How to connect with CryptoHopper

([// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/// © tokenmetrics//@version=5//Define Strategystrategy("Token Metrics Indicator", overlay=true, pyramiding = 4, default_qty_value=25, default_qty_type=strategy.percent_of_equity, initial_capital=1000)// Inputslong_term = input.bool(true, "long-term strategy (>= 1d)", group = "Strategy type")short_term = input.bool(false, "high-frequency strategy (<= 1h)", group = "Strategy type")trendline = input.bool(true, "show trendline", group = "Appearance")channel = input.bool(true, "show channel", group = "Appearance")strategyType = input.string("LongShort", "Strategy Type", options = ["LongShort", "LongOnly", "ShortOnly"])longOnly = strategyType == "LongOnly"shortOnly = strategyType == "ShortOnly"// Enter back testing periodstartDate = input.time(timestamp("2018-01-01T00:00:00"), "Start Date", group = "Back testing period")endDate   = input.time(timestamp("2040-01-01T00:00:00"), "End Date",   group = "Back testing period")backtestPeriod = if (time > startDate) and (time < endDate)    true      // forms part of entry conditionelse    false     // forms part of entry condition// check if current bar is after start date, BOOL// afterStartDate = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)// Short-term// Parametersinit = input.int(9, "Look-back Bars", group = "High-frequency parameters")high_factor = 0.3low_factor = 0.3stop = if short_term    input.float(2, "Stop-loss(%)", group = "High-frequency parameters")*0.01// Adaptive Donchian Logic// Define functions (highest and lowest don't work with series__integer type)maximum(length) =>    out = high    for i = 1 to length-1        out := math.max(out, high[i])    outminimum(length) =>    out = low    for i = 1 to length-1        out := math.min(out, low[i])    out// Initialize variablesupn = initdnn = initupper = ta.highest(init)lower = ta.lowest(init)// update variables// upn := upper==high ? upn+adj : (lower==low ? upn-adj : upn)// dnn := upper==high ? dnn-adj : (lower==low ? dnn+adj : dnn)// upadj := round(upn*factor)// dnadj := round(dnn*factor)if upper == high    upn := math.round(upn*high_factor)    dnn := math.round(dnn*(1-low_factor))if lower == low    upn := math.round(upn*(1-high_factor))    dnn := math.round(dnn*low_factor)if lower != low and upper != high    upn := math.round(upn*(1-high_factor))    dnn := math.round(dnn*(1-low_factor))upper := maximum(upn)lower := minimum(dnn)upper_lag = upper[1]lower_lag = lower[1]// Plots// TM Channel (Adaptive Donchian Channel)col_channel = if channel    color.new(#0073ff, 0)p1 = plot(upper, color = col_channel, title="Upper Channel")p2 = plot(lower, color= col_channel, title="Lower Channel")plot((upper+lower)/2, color=col_channel, title="Mid Channel")// Define conditions// longConditionlongCondition_short = ta.crossunder(close, lower_lag)// shortConditionshortCondition_short = ta.crossover(close, upper_lag)// Trading// StoplosslongLastClose = close[0]shortLastClose = close[0]// longStop = if long_term    // input.float(8, "(long-term)Long Stop-loss(%)")*0.01// else if short_term    // input.float(2, "(high-frequency)Long Stop-loss(%)")*0.01// Open positionif (longCondition_short and short_term and backtestPeriod)    longLastClose := close    strategy.entry("long", strategy.long)if (shortCondition_short and short_term and backtestPeriod)    shortLastClose := close    strategy.entry("short", strategy.short)// Trading stop-lossif (strategy.position_size > 0 and short_term)    if close > longLastClose        longLastClose := close    strategy.exit(id="exit", stop=longLastClose * (1 - stop))if (strategy.position_size < 0 and short_term)    if close < shortLastClose        shortLastClose := close    strategy.exit(id="exit", stop=shortLastClose * (1 + stop)) // Long-term// TM Trendline// Original Hilbert by everget : https://www.tradingview.com/script/aaWzn9bK-Ehlers-MESA-Adaptive-Moving-Averages-MAMA-FAMA/ {len = input(20, title='MA Length', group = "Long-term parameters")DClen = input(20, title='Channels Length', group = "Long-term parameters")src = input(close, title='Source', group = "Long-term parameters")PI = 2 * math.asin(1)fastclose = ta.sma(close, 1)hilbertTransform(src) =>    0.0962 * src + 0.5769 * nz(src[2]) - 0.5769 * nz(src[4]) - 0.0962 * nz(src[6])computeComponent(src, mesaPeriodMult) =>    hilbertTransform(src) * mesaPeriodMultcomputeAlpha(src, fastLimit, slowLimit) =>    mesaPeriod = 0.0    mesaPeriodMult = 0.075 * nz(mesaPeriod[1]) + 0.54    smooth = 0.0    smooth := (4 * src + 3 * nz(src[1]) + 2 * nz(src[2]) + nz(src[3])) / 10    detrender = 0.0    detrender := computeComponent(smooth, mesaPeriodMult)    // Compute InPhase and Quadrature components    I1 = nz(detrender[3])    Q1 = computeComponent(detrender, mesaPeriodMult)    // Advance the phase of I1 and Q1 by 90 degrees    jI = computeComponent(I1, mesaPeriodMult)    jQ = computeComponent(Q1, mesaPeriodMult)    I2 = 0.0    Q2 = 0.0    // Phasor addition for 3 bar averaging    I2 := I1 - jQ    Q2 := Q1 + jI    // Smooth the I and Q components before applying the discriminator    I2 := 0.2 * I2 + 0.8 * nz(I2[1])    Q2 := 0.2 * Q2 + 0.8 * nz(Q2[1])    // Homodyne Discriminator    Re = I2 * nz(I2[1]) + Q2 * nz(Q2[1])    Im = I2 * nz(Q2[1]) - Q2 * nz(I2[1])    Re := 0.2 * Re + 0.8 * nz(Re[1])    Im := 0.2 * Im + 0.8 * nz(Im[1])    if Re != 0 and Im != 0        mesaPeriod := 2 * PI / math.atan(Im / Re)        mesaPeriod    if mesaPeriod > 1.5 * nz(mesaPeriod[1])        mesaPeriod := 1.5 * nz(mesaPeriod[1])        mesaPeriod    if mesaPeriod < 0.67 * nz(mesaPeriod[1])        mesaPeriod := 0.67 * nz(mesaPeriod[1])        mesaPeriod    if mesaPeriod < 6        mesaPeriod := 6        mesaPeriod    if mesaPeriod > 50        mesaPeriod := 50        mesaPeriod    mesaPeriod := 0.2 * mesaPeriod + 0.8 * nz(mesaPeriod[1])    phase = 0.0    if I1 != 0        phase := 180 / PI * math.atan(Q1 / I1)        phase    deltaPhase = nz(phase[1]) - phase    if deltaPhase < 1        deltaPhase := 1        deltaPhase    alpha = fastLimit / deltaPhase    if alpha < slowLimit        alpha := slowLimit        alpha    [alpha, alpha / 2.0]// }er = math.abs(ta.change(src, len)) / math.sum(math.abs(ta.change(src)), len)[a, b] = computeAlpha(src, er, er * 0.1)mama = 0.0mama := a * src + (1 - a) * nz(mama[1])fama = 0.0fama := b * mama + (1 - b) * nz(fama[1])col_bull = if trendline    color.new(#4CAF50, 70)col_bear = if trendline    color.new(#FF5252, 70)mama_p = plot(mama, color=#00000000, title='MAMA')fama_p = plot(fama, color=#00000000, title='FAMA')fill(mama_p, fama_p, color=mama > fama ? col_bull : col_bear)alpha = math.pow(er * (b - a) + a, 2)kama = 0.0kama := alpha * src + (1 - alpha) * nz(kama[1])col = if trendline    fixnan(kama > kama[1] ? color.green : kama < kama[1] ? color.red : na)// Donchian ChannelsHighs = ta.highest(high, DClen)[1]Lows = ta.lowest(low, DClen)[1]Mid = (Highs + Lows) / 2// conditionsupBrkOut = barstate.isconfirmed and ta.crossover(close, Highs)downBrkOut = barstate.isconfirmed and ta.crossover(close, Lows)plot(kama, color=col, linewidth=3, title='KAMA')// ConditionslongCondition_long2 = mama > famalongCondition_long = fastclose > kama// Tradingif (longCondition_long and longCondition_long2 and long_term and backtestPeriod and not shortOnly)    // lbl = label.new(bar_index, low, "Long")    // label.set_color(lbl, color.green)    // label.set_yloc(lbl, yloc.belowbar)    // label.set_style(lbl, label.style_label_up)    strategy.entry('Long', strategy.long)shortCondition_long2 = fastclose < kamashortCondition_long = mama < famaCloseShortCondition = mama > famaif (shortCondition_long and shortCondition_long2 and long_term and backtestPeriod and not longOnly)    // lbl = label.new(bar_index, high, "Short")    //label.set_color(lbl, color.red)    //label.set_yloc(lbl, yloc.abovebar)    //label.set_style(lbl, label.style_label_down)    strategy.entry('Short', strategy.short)plot(kama, color=col, linewidth=3, title='KAMA')ExitShort = ta.crossover(mama, fama)ExitLong = ta.crossover(fama, mama)if strategy.position_size < 0 and ExitShort and long_term    strategy.exit(id='Close Short', stop=close)if strategy.position_size > 0 and ExitLong and long_term    strategy.exit(id='Close Long', stop=close)// Close trade at last day of backtest// EndDate = time == timestamp(syminfo.timezone, 2022, 11, 24, 0, 0)// if EndDate//    strategy.close_all()])