Multi-Indikator-Aggregationsstrategie

Erstellungsdatum: 2023-09-27 17:05:34 zuletzt geändert: 2023-09-27 17:05:34

Kopie: 0 Klicks: 616

ChaoZhang

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Überblick

Diese Strategie ist darauf ausgerichtet, die flexibelste Bollinger Bands-Strategie zu schaffen, die eine große Anzahl an anpassbaren Optionen bietet, um die Bedürfnisse verschiedener Händler zu erfüllen.

Strategieprinzip

Die Strategie verwendet einen einzigen benutzerdefinierten Moving Average als Mittellinie. Es ist möglich, die Periode, die Art und die Preisquelle des benutzerdefinierten Moving Averages anzupassen.

Die ober-und unteren Wellenbereiche lassen sich anhand der mittleren Standarddifferenz berechnen. Sie können auch die Position der oberen und unteren Wellenbereiche anstelle der Standarddifferenz mit ATR berechnen.

Die Strategie bietet eine Kombination aus mehreren Bedingungen für die Eröffnung und Bewahrung von Positionen, darunter:

Preise durch die oberen, mittleren und unteren Bandbreiten
Preise über oder unter der oberen, mittleren und unteren Bandbreite
Bandbreite größer oder kleiner als die benutzerdefinierte Schwelle
Prozentsatz B ist größer oder kleiner als die benutzerdefinierte Schwelle

Die Bedingungen für die Eröffnung und Bewahrung können einzeln oder in Kombination verwendet werden. Die Strategiefenster können angepasst werden.

Der Prozentsatz der Stop-and-Loss-Einstellungen kann angepasst werden.

Strategische Vorteile

Anpassbare Moving Average-Perioden, -Typen und -Quellen für unterschiedliche Anforderungen
Allein oder in beliebiger Kombination mit verschiedenen Auf- und Ablagebedingungen, flexibel
Die Beobachtungsbandbreite beträgt ca.
Unterstützt Bandbreite und Prozentsatz B als Bedingungen, mehrere Kennzahlenkombinationen
Benutzerdefinierte Stop-Loss-Prozentsätze, kontrollierte Risiken
Unterstützt alle Varianten der aktuellen Börse, umfassende Anwendung
Benutzerdefinierte Rückmeldung und Echtzeit-Trading-Zeitrahmen zur Analyse der Strategie

Die Strategie bietet eine große Flexibilität durch die Bereitstellung einer Vielzahl an anpassbaren Optionen, die individuell für verschiedene Sorten und Situationen optimiert werden können, um eine bessere Strategieleistung zu erzielen.

Strategisches Risiko

Übermäßige Flexibilität erhöht die Schwierigkeit der Kombination von Strategieparametern und -bedingungen, die sorgfältig getestet und optimiert werden müssen
Die Verzögerung des Moving Averages könnte eine kurze Linie verpassen
Eine zu kleine Einstellung des Stopppunkts kann das Risiko einer Exposition erhöhen
Prozentsatz B ist anfällig für False Breaks

Gegen diese Risiken können folgende Maßnahmen ergriffen werden:

Mit der Rückmeldfunktion werden die verschiedenen Parameterkombinationen schrittweise getestet, um die optimale Konfiguration zu finden
Hilfsmittel zur Identifizierung von Short-Line-Gelegenheiten mit kürzeren Periodenindikatoren
Setzen Sie einen angemessenen Stop-Loss-Punkt auf Basis von Indikatoren wie ATR
In Kombination mit anderen Indikatoren bestätigt Prozentsatz B-Signal

Richtung der Strategieoptimierung

Hinzufügen von Positionsmanagement-Funktionen wie Fixed Positions, Martingale, Fundmanagement usw.
Mehrfach automatische Umschaltung
Optimierung der Moving Average-Parameter zur Erhöhung der Gewinnquote
Optimierte Stop-Loss-Settings für eine bessere Risiko-Rendite
Verschiedene Kombinationen von Kennzahlen-Parametern
Die Entwicklung von Algorithmen wie Machine Learning, die automatisch die optimalen Parameter finden

Zusammenfassen

Die Strategie bietet eine sehr flexible und umfassende Handelslösung, indem sie die Tiefe des Bolland-Bandes erweitert. Obwohl mehr Parameterkombinationen getestet werden müssen, kann sie für die individuellen Bedürfnisse maßgeschneidert optimiert werden. Insgesamt hat die Strategie einen sehr hohen Anwendungswert und ist ein hervorragender Vertreter der Bolland-Band-Strategie.

Strategiequellcode

/*backtest
start: 2022-09-26 00:00:00
end: 2023-09-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_37",1],["v_input_38",2]]
*/

//@version=4

//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//

strategy(title="Fancy Bollinger Bands Strategy [BigBitsIO]", shorttitle="Fancy Bollinger Bands Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0, initial_capital=100)

MAPeriod = input(20, title="Middle Band Period", minval=1, step=1)
MAType = input(title="Middle Band Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MASource = input(title="Middle Band Source", type=input.source, defval=close)
MAResolution = input(title="Middle Band Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MACandleType = input(title="Middle Band Candle Type", defval="00 Current", options=["00 Current", "01 Heikin Ashi", "02 Renko", "03 Line Break", "04 Kagi", "05 Point & Figure"])
MAVisible = input(title="Middle Band Visible", type=input.bool, defval=true) 

UpperBandMultiplier = input(title="Upper Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
LowerBandMultiplier = input(title="Lower Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
UseATRDeviation = input(false, title="Use ATR Deviation Instead of Standard Deviation?")
ATRPeriod = input(14, title="ATR Deviation Period", minval=1, step=1)

HighlightInclusion = input(title="Highlight Inclusions", type=input.bool, defval=true)
ShowGhostTrail = input(title="Show Inclusion Ghost Trail", type=input.bool, defval=true)

ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecast = input(title="Show Forecasts", type=input.bool, defval=true)

HideFill = input(false, title="Hide Fill")
UseBasicFill = input(true, title="Use Basic Fill - No Gradient")
ShowBBDetails = input(false, title="Show Details")

UpperBandSmoothingMAPeriod = input(1, title="Upper Band Smoothing Period", minval=1, step=1)
UpperBandSmoothingMAType = input(title="Upper Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])

LowerBandSmoothingMAPeriod = input(1, title="Lower Band Smoothing Period", minval=1, step=1)
LowerBandSmoothingMAType = input(title="Lower Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])


// Begin Citation - Allanster backtest period
// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1,    title = "From Month",      type = input.integer, minval = 1, maxval = 12)
fromDay   = input(defval = 1,    title = "From Day",        type = input.integer, minval = 1, maxval = 31)
fromYear  = input(defval = 2020, title = "From Year",       type = input.integer, minval = 1970)
thruMonth = input(defval = 1,    title = "Thru Month",      type = input.integer, minval = 1, maxval = 12)
thruDay   = input(defval = 1,    title = "Thru Day",        type = input.integer, minval = 1, maxval = 31)
thruYear  = input(defval = 2112, title = "Thru Year",       type = input.integer, minval = 1970)

// === INPUT SHOW PLOT ===
showDate  = input(defval = true, title = "Show Date Range", type = input.bool)

// === FUNCTION EXAMPLE ===
start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)        // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)        // backtest finish window
window()  => true       // create function "within window of time"

// === PLOTTING ===
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)    
// End Citation - uses the window() funciton later on

takeProfitPercent = input(100, title="Take Profit %", type=input.float, step=.25)
stopLossPercent = input(100, title="Stop Loss %", type=input.float, step=.25)

OpenConditionsRequirement = input(title="Open Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
OpenConditionsMinimumCount = input(1, title="Open Conditions Minimum Count", minval=1, type=input.integer)
CloseConditionsRequirement = input(title="Close Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
CloseConditionsMinimumCount = input(1, title="Close Conditions Minimum Count", minval=1, type=input.integer)

CrossoverUpperBand = input(title="Crossover Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverMiddleBand = input(title="Crossover Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverLowerBand = input(title="Crossover Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

CrossunderUpperBand = input(title="Crossunder Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderMiddleBand = input(title="Crossunder Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderLowerBand = input(title="Crossunder Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceAboveUpperBand = input(title="Price Above Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveMiddleBand = input(title="Price Above Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveLowerBand = input(title="Price Above Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceBelowUpperBand = input(title="Price Below Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowMiddleBand = input(title="Price Below Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowLowerBand = input(title="Price Below Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidth1 = input(.020, title="Band Width Condition Value 1", minval=0.005, maxval=20, step=0.005)
BandWidth2 = input(.040, title="Band Width Condition Value 2", minval=0.005, maxval=20, step=0.005)

BandWidthCrossoverBandValue1 = input(title="Band Width Crossover Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossoverBandValue2 = input(title="Band Width Crossover Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthCrossunderBandValue1 = input(title="Band Width Crossunder Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue2 = input(title="Band Width Crossunder Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthAboveBandValue1 = input(title="Band Width Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue2 = input(title="Band Width Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthBelowBandValue1 = input(title="Band Width Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue2 = input(title="Band Width Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentB1 = input(.35, title="Percent B Condition Value 1", step=0.05)
PercentB2 = input(.70, title="Percent B Condition Value 2", step=0.05)

PercentBCrossoverPercentBValue1 = input(title="Percent B Crossover Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossoverPercentBValue2 = input(title="Percent B Crossover Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBCrossunderPercentBValue1 = input(title="Percent B Crossunder Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue2 = input(title="Percent B Crossunder Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBAbovePercentBValue1 = input(title="Percent B Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue2 = input(title="Percent B Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBBelowPercentBValue1 = input(title="Percent B Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue2 = input(title="Percent B Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])





// A bit of borrowed code, modified here using @PineCoders gradient Framework
f_cRedLime(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF35 : _g <= 0 ? #FF000035 : _g <= .25 ? #FF000020 : _g <= .5 ? #FF000010 : _g <= .75 ? #00FF0010 : _g <= 1 ? #00FF0020 : #00FF0035
f_cRedLimeShadow(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF09 : _g <= 0 ? #FF000009 : _g <= .25 ? #FF000006 : _g <= .5 ? #FF000003 : _g <= .75 ? #00FF0009 : _g <= 1 ? #00FF0006 : #00FF0003

ma(MAType, MASource, MAPeriod) =>
    if MAPeriod > 0
        if MAType == "SMA"
            sma(MASource, MAPeriod)
        else
            if MAType == "EMA"
                ema(MASource, MAPeriod)
            else
                if MAType == "WMA"
                    wma(MASource, MAPeriod)
                else
                    if MAType == "RMA"
                        rma(MASource, MAPeriod)
                    else
                        if MAType == "HMA"
                            hma(MASource, MAPeriod)
                        else
                            if MAType == "DEMA"
                                e = ema(MASource, MAPeriod)
                                2 * e - ema(e, MAPeriod)
                            else
                                if MAType == "TEMA"
                                    e = ema(MASource, MAPeriod)
                                    3 * (e - ema(e, MAPeriod)) + ema(ema(e, MAPeriod), MAPeriod)
                                else
                                    if MAType == "VWMA"
                                        vwma(MASource, MAPeriod)
                                
res(MAResolution) =>
    if MAResolution == "00 Current"
        timeframe.period
    else
        if MAResolution == "01 1m"
            "1"
        else
            if MAResolution == "02 3m"
                "3"
            else
                if MAResolution == "03 5m"
                    "5"
                else
                    if MAResolution == "04 15m"
                        "15"
                    else
                        if MAResolution == "05 30m"
                            "30"
                        else
                            if MAResolution == "06 45m"
                                "45"
                            else
                                if MAResolution == "07 1h"
                                    "60"
                                else
                                    if MAResolution == "08 2h"
                                        "120"
                                    else
                                        if MAResolution == "09 3h"
                                            "180"
                                        else
                                            if MAResolution == "10 4h"
                                                "240"
                                            else
                                                if MAResolution == "11 1D"
                                                    "1D"
                                                else
                                                    if MAResolution == "12 1W"
                                                        "1W"
                                                    else
                                                        if MAResolution == "13 1M"
                                                            "1M"
                                                             
gettickerid(MACandleType) =>
    if MACandleType == "00 Current"
        syminfo.tickerid
    else
        if MACandleType == "01 Heikin Ashi"
            heikinashi(syminfo.tickerid) 
        else
            if MACandleType == "02 Renko"
                renko(syminfo.tickerid, "ATR", 10)  
            else
                if MACandleType == "03 Line Break"
                    linebreak(syminfo.tickerid, 3)
                else
                    if MACandleType == "04 Kagi"
                        kagi(syminfo.tickerid, 3) 
                    else
                        if MACandleType == "05 Point & Figure"
                            pointfigure(syminfo.tickerid, "hl", "Traditional", 1, 3)

MA = security(gettickerid(MACandleType), res(MAResolution), ma(MAType, MASource, MAPeriod))

plot(MAVisible ? MA : na, color=color.white, linewidth=2, title="Middle Band", show_last= HighlightInclusion ? MAPeriod : 0)
plot(MAVisible and HighlightInclusion and ShowGhostTrail ? MA[MAPeriod-1] : na, color=color.black, linewidth=2, title="MA Trail", offset=((MAPeriod-1)*-1), transp=10)


Deviation = UseATRDeviation ? security(gettickerid(MACandleType), res(MAResolution), atr(ATRPeriod)) :  security(gettickerid(MACandleType), res(MAResolution), stdev(MASource, MAPeriod))

UpperBand = MA + (Deviation * UpperBandMultiplier)
LowerBand = MA - (Deviation * LowerBandMultiplier)

SmoothedUpperBand = ma(UpperBandSmoothingMAType, UpperBand, UpperBandSmoothingMAPeriod)
SmoothedLowerBand = ma(LowerBandSmoothingMAType, LowerBand, LowerBandSmoothingMAPeriod)

UpperPlot = plot(SmoothedUpperBand, color=color.white, linewidth=1, title="Upper Band", show_last= HighlightInclusion ? MAPeriod : 0)
UpperShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedUpperBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Upper Band Trail", offset=((MAPeriod-1)*-1), transp=10)
LowerPlot = plot(SmoothedLowerBand, color=color.white, linewidth=1, title="Lower Band", show_last= HighlightInclusion ? MAPeriod : 0)
LowerShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedLowerBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Lower Band Trail", offset=((MAPeriod-1)*-1), transp=10)

PercentB = (security(gettickerid(MACandleType), res(MAResolution), close) - LowerBand) / (UpperBand - LowerBand)

fill(UpperPlot, LowerPlot, color = f_cRedLime(PercentB, HideFill, UseBasicFill), show_last= HighlightInclusion ? MAPeriod : 100000000)
fill(UpperShadowPlot, LowerShadowPlot, color = f_cRedLimeShadow(PercentB[MAPeriod-1], HideFill, UseBasicFill))

BBWidth = (UpperBand - LowerBand) / MA


if(ShowBBDetails)
    label Label = label.new(bar_index, na, "\nFancy Bollinger Band Details:\n\nUpper Band: " + tostring(UpperBand) + "\nMid Band: " + tostring(MA) + "\nLower Band: " + tostring(LowerBand) + "\n%B: " + tostring(PercentB) + "\nBollinger Band Width: " + tostring(BBWidth) + "\n\nHide this message in settings.\nUncheck Show Details", 
      color=color.black, 
      textcolor=color.white,
      style=label.style_label_down, size=size.normal, textalign=text.align_left)
    label.set_y(Label, high > UpperBand ? high : UpperBand)
    label.delete(Label[1])


// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
//              it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
bias(Bias, BiasPeriod) =>
    if Bias == "Neutral"
        0
    else
        if Bias == "Bullish"
            (atr(BiasPeriod) * ForecastBiasMagnitude)
        else
            if Bias == "Bearish"
                ((atr(BiasPeriod)  * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias

// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MAForecast1 = MAPeriod > 1 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 1)) * (MAPeriod - 1) + ((MASource * 1) + (Bias * 1))) / MAPeriod : na
MAForecast2 = MAPeriod > 2 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 2)) * (MAPeriod - 2) + ((MASource * 2) + (Bias * 2))) / MAPeriod : na
MAForecast3 = MAPeriod > 3 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 3)) * (MAPeriod - 3) + ((MASource * 3) + (Bias * 3))) / MAPeriod : na
MAForecast4 = MAPeriod > 4 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 4)) * (MAPeriod - 4) + ((MASource * 4) + (Bias * 4))) / MAPeriod : na
MAForecast5 = MAPeriod > 5 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 5)) * (MAPeriod - 5) + ((MASource * 5) + (Bias * 5))) / MAPeriod : na

plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast1 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 1", offset=1, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast2 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 2", offset=2, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast3 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 3", offset=3, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast4 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 4", offset=4, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast5 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 5", offset=5, show_last=1)


// Take Profit and Stop Loss
profitTarget = (close * (takeProfitPercent / 100)) / syminfo.mintick
lossTarget = (close * (stopLossPercent / 100)) / syminfo.mintick

float longOpen = 0
float longOpenCount = 0
float longClose = 0
float longCloseCount =0

bool validLongOpen = true 
bool validLongClose = true


testLongOpen(Conditionlo)=>
    if Conditionlo
        if OpenConditionsRequirement == "All" and validLongOpen
            [1, longOpenCount, true]
        else if OpenConditionsRequirement == "Any"
            [1, longOpenCount, validLongOpen]
        else if OpenConditionsRequirement == "Minimum count"
            [0, longOpenCount + 1, validLongOpen]
        else
            [longOpen, longOpenCount, validLongOpen]
    else
        [0, longOpenCount, false]
        
testLongClose(Conditionlc)=>
    if Conditionlc
        if CloseConditionsRequirement == "All" and validLongClose
            [1, longCloseCount, true]
        else if CloseConditionsRequirement == "Any"
            [1, longCloseCount, validLongClose]
        else if CloseConditionsRequirement == "Minimum count"
            [0, int(longCloseCount + 1), validLongClose]
        else
            [longClose, longCloseCount, validLongClose]
    else
        [0, longCloseCount, false]
        
        




//------------------------------CONDITIONS-----------------------------
bool isCrossoverUpperBand = crossover(close, UpperBand)

if CrossoverUpperBand == "Long Open" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverUpperBand == "Long Close" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverUpperBand)
    longClose := a
    longCloseCount := b
    validLongClose := c
            
bool isCrossunderUpperBand = crossunder(close, UpperBand)            
            
if CrossunderUpperBand == "Long Open" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderUpperBand) 
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderUpperBand == "Long Close" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c        
            
bool isCrossoverMiddleBand = crossover(close, MA)

if CrossoverMiddleBand == "Long Open" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverMiddleBand == "Long Close" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderMiddleBand = crossunder(close, MA)            
            
if CrossunderMiddleBand == "Long Open" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderMiddleBand == "Long Close" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isCrossoverLowerBand = crossover(close, LowerBand)

if CrossoverLowerBand == "Long Open" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverLowerBand == "Long Close" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderLowerBand = crossunder(close, LowerBand)            
            
if CrossunderLowerBand == "Long Open" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderLowerBand == "Long Close" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
            
            
            
bool isPriceAboveUpperBand = close > UpperBand

if PriceAboveUpperBand == "Long Open" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveUpperBand == "Long Close" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowUpperBand = close < UpperBand            
            
if PriceBelowUpperBand == "Long Open" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowUpperBand == "Long Close" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c              
            
bool isPriceAboveMiddleBand = close > MA

if PriceAboveMiddleBand == "Long Open" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveMiddleBand == "Long Close" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowMiddleBand = close < MA          
            
if PriceBelowMiddleBand == "Long Open" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowMiddleBand == "Long Close" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isPriceAboveLowerBand = close > LowerBand

if PriceAboveLowerBand == "Long Open" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveLowerBand == "Long Close" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowLowerBand = close < LowerBand           
            
if PriceBelowLowerBand == "Long Open" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowLowerBand == "Long Close" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c       
            
            
bool isBandWidthCrossoverBandValue1 = crossover(BBWidth, BandWidth1)           
            
if BandWidthCrossoverBandValue1 == "Long Open" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue1 == "Long Close" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isBandWidthCrossoverBandValue2 = crossover(BBWidth, BandWidth2)           
            
if BandWidthCrossoverBandValue2 == "Long Open" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue2 == "Long Close" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthCrossunderBandValue1 = crossunder(BBWidth, BandWidth1)           
            
if BandWidthCrossunderBandValue1 == "Long Open" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue1 == "Long Close" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthCrossunderBandValue2 = crossunder(BBWidth, BandWidth2)           
            
if BandWidthCrossunderBandValue2 == "Long Open" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue2 == "Long Close" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


bool isBandWidthAboveBandValue1 = BBWidth > BandWidth1          
            
if BandWidthAboveBandValue1 == "Long Open" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue1 == "Long Close" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
bool isBandWidthAboveBandValue2 = BBWidth > BandWidth2           
            
if BandWidthAboveBandValue2 == "Long Open" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue2 == "Long Close" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthBelowBandValue1 = BBWidth < BandWidth1           
            
if BandWidthBelowBandValue1 == "Long Open" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue1 == "Long Close" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthBelowBandValue2 = BBWidth < BandWidth2         
            
if BandWidthBelowBandValue2 == "Long Open" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue2 == "Long Close" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     





bool isPercentBCrossoverPercentBValue1 = crossover(PercentB, PercentB1)           
            
if PercentBCrossoverPercentBValue1 == "Long Open" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue1 == "Long Close" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isPercentBCrossoverPercentBValue2 = crossover(PercentB, PercentB2)           
            
if PercentBCrossoverPercentBValue2 == "Long Open" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue2 == "Long Close" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
            
            
            
bool isPercentBCrossunderPercentBValue1 = crossunder(PercentB, PercentB1)           
            
if PercentBCrossunderPercentBValue1 == "Long Open" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue1 == "Long Close" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c      
            
bool isPercentBCrossunderPercentBValue2 = crossunder(PercentB, PercentB2)           
            
if PercentBCrossunderPercentBValue2 == "Long Open" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue2 == "Long Close" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


// bool isPercentBAbovePercentBValue1 = PercentB > PercentB1          
            
// if PercentBAbovePercentBValue1 == "Long Open" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue1 == "Long Close" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     
            
// bool isPercentBAbovePercentBValue2 = PercentB > PercentB2           
            
// if PercentBAbovePercentBValue2 == "Long Open" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue2 == "Long Close" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c      
             
            
            
            
// bool isPercentBBelowPercentBValue1 = PercentB < PercentB1           
            
// if PercentBBelowPercentBValue1 == "Long Open" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue1 == "Long Close" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c    
            
// bool isPercentBBelowPercentBValue2 = PercentB < PercentB2         
            
// if PercentBBelowPercentBValue2 == "Long Open" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue2 == "Long Close" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     



//-------------------------------------END CONDITIONS-------------------------------------------        


    
if OpenConditionsRequirement == "Minimum count"
    if longOpenCount >= OpenConditionsMinimumCount
        longOpen := 1
if CloseConditionsRequirement == "Minimum count"
    if longCloseCount >= CloseConditionsMinimumCount
        longClose := 1

// Tie breaker
if longClose == 1 and longOpen == 1
    longOpen := 0

if longOpen == 1 and window()
    strategy.entry("Long", true) // buy by market
    strategy.exit("Take Profit or Stop Loss", "Long", profit = profitTarget, loss = lossTarget)
else if longClose == 1 and window()
    strategy.close("Long")
else if not window()
    strategy.close("Long")

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