Handelsstrategie mit doppelter gleitender Durchschnittsregression

RPK ATR
Erstellungsdatum: 2024-05-24 17:08:38 zuletzt geändert: 2024-05-24 17:08:38
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Handelsstrategie mit doppelter gleitender Durchschnittsregression

Überblick

Die Strategie verwendet zwei unterschiedlich lange lineare Regressionslinien als Handelssignale und kombiniert ATR als Stop-Loss und Teilstop. Wenn eine lineare Regressionslinie mit kürzerer Periode die lineare Regressionslinie mit langer Periode von unten nach oben durchquert, wird ein Mehrfachsignal erzeugt. Im Gegensatz dazu erzeugt eine Leerlaufsignal, wenn eine lineare Regressionslinie mit kürzerer Periode die lineare Regressionslinie mit langer Periode von oben nach unten durchquert.

Strategieprinzip

  1. Berechnung einer linearen Regressionslinie mit zwei unterschiedlichen Perioden (default 20 und 40), als Handelssignal
  2. Wenn eine lineare Regressionslinie mit kürzeren Perioden von unten nach oben durch die lineare Regressionslinie mit längeren Perioden führt, wird eine Überposition eröffnet, wenn keine Position derzeit gehalten wird
  3. Wenn eine lineare Regressionslinie mit kürzeren Perioden von oben nach unten durch die lineare Regressionslinie mit längeren Perioden führt, wird eine leere Position eröffnet, wenn keine Position derzeit gehalten wird
  4. Einmal die Position eröffnet, verfolgt man den Stop-Loss-Preis mithilfe der ATR-Berechnung und liquidiert alle Positionen, wenn der Preis diesen Stop-Loss-Preis erreicht
  5. Die Strategie verwendet die Methode des batch Stop-Off, bei der 16 Stop-Off-Positionen in verschiedenen Prozentsätzen berechnet werden (von 5% bis 80%), wobei jede Stop-Off-Position eine entsprechende Anzahl von Positionen nach dem Prozentsatz der Eingaben ausgleicht.
  6. Bis alle Positionen abgewickelt sind

Analyse der Stärken

  1. Die Verwendung von Linearregression als Trendbeurteilung und Handelssignal kann Trends besser erfassen
  2. Lineare Regression von zwei unterschiedlichen Perioden kombiniert zu einer zuverlässigeren Signalbestätigung
  3. Mit ATR als Stop-Loss können Risiken besser kontrolliert und mit Preisschwankungen in Einklang gehalten werden
  4. Die Methode der Batch-Stop-Strecke ermöglicht es, mehr Profit zu erzielen, wenn der Trend fortgesetzt wird, während gleichzeitig Risikokontrollen berücksichtigt werden.
  5. Hohe Modularität des Codes, mehr Eingabeparameter und eine starke Anpassbarkeit der Strategien

Risikoanalyse

  1. Lineare Regression kann zu Fehlschlägen und Verlusten führen
  2. Die Kürzung der Lagerbestände kann zu einer längeren Haltedauer führen und das Risiko einer Rücknahme erhöhen.
  3. Fehlende Parameter können zu schlechten Strategie-Leistungen führen
  4. In extremen Situationen könnte die Strategie zu einem größeren Rückzug führen.

Optimierungsrichtung

  1. Es kann in Betracht gezogen werden, mehr Indikatoren oder Filterbedingungen einzuführen, um die Signalgenauigkeit zu verbessern, z. B. Trendbestätigungsindikatoren, Schwankungsratenindikatoren usw.
  2. Optimierung der Standorte und Strategien für Stopps und Verluste, wobei dynamische Stopps und Verluste berücksichtigt werden können
  3. Optimierung der Parameter, um die beste Kombination zu finden
  4. Positionsverwaltung, bei der die Größe der Positionen an Marktbewegungen angepasst wird

Zusammenfassen

Die Dual-Equilibrium-Regression-Strategie kombiniert Trend-Tracking und Stop-Loss-Strategie, um die Trendbewegung effektiv zu erfassen und den Rückschlag zu kontrollieren. Die Strategie kann jedoch in einem wackligen Umfeld schlechte Leistungen erbringen und ist mit der Optimierung der Parameter konfrontiert. Insgesamt ist die Strategie ein typisches Beispiel für eine Trend-Tracking-Strategie, die als Basisstrategie optimiert und verbessert werden kann.

Strategiequellcode 
/*backtest
start: 2023-05-24 00:00:00
end: 2024-05-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © fuatcakir9

//@version=5

strategy(title = "RPK_V4.3(1K$)_Shared", shorttitle="RPK_V4.3(1K$)_Shared",overlay=true)

////

regresyonUzunluk = input.int(20, minval=1,step = 20, group = "Strategy Condition")
off = 0
sapma = 2
cc1 = close
lreg1 = ta.linreg(cc1, regresyonUzunluk, off)
lreg_x1 = ta.linreg(cc1, regresyonUzunluk, off + 1)
b1 = bar_index
s1 = lreg1 - lreg_x1
intr1 = lreg1 - b1 * s1
dS1 = 0.0
for i1 = 0 to regresyonUzunluk - 1 by 1
    dS1 += math.pow(cc1[i1] - (s1 * (b1 - i1) + intr1), 2)
    dS1
de1 = math.sqrt(dS1 / regresyonUzunluk)
up1 = -de1 * sapma + lreg1
down1 = de1 * sapma + lreg1
t1 = 0
x11 = bar_index - regresyonUzunluk
x21 = bar_index
kirmizi = s1 * (bar_index - regresyonUzunluk) + intr1
yesil = lreg1

//
regresyonUzunlukUst = input.int(40, minval=1,step = 20, group = "Strategy Condition")
cc1Ust = close
lreg1Ust = ta.linreg(cc1Ust, regresyonUzunlukUst, off)
lreg_x1Ust = ta.linreg(cc1Ust, regresyonUzunlukUst, off + 1)
b1Ust = bar_index
s1Ust = lreg1Ust - lreg_x1Ust
intr1Ust = lreg1Ust - b1 * s1Ust
dS1Ust = 0.0
for i1Ust = 0 to regresyonUzunlukUst - 1 by 1
    dS1Ust += math.pow(cc1Ust[i1Ust] - (s1Ust * (b1Ust - i1Ust) + intr1Ust), 2)
    dS1Ust
de1Ust = math.sqrt(dS1Ust / regresyonUzunlukUst)
up1Ust = -de1Ust * sapma + lreg1Ust
down1Ust = de1Ust * sapma + lreg1Ust
t1Ust = 0
x11Ust = bar_index - regresyonUzunlukUst
x21Ust = bar_index
kirmiziUst = s1Ust * (bar_index - regresyonUzunlukUst) + intr1Ust
yesilUst = lreg1Ust
///


trendShort = plot(kirmizi,"RegresyonDown",color = color.rgb(248, 10, 10, 43),linewidth = 1,style = plot.style_line)
trendLong = plot(yesil,"RegresyonUp",color = color.rgb(8, 166, 13, 48),linewidth = 1,style = plot.style_line)

trendShortUst = plot(kirmiziUst,"RegresyonDown",color = color.rgb(255, 82, 82, 40),linewidth = 4,style = plot.style_line)
trendLongUst = plot(yesilUst,"RegresyonUp",color = color.rgb(76, 175, 79, 32),linewidth = 4,style = plot.style_line)

group_strategy = "Settings of Strategy"
Start_Time = input(defval=timestamp('01 January 2000 13:30 +0000'), title='Start Time of BackTest', group =group_strategy)
End_Time = input(defval=timestamp('30 April 2030 19:30 +0000'), title='End Time of BackTest', group =group_strategy)
yearCondition = true

trailingLongPrice = 0.0
trailingShortPrice = 0.0

atr = ta.atr(10)
atrCarpan = input.float(8,"ATR Carpan",step = 2,group = "Strategy Condition")

atrCarpan_changed = input.float(4,"Değişen ATR Carpan",step = 1,group = "Strategy Condition")
istenilen_kapatma_sayisi = input(defval = 16, title = "İstenilen Istem Sayısı",group = "Strategy Condition")



kapatilan_poz =strategy.closedtrades -  ta.valuewhen(strategy.opentrades[1] == 0 and strategy.opentrades == 1,strategy.closedtrades,0)

changed_color_up = color(na)
changed_color_down = color(na)

if kapatilan_poz >= istenilen_kapatma_sayisi
    atrCarpan := atrCarpan_changed
    changed_color_up := color.rgb(0, 255, 8)
    changed_color_down := color.rgb(255, 0, 0)
else
    changed_color_up := color.green
    changed_color_down := color.red

//

if strategy.position_size > 0
    stopValue = low - atrCarpan*atr
    trailingLongPrice := math.max(stopValue, trailingLongPrice[1])
else
    trailingLongPrice:=0


if strategy.position_size <0
    stopValue = high + atrCarpan*atr
    trailingShortPrice := math.min(stopValue, trailingShortPrice[1])
else
    trailingShortPrice :=99999

plot(strategy.position_size < 0 ? trailingShortPrice : na , color = changed_color_down, linewidth=3, style = plot.style_linebr)
plot(strategy.position_size > 0 ? trailingLongPrice : na , color=changed_color_up, linewidth=3,style = plot.style_linebr)



TP_Long_1_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=55"
TP_Long_2_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=60"
TP_Long_3_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=65"
TP_Long_4_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Long_5_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Long_6_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Long_7_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Long_8_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Long_9_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Long_10_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Long_11_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Long_12_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Long_13_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Long_14_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=71"
TP_Long_15_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=72"
TP_Long_16_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=73"

TP_Short_1_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=55"
TP_Short_2_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=60"
TP_Short_3_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=65"
TP_Short_4_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Short_5_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Short_6_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Short_7_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Short_8_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Short_9_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Short_10_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Short_11_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Short_12_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Short_13_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Short_14_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=71"
TP_Short_15_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=72"
TP_Short_16_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=73"
//
longTSL = (ta.crossunder(close,trailingLongPrice)) and strategy.opentrades != 0
shortTSL = ta.crossover(close,trailingShortPrice) and strategy.opentrades != 0
 
longCondition3 = ta.crossover(yesil[1],kirmizi[1]) and yesilUst > kirmiziUst 
shortCondition3 = ta.crossunder(yesil[1],kirmizi[1]) and yesilUst < kirmiziUst 

longCondition =  longCondition3 and yearCondition and strategy.opentrades == 0 and strategy.position_size == 0
shortCondition =  shortCondition3 and yearCondition and strategy.opentrades == 0 and strategy.position_size == 0
//
tp1 = input.float(defval = 10.0, title = "TP1 Percent", inline = "1", group ="##### TP AND SL #####")/100
tp1_percent = input.int(defval = 5, title = "% TP1 Kapatma ", inline = "1", group ="##### TP AND SL #####")
tp2 = input.float(defval = 10.0, title = "TP2 Percent", inline = "2", group ="##### TP AND SL #####")/100
tp2_percent = input.int(defval = 5, title = "% TP2 Kapatma ", inline = "2", group ="##### TP AND SL #####")
tp3 = input.float(defval = 10.0, title = "TP3 Percent", inline = "3", group ="##### TP AND SL #####")/100
tp3_percent = input.int(defval = 5, title = "% TP3 Kapatma ", inline = "3", group ="##### TP AND SL #####")
tp4 = input.float(defval = 1.0, title = "TP4 Percent", inline = "4", group ="##### TP AND SL #####")/100
tp4_percent = input.int(defval = 5, title = "% TP4 Kapatma ", inline = "4", group ="##### TP AND SL #####")
tp5 = input.float(defval = 1.0, title = "TP5 Percent", inline = "5", group ="##### TP AND SL #####")/100
tp5_percent = input.int(defval = 5, title = "% TP5 Kapatma ", inline = "5", group ="##### TP AND SL #####")
tp6 = input.float(defval = 1.0, title = "TP6 Percent", inline = "6", group ="##### TP AND SL #####")/100
tp6_percent = input.int(defval = 5, title = "% TP6 Kapatma ", inline = "6", group ="##### TP AND SL #####")
tp7 = input.float(defval = 1.0, title = "TP7 Percent", inline = "7", group ="##### TP AND SL #####")/100
tp7_percent = input.int(defval = 5, title = "% TP7 Kapatma ", inline = "7", group ="##### TP AND SL #####")
tp8 = input.float(defval = 1.0, title = "TP8 Percent", inline = "8", group ="##### TP AND SL #####")/100
tp8_percent = input.int(defval = 5, title = "% TP8 Kapatma ", inline = "8", group ="##### TP AND SL #####")
tp9 = input.float(defval = 1.0, title = "TP9 Percent", inline = "9", group ="##### TP AND SL #####")/100
tp9_percent = input.int(defval = 5, title = "% TP9 Kapatma ", inline = "9", group ="##### TP AND SL #####")
tp10 = input.float(defval = 1.0, title = "TP10 Percent", inline = "10", group ="##### TP AND SL #####")/100
tp10_percent = input.int(defval = 5, title = "% TP10 Kapatma ", inline = "10", group ="##### TP AND SL #####")
tp11 = input.float(defval = 1.0, title = "TP11 Percent", inline = "11", group ="##### TP AND SL #####")/100
tp11_percent = input.int(defval = 5, title = "% TP11 Kapatma ", inline = "11", group ="##### TP AND SL #####")
tp12 = input.float(defval = 1.0, title = "TP12 Percent", inline = "12", group ="##### TP AND SL #####")/100
tp12_percent = input.int(defval = 5, title = "% TP12 Kapatma ", inline = "12", group ="##### TP AND SL #####")
tp13 = input.float(defval = 1.0, title = "TP13 Percent", inline = "13", group ="##### TP AND SL #####")/100
tp13_percent = input.int(defval = 5, title = "% TP13 Kapatma ", inline = "13", group ="##### TP AND SL #####")
tp14 = input.float(defval = 1.0, title = "TP14 Percent", inline = "14", group ="##### TP AND SL #####")/100
tp14_percent = input.int(defval = 5, title = "% TP14 Kapatma ", inline = "14", group ="##### TP AND SL #####")
tp15 = input.float(defval = 1.0, title = "TP15 Percent", inline = "15", group ="##### TP AND SL #####")/100
tp15_percent = input.int(defval = 5, title = "% TP15 Kapatma ", inline = "15", group ="##### TP AND SL #####")
tp16 = input.float(defval = 1.0, title = "TP16 Percent", inline = "16", group ="##### TP AND SL #####")/100
tp16_percent = input.int(defval = 5, title = "% TP16 Kapatma ", inline = "16", group ="##### TP AND SL #####")


v2takeprofit_level_long1 = strategy.position_avg_price * (1 + tp1 )
v2takeprofit_level_long2 = strategy.position_avg_price * (1 + (tp2+ tp1))
v2takeprofit_level_long3 = strategy.position_avg_price * (1 + (tp3 + tp2 + tp1))
v2takeprofit_level_long4 = strategy.position_avg_price * (1 + (tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long5 = strategy.position_avg_price * (1 + (tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long6 = strategy.position_avg_price * (1 + (tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long7 = strategy.position_avg_price * (1 + (tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long8 = strategy.position_avg_price * (1 + (tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long9 = strategy.position_avg_price * (1 + (tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long10 = strategy.position_avg_price * (1 + (tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long11 = strategy.position_avg_price * (1 + (tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long12 = strategy.position_avg_price * (1 + (tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long13 = strategy.position_avg_price * (1 + (tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long14 = strategy.position_avg_price * (1 + (tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long15 = strategy.position_avg_price * (1 + (tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long16 = strategy.position_avg_price * (1 + (tp16 + tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))

v2takeprofit_level_short1 = strategy.position_avg_price * (1 - tp1 )
v2takeprofit_level_short2 = strategy.position_avg_price * (1 - (tp2 + tp1))
v2takeprofit_level_short3 = strategy.position_avg_price * (1 - (tp3 + tp2 + tp1))
v2takeprofit_level_short4 = strategy.position_avg_price * (1 - (tp4 + tp3 + tp2 + tp1))
v2takeprofit_level_short5 = strategy.position_avg_price * (1 - (tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short6 = strategy.position_avg_price * (1 - (tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short7 = strategy.position_avg_price * (1 - (tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short8 = strategy.position_avg_price * (1 - (tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short9 = strategy.position_avg_price * (1 - (tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short10 = strategy.position_avg_price * (1 - (tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short11 = strategy.position_avg_price * (1 - (tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short12 = strategy.position_avg_price * (1 - (tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short13 = strategy.position_avg_price * (1 - (tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short14 = strategy.position_avg_price * (1 - (tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short15 = strategy.position_avg_price * (1 - (tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short16 = strategy.position_avg_price * (1 - (tp16 + tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))





if (longCondition)
    strategy.entry("Long", strategy.long, comment = "Long Giriş")

if (shortCondition)
    strategy.entry("Short", strategy.short, comment = "Short Giriş")

if longTSL 
    strategy.close("Long",comment = "Long TSL")
if shortTSL  
    strategy.close("Short", comment = "Short TSL")

if  strategy.position_size > 0 
    strategy.exit('TP_Long_1',from_entry = "Long", limit= v2takeprofit_level_long1 , qty_percent=tp1_percent, alert_message = TP_Long_1_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_2',from_entry = "Long", limit= v2takeprofit_level_long2 ,qty_percent=tp2_percent, alert_message = TP_Long_2_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_3',from_entry = "Long", limit= v2takeprofit_level_long3 ,qty_percent= tp3_percent, alert_message = TP_Long_3_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_4',from_entry = "Long", limit= v2takeprofit_level_long4 ,qty_percent= tp4_percent, alert_message = TP_Long_4_Msg)
if  strategy.position_size > 0 
    strategy.exit('TP_Long_5',from_entry = "Long", limit= v2takeprofit_level_long5 , qty_percent=tp5_percent, alert_message = TP_Long_5_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_6',from_entry = "Long", limit= v2takeprofit_level_long6 ,qty_percent=tp6_percent, alert_message = TP_Long_6_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_7',from_entry = "Long", limit= v2takeprofit_level_long7 ,qty_percent= tp7_percent, alert_message = TP_Long_7_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_8',from_entry = "Long", limit= v2takeprofit_level_long8 ,qty_percent= tp8_percent, alert_message = TP_Long_8_Msg)
if  strategy.position_size > 0 
    strategy.exit('TP_Long_9',from_entry = "Long", limit= v2takeprofit_level_long9 , qty_percent=tp9_percent, alert_message = TP_Long_9_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_10',from_entry = "Long", limit= v2takeprofit_level_long10 ,qty_percent=tp10_percent, alert_message = TP_Long_10_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_11',from_entry = "Long", limit= v2takeprofit_level_long11 ,qty_percent= tp11_percent, alert_message = TP_Long_11_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_12',from_entry = "Long", limit= v2takeprofit_level_long12 ,qty_percent= tp12_percent, alert_message = TP_Long_12_Msg)
if  strategy.position_size > 0 
    strategy.exit('TP_Long_13',from_entry = "Long", limit= v2takeprofit_level_long13 , qty_percent=tp13_percent, alert_message = TP_Long_13_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_14',from_entry = "Long", limit= v2takeprofit_level_long14 ,qty_percent=tp14_percent, alert_message = TP_Long_14_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_15',from_entry = "Long", limit= v2takeprofit_level_long15 ,qty_percent= tp15_percent, alert_message = TP_Long_15_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_16',from_entry = "Long", limit= v2takeprofit_level_long16 ,qty_percent= tp16_percent, alert_message = TP_Long_16_Msg)

if  strategy.position_size < 0 
    strategy.exit('TP_Short_1',from_entry = "Short", limit= v2takeprofit_level_short1 , qty_percent=tp1_percent, alert_message = TP_Short_1_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_2',from_entry = "Short", limit= v2takeprofit_level_short2 ,qty_percent=tp2_percent, alert_message = TP_Short_2_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_3',from_entry = "Short", limit= v2takeprofit_level_short3 ,qty_percent= tp3_percent, alert_message = TP_Short_3_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_4',from_entry = "Short", limit= v2takeprofit_level_short4 ,qty_percent= tp4_percent, alert_message = TP_Short_4_Msg)
if  strategy.position_size < 0 
    strategy.exit('TP_Short_5',from_entry = "Short", limit= v2takeprofit_level_short5 , qty_percent=tp5_percent, alert_message = TP_Short_5_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_6',from_entry = "Short", limit= v2takeprofit_level_short6 ,qty_percent=tp6_percent, alert_message = TP_Short_6_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_7',from_entry = "Short", limit= v2takeprofit_level_short7 ,qty_percent= tp7_percent, alert_message = TP_Short_7_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_8',from_entry = "Short", limit= v2takeprofit_level_short8 ,qty_percent= tp8_percent, alert_message = TP_Short_8_Msg)
if  strategy.position_size < 0 
    strategy.exit('TP_Short_9',from_entry = "Short", limit= v2takeprofit_level_short9 , qty_percent=tp9_percent, alert_message = TP_Short_9_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_10',from_entry = "Short", limit= v2takeprofit_level_short10 ,qty_percent=tp10_percent, alert_message = TP_Short_10_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_11',from_entry = "Short", limit= v2takeprofit_level_short11 ,qty_percent= tp11_percent, alert_message = TP_Short_11_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_12',from_entry = "Short", limit= v2takeprofit_level_short12 ,qty_percent= tp12_percent, alert_message = TP_Short_12_Msg)
if  strategy.position_size < 0 
    strategy.exit('TP_Short_13',from_entry = "Short", limit= v2takeprofit_level_short13 , qty_percent=tp13_percent, alert_message = TP_Short_13_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_14',from_entry = "Short", limit= v2takeprofit_level_short14 ,qty_percent=tp14_percent, alert_message = TP_Short_14_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_15',from_entry = "Short", limit= v2takeprofit_level_short15 ,qty_percent= tp15_percent, alert_message = TP_Short_15_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_16',from_entry = "Short", limit= v2takeprofit_level_short16 ,qty_percent= tp16_percent, alert_message = TP_Short_16_Msg)
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