MarcoValente

BB ATR Intraday strategy

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This script is a better version of my old intraday strategy. Now can also have BB with ATR to control volatility , you can see on the chart Take Profit and Stop loss value, but you can adjust it as you like. It is good on Intraday Time frame from 5 to 60 . Better if use together with some trend indicator like ADX , because with no trend is not accurate
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Hi, could you possibly clarify which colored line represents what?

Thanks
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MarcoValente TheConcierge
If you open data window on the right of your scrren you ll find a legend of lines and colors. But if you need to know more , please just ask
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//Created By Marco 20 10 2016
//@version=2
// Intraday
study(title="BB ATR Intraday ", shorttitle=" BB ATR Intra Strat", overlay=true)
src = close

bas=input(true,"Base use Filter or MA?(filter is default)")
bblenght = input(55, minval=1, title="Bollinger Bars Lenght")
bbstdev = input(0.3, minval=0.1,step=0.05, title="Bollinger Bars Standard Deviation")
yy=input(true,"Use ATR BB?")
lena=input(20,"ATR Length")
mult = input(0.6,"Mult ATR",step=0.1, minval=0.001, maxval=50)
qw=input(false,"Show Take Profit level?")
tp =input(2.0,defval=2.0,step=0.5,title ="percentuale take profitto")


//study("FILTER 1",overlay=true)
Price=hl2
gamma=input(.87,"Filter period",step=0.01)
L0 = (1 - gamma)*Price + gamma*nz(L0)
L1 = -gamma*L0 + L0 + gamma*nz(L1)
L2 = -gamma*L1 + L1 + gamma*nz(L2)
L3 = -gamma*L2 + L2 + gamma*nz(L3)
Filt = (L0 + 2*L1 + 2*L2 + L3) / 6

range =high - low
//
lh = high - low
pc = close
hc = abs( high - pc )
lc = abs( low - pc )
MM = max( max( lh, hc ), lc )
atrs = iff( MM == hc, hc / ( pc + ( hc / 2 ) ),
iff( MM == lc, lc / ( low + ( lc / 2 ) ),
iff( MM == lh, lh / ( low + ( lh / 2 ) ), 0 ) ) )

APTR = atrs*(2/(lena+1))+nz(APTR)*(1-(2/(lena+1)))

bsma = sma(src, bblenght)
basis=bas?Filt:bsma
dev = mult * APTR
at=basis*dev
std = bbstdev * stdev(src, bblenght)
upperBB = basis +(yy?at:std)
lowerBB = basis -(yy?at:std)

midBB=(upperBB+lowerBB)/2
col=close>midBB?lime:red
//is over the top?
isOverBBTop =low and close > upperBB ? true : false
isUnderBBBottom = high and close< lowerBB? true : false
newisOverBBTop = isOverBBTop != isOverBBTop
newisUnderBBBottom = isUnderBBBottom != isUnderBBBottom
//receive high and low range
high_range = valuewhen(newisOverBBTop and close>highand close>high,hl2,0)
low_range = valuewhen(newisUnderBBBottom and close<low and close < low,hl2,0)

bblow = valuewhen(newisOverBBTop,(lowerBB/0.00005) * 0.00005,0)
bbhigh = valuewhen(newisUnderBBBottom,((upperBB*1000)/5)/ 200,0)

//take it only if over the BB limit
buy_limit_entry = isOverBBTop ? high_range==high_range ? high_range+0.0001: na : na
sell_limit_entry = isUnderBBBottom ? low_range==low_range ? low_range-0.0001: na : na

take_profit_buy= isOverBBTop ? high_range==high_range ? buy_limit_entry + 1*(buy_limit_entry-bblow)+2*(abs(bbhigh-bblow)) : na : na
take_profit_sell= isUnderBBBottom ? low_range==low_range ? sell_limit_entry - 1*(bbhigh-sell_limit_entry)-2*(abs(bbhigh-bblow)) : na : na

take_profit2_buy= isOverBBTop ? high_range==high_range ? buy_limit_entry + 1*(buy_limit_entry-bblow)+2*(abs(bbhigh-bblow)) + buy_limit_entry*tp/100 : na : na
take_profit2_sell= isUnderBBBottom ? low_range==low_range ? sell_limit_entry - 1*(bbhigh-sell_limit_entry)-2*(abs(bbhigh-bblow))-sell_limit_entry*tp/100 : na : na

stop_loss_buy = isOverBBTop ? high_range==high_range ? bblow : na : na
stop_loss_sell = isUnderBBBottom ? low_range==low_range ? bbhigh : na : na

highlightHigh = isOverBBTop ? lime : aqua
highlightLow = isUnderBBBottom ? lime : aqua

colorLineUp = buy_limit_entry ?green : green
colorLineDown = sell_limit_entry ? red : red

colorBuyTP = high>=take_profit_buy ? lime : blue
colorSellTP = low<=take_profit_sell ? orange : maroon
colorBuyTP2 = high>=take_profit2_buy ? green : navy
colorSellTP2 = low<=take_profit2_sell ? maroon : fuchsia

//plot Statements
bbup=plot(upperBB, title="BB Upper Band", style=linebr, linewidth=2, color=highlightHigh)
bbdo=plot(lowerBB, title="BB Bottom Band", style=linebr, linewidth=2, color=highlightLow)
plot( buy_limit_entry, title="Buy Entry", style=linebr, linewidth=2, color=colorLineUp, transp=40)
plot( sell_limit_entry, title="Short Entry", style=linebr, linewidth=2, color=colorLineDown, transp=40)
plot( stop_loss_buy, title="Buy Stop", style=cross, linewidth=1, color=black, transp=65)
plot( stop_loss_sell, title="Short Stop", style=cross, linewidth=1, color=black, transp=65)
plot(qw? take_profit_buy:na, title="Buy TP 1:1", style=circles, linewidth=2, color=colorBuyTP, transp=65)
plot(qw? take_profit_sell:na, title="Short TP 1:1", style=circles, linewidth=2, color=colorSellTP, transp=65)
plot( qw?take_profit2_buy:na, title="Buy TP2 1:2", style=circles, linewidth=2, color=colorBuyTP2, transp=70)
plot(qw? take_profit2_sell:na, title="Short TP2 1:2", style=circles, linewidth=2, color=colorSellTP2, transp=70)
fill(bbup, bbdo, color=col, transp=80)
//
compra= isOverBBTop ? high_range==high_range ? high_range+0.0001: 1: 0
vendi = isUnderBBBottom ? low_range==low_range ?low_range-0.0001: -1 :0
codiff = compra ==1 ?1: 0
codiff2 = vendi ==-1 ? -1 :0
plotarrow(codiff,colorup=green,title="Arrow Long entry",transp=40)
plotarrow(codiff2,colordown=orange,title="Arrow Short entry",transp=40)

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MarcoValente MarcoValente
I plot it again try to copy this one . This version you can hide the profit line so the grafic looks more clear
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it told me script cant be translated from null , what does that mean ?
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MarcoValente Kalghamdi12
Means that some lines are missing, but I just check it again and looks ok. Are you sure that you select all and make copy/paste ? Please try again
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