# indie:lang_version = 5 from datetime import datetime from statistics import mean, stdev from indie import indicator, color, plot, MainContext, Optional, MutSeries, param from indie.math import divide from indie.drawings import LabelAbs, AbsolutePosition, callout_position, LabelRel, RelativePosition, vertical_anchor, horizontal_anchor @indicator('🎃 Halloween Strategy', overlay_main_pane=True) # Strategy Dates @param.int('winter_start_month', default=10, min=1, max=12, title='Winter Period - Start Month') @param.int('winter_start_day', default=31, min=1, max=31, title='Winter Period - Start Day') @param.int('summer_start_month', default=5, min=1, max=12, title='Summer Period - Start Month') @param.int('summer_start_day', default=1, min=1, max=31, title='Summer Period - Start Day') # Initial Settings @param.float('initial_equity', default=100.0, min=1.0, max=1000000.0, title='Initial Equity (%)') # Visual Settings @param.int('buy_label_size', default=11, min=8, max=16, title='Buy Label Font Size') @param.int('sell_label_size', default=11, min=8, max=16, title='Sell Label Font Size') @param.int('stats_label_size', default=10, min=8, max=16, title='Stats Panel Font Size') # Toggle Settings @param.bool('show_labels', default=True, title='Show Buy/Sell Labels') @param.bool('show_stats', default=True, title='Show Statistics Panel') # Background Settings @plot.background(color=color.ORANGE(0.12), title='Winter Period Background') @plot.background(color=color.NAVY(0.12), title='Summer Period Background') class Main(MainContext): def __init__(self, initial_equity, stats_label_size): self._position = 0 self._open_price: Optional[float] = None self._total_trades = 0 self._win_trades = 0 self._initial_equity = initial_equity # Trade history storage self._total_profit = 0.0 self._total_loss = 0.0 self._trades_pnl_list: list[float] = [] # Max Drawdown calculation self._current_equity = initial_equity self._peak_equity = initial_equity self._max_drawdown = 0.0 self._stats_label = LabelRel( 'Stats text', position=RelativePosition( vertical_anchor=vertical_anchor.BOTTOM, horizontal_anchor=horizontal_anchor.RIGHT, top_bottom_ratio=0.98, left_right_ratio=0.98, ), bg_color=color.BLACK, text_color=color.WHITE, font_size=stats_label_size ) def calc(self, winter_start_month, winter_start_day, summer_start_month, summer_start_day, buy_label_size, sell_label_size, show_labels, show_stats): timestamp = self.time[0] dt = datetime.utcfromtimestamp(timestamp) month = dt.month day = dt.day is_winter = MutSeries[bool].new(False) # Halloween strategy logic with customizable dates # Check if current date is in winter period (holding position) # Determine if we're in winter period based on custom dates # Winter starts at winter_start_month/winter_start_day # Winter ends at summer_start_month/summer_start_day if month < summer_start_month: # Before summer start - depends on winter start month if winter_start_month > summer_start_month: # Winter wraps around year end (e.g., Oct-May) is_winter[0] = True else: # Winter doesn't wrap (e.g., Jan-May) if month >= winter_start_month: if month == winter_start_month: is_winter[0] = day >= winter_start_day else: is_winter[0] = True else: is_winter[0] = False elif month == summer_start_month: # At summer start month if day < summer_start_day: if winter_start_month > summer_start_month: # Winter wraps around year is_winter[0] = True else: if month >= winter_start_month: if month == winter_start_month: is_winter[0] = day >= winter_start_day else: is_winter[0] = True else: is_winter[0] = False else: is_winter[0] = False elif month < winter_start_month: # Between summer start and winter start (same year) is_winter[0] = False elif month == winter_start_month: # At winter start month if day < winter_start_day: is_winter[0] = False else: is_winter[0] = True else: # After winter start month is_winter[0] = True # ============================================ # CHART LABELS LOGIC # ============================================ is_winter_start = is_winter[0] and not is_winter[1] # Winter period starts - BUY according to Halloween strategy if is_winter_start: if self._open_price is None: self._open_price = self.close[0] self._position += 1 if show_labels: self.chart.draw( LabelAbs( 'Buy', AbsolutePosition(self.time[0], self.low[0]), bg_color=color.NAVY, text_color=color.WHITE, font_size=buy_label_size, callout_position=callout_position.BOTTOM_LEFT, ) ) is_winter_end = not is_winter[0] and is_winter[1] # Summer period starts - SELL according to Halloween strategy if is_winter_end: if self._open_price is not None: trade_pnl_percent = (divide(self.close[0], self._open_price.value()) - 1.0) * 100.0 # Save P&L for Sharpe Ratio calculation self._trades_pnl_list.append(trade_pnl_percent) # Update equity with closed trade self._current_equity = self._current_equity * (1.0 + trade_pnl_percent / 100.0) if self._current_equity > self._peak_equity: self._peak_equity = self._current_equity current_dd = divide(self._peak_equity - self._current_equity, self._peak_equity) * 100.0 if current_dd > self._max_drawdown: self._max_drawdown = current_dd # Separate profitable and losing trades for Profit Factor if trade_pnl_percent > 0.0: self._win_trades += 1 self._total_profit += trade_pnl_percent elif trade_pnl_percent < 0.0: self._total_loss += abs(trade_pnl_percent) self._total_trades += 1 self._open_price = None self._position -= 1 if show_labels: self.chart.draw( LabelAbs( 'Sell', AbsolutePosition(self.time[0], self.high[0]), bg_color=color.ORANGE, text_color=color.WHITE, font_size=sell_label_size, callout_position=callout_position.TOP_RIGHT, ) ) # ============================================ # STATISTICS CALCULATION AND DISPLAY # ============================================ open_pnl = 0.0 if self._position > 0: open_pnl = (divide(self.close[0], self._open_price.value()) - 1.0) * 100.0 win_rate = divide(self._win_trades, self._total_trades, 0) * 100.0 # Real compounded Total P&L through equity total_pnl_real = self._current_equity - self._initial_equity profit_factor = divide(self._total_profit, self._total_loss, 0) sharpe_ratio = 0.0 if len(self._trades_pnl_list) > 1: avg_return = mean(self._trades_pnl_list) std_return = stdev(self._trades_pnl_list) sharpe_ratio = divide(avg_return, std_return, 0) stats_text = ( 'Total P&L: ' + str(round(total_pnl_real, 2)) + '%\n' + 'Win Rate: ' + str(round(win_rate, 2)) + '%\n' + 'Trades: ' + str(self._total_trades) + '\n' + 'Profit F: ' + str(round(profit_factor, 2)) + '\n' + 'Sharpe: ' + str(round(sharpe_ratio, 2)) + '\n' + 'Max DD: ' + str(round(self._max_drawdown, 2)) + '%\n' + '---\n' + 'CURRENT PERIOD\n' + 'Open P&L: ' + str(round(open_pnl, 2)) + '%' ) self._stats_label.text = stats_text if show_stats: self.chart.draw(self._stats_label) # ============================================ # PERIOD VISUALIZATION LOGIC # ============================================ if is_winter[0]: return plot.Background(), plot.Background(color=color.TRANSPARENT) return plot.Background(color=color.TRANSPARENT), plot.Background()