EURGBP Daily 2023 Strategy by MuzammilMS
By version
Performance Metrics
- Author: version
- Symbol: IG:EURGBP
- Timeframe: 1 day
- Win Rate: 16.7%
- Profit Factor: 0.01
Description
//version=5strategy( "EURGBP Daily 2023 Strategy", overlay=true, initial_capital=10000, pyramiding=0, default_qty_type=strategy.cash, commission_type=strategy.commission.percent, commission_value=0)// ===== Indicators =====// Prevailing Trend Indicatorpti = request.security(syminfo.tickerid, timeframe.period, close) // Replace with bjr117 output if exposed// BH Ergodic (TSI-style)ergodic = ta.tsi(close,25,13)// Triangular Moving Average (21)tma = ta.sma(ta.sma(close,21),21)// ATRatr = ta.atr(14)// ===== Date Filter =====startDate = timestamp(2023,1,1,0,0)endDate = timestamp(2023,12,31,23,59)inRange = time >= startDate and time 0 and ergodic > 0 and close > tmashortCondition = pti < 0 and ergodic < 0 and close < tma// ===== Position Sizing =====riskPct = 0.02riskCapital = strategy.equity * riskPctlongSL = close - (1.5 * atr)shortSL = close + (1.5 * atr)longRisk = close - longSLshortRisk = shortSL - closelongQty = riskCapital / longRiskshortQty = riskCapital / shortRisk// ===== Entries =====if inRange and longCondition and strategy.position_size == 0 strategy.entry( "Long", strategy.long, qty=longQty)if inRange and shortCondition and strategy.position_size == 0 strategy.entry( "Short", strategy.short, qty=shortQty)// ===== Exits =====longTP = close + (2 * longRisk)shortTP = close - (2 * shortRisk)strategy.exit( "Long Exit", "Long", stop=longSL, limit=longTP)strategy.exit( "Short Exit", "Short", stop=shortSL, limit=shortTP)