TD-Sequentielle zweiseitige S/R-Handelsstrategie
Schriftsteller:ChaoZhang, Datum: 2024-02-06 12:13:22Tags:
Übersicht
Diese Strategie identifiziert Unterstützungs- und Widerstandsniveaus, indem sie die aufeinanderfolgenden Auf- und Abwärtsbalken der Preise verfolgt und gleitende Durchschnitte als Einstiegs- und Stop-Loss-Signale kombiniert, um lange und kurze Handelsstrategien zu konstruieren.
Grundsätze
- S/R-Identifizierung
- Wenn der Schlusskurs für 4 aufeinanderfolgende Tage höher ist als der Schlusskurs vor 4 Tagen, markieren Sie den Punkt als Abwärtsunterstützung
- Wenn der Schlusskurs 4 aufeinanderfolgende Tage lang niedriger ist als der Schlusskurs vor 4 Tagen, wird der Punkt als Aufwärtstrend markiert
- Erzeugung von Signalen
- Nach der Identifizierung eines Unterstützungsniveaus, wenn die Up-Bar-Zählung den Schwellenwert erreicht (Standard 9 Tage), erzeugen Sie ein langes Signal
- Nach Ermittlung eines Widerstandsniveaus, wenn die Anzahl der Abwärtsbalken den Schwellenwert erreicht (Standard 9 Tage), erzeugen Sie ein Kurzsignal
- MA-Filter und Stop-Loss
- Der Preis muss bei Eintritt die MA-Linie überschreiten, um Signale zu filtern
- Stop-Loss auf der MA-Linie bei Eintritt setzen
Vorteile
- Das Urteil auf der Grundlage von S/R ist relativ zuverlässig und durch kurzfristige Schwankungen nicht leicht irregeführt.
- Die Kombination von MA-Filtern kann falsche Signale reduzieren
- Sowohl lang als auch kurzfristig gehen, um die Häufigkeit und die Gewinnchancen zu verbessern
- Parameterverstellbar, für verschiedene Produkte und Marktsituationen optimierbar
Risiken und Lösungen
- Kann in Trending-Märkten aufeinanderfolgende Verluste erleiden
- Verlängerung der Zulassungsfrist zur Verringerung der Handelshäufigkeit
- Wahrscheinlichkeit einer falschen S/R-Bewertung
- Feinstimmungsschwellen für die S/R-Identifizierung
- Auf Whipsaw-Märkten kann ein Stop-Loss zu häufig ausgelöst werden
- Lose Stop-Loss-Bereich
- Hinzufügen eines Trendindikators
Optimierungsrichtlinien
- Hinzufügen weiterer technischer Indikatoren zur Verbesserung der Robustheit
- Der Trend, die Dynamik usw.
- Optimierung der S/R-Identifikationslogik
- Prüfwirkung verschiedener Parameter
- Anpassung der Parameter für bestimmte Produkte und Zeitrahmen
- Die Einstellbarkeit variiert je nach Produkt
- Entwicklung eines anpassungsfähigen Stop-Loss-Mechanismus
- Dynamische Anpassung von Stop-Loss auf Basis der Marktvolatilität
Schlussfolgerung
Die Strategie ist relativ einfach und zuverlässig. Durch die korrekte Identifizierung von S/R-Leveln erfasst sie mit hoher Wahrscheinlichkeit Preisumkehrmöglichkeiten. Die Kombination mit MA gewährleistet einen angemessenen Eintrittszeitplan und vermeidet Fallen. Schließlich ist das richtungsorientierte Urteil konservativ, aber anpassungsfähig. Benutzer können die Parameter entsprechend ihrem Marktverständnis optimieren und noch bessere Ergebnisse erzielen.
/*backtest
start: 2023-01-30 00:00:00
end: 2024-02-05 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © GlobalMarketSignals
//@version=4
strategy("GMS: TD Sequential Strategy", overlay=true)
LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
PriceFlipL = input(title="TD Sequential Long Price Flip", type = input.integer ,defval=9)
PriceFlipS = input(title="TD Sequential Short Price Flip", type = input.integer ,defval=9)
MAs1 = input(title="Long MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
MAs2 = input(title="Short MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
SMAlenL = input(title="Long MA Exit Length", type = input.integer ,defval=10)
SMAlenS = input(title="Short MA Exit Length", type = input.integer ,defval=10)
AboveBelowL = input(title="Long Trend Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
AboveBelowS = input(title="Short Trend Filter?", type=input.string, defval="Below", options=["Above", "Below", "Don't Include"])
TLma = input(title="Trend MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
TrendLength = input(title="Trend MA Length", type = input.integer ,defval=200)
PTbutton = input(title="Profit Target On/Off", type=input.bool, defval=true)
ProfitTarget = input(title="Profit Target %", type=input.float, defval=1, step=0.1, minval=0)
SLbutton = input(title="Stop Loss On/Off", type=input.bool, defval=true)
StopLoss = input(title="Stop Loss %", type=input.float, defval=-1, step=0.1, maxval=0)
//PROFIT TARGET & STOPLOSS
if PTbutton == true and SLbutton == true
strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
if PTbutton == true and SLbutton == false
strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick))
else
if PTbutton == false and SLbutton == true
strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
strategy.cancel("PT EXIT")
// S/R Code By johan.gradin (lines 36-46)
// Buy setup//
priceflip1 = barssince(close>close[4])
buysetup = close<close[4] and priceflip1
buy = buysetup and barssince(priceflip1!=9)
buyovershoot = barssince(priceflip1!=13) and buysetup
// Sell Setup //
priceflip = barssince(close<close[4])
sellsetup = close>close[4] and priceflip
sell = sellsetup and barssince(priceflip!=9)
sellovershoot = sellsetup and barssince(priceflip!=13)
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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