Estrategia de mapas de calor MACD de varios plazos

El autor:¿ Qué pasa?, Fecha: 2023-10-25 15:21:39
Las etiquetas:

Resumen general

La idea central de esta estrategia es utilizar las señales combinadas de los indicadores MACD de múltiples marcos de tiempo diferentes para determinar el momento de los cambios de tendencia e implementar una tendencia de bajo riesgo después de la negociación.

Estrategia lógica

La estrategia utiliza 5 indicadores MACD de diferentes plazos, incluidos 60min, 120min, 240min, 480min y Daily, formando una combinación de indicadores MACD de varios plazos.
Cuando los 5 MACD son positivos (o negativos) y la barra anterior no era todos los MACD positivos (o negativos), se determina como una señal larga (o corta) y va largo (o corto).
El método de stop loss es de pips fijos.
El método de toma de ganancias es de dos niveles, cerrando una parte y todas las posiciones por separado.
Cuando los indicadores MACD muestran una situación larga y una corta, se juzga como una inversión de señal y se cierra la posición actual.
El TSL también se utiliza para el stop loss de seguimiento.
Cuando se alcanza un objetivo de ganancia determinado, la pérdida de parada se moverá para alcanzar el equilibrio, bloqueando las ganancias.
La sintaxis de Pineconector se utiliza para generar alertas de señales comerciales dinámicamente.

Ventajas

La combinación de MACD multi-tiempo puede mejorar la precisión de la señal, capturando grandes tendencias y filtrando algo de ruido.
El retraso de dos niveles permite tomar ganancias parciales varias veces durante las grandes tendencias.
Los puntos fijos de stop loss pueden controlar el monto de la pérdida de una sola operación.
El cierre cuando los MACD son inconsistentes puede realizar el stop loss a tiempo y evitar el stop loss break.
El trailing stop de TsL sigue el cambio de precio en tiempo real.
SL a BE obtiene algún beneficio después de convertir las posiciones perdedoras en posiciones ganadoras.
Las alertas de negociación dinámicas se pueden conectar a MT4/5 para el comercio automático.

Riesgos y soluciones

Las señales MACD pueden tener fallas falsas, causando pérdidas innecesarias.
Los puntos fijos de stop loss pueden ser demasiado grandes o demasiado pequeños. Pruebe diferentes niveles para encontrar el parámetro óptimo.
Los dos niveles de toma de ganancias pueden estar demasiado cerca o demasiado lejos.
El disparador de BE puede ser demasiado temprano o demasiado tarde. Pruebe diferentes puntos de disparador de BE para encontrar el parámetro óptimo.
Prueba diferentes distancias para encontrar el parámetro óptimo.

Direcciones de optimización

Prueba más marcos de tiempo de combinación MACD para encontrar la mejor combinación para capturar las tendencias del mercado.
Introduzca más indicadores para determinar la condición del mercado, evitando abrir posiciones durante condiciones desfavorables.
Investigación de las diferencias de parámetros entre productos, diseño de sistemas de stop loss y take profit adaptativos.
Incorporar técnicas de aprendizaje automático para la optimización dinámica de parámetros.
Introducir el dimensionamiento de las posiciones para el ajuste dinámico del tamaño de las posiciones y el control de riesgos.

Conclusión

En resumen, esta estrategia utiliza el MACD de varios marcos de tiempo para determinar tendencias, con características de doble seguimiento para obtener ganancias, seguimiento de stop loss y BE para bloquear ganancias, stop loss fijo para controlar el riesgo. Es una tendencia relativamente estable después de la estrategia. Se pueden lograr mejoras adicionales en la estabilidad y la rentabilidad a través de la optimización de parámetros y la expansión de funcionalidades. La clave es encontrar la combinación óptima de parámetros para lograr el mejor equilibrio riesgo-recompensación.

/*backtest
start: 2023-09-24 00:00:00
end: 2023-10-24 00:00:00
period: 6h
basePeriod: 15m
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/

//@version=5
//@strategy_alert_message {{strategy.order.alert_message}}

SCRIPT_NAME = "Heatmap MACD Strategy - Pineconnector"

strategy(SCRIPT_NAME, 
 overlay= true, 
 process_orders_on_close = true, 
 calc_on_every_tick = true, 
 pyramiding = 1, 
 initial_capital = 100000, 
 default_qty_type = strategy.fixed, 
 default_qty_value = 1,
 commission_type = strategy.commission.percent,
 commission_value = 0.075,
 slippage = 1
 )

pineconnector_licence_ID = input.string(title = "Licence ID", defval = "123456789", group = "Pineconnector", tooltip = "Insert your Pineconnector Licence ID here")
pos_size = input.float(3, minval = 0, maxval = 100, title = "Position Size", group = "Position Size", tooltip = "Required to specify the position size here for Pineconnector to work properly")

res1 = input.timeframe('60', title='First Timeframe', group = "Timeframes")
res2 = input.timeframe('120', title='Second Timeframe', group = "Timeframes")
res3 = input.timeframe('240', title='Third Timeframe', group = "Timeframes")
res4 = input.timeframe('240', title='Fourth Timeframe', group = "Timeframes")
res5 = input.timeframe('480', title='Fifth Timeframe', group = "Timeframes")

macd_src = input.source(close, title="Source", group = "MACD")
fast_len = input.int(9, minval=1, title="Fast Length", group = "MACD")
slow_len = input.int(26, minval=1, title="Slow Length", group = "MACD")
sig_len = input.int(9, minval=1, title="Signal Length", group = "MACD")

// # ========================================================================= #
// #                   | Close on Opposite |
// # ========================================================================= #

use_close_opposite = input.bool(false, title = "Close on Opposite Signal?", group = "Close on Opposite", tooltip = "Close the position if 1 or more MACDs become bearish (for longs) or bullish (for shorts)")

// # ========================================================================= #
// #                   | Stop Loss |
// # ========================================================================= #

use_sl = input.bool(true, title = "Use Stop Loss?", group = "Stop Loss")
sl_mode = "pips"//input.string("%", title = "Mode", options = ["%", "pips"], group = "Stop Loss")
sl_value = input.float(40, minval = 0, title = "Value", group = "Stop Loss", inline = "stoploss")// * 0.01

// # ========================================================================= #
// #                   | Trailing Stop Loss |
// # ========================================================================= #

use_tsl         = input.bool(false, title = "Use Trailing Stop Loss?", group = "Trailing Stop Loss")
tsl_input_pips = input.float(10, minval = 0, title = "Trailing Stop Loss (pips)", group = "Trailing Stop Loss")

// # ========================================================================= #
// #                   | Take Profit |
// # ========================================================================= #

use_tp1 = input.bool(true, title = "Use Take Profit 1?", group = "Take Profit 1")
tp1_value = input.float(30, minval = 0, title = "Value (pips)", group = "Take Profit 1")// * 0.01
tp1_qty   = input.float(50, minval = 0, title = "Quantity (%)", group = "Take Profit 1")// * 0.01

use_tp2 = input.bool(true, title = "Use Take Profit 2?", group = "Take Profit 2")
tp2_value = input.float(50, minval = 0, title = "Value (pips)", group = "Take Profit 2")// * 0.01

// # ========================================================================= #
// #                   | Stop Loss to Breakeven |
// # ========================================================================= #

use_sl_be         = input.bool(false, title = "Use Stop Loss to Breakeven Mode?", group = "Break Even")
sl_be_value       = input.float(30, step = 0.1, minval = 0, title = "Value (pips)", group = "Break Even", inline = "breakeven")
sl_be_offset      = input.int(1, step = 1, minval = 0, title = "Offset (pips)", group = "Break Even", tooltip = "Set the SL at BE price +/- offset value")

[_, _, MTF1_hist] = request.security(syminfo.tickerid, res1, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF2_hist] = request.security(syminfo.tickerid, res2, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF3_hist] = request.security(syminfo.tickerid, res3, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF4_hist] = request.security(syminfo.tickerid, res4, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF5_hist] = request.security(syminfo.tickerid, res5, ta.macd(macd_src, fast_len, slow_len, sig_len))

bull_hist1 = MTF1_hist > 0 and MTF1_hist[1] < 0
bull_hist2 = MTF2_hist > 0 and MTF2_hist[1] < 0
bull_hist3 = MTF3_hist > 0 and MTF3_hist[1] < 0
bull_hist4 = MTF4_hist > 0 and MTF4_hist[1] < 0
bull_hist5 = MTF5_hist > 0 and MTF5_hist[1] < 0

bear_hist1 = MTF1_hist < 0 and MTF1_hist[1] > 0
bear_hist2 = MTF2_hist < 0 and MTF2_hist[1] > 0
bear_hist3 = MTF3_hist < 0 and MTF3_hist[1] > 0
bear_hist4 = MTF4_hist < 0 and MTF4_hist[1] > 0
bear_hist5 = MTF5_hist < 0 and MTF5_hist[1] > 0

plotshape(bull_hist1, title = "Bullish MACD 1", location = location.bottom, style = shape.diamond, size = size.normal, color = #33e823)
plotshape(bull_hist2, title = "Bullish MACD 2", location = location.bottom, style = shape.diamond, size = size.normal, color = #1a7512)
plotshape(bull_hist3, title = "Bullish MACD 3", location = location.bottom, style = shape.diamond, size = size.normal, color = #479c40)
plotshape(bull_hist4, title = "Bullish MACD 4", location = location.bottom, style = shape.diamond, size = size.normal, color = #81cc7a)
plotshape(bull_hist5, title = "Bullish MACD 5", location = location.bottom, style = shape.diamond, size = size.normal, color = #76d66d)

plotshape(bear_hist1, title = "Bearish MACD 1", location = location.top, style = shape.diamond, size = size.normal, color = #d66d6d)
plotshape(bear_hist2, title = "Bearish MACD 2", location = location.top, style = shape.diamond, size = size.normal, color = #de4949)
plotshape(bear_hist3, title = "Bearish MACD 3", location = location.top, style = shape.diamond, size = size.normal, color = #cc2525)
plotshape(bear_hist4, title = "Bearish MACD 4", location = location.top, style = shape.diamond, size = size.normal, color = #a11d1d)
plotshape(bear_hist5, title = "Bearish MACD 5", location = location.top, style = shape.diamond, size = size.normal, color = #ed2424)

bull_count = (MTF1_hist > 0 ? 1 : 0) + (MTF2_hist > 0 ? 1 : 0) + (MTF3_hist > 0 ? 1 : 0) + (MTF4_hist > 0 ? 1 : 0) + (MTF5_hist > 0 ? 1 : 0)
bear_count = (MTF1_hist < 0 ? 1 : 0) + (MTF2_hist < 0 ? 1 : 0) + (MTF3_hist < 0 ? 1 : 0) + (MTF4_hist < 0 ? 1 : 0) + (MTF5_hist < 0 ? 1 : 0)

bull = bull_count == 5 and bull_count[1] < 5 and barstate.isconfirmed
bear = bear_count == 5 and bear_count[1] < 5 and barstate.isconfirmed

signal_candle = bull or bear

entryLongPrice  = ta.valuewhen(bull and strategy.position_size[1] <= 0, close, 0)
entryShortPrice = ta.valuewhen(bear and strategy.position_size[1] >= 0, close, 0)

plot(strategy.position_size, title = "avg_pos_size")

get_pip_size() =>

    float _pipsize = 1.

    if syminfo.type == "forex" 
        _pipsize := (syminfo.mintick * (str.contains(syminfo.ticker, "JPY") ? 100 : 10))
    else if str.contains(syminfo.ticker, "XAU") or str.contains(syminfo.ticker, "XAG")
        _pipsize := 0.1

    _pipsize

// # ========================================================================= #
// #                   |   Stop Loss |
// # ========================================================================= #

var float final_SL_Long = 0.
var float final_SL_Short = 0.

if signal_candle and use_sl

    final_SL_Long  := entryLongPrice  - (sl_value * get_pip_size())
    final_SL_Short := entryShortPrice + (sl_value * get_pip_size())

// # ========================================================================= #
// #                   |   Trailing Stop Loss |
// # ========================================================================= #

var MaxReached = 0.0  

if signal_candle[1]

    MaxReached := strategy.position_size > 0 ? high : low

MaxReached := strategy.position_size > 0
 ? math.max(nz(MaxReached, high), high)
 : strategy.position_size < 0 ? math.min(nz(MaxReached, low), low) : na

if use_tsl and use_sl

    if strategy.position_size > 0

        stopValue = MaxReached - (tsl_input_pips * get_pip_size())
        final_SL_Long := math.max(stopValue, final_SL_Long[1])

    else if strategy.position_size < 0

        stopValue = MaxReached + (tsl_input_pips * get_pip_size())
        final_SL_Short := math.min(stopValue, final_SL_Short[1])

// # ========================================================================= #
// #                   |   Take Profit 1 |
// # ========================================================================= #

var float final_TP1_Long  = 0.
var float final_TP1_Short = 0.

final_TP1_Long  := entryLongPrice  + (tp1_value * get_pip_size())
final_TP1_Short := entryShortPrice - (tp1_value * get_pip_size())

plot(use_tp1 and strategy.position_size > 0 ? final_TP1_Long : na, title = "TP1 Long", color = color.aqua, linewidth=2, style=plot.style_linebr)
plot(use_tp1 and strategy.position_size < 0 ? final_TP1_Short : na, title = "TP1 Short", color = color.blue, linewidth=2, style=plot.style_linebr)

// # ========================================================================= #
// #                   |   Take Profit 2 |
// # ========================================================================= #

var float final_TP2_Long  = 0.
var float final_TP2_Short = 0.

final_TP2_Long  := entryLongPrice  + (tp2_value * get_pip_size())
final_TP2_Short := entryShortPrice - (tp2_value * get_pip_size())

plot(use_tp2 and strategy.position_size > 0 and tp1_qty != 100 ? final_TP2_Long : na, title = "TP2 Long", color = color.orange, linewidth=2, style=plot.style_linebr)
plot(use_tp2 and strategy.position_size < 0 and tp1_qty != 100 ? final_TP2_Short : na, title = "TP2 Short", color = color.white, linewidth=2, style=plot.style_linebr)

// # ========================================================================= #
// #                   |   Stop Loss to Breakeven |
// # ========================================================================= #

var bool SL_BE_REACHED = false

// Calculate open profit or loss for the open positions.
tradeOpenPL() =>
    sumProfit = 0.0
    for tradeNo = 0 to strategy.opentrades - 1
        sumProfit += strategy.opentrades.profit(tradeNo)
    result = sumProfit

//get_pip_size() =>
//    syminfo.type == "forex" ? syminfo.pointvalue * 100 : 1

current_profit = tradeOpenPL()// * get_pip_size()

current_long_profit = (close - entryLongPrice) / (syminfo.mintick * 10)
current_short_profit = (entryShortPrice - close) / (syminfo.mintick * 10)

plot(current_short_profit, title = "Current Short Profit")
plot(current_long_profit, title = "Current Long Profit")

if use_sl_be

    if strategy.position_size[1] > 0

        if not SL_BE_REACHED

            if current_long_profit >= sl_be_value 
                final_SL_Long := entryLongPrice + (sl_be_offset * get_pip_size())
                SL_BE_REACHED := true

    else if strategy.position_size[1] < 0

        if not SL_BE_REACHED

            if current_short_profit >= sl_be_value 
                final_SL_Short := entryShortPrice - (sl_be_offset * get_pip_size())
                SL_BE_REACHED := true

plot(use_sl and strategy.position_size > 0 ? final_SL_Long : na, title = "SL Long", color = color.fuchsia, linewidth=2, style=plot.style_linebr)
plot(use_sl and strategy.position_size < 0 ? final_SL_Short : na, title = "SL Short", color = color.fuchsia, linewidth=2, style=plot.style_linebr)

// # ========================================================================= #
// #                   |   Strategy Calls |
// # ========================================================================= #

string entry_long_limit_alert_message = ""
string entry_long_TP1_alert_message = ""
string entry_long_TP2_alert_message = ""

tp1_qty_perc = tp1_qty / 100

if use_tp1 and use_tp2

    entry_long_TP1_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

    entry_long_TP2_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size - (pos_size * tp1_qty_perc)) + ",tp=" + str.tostring(final_TP2_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if use_tp1 and not use_tp2

    entry_long_TP1_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if not use_tp1 and use_tp2

    entry_long_TP2_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP2_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

entry_long_limit_alert_message := entry_long_TP1_alert_message + "\n" + entry_long_TP2_alert_message

//entry_long_limit_alert_message = pineconnector_licence_ID + ",buystop," + syminfo.ticker + ",price=" + str.tostring(buy_price) + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP_Long) + ",sl=" + str.tostring(final_SL_Long)

//entry_short_market_alert_message = pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + (use_tp1 ? ",tp=" + str.tostring(final_TP1_Short) : "")
// + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "")

//entry_short_limit_alert_message = pineconnector_licence_ID + ",sellstop," + syminfo.ticker + ",price=" + str.tostring(sell_price) + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP_Short) + ",sl=" + str.tostring(final_SL_Short)

string entry_short_limit_alert_message = ""
string entry_short_TP1_alert_message = ""
string entry_short_TP2_alert_message = ""

if use_tp1 and use_tp2
    
    entry_short_TP1_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Short) 
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

    entry_short_TP2_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size - (pos_size * tp1_qty_perc)) + ",tp=" + str.tostring(final_TP2_Short)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if use_tp1 and not use_tp2

    entry_short_TP1_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Short)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if not use_tp1 and use_tp2

    entry_short_TP2_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP2_Short)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

entry_short_limit_alert_message := entry_short_TP1_alert_message + "\n" + entry_short_TP2_alert_message

long_update_sl_alert_message  = pineconnector_licence_ID + ",newsltplong," + syminfo.ticker + ",sl=" + str.tostring(final_SL_Long)
short_update_sl_alert_message = pineconnector_licence_ID + ",newsltpshort," + syminfo.ticker + ",sl=" + str.tostring(final_SL_Short)

cancel_long = pineconnector_licence_ID + ",cancellong," + syminfo.ticker// + "x"

cancel_short = pineconnector_licence_ID + ",cancellong," + syminfo.ticker// + "x"

close_long  = pineconnector_licence_ID + ",closelong," + syminfo.ticker
close_short = pineconnector_licence_ID + ",closeshort," + syminfo.ticker

if bull and strategy.position_size <= 0
    
    alert(close_short, alert.freq_once_per_bar_close)
    strategy.entry("Long", strategy.long)
    alert(entry_long_TP1_alert_message, alert.freq_once_per_bar_close)
    alert(entry_long_TP2_alert_message, alert.freq_once_per_bar_close)

else if bear and strategy.position_size >= 0
    
    alert(close_long, alert.freq_once_per_bar_close)
    strategy.entry("Short", strategy.short)
    alert(entry_short_TP1_alert_message, alert.freq_once_per_bar_close)
    alert(entry_short_TP2_alert_message, alert.freq_once_per_bar_close)

if strategy.position_size[1] > 0

    if low <= final_SL_Long and use_sl
        strategy.close("Long", alert_message = close_long)
    else
        strategy.exit("Exit TP1 Long", "Long", limit = final_TP1_Long, comment_profit = "Exit TP1 Long", qty_percent = tp1_qty)
        strategy.exit("Exit TP2 Long", "Long", limit = final_TP2_Long, comment_profit = "Exit TP2 Long", alert_message = close_long)

    if bull_count[1] == 5 and bull_count < 5 and barstate.isconfirmed and use_close_opposite
        strategy.close("Long", comment = "1 or more MACDs became bearish", alert_message = close_long)

else if strategy.position_size[1] < 0

    if high >= final_SL_Short and use_sl
        //strategy.exit("Exit SL Short", "Short", stop = final_SL_Short, comment_loss = "Exit SL Short")
        strategy.close("Short", alert_message = close_short)
    else
        strategy.exit("Exit TP1 Short", "Short", limit = final_TP1_Short, comment_profit = "Exit TP1 Short", qty_percent = tp1_qty)
        strategy.exit("Exit TP2 Short", "Short", limit = final_TP2_Short, comment_profit = "Exit TP2 Short")

    if bear_count[1] == 5 and bear_count < 5 and barstate.isconfirmed and use_close_opposite
        strategy.close("Short", comment = "1 or more MACDs became bullish", alert_message = close_short)

// # ========================================================================= #
// #                   |   Logs  |
// # ========================================================================= #

// if bull and strategy.position_size <= 0
//     log.info(entry_long_limit_alert_message)

// else if bear and strategy.position_size >= 0
//     log.info(entry_short_limit_alert_message)

// # ========================================================================= #
// #                   |   Reset Variables  |
// # ========================================================================= #


if (strategy.position_size > 0 and strategy.position_size[1] <= 0)
 or (strategy.position_size < 0 and strategy.position_size[1] >= 0)

    //is_TP1_REACHED := false
    SL_BE_REACHED := false

Más.