4th Day Performance After 3 Down Days 5 years

一昨日

//version=5
indicator("4th Day Performance After 3 Down Days", overlay=true)

// Define the starting date for 5 years ago
fromDate = timestamp(year=year - 5, month=1, day=1, hour=0, minute=0)

// Variables to track market performance
isDown = close < open
threeDaysDown = isDown[1] and isDown[2] and isDown[3] and (time >= fromDate)

// Variables to store entry and exit points
var float entryPrice = na
var float exitPrice = na
var float totalPnL = 0.0
var int tradeCount = 0
var int positiveDays = 0
var int negativeDays = 0

if threeDaysDown
entryPrice := close[1] // 3rd day close
exitPrice := close // 4th day close
pnl = exitPrice - entryPrice
totalPnL += pnl
tradeCount += 1
if pnl > 0
positiveDays += 1
else if pnl < 0
negativeDays += 1

// Display total PnL, trade count, positive and negative day counts
defineTable() =>
var table myTable = table.new(position.top_right, 5, 2, bgcolor=color.new(color.white, 90))
table.cell(myTable, 0, 0, "Metric", text_color=color.black, bgcolor=color.new(color.gray, 70))
table.cell(myTable, 0, 1, "Value", text_color=color.black, bgcolor=color.new(color.gray, 70))
myTable

var table myTable = na
myTable := defineTable()
table.cell(myTable, 1, 0, "Total PnL", text_color=color.black)
table.cell(myTable, 1, 1, str.tostring(totalPnL, format.mintick), text_color=color.black)
table.cell(myTable, 2, 0, "Trade Count", text_color=color.black)
table.cell(myTable, 2, 1, str.tostring(tradeCount), text_color=color.black)
table.cell(myTable, 3, 0, "Positive Days", text_color=color.black)
table.cell(myTable, 3, 1, str.tostring(positiveDays), text_color=color.black)
table.cell(myTable, 4, 0, "Negative Days", text_color=color.black)
table.cell(myTable, 4, 1, str.tostring(negativeDays), text_color=color.black)