ডাবল মুভিং এভারেজ ক্রসওভার এবং উইলিয়ামস ইন্ডিকেটর কম্বিনেশন স্ট্র্যাটেজি

/*backtest
start: 2024-01-01 00:00:00
end: 2024-01-31 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 20/06/2019
// This is combo strategies for get a cumulative signal. 
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The 
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close 
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. 
// The strategy sells at market, if close price is lower than the previous close price 
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
//    This indicator plots the oscillator as a histogram where blue denotes 
//    periods suited for buying and red . for selling. If the current value 
//    of AO (Awesome Oscillator) is above previous, the period is considered 
//    suited for buying and the period is marked blue. If the AO value is not 
//    above previous, the period is considered suited for selling and the 
//    indicator marks it as red.
//  You can make changes in the property for set calculating strategy MA, EMA, WMA
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
    vFast = sma(stoch(close, high, low, Length), KSmoothing) 
    vSlow = sma(vFast, DLength)
    pos = 0.0
    pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
	         iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0))) 
	pos

BillWilliamsAC(nLengthSlow, nLengthFast,nLengthMA, nLengthEMA, nLengthWMA, bShowWMA, bShowMA, bShowEMA) =>
    pos = 0
    xSMA1_hl2 = sma(hl2, nLengthFast)
    xSMA2_hl2 = sma(hl2, nLengthSlow)
    xSMA1_SMA2 = xSMA1_hl2 - xSMA2_hl2
    xSMA_hl2 = sma(xSMA1_SMA2, nLengthFast)
    nRes =  xSMA1_SMA2 - xSMA_hl2
    xResWMA = wma(nRes, nLengthWMA)
    xResMA = sma(nRes, nLengthMA)
    xResEMA = ema(nRes, nLengthEMA)
    xSignalSeries = iff(bShowWMA, xResWMA,
                     iff(bShowMA, xResMA, 
                      iff(bShowEMA, xResEMA, na)))
    cClr = nRes > nRes[1] ? blue : red
    pos := iff(xSignalSeries[2] < 0 and xSignalSeries[1] > 0, 1,
	         iff(xSignalSeries[2] > 0 and xSignalSeries[1] < 0, -1, nz(pos[1], 0))) 
    pos

strategy(title="Combo Backtest 123 Reversal & Bill Williams. Awesome Oscillator (AC) with Signal Line", shorttitle="Combo", overlay = true)
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
nLengthSlow = input(34, minval=1, title="Length Slow")
nLengthFast = input(5, minval=1, title="Length Fast")
nLengthMA = input(15, minval=1, title="MA")
nLengthEMA = input(15, minval=1, title="EMA")
nLengthWMA = input(15, minval=1, title="WMA")
bShowWMA = input(type=bool, defval=true, title="Show and trading WMA")
bShowMA = input(type=bool, defval=false, title="Show and trading MA")
bShowEMA = input(type=bool, defval=false, title="Show and trading EMA")
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posBillWilliamsAC = BillWilliamsAC(nLengthSlow, nLengthFast,nLengthMA, nLengthEMA, nLengthWMA, bShowWMA, bShowMA, bShowEMA)
pos = iff(posReversal123 == 1 and posBillWilliamsAC == 1 , 1,
	   iff(posReversal123 == -1 and posBillWilliamsAC == -1, -1, 0)) 
possig = iff(reverse and pos == 1, -1,
          iff(reverse and pos == -1, 1, pos))	   
if (possig == 1) 
    strategy.entry("Long", strategy.long)
if (possig == -1)
    strategy.entry("Short", strategy.short)	 
if (possig == 0) 
    strategy.close_all()
barcolor(possig == -1 ? red: possig == 1 ? green : blue )