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Eliminating the risk of loss, will increase the\n// profitability in the long run.\n// Weighting risks vs chance might put your trading at a better win rate.\n// The LiveTester will also allow you to set a minimum profit and allow a 'Take Position' on any chart a valid 'Take Position' event occurs.\n\n//- - - - - - - - - - - - - - - - - - - \n\n// User Parameters\n\nvariable.minProfit = 0.5 // Measured in full value % - 0.5 is 0.5%\nvariable.minProbability = 90 // Measured in full value % - 90 is 90%\nvariable.rewardRatioValue = 1.5 // Set your Reward to Risk ratio by editing \nvariable.riskRatioValue = 1 // the values for the variables\n\nvariable.riskToReward = variable.rewardRatioValue / variable.riskRatioValue\n\n//- - - - - - - - - - - - - - - - - - - \n\n// Dependencies\n// Make sure to add your indicators in this section by using 'getElement', and also as node(s) in the dependencies for this indicator.\n\nlet candle = record.current\n// let indicator = getElement('indicatorPluralNames', candle)\nlet ema = getElement('5xCustomEMAs', candle)\n\n//- - - - - - - - - - - - - - - - - - - \n\n// Create a running candleIndex\nif (variable.candleIndex === undefined) {\n variable.candleIndex = 1\n}\nelse {\n variable.candleIndex = variable.candleIndex + 1\n}\n\nvariable.position = Math.round((candle.begin + candle.end) / 2)\n\n// For the first run, we set our measuring switch to 'Off'\nif (variable.livetesterStats === undefined) {\n variable.livetesterStats = 'Off'\n}\n\nif (variable.arrayLength === undefined) {\n variable.arrayLength = arrLength()\n}\n\n//- - - - - - - - - - - - - - - - - - - \n\n// Strategy section\n// Define your strategy, including 'Trigger on' and/or your 'Take position' depending on your use case\n\n// Define entry in the IF-statement\nif (record.previous !== undefined) {\n if (variable.livetesterStats === 'Off' && ema.ema03 > ema.ema05 && ema.previous.ema03 < ema.previous.ema05) {\n // Defining values to keep track on and use for calulations\n variable.livetesterStats = 'On'\n if (variable.entryIndex !== undefined) {\n variable.previousEntryIndex = variable.entryIndex\n }\n variable.entryIndex = variable.candleIndex\n }\n\n // Define exit in the IF-statement\n if (variable.livetesterStats === 'On' && ema.ema03 < ema.ema05 && ema.previous.ema03 > ema.previous.ema05) {\n // Defining values to keep track on and use for calulations\n variable.livetesterStats = 'Off'\n variable.exitIndex = variable.candleIndex\n }\n}\n//- - - - - - - - - - - - - - - - - - - \n\n// Stats Tracker section\n\nif (variable.livetesterStats === 'On') {\n\n if (variable.entryIndex === variable.candleIndex) {\n // Reset data from previous\n variable.savedPosition.length = 0\n variable.entryRate = candle.close\n variable.entryPos = variable.position\n variable.pMaxUp = 0\n variable.pMaxUpRate = candle.close\n variable.pMaxUpPos = variable.position\n variable.cMaxUp = 0\n variable.pMaxDown = 0\n variable.pMaxDownRate = candle.close\n variable.pMaxDownPos = variable.position\n variable.cMaxDown = 0\n\n variable.entryTimestamp = candle.end \n\n variable.savedPosition.push(variable.entryTimestamp)\n\n if (variable.bullOption === 1) {\n if (variable.previousBullEntry === undefined) {\n variable.previousBullEntry = variable.candleIndex\n }\n variable.bullEntry = variable.candleIndex\n variable.bullTradeToTrade = variable.bullEntry - variable.previousBullEntry\n \n variable.savedBullTradeToTrade.push(variable.bullTradeToTrade)\n if (variable.savedBullTradeToTrade.length > variable.arrayLength) {\n variable.savedBullTradeToTrade.splice(0,1)\n }\n \n variable.previousBullEntry = variable.bullEntry\n }\n \n if (variable.bearOption === 1) {\n if (variable.previousBearEntry === undefined) {\n variable.previousBearEntry = variable.candleIndex\n }\n variable.bearEntry = variable.candleIndex\n variable.bearTradeToTrade = variable.bearEntry - variable.previousBearEntry\n \n variable.savedBearTradeToTrade.push(variable.bearTradeToTrade)\n if (variable.savedBearTradeToTrade.length > variable.arrayLength) {\n variable.savedBearTradeToTrade.splice(0,1)\n }\n \n variable.previousBullEntry = variable.bullEntry\n }\n }\n\n else {\n if (candle.max > variable.entryRate && ((candle.max - variable.entryRate) / variable.entryRate) * 100 > variable.pMaxUp) {\n variable.pMaxUp = ((candle.max - variable.entryRate) / variable.entryRate) * 100\n variable.pMaxUpRate = candle.max\n variable.pMaxUpPos = variable.position\n }\n \n if (candle.max > candle.open && ((candle.max - variable.entryRate) / variable.entryRate) * 100 > variable.cMaxUp) {\n variable.cMaxUp = ((candle.max - variable.entryRate) / variable.entryRate) * 100\n }\n\n if (candle.min < variable.entryRate && ((variable.entryRate - candle.min) / variable.entryRate) * 100 > variable.pMaxDown) {\n variable.pMaxDown = ((variable.entryRate - candle.min) / variable.entryRate) * 100\n variable.pMaxDownRate = candle.min\n variable.pMaxDownPos = variable.position\n }\n\n if (candle.min < candle.open && ((candle.open - candle.min) / candle.open) * 100 > variable.cMaxDown) {\n variable.cMaxDown = ((candle.open - candle.min) / candle.open) * 100\n } \n }\n}\n\nif (variable.livetesterStats === 'Off' && variable.exitIndex === variable.candleIndex) {\n\n if (candle.max > variable.entryRate && ((candle.max - variable.entryRate) / variable.entryRate) * 100 > variable.pMaxUp) {\n variable.pMaxUp = ((candle.max - variable.entryRate) / variable.entryRate) * 100\n variable.pMaxUpRate = candle.max\n variable.pMaxUpPos = variable.position\n }\n \n if (candle.max > candle.open && ((candle.max - variable.entryRate) / variable.entryRate) * 100 > variable.cMaxUp) {\n variable.cMaxUp = ((candle.max - variable.entryRate) / variable.entryRate) * 100\n }\n\n if (candle.min < variable.entryRate && ((variable.entryRate - candle.min) / variable.entryRate) * 100 > variable.pMaxDown) {\n variable.pMaxDown = ((variable.entryRate - candle.min) / variable.entryRate) * 100\n variable.pMaxDownRate = candle.min\n variable.pMaxDownPos = variable.position\n }\n\n if (candle.min < candle.open && ((candle.open - candle.min) / candle.open) * 100 > variable.cMaxDown) {\n variable.cMaxDown = ((candle.open - candle.min) / candle.open) * 100\n } \n\n variable.tradeLength = variable.exitIndex - variable.entryIndex\n\n if (variable.previousEntryIndex === undefined) {\n variable.previousEntryIndex = variable.entryIndex\n }\n variable.tradeToTradeLength = variable.entryIndex - variable.previousEntryIndex\n \n variable.savedTradeLength.push(variable.tradeLength)\n if (variable.savedTradeLength.length > variable.arrayLength) {\n variable.savedTradeLength.splice(0,1)\n }\n variable.savedTradeToTradeLength.push(variable.tradeToTradeLength)\n if (variable.savedTradeToTradeLength.length > variable.arrayLength) {\n variable.savedTradeToTradeLength.splice(0,1)\n }\n variable.savedMaxUp.push(variable.pMaxUp)\n if (variable.savedMaxUp.length > variable.arrayLength) {\n variable.savedMaxUp.splice(0,1)\n }\n variable.savedMaxDown.push(variable.pMaxDown)\n if (variable.savedMaxDown.length > variable.arrayLength) {\n variable.savedMaxDown.splice(0,1)\n }\n\n // Make copies of arrays and sort the copies\n variable.minToMaxUp = copySorted(variable.savedMaxUp)\n variable.minToMaxDown = copySorted(variable.savedMaxDown)\n\n variable.atlen = wmaValue(variable.savedTradeLength)\n variable.attotlen = wmaValue(variable.savedTradeToTradeLength)\n variable.atup = wmaValue(variable.savedMaxUp)\n variable.atdown = wmaValue(variable.savedMaxDown)\n variable.atperh = 1 / ((timeFrame / 3600000 /*1h in milliseconds*/) * variable.attotlen)\n variable.aupperh = variable.atup * variable.atperh\n variable.adownperh = variable.atdown * variable.atperh\n variable.abullperh = wmaValue(variable.savedBullTradeToTrade)\n variable.abearperh = wmaValue(variable.savedBearTradeToTrade)\n\n // Save position data for plotting\n // [0.timestamp, 1.bullOption, 2.bearOption, 3.entryRate, 4.entryPos, 5.maxUp, 6.pMaxUpRate, 7.maxUpPos, 8.maxDown, 9.pMaxDownRate, 10.maxDownPos, 11.exitRate, 12.exitPos]\n variable.savedPosition.push(variable.bullOption, variable.bearOption, variable.entryRate, variable.entryPos, variable.pMaxUp, variable.pMaxUpRate, variable.pMaxUpPos, variable.pMaxDown, variable.pMaxDownRate, variable.pMaxDownPos, candle.close, variable.position)\n}\n\nif (variable.candleIndex === variable.exitIndex+1) {\n\n variable.minProbabilityRateUp = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * (1 - (variable.minProbability / 100)))]\n variable.weightedProbabilityUp = wmaProbability(variable.savedMaxUp, variable.minProbabilityRateUp)\n\n variable.minProbabilityRateDown = variable.minToMaxDown[Math.round(variable.minToMaxUp.length * (1 - (variable.minProbability / 100)))]\n variable.weightedProbabilityDown = wmaProbability(variable.savedMaxDown, variable.minProbabilityRateDown)\n\n if (variable.minProbabilityRateUp > variable.minProfit && (variable.minProbabilityRateUp / variable.minProbabilityRateDown) > variable.riskToReward) {\n variable.bullOption = 1\n }\n else {\n variable.bullOption = 0\n }\n if (variable.minProbabilityRateDown > variable.minProfit && (variable.minProbabilityRateDown / variable.minProbabilityRateUp) > variable.riskToReward) {\n variable.bearOption = 1\n }\n else {\n variable.bearOption = 0\n }\n}\n\n//- - - - - - - - - - - - - - - - - - - \n\n// Records\nif (variable.livetesterStats === 'On' && variable.entryIndex === variable.candleIndex) {\n variable.positionTimestamp = variable.savedPosition[0]\n}\n\nif (variable.livetesterStats === 'Off' && variable.exitIndex === variable.candleIndex) {\n variable.percentUp90 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.1)]\n variable.weightedProbabilityUp90 = wmaProbability(variable.savedMaxUp, variable.percentUp90)\n variable.percentUp80 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.2)]\n variable.weightedProbabilityUp80 = wmaProbability(variable.savedMaxUp, variable.percentUp80)\n variable.percentUp70 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.3)]\n variable.weightedProbabilityUp70 = wmaProbability(variable.savedMaxUp, variable.percentUp70)\n variable.percentUp60 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.4)]\n variable.weightedProbabilityUp60 = wmaProbability(variable.savedMaxUp, variable.percentUp60)\n variable.percentUp50 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.5)]\n variable.weightedProbabilityUp50 = wmaProbability(variable.savedMaxUp, variable.percentUp50)\n variable.percentUp40 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.6)]\n variable.weightedProbabilityUp40 = wmaProbability(variable.savedMaxUp, variable.percentUp40)\n variable.percentUp30 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.7)]\n variable.weightedProbabilityUp30 = wmaProbability(variable.savedMaxUp, variable.percentUp30)\n variable.percentUp20 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.8)]\n variable.weightedProbabilityUp20 = wmaProbability(variable.savedMaxUp, variable.percentUp20)\n variable.percentUp10 = variable.minToMaxUp[Math.round(variable.minToMaxUp.length * 0.9)]\n variable.weightedProbabilityUp10 = wmaProbability(variable.savedMaxUp, variable.percentUp10)\n\n variable.percentDown90 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.1)]\n variable.weightedProbabilityDown90 = wmaProbability(variable.savedMaxDown, variable.percentDown90)\n variable.percentDown80 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.2)]\n variable.weightedProbabilityDown80 = wmaProbability(variable.savedMaxDown, variable.percentDown80)\n variable.percentDown70 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.3)]\n variable.weightedProbabilityDown70 = wmaProbability(variable.savedMaxDown, variable.percentDown70)\n variable.percentDown60 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.4)]\n variable.weightedProbabilityDown60 = wmaProbability(variable.savedMaxDown, variable.percentDown60)\n variable.percentDown50 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.5)]\n variable.weightedProbabilityDown50 = wmaProbability(variable.savedMaxDown, variable.percentDown50)\n variable.percentDown40 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.6)]\n variable.weightedProbabilityDown40 = wmaProbability(variable.savedMaxDown, variable.percentDown40)\n variable.percentDown30 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.7)]\n variable.weightedProbabilityDown30 = wmaProbability(variable.savedMaxDown, variable.percentDown30)\n variable.percentDown20 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.8)]\n variable.weightedProbabilityDown20 = wmaProbability(variable.savedMaxDown, variable.percentDown20)\n variable.percentDown10 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.9)]\n variable.weightedProbabilityDown10 = wmaProbability(variable.savedMaxDown, variable.percentDown10)\n\n variable.averageTradeLength = variable.atlen * (timeFrame / 3600000)\n variable.averageTradeToTradeLength = variable.attotlen * (timeFrame / 3600000)\n variable.averageTradeUp = variable.atup\n variable.averageTradeDown = variable.atdown\n variable.averageTradesPerHour = variable.atperh\n variable.averageUpPerHour = variable.aupperh\n variable.averageDownPerHour = variable.adownperh\n variable.averageBullPerHour = variable.abullperh * (timeFrame / 3600000)\n variable.averageBearPerHour = variable.abearperh * (timeFrame / 3600000)\n\n variable.positionBullish = variable.savedPosition[1]\n variable.positionBearish = variable.savedPosition[2]\n variable.positionEntryRate = variable.savedPosition[3]\n variable.positionEntryPos = variable.savedPosition[4]\n variable.positionMaxUp = variable.savedPosition[5]\n variable.positionMaxUpRate = variable.savedPosition[6]\n variable.positionMaxUpPos = variable.savedPosition[7]\n variable.positionMaxDown = variable.savedPosition[8]\n variable.positionMaxDownRate = variable.savedPosition[9]\n variable.positionMaxDownPos = variable.savedPosition[10]\n variable.positionExitRate = variable.savedPosition[11]\n variable.positionExitPos = variable.savedPosition[12]\n\n variable.candleMaxUp = variable.cMaxUp\n variable.candleMaxDown = variable.cMaxDown\n}\n\n//- - - - - - - - - - - - - - - - - - - \n\n// Functions\n\n// This function sets the array length linearly to what timeframe it's run on\nfunction arrLength() {\n if (system.timeFrame < 3600000) {\n let x0 = 60000 // 01-min\n let y0 = 42 // At one min, we will save the last 42 trades\n let x1 = 3600000 // 01-hs\n let y1 = 12 // At one hour, we will save the last 12 trades\n \n let x = system.timeFrame // This is the current time frame being calculated\n y = (x - x0) * (y1 - y0) / (x1 - x0) + y0\n }\n else {\n let x0 = 3600000 // 01-hs\n let y0 = 12 // At one hour, we will save the last 12 trades\n let x1 = system.ONE_DAY_IN_MILISECONDS\n let y1 = 3 // At one day, we will save the last 4 trades\n\n let x = system.timeFrame // This is the current time frame being calculated\n y = (x - x0) * (y1 - y0) / (x1 - x0) + y0\n }\n return Math.round(y)\n}\n\n// WMA for Value\nfunction wmaValue(src) {\n let sum = 0\n let totalWeight = 0\n for (i = 0; i < src.length; i++) {\n if (i === 0) {\n weight = 1\n }\n else {\n weight = weight + weight\n }\n sum = sum + (src[i] * weight)\n totalWeight = totalWeight + weight\n }\n let value = sum / totalWeight\n return value\n}\n\n// WMA for Probability\nfunction wmaProbability(src, value) {\n let sumTrue = 0\n let sumTotal = 0\n for (i = 0; i < src.length; i++) {\n weight = i + 1\n if (src[i] > value) {\n sumTrue = sumTrue + weight\n }\n sumTotal = sumTotal + weight\n }\n let 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prepareLivetest = chart.at40min.livetest.begin\n // prepareLivetest = chart.at30min.livetest.begin\n // prepareLivetest = chart.at20min.livetest.begin\n // prepareLivetest = chart.at15min.livetest.begin\n // prepareLivetest = chart.at10min.livetest.begin\n // prepareLivetest = chart.at05min.livetest.begin\n // prepareLivetest = chart.at04min.livetest.begin\n // prepareLivetest = chart.at03min.livetest.begin\n // prepareLivetest = chart.at02min.livetest.begin\n // prepareLivetest = chart.at01min.livetest.begin\n \n\n if (chart[label].livetest.positionBullish !== undefined && chart[label].livetest.positionTimestamp !== undefined) {\n if (chart[label].livetest.positionBullish === 1 && chart[label].livetest.positionTimestamp == chart.at01min.candle.end) {\n validNow.push(label)\n }\n }\n else { \n break \n }\n }\n if (validNow.length === 1) {\n if (validNow[0] === myChart) {\n return true\n }\n }\n else if (validNow.length > 1) { \n \n maxPPH = 9999\n bestChart = \"Not defined\"\n\n for (j 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