver
c2 = cci < -20 ? color.red : color.silver
// cc=plot(cci, color=c, title="CCI Line", linewidth=2)
// cc2=plot(cci[1], color=color.gray, linewidth=1,transp=100)
// fill(cc,cc2,color=c,transp=85)
// plot(cross(20, cci) ? 20 : na, style=plot.style_cross,title="CCI cross UP",  color=c1, linewidth=2,transp=100,offset=-2)
// plot(cross(-20, cci) ? -20 : na, style=plot.style_cross,title="CCI cross down",  color=c2, linewidth=2,transp=100,offset=-2)

TSI1=ema(tsi_value*5, signal*5)
TSI2=ema(tsi_value*5, signal*5)[2]

hullma_smoothed = wma(2*wma(n1, Period/2)-wma(n1, Period), round(sqrt(Period)))
//plot(hullma_smoothed*200)

// Make input options that configure backtest date range
startDate = input(title="Start Date", type=input.integer,
     defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer,
     defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer,
     defval=2018, minval=1800, maxval=2100)

endDate = input(title="End Date", type=input.integer,
     defval=1, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer,
     defval=7, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer,
     defval=9999, minval=1800, maxval=2100)
     
// Look if the close time of the current bar
// falls inside the date range
inDateRange = (time >= timestamp(syminfo.timezone, startYear,
         startMonth, startDate, 0, 0)) and
     (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))
     
LongProfitPercent=input(0.5, step=0.1)
ShortProfitPercent=input(0.5,step=0.1)
LP=(LongProfitPercent/100)+1
SP=(ShortProfitPercent/100)+1

LongProfitSource=input(title="profit long source",type=input.source,defval=close)
ShortProfitSource=input(title="profit short source",type=input.source,defval=close)

longCondition = TSI1>TSI2 and hullma_smoothed<price and cci>0
shortCondition = TSI1<TSI2 and hullma_smoothed>price and cci<0

isEntry_Long = false
isEntry_Long := nz(isEntry_Long[1], false)

isExit_Long = false
isExit_Long := nz(isExit_Long[1], false)

entry_long= not isEntry_Long and (longCondition and cci>0 and cci>cci[1] and cci > 0 and n1>n1[1] and inDateRange)

entry_value=valuewhen(entry_long,close,0)
take_profit=entry_value*LP

exit_long= not isExit_Long and (shortCondition and cci<cci[1] and cci < 0 and n1<n1[1] or close>take_profit and inDateRange)

if (entry_long)
    isEntry_Long := true
    isExit_Long := false

if (exit_long)
    isEntry_Long := false
    isExit_Long := true
    
alertcondition(entry_long, title="Enter Long")
alertcondition(exit_long, title="Exit Long")

plotshape(series=entry_long, text="BUY", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(series=exit_long, text="EXIT BUY",style=shape.triangledown, location=location.abovebar, color=color.purple, size=size.small)

PreviousForex Master NextTrading Bot for Binance Futures

Last updated 4 years ago

//@version=4 strategy(title="TSI CCI Hull", shorttitle="TSICCIHULL", default_qty_type=strategy.percent_of_equity, default_qty_value=100, calc_on_order_fills= false, calc_on_every_tick=true, pyramiding=0, commission_type=strategy.commission.percent, commission_value=0.07) long = input(title="Long Length", type=input.integer, defval=41) short = input(title="Short Length", type=input.integer, defval=43) signal = input(title="Signal Length", type=input.integer, defval=21) price=input(title="Source",type=input.source,defval=close) Period=input(26, minval=1) lineupper = input(title="Upper Line", type=input.integer, defval=100) linelower = input(title="Lower Line", type=input.integer, defval=-100) p=price length= Period double_smooth(src, long, short) => fist_smooth = ema(src, long) ema(fist_smooth, short) pc = change(price) double_smoothed_pc = double_smooth(pc, long, short) double_smoothed_abs_pc = double_smooth(abs(pc), long, short) tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc) keh = tsi_value*5 > linelower ? color.red : color.lime teh = ema(tsi_value*5, signal*5) > lineupper ? color.red : color.lime meh = ema(tsi_value*5, signal*5) > tsi_value*5 ? color.red : color.lime i1=plot(tsi_value*5, title="TSI Value", color=color.black, linewidth=1,transp=100) i2=plot(ema(tsi_value*5, signal*5), title="TSI Signal", color=color.black, linewidth=1,transp=100) fill(i1,i2,color=meh,transp=85) plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.black, linewidth=10) plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.white, linewidth=8,transp=0) plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=meh, linewidth=5) n2ma = 2 * wma(p, round(length / 2)) nma = wma(p, length) diff = n2ma - nma sqn = round(sqrt(length)) n1 = wma(diff, sqn) cci = (p - n1) / (0.015 * dev(p, length)) c = cci > 0 ? color.lime : color.red c1 = cci > 20 ? color.lime : color.silver c2 = cci < -20 ? color.red : color.silver cc=plot(cci, color=c, title="CCI Line", linewidth=2) cc2=plot(cci[1], color=color.gray, linewidth=1,transp=100) fill(cc,cc2,color=c,transp=85) plot(cross(20, cci) ? 20 : na, style=plot.style_cross,title="CCI cross UP", color=c1, linewidth=2,transp=100,offset=-2) plot(cross(-20, cci) ? -20 : na, style=plot.style_cross,title="CCI cross down", color=c2, linewidth=2,transp=100,offset=-2) TSI1=ema(tsi_value*5, signal*5) TSI2=ema(tsi_value*5, signal*5)[2] hullma_smoothed = wma(2*wma(n1, Period/2)-wma(n1, Period), round(sqrt(Period))) //plot(hullma_smoothed*200) // Make input options that configure backtest date range startDate = input(title="Start Date", type=input.integer, defval=1, minval=1, maxval=31) startMonth = input(title="Start Month", type=input.integer, defval=1, minval=1, maxval=12) startYear = input(title="Start Year", type=input.integer, defval=2018, minval=1800, maxval=2100) endDate = input(title="End Date", type=input.integer, defval=1, minval=1, maxval=31) endMonth = input(title="End Month", type=input.integer, defval=7, minval=1, maxval=12) endYear = input(title="End Year", type=input.integer, defval=9999, minval=1800, maxval=2100) // Look if the close time of the current bar // falls inside the date range inDateRange = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) and (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)) LongProfitPercent=input(0.5, step=0.1) ShortProfitPercent=input(0.5,step=0.1) LP=(LongProfitPercent/100)+1 SP=(ShortProfitPercent/100)+1 LongProfitSource=input(title="profit long source",type=input.source,defval=close) ShortProfitSource=input(title="profit short source",type=input.source,defval=close) longCondition = TSI1>TSI2 and hullma_smoothed<price and cci>0 shortCondition = TSI1<TSI2 and hullma_smoothed>price and cci<0 if (longCondition and cci>cci[1] and cci > 0 and n1>n1[1] and inDateRange) strategy.entry("buy", strategy.long) strategy.close("buy", when = shortCondition and cci<cci[1] and cci < 0 and n1<n1[1] or LongProfitSource>strategy.position_avg_price*LP and inDateRange) // if (shortCondition and cci<cci[1] and cci < 0 and n1<n1[1] and inDateRange) // strategy.entry("sell", strategy.short) // strategy.close("sell", when = longCondition and cci>cci[1] and cci > 0 and n1>n1[1] or ShortProfitSource<strategy.position_avg_price/SP and inDateRange)

//@version=4 study(title="TSI CCI Hull", overlay=true) long = input(title="Long Length", type=input.integer, defval=41) short = input(title="Short Length", type=input.integer, defval=43) signal = input(title="Signal Length", type=input.integer, defval=21) price=input(title="Source",type=input.source,defval=close) Period=input(26, minval=1) lineupper = input(title="Upper Line", type=input.integer, defval=100) linelower = input(title="Lower Line", type=input.integer, defval=-100) p=price length= Period double_smooth(src, long, short) => fist_smooth = ema(src, long) ema(fist_smooth, short) pc = change(price) double_smoothed_pc = double_smooth(pc, long, short) double_smoothed_abs_pc = double_smooth(abs(pc), long, short) tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc) keh = tsi_value*5 > linelower ? color.red : color.lime teh = ema(tsi_value*5, signal*5) > lineupper ? color.red : color.lime meh = ema(tsi_value*5, signal*5) > tsi_value*5 ? color.red : color.lime // i1=plot(tsi_value*5, title="TSI Value", color=color.black, linewidth=1,transp=100) // i2=plot(ema(tsi_value*5, signal*5), title="TSI Signal", color=color.black, linewidth=1,transp=100) // fill(i1,i2,color=meh,transp=85) // plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.black, linewidth=10) // plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=color.white, linewidth=8,transp=0) // plot(cross(tsi_value*5, ema(tsi_value*5, signal*5)) ? tsi_value*5 : na, style=plot.style_circles, color=meh, linewidth=5) n2ma = 2 * wma(p, round(length / 2)) nma = wma(p, length) diff = n2ma - nma sqn = round(sqrt(length)) n1 = wma(diff, sqn) cci = (p - n1) / (0.015 * dev(p, length)) c = cci > 0 ? color.lime : color.red c1 = cci > 20 ? color.lime : color.silver c2 = cci < -20 ? color.red : color.silver // cc=plot(cci, color=c, title="CCI Line", linewidth=2) // cc2=plot(cci[1], color=color.gray, linewidth=1,transp=100) // fill(cc,cc2,color=c,transp=85) // plot(cross(20, cci) ? 20 : na, style=plot.style_cross,title="CCI cross UP", color=c1, linewidth=2,transp=100,offset=-2) // plot(cross(-20, cci) ? -20 : na, style=plot.style_cross,title="CCI cross down", color=c2, linewidth=2,transp=100,offset=-2) TSI1=ema(tsi_value*5, signal*5) TSI2=ema(tsi_value*5, signal*5)[2] hullma_smoothed = wma(2*wma(n1, Period/2)-wma(n1, Period), round(sqrt(Period))) //plot(hullma_smoothed*200) // Make input options that configure backtest date range startDate = input(title="Start Date", type=input.integer, defval=1, minval=1, maxval=31) startMonth = input(title="Start Month", type=input.integer, defval=1, minval=1, maxval=12) startYear = input(title="Start Year", type=input.integer, defval=2018, minval=1800, maxval=2100) endDate = input(title="End Date", type=input.integer, defval=1, minval=1, maxval=31) endMonth = input(title="End Month", type=input.integer, defval=7, minval=1, maxval=12) endYear = input(title="End Year", type=input.integer, defval=9999, minval=1800, maxval=2100) // Look if the close time of the current bar // falls inside the date range inDateRange = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) and (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)) LongProfitPercent=input(0.5, step=0.1) ShortProfitPercent=input(0.5,step=0.1) LP=(LongProfitPercent/100)+1 SP=(ShortProfitPercent/100)+1 LongProfitSource=input(title="profit long source",type=input.source,defval=close) ShortProfitSource=input(title="profit short source",type=input.source,defval=close) longCondition = TSI1>TSI2 and hullma_smoothed<price and cci>0 shortCondition = TSI1<TSI2 and hullma_smoothed>price and cci<0 isEntry_Long = false isEntry_Long := nz(isEntry_Long[1], false) isExit_Long = false isExit_Long := nz(isExit_Long[1], false) entry_long= not isEntry_Long and (longCondition and cci>0 and cci>cci[1] and cci > 0 and n1>n1[1] and inDateRange) entry_value=valuewhen(entry_long,close,0) take_profit=entry_value*LP exit_long= not isExit_Long and (shortCondition and cci<cci[1] and cci < 0 and n1<n1[1] or close>take_profit and inDateRange) if (entry_long) isEntry_Long := true isExit_Long := false if (exit_long) isEntry_Long := false isExit_Long := true alertcondition(entry_long, title="Enter Long") alertcondition(exit_long, title="Exit Long") plotshape(series=entry_long, text="BUY", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small) plotshape(series=exit_long, text="EXIT BUY",style=shape.triangledown, location=location.abovebar, color=color.purple, size=size.small)