Estrategia de trading de tendencias adaptativas con múltiples indicadores

Fecha de creación: 2023-12-28 17:59:58 Última modificación: 2023-12-28 17:59:58

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Estrategia de trading de tendencias adaptativas con múltiples indicadores

Descripción general

Una estrategia de comercio de tendencias multi-indicadores es una estrategia de comercio cuantitativa que combina varias señales de indicadores técnicos. Puede identificar automáticamente la dirección de la tendencia del mercado y generar señales de comercio con diferentes configuraciones de parámetros en función de diferentes estados del mercado.

La estrategia combina varios indicadores al mismo tiempo, como las medias móviles, el indicador Stoch RSI y el indicador WaveTrend, para formar una señal de negociación. Y, según la tendencia general del mercado, se hace un cambio dinámico en los parámetros de configuración de cada indicador para realizar operaciones de adaptación en diferentes entornos de mercado.

En general, la estrategia tiene una fuerte capacidad de seguimiento de tendencias y adaptabilidad. Puede reducir la frecuencia de las operaciones y bloquear las tendencias unilaterales más grandes para obtener ganancias.

Principio de estrategia

Juzgar las tendencias

La estrategia utiliza un promedio móvil de un índice de 300 ciclos de longitud para determinar la dirección de la tendencia general. Una línea EMA que sube es una tendencia alcista y una línea EMA que baja es una tendencia bajista.

Cuando el precio rompe la línea EMA, se activa el punto de reversión para bloquear las posiciones anteriores. Esto puede controlar el riesgo de manera efectiva.

Señales de comercio

Las estrategias utilizan diferentes configuraciones de parámetros para generar señales de negociación en diferentes tendencias del mercado.

Las señales de comercio en una tendencia de varios extremos incluyen:

La relación entre el forquillo de la media móvil y la posición
Signos del índice Stoch RSI
Las señales del indicador WaveTrend

Las señales de cambio en la tendencia a la baja incluyen:

Las medias móviles tienen una relación de posición y de horquilla.
Signos del índice Stoch RSI
Las señales del indicador WaveTrend

El usuario puede elegir entre activar o desactivar diferentes combinaciones de señales de diferentes indicadores, lo que implementa una lógica de reglas de negociación personalizada.

Cada señal produce un margen de señal de +1. Cuando el margen de varias señales es igual al umbral establecido por el usuario, se activa una señal de transacción real.

Cancelación de pérdidas

La estrategia ofrece una variedad de métodos de stop-loss, incluidos el stop-loss porcentual, el stop-loss porcentual, el breakout porcentual, etc. Estos parámetros también cambian de forma dinámica según las diferentes tendencias del mercado.

La estrategia también ofrece una forma de estar directamente fuera de la bolsa para controlar el tiempo y el riesgo de la posición si no se cumplen los requisitos de ganancias.

Análisis de las ventajas

Las estrategias de comercio multi-indicadores adaptados a las tendencias tienen las siguientes ventajas:

La estrategia utiliza indicadores como EMA para determinar las tendencias y evitar ser engañado por falsas brechas o ajustes a corto plazo en el mercado.
Flexible. El usuario puede elegir entre activar o desactivar diferentes señales de diferentes indicadores y personalizar sus propias reglas de negociación.
La estrategia es capaz de identificar automáticamente diferentes estados del mercado y generar señales de negociación con diferentes parámetros sin necesidad de intervención humana.
La estrategia ofrece una gran variedad de herramientas para bloquear las ganancias y controlar el riesgo.
Reducir la frecuencia de las transacciones. Hacer transacciones solo cuando la tendencia es clara puede reducir la repetición innecesaria de las transacciones.

Análisis de riesgos

Las estrategias de trading multi-indicadores adaptados a las tendencias también tienen los siguientes riesgos:

El uso de estrategias de comercio de tendencias no puede capturar la reversión de precios a tiempo y puede perder oportunidades de ganancias en el corto plazo.
Riesgo de fracaso de la ruptura. Se produce una pérdida cuando el precio rompe la línea EMA para generar una señal de negociación, pero se rompe rápidamente.
El riesgo de configuración de parámetros. El usuario necesita tener un conocimiento suficiente de lo que significan los diferentes parámetros para obtener los mejores resultados de retroalimentación.
Identificar el riesgo de una tendencia a la sobrecarga. En casos extremos, la estrategia también puede errar en el juicio de una tendencia a la sobrecarga.
Riesgo de fallo de indicadores. Algunas señales de indicadores también pueden tener un mal efecto en diferentes variedades y configuraciones de ciclo.

Se puede abordar parte del riesgo mediante el ajuste adecuado de la longitud de la media de la EMA y el aumento de la amplitud de los paros.

Dirección de optimización

La estrategia también puede ser optimizada en los siguientes aspectos:

La adición de módulos de optimización de parámetros dinámicos basados en el aprendizaje automático. Los parámetros se pueden optimizar automáticamente según los cambios en el mercado en tiempo real, en lugar de valores predeterminados fijos.
La introducción de un sistema de votación de combinación de modelos. Combinar los resultados de los juicios de varios modelos para seleccionar el mejor juicio para emitir la señal final.
Mecanismos de optimización de la suspensión de pérdidas. Se pueden probar métodos como el seguimiento de la suspensión, la suspensión móvil para bloquear los beneficios y controlar el riesgo.
Peso de señal personalizado. Permite a los usuarios establecer diferentes pesos para diferentes señales, en lugar de un simple juicio de 0/1, para lograr una combinación ponderada de señales indicadoras.

Resumir

La estrategia de comercio de tendencias de adaptación automática de múltiples indicadores utiliza métodos como el juicio de tendencias, la fusión de señales de múltiples indicadores y la conmutación de parámetros dinámicos. Como una estrategia de comercio cuantitativa, tiene una gran adaptabilidad y personalización. Puede reducir las operaciones innecesarias y maximizar la captura de tendencias unilaterales.

Código Fuente de la Estrategia

/*backtest
start: 2022-12-21 00:00:00
end: 2023-12-27 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

////////////////////////////////////////////////////////////////////////////////
//START▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

c="███████╗ █████╗  █████╗   ██╗   ██╗ █████╗ ██╗   ██╗ ██████╗ ██╗  ██╗███╗  ██╗"
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e="██╔══╝  ██╔══██║██║  ██╗   ╚████╔╝ ██╔══██║██║   ██║██║  ╚██╗██╔══██║██║╚████║"
r="███████╗██║  ██║╚█████╔╝    ╚██╔╝  ██║  ██║╚██████╔╝╚██████╔╝██║  ██║██║ ╚███║"
s="╚══════╝╚═╝  ╚═╝ ╚════╝      ╚═╝   ╚═╝  ╚═╝ ╚═════╝  ╚═════╝ ╚═╝  ╚═╝╚═╝  ╚══╝"

//@version=5
strategy("Instrument-Z", overlay=true, initial_capital=1600, default_qty_type=strategy.percent_of_equity, default_qty_value=90, commission_value=0.075)

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//BAR COLOR AND EMA AREA▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//BAR COLOR
bullCcolor = close > open ? #80cbc4 : na
bearCcolor = close < open ? #ef9a9a : na
bullC = close > open
bearC = close < open
bullE = bullC and bearC[1] and close > open[1] ? color.new(#ffffff, 100) : bullCcolor
bearE = bearC and bullC[1] and close < open[1] ? color.new(#ffffff, 100) : bearCcolor
barcolor(bullE)
barcolor(bearE)

//EMA 1
len1 = 10
ema1 = ta.ema(close, len1)
//EMA 2
len2 = 100
ema2 = ta.ema(close, len2)
//EMA COLORS
emacolor = ema1 > ema2 ? #26a69a : #ef5350
//EMA PLOTS
ema1line = plot(ema1, title="EMA 1", color=color.new(#ffffff, 100), editable=false)
ema2line = plot(ema2, title="EMA 2", color=color.new(#ffffff, 100), editable=false)
fill(ema1line, ema2line, title="EMA Area", color=color.new(emacolor, 90))

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//INITIAL OPTIONS▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

src = input.source(defval=close, title="Source", group="SETUP GUIDE AT YouTube.com/c/ZacVaughnYT")
//tfr = input.timeframe("", title="Resolution")
//request.security(syminfo.tickerid, tfr, expression, barmerge.gaps_on)

//POSITIONS
TradeDir = input.string("LONG", title="Trade Direction", options=["LONG", "SHORT"], group="POSITIONS")
TrendTrade = input(false, "Only Trade with Trend", group="POSITIONS")

//UPTREND PROFIT AND LOSS
UTsellProf = input(true, title="Only Sell in Profit", group="UPTREND 🠕 PROFIT & LOSS")
UTminProf = input.float(title="Minimum Profit (%)", defval=3.6, minval=0, maxval=100,  step=.1, group="UPTREND 🠕 PROFIT & LOSS") / 100
UTuseTP = input(true,  title="Use Take Profit", group="UPTREND 🠕 PROFIT & LOSS")
UTTPperc = input.float(title="Take Profit (%)", defval=11.5, minval=0, maxval=1000, step=.1, group="UPTREND 🠕 PROFIT & LOSS") / 100
UTuseSL = input(true,  title="Use Stop Loss", group="UPTREND 🠕 PROFIT & LOSS")
UTSLperc = input.float(title="Stop Loss (%)", defval=-7.5, minval=-50, maxval=0, step=.1, group="UPTREND 🠕 PROFIT & LOSS") / 100
UTuseTE = input(false, title="Use Trade Expiration", group="UPTREND 🠕 PROFIT & LOSS")
UTTEbars = input.int(title="Expire After (bars)", defval=200, minval=1, maxval=10000, group="UPTREND 🠕 PROFIT & LOSS")

//DOWNTREND PROFIT AND LOSS
DTsellProf = input(true, title="Only Sell in Profit", group="DOWNTREND 🠗 PROFIT & LOSS")
DTminProf = input.float(title="Minimum Profit (%)", defval=1, minval=0, maxval=100,  step=.1, group="DOWNTREND 🠗 PROFIT & LOSS") / 100
DTuseTP = input(false,  title="Use Take Profit", group="DOWNTREND 🠗 PROFIT & LOSS")
DTTPperc = input.float(title="Take Profit (%)", defval=15, minval=0, maxval=1000, step=.1, group="DOWNTREND 🠗 PROFIT & LOSS") / 100
DTuseSL = input(true,  title="Use Stop Loss", group="DOWNTREND 🠗 PROFIT & LOSS")
DTSLperc = input.float(title="Stop Loss (%)", defval=-7.4, minval=-50, maxval=0, step=.1, group="DOWNTREND 🠗 PROFIT & LOSS") / 100
DTuseTE = input(false, title="Use Trade Expiration", group="DOWNTREND 🠗 PROFIT & LOSS")
DTTEbars = input.int(title="Expire After (bars)", defval=200, minval=1, maxval=10000, group="DOWNTREND 🠗 PROFIT & LOSS")

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//TREND MOVING AVERAGE▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//TREND MA
ma(source, length, type) =>
     type == "SMA"  ? ta.sma(source, length) :
     type == "EMA"  ? ta.ema(source, length) :
     type == "RMA"  ? ta.rma(source, length) :
     type == "HMA"  ? ta.wma(2*ta.wma(source, length/2)-ta.wma(source, length), math.floor(math.sqrt(length))) :
     type == "WMA"  ? ta.wma(source, length) :
     type == "VWMA" ? ta.vwma(source, length) :
     na
mat_type   = input.string("EMA", "Trend MA", inline="Trend MA", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="POSITIONS")
mat_length = input.int(300, "", inline="Trend MA", minval=1, step=5, group="POSITIONS")
mat = ma(src, mat_length, mat_type)
matcolor = mat > mat[1] ? #26a69a : #ef5350
matline = plot(mat, color=color.new(matcolor, 50), linewidth=2, title="Trend MA")
matRevS = input(false, title="Sell After Trend Reverses", group="POSITIONS")
matRevSbars = input.int(10, "Sell After (bars)", group="POSITIONS")

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//CROSSING MOVING AVERAGES▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UPTREND OPTIONS
//Cross
UTUsemaX = input(false, "Moving Average Cross", group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTReqmaXscore = UTUsemaX ? 1 : 0
//Position
UTUsemaP = input(true, "Moving Average Position", group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTReqmaPscore = UTUsemaP ? 1 : 0
//Histogram
UTUsemaH = input(false, "MA Histogram Reverse", group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTReqmaHscore = UTUsemaH ? 1 : 0

//DOWNTREND OPTIONS
//Cross
DTUsemaX = input(false, "Moving Average Cross", group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTReqmaXscore = DTUsemaX ? 1 : 0
//Position
DTUsemaP = input(true, "Moving Average Position", group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTReqmaPscore = DTUsemaP ? 1 : 0
//Histogram
DTUsemaH = input(false, "MA Histogram Reverse", group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTReqmaHscore = DTUsemaH ? 1 : 0

//UPTREND INPUTS
//MA1
UTma1_type   = input.string("RMA", "MA 1", inline="UT MA 1", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma1_length = input.int(7, "", inline="UT MA 1", minval=1, group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma1 = ma(src, UTma1_length, UTma1_type)
UTma1Color = mat > mat[1] ? color.new(color.blue, 35) : color.new(color.blue, 100)
UTma1line = plot(UTma1, color=UTma1Color, title="UT MA 1")
//MA2
UTma2_type   = input.string("HMA", "MA 2", inline="UT MA 2", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma2_length = input.int(54, "", inline="UT MA 2", minval=1, group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma2 = ma(src, UTma2_length, UTma2_type)
UTma2Color = mat > mat[1] ? color.new(color.purple, 35) : color.new(color.purple, 100)
UTma2line = plot(UTma2, color=UTma2Color, title="UT MA 2")
UTmahist = UTma1 - UTma2

//DOWNTREND INPUTS
//MA1
DTma1_type   = input.string("RMA", "MA 1", inline="DT MA 1", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma1_length = input.int(7, "", inline="DT MA 1", minval=1, group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma1 = ma(src, DTma1_length, DTma1_type)
DTma1Color = mat > mat[1] ? color.new(color.blue, 100) : color.new(color.blue, 35)
DTma1line = plot(DTma1, color=DTma1Color, title="DT MA 1")
//MA2
DTma2_type   = input.string("HMA", "MA 2", inline="DT MA 2", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma2_length = input.int(54, "", inline="DT MA 2", minval=1, group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma2 = ma(src, DTma2_length, DTma2_type)
DTma2Color = mat > mat[1] ? color.new(color.purple, 100) : color.new(color.purple, 35)
DTma2line = plot(DTma2, color=DTma2Color, title="DT MA 2")
DTmahist = DTma1 - DTma2

//UPTREND SIGNALS
UTmaXup = UTUsemaX and UTma1 > UTma2 and UTma1[1] < UTma2[1] ? 1 : 0
UTmaXdn = UTUsemaX and UTma1 < UTma2 and UTma1[1] > UTma2[1] ? 1 : 0
UTmaPup = UTUsemaP and UTma1 > UTma2 ? 1 : 0
UTmaPdn = UTUsemaP and UTma1 < UTma2 ? 1 : 0
UTmaHup = UTUsemaH and UTmahist > UTmahist[1] and UTmahist[1] < UTmahist[2] ? 1 : 0
UTmaHdn = UTUsemaH and UTmahist < UTmahist[1] and UTmahist[1] > UTmahist[2] ? 1 : 0

//DOWNTREND SIGNALS
DTmaXup = DTUsemaX and DTma1 > DTma2 and DTma1[1] < DTma2[1] ? 1 : 0
DTmaXdn = DTUsemaX and DTma1 < DTma2 and DTma1[1] > DTma2[1] ? 1 : 0
DTmaPup = DTUsemaP and DTma1 > DTma2 ? 1 : 0
DTmaPdn = DTUsemaP and DTma1 < DTma2 ? 1 : 0
DTmaHup = DTUsemaH and DTmahist > DTmahist[1] and DTmahist[1] < DTmahist[2] ? 1 : 0
DTmaHdn = DTUsemaH and DTmahist < DTmahist[1] and DTmahist[1] > DTmahist[2] ? 1 : 0

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//STOCHASTIC RSI▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UPTREND OPTIONS
//Cross
UTUseSrsiX = input(false, "Stoch RSI Cross Signal", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiXscore = UTUseSrsiX ? 1 : 0
//Level
UTUseSrsiL = input(true, "Use Buy/Sell Levels", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTsablevelb = input.int(61, "Buy Below Level", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTsablevels = input.int(13, "Sell Above Level", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiLscore = UTUseSrsiL ? 1 : 0
//Position
UTUseSrsiP = input(false, "Use Stoch RSI Position", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiPscore = UTUseSrsiP ? 1 : 0
//Divergence
UTUseSrsiD = input(false, "Stoch RSI Divergence", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiDscore = UTUseSrsiD ? 1 : 0

//DOWNTREND OPTIONS
//Cross
DTUseSrsiX = input(false, "Stoch RSI Cross Signal", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiXscore = DTUseSrsiX ? 1 : 0
//Level
DTUseSrsiL = input(true, "Use Buy/Sell Levels", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTsablevelb = input.int(61, "Buy Below Level", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTsablevels = input.int(13, "Sell Above Level", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiLscore = DTUseSrsiL ? 1 : 0
//Position
DTUseSrsiP = input(false, "Use Stoch RSI Position", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiPscore = DTUseSrsiP ? 1 : 0
//Divergence
DTUseSrsiD = input(false, "Stoch RSI Divergence", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiDscore = DTUseSrsiD ? 1 : 0

//UPTREND INPUTS
//STOCH RSI
UTlengthRSI = input.int(12, "RSI Length", minval=1, group="UPTREND 🠕 STOCH RSI SIGNALS")
UTlengthStoch = input.int(20, "Stochastic Length", minval=1, group="UPTREND 🠕 STOCH RSI SIGNALS")
UTrsi1 = ta.rsi(src, UTlengthRSI)
UTrk = ta.sma(ta.stoch(UTrsi1, UTrsi1, UTrsi1, UTlengthStoch), 3)
UTrd = ta.sma(UTrk, 3)

//DOWNTREND INPUTS
//STOCH RSI
DTlengthRSI = input.int(12, "RSI Length", minval=1, group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTlengthStoch = input.int(20, "Stochastic Length", minval=1, group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTrsi1 = ta.rsi(src, DTlengthRSI)
DTrk = ta.sma(ta.stoch(DTrsi1, DTrsi1, DTrsi1, DTlengthStoch), 3)
DTrd = ta.sma(DTrk, 3)

//UPTREND DIVERGENCE
inRange(cond) =>
	bars = ta.barssince(cond == true)
	5 <= bars and bars <= 60
osc2 = UTrk
//Pivots
plFound2 = na(ta.pivotlow(osc2, 5, 2)) ? false : true
phFound2 = na(ta.pivothigh(osc2, 5, 2)) ? false : true
//Regular Bullish
oscHL2 = osc2[2] > ta.valuewhen(plFound2, osc2[2], 1) and inRange(plFound2[1])
priceLL2 = low[2] < ta.valuewhen(plFound2, low[2], 1)
bullCond2 = priceLL2 and oscHL2 and plFound2
//Hidden Bullish
oscLL2 = osc2[2] < ta.valuewhen(plFound2, osc2[2], 1) and inRange(plFound2[1])
priceHL2 = low[2] > ta.valuewhen(plFound2, low[2], 1)
hiddenBullCond2 = priceHL2 and oscLL2 and plFound2
//Regular Bearish
oscLH2 = osc2[2] < ta.valuewhen(phFound2, osc2[2], 1) and inRange(phFound2[1])
priceHH2 = high[2] > ta.valuewhen(phFound2, high[2], 1)
bearCond2 = priceHH2 and oscLH2 and phFound2
//Hidden Bearish
oscHH2 = osc2[2] > ta.valuewhen(phFound2, osc2[2], 1) and inRange(phFound2[1])
priceLH2 = high[2] < ta.valuewhen(phFound2, high[2], 1)
hiddenBearCond2 = priceLH2 and oscHH2 and phFound2

//DOWNTREND DIVERGENCE
osc3 = DTrk
//Pivots
plFound3 = na(ta.pivotlow(osc3, 5, 2)) ? false : true
phFound3 = na(ta.pivothigh(osc3, 5, 2)) ? false : true
//Regular Bullish
oscHL3 = osc3[2] > ta.valuewhen(plFound3, osc3[2], 1) and inRange(plFound3[1])
priceLL3 = low[2] < ta.valuewhen(plFound3, low[2], 1)
bullCond3 = priceLL3 and oscHL3 and plFound3
//Hidden Bullish
oscLL3 = osc3[2] < ta.valuewhen(plFound3, osc3[2], 1) and inRange(plFound3[1])
priceHL3 = low[2] > ta.valuewhen(plFound3, low[2], 1)
hiddenBullCond3 = priceHL3 and oscLL3 and plFound3
//Regular Bearish
oscLH3 = osc3[2] < ta.valuewhen(phFound3, osc3[2], 1) and inRange(phFound3[1])
priceHH3 = high[2] > ta.valuewhen(phFound3, high[2], 1)
bearCond3 = priceHH3 and oscLH3 and phFound3
//Hidden Bearish
oscHH3 = osc3[2] > ta.valuewhen(phFound3, osc3[2], 1) and inRange(phFound3[1])
priceLH3 = high[2] < ta.valuewhen(phFound3, high[2], 1)
hiddenBearCond3 = priceLH3 and oscHH3 and phFound3

//UPTREND SIGNALS
UTSrsiXup = UTUseSrsiX and UTrk > UTrd and UTrk[1] < UTrd[1] ? 1 : 0
UTSrsiXdn = UTUseSrsiX and UTrk < UTrd and UTrk[1] > UTrd[1] ? 1 : 0
UTSrsiLup = UTUseSrsiL and UTrk < UTsablevelb ? 1 : 0
UTSrsiLdn = UTUseSrsiL and UTrk > UTsablevels ? 1 : 0
UTSrsiPup = UTUseSrsiP and UTrk > UTrd ? 1 : 0
UTSrsiPdn = UTUseSrsiP and UTrk < UTrd ? 1 : 0
UTSrsiDup = UTUseSrsiD and bullCond2 ? 1 : 0
UTSrsiDdn = UTUseSrsiD and bearCond2 ? 1 : 0

//DOWNTREND SIGNALS
DTSrsiXup = DTUseSrsiX and DTrk > DTrd and DTrk[1] < DTrd[1] ? 1 : 0
DTSrsiXdn = DTUseSrsiX and DTrk < DTrd and DTrk[1] > DTrd[1] ? 1 : 0
DTSrsiLup = DTUseSrsiL and DTrk < DTsablevelb ? 1 : 0
DTSrsiLdn = DTUseSrsiL and DTrk > DTsablevels ? 1 : 0
DTSrsiPup = DTUseSrsiP and DTrk > DTrd ? 1 : 0
DTSrsiPdn = DTUseSrsiP and DTrk < DTrd ? 1 : 0
DTSrsiDup = DTUseSrsiD and bullCond3 ? 1 : 0
DTSrsiDdn = DTUseSrsiD and bearCond3 ? 1 : 0

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//WAVETREND▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UPTREND OPTIONS
//Cross
UTUsewtX = input(false, "WaveTrend Cross", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtXscore = UTUsewtX ? 1 : 0
//Level
UTUsewtL = input(true, "WaveTrend Level", group="UPTREND 🠕 WAVETREND SIGNALS")
UTwablevelb = input.int(82, "Buy Below Level", group="UPTREND 🠕 WAVETREND SIGNALS")
UTwablevels = input.int(15, "Sell Above Level", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtLscore = UTUsewtL ? 1 : 0
//Position
UTUsewtP = input(false, "WaveTrend Position", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtPscore = UTUsewtP ? 1 : 0
//Divergence
UTUsewtD = input(false, "WaveTrend Divergence", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtDscore = UTUsewtD ? 1 : 0

//DOWNTREND OPTIONS
//Cross
DTUsewtX = input(false, "WaveTrend Cross", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtXscore = DTUsewtX ? 1 : 0
//Level
DTUsewtL = input(false, "WaveTrend Level", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTwablevelb = input.int(0, "Buy Below Level", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTwablevels = input.int(0, "Sell Above Level", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtLscore = DTUsewtL ? 1 : 0
//Position
DTUsewtP = input(false, "WaveTrend Position", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtPscore = DTUsewtP ? 1 : 0
//Divergence
DTUsewtD = input(false, "WaveTrend Divergence", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtDscore = DTUsewtD ? 1 : 0

//UPTREND INPUTS
//WT
UTlenC = input.int(9, title="Channel Length", group="UPTREND 🠕 WAVETREND SIGNALS")
UTlenA = input.int(12, title="Average Length", group="UPTREND 🠕 WAVETREND SIGNALS")
UTap = hlc3 
UTesa = ta.ema(UTap, UTlenC)
UTd1 = ta.ema(math.abs(UTap - UTesa), UTlenC)
UTci = (UTap - UTesa) / (0.015 * UTd1)
UTtci = ta.ema(UTci, UTlenA)
UTwt1 = UTtci
UTwt2 = ta.sma(UTwt1, 4)
UTwthist = UTwt2 - UTwt1

//DOWNTREND INPUTS
//WT
DTlenC = input.int(9, title="Channel Length", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTlenA = input.int(12, title="Average Length", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTap = hlc3 
DTesa = ta.ema(DTap, DTlenC)
DTd1 = ta.ema(math.abs(DTap - DTesa), DTlenC)
DTci = (DTap - DTesa) / (0.015 * DTd1)
DTtci = ta.ema(DTci, DTlenA)
DTwt1 = DTtci
DTwt2 = ta.sma(DTwt1, 4)
DTwthist = DTwt2 - DTwt1

//UPTREND DIVERGENCE
osc4 = UTwt1
//Pivots
plFound4 = na(ta.pivotlow(osc4, 5, 2)) ? false : true
phFound4 = na(ta.pivothigh(osc4, 5, 2)) ? false : true
//Regular Bullish
oscHL4 = osc4[2] > ta.valuewhen(plFound4, osc4[2], 1) and inRange(plFound4[1])
priceLL4 = low[2] < ta.valuewhen(plFound4, low[2], 1)
bullCond4 = priceLL4 and oscHL4 and plFound4
//Hidden Bullish
oscLL4 = osc4[2] < ta.valuewhen(plFound4, osc4[2], 1) and inRange(plFound4[1])
priceHL4 = low[2] > ta.valuewhen(plFound4, low[2], 1)
hiddenBullCond4 = priceHL4 and oscLL4 and plFound4
//Regular Bearish
oscLH4 = osc4[2] < ta.valuewhen(phFound4, osc4[2], 1) and inRange(phFound4[1])
priceHH4 = high[2] > ta.valuewhen(phFound4, high[2], 1)
bearCond4 = priceHH4 and oscLH4 and phFound4
//Hidden Bearish
oscHH4 = osc4[2] > ta.valuewhen(phFound4, osc4[2], 1) and inRange(phFound4[1])
priceLH4 = high[2] < ta.valuewhen(phFound4, high[2], 1)
hiddenBearCond4 = priceLH4 and oscHH4 and phFound4

//DOWNTREND DIVERGENCE
osc5 = DTwt1
//Pivots
plFound5 = na(ta.pivotlow(osc5, 5, 2)) ? false : true
phFound5 = na(ta.pivothigh(osc5, 5, 2)) ? false : true
//Regular Bullish
oscHL5 = osc5[2] > ta.valuewhen(plFound5, osc5[2], 1) and inRange(plFound5[1])
priceLL5 = low[2] < ta.valuewhen(plFound5, low[2], 1)
bullCond5 = priceLL5 and oscHL5 and plFound5
//Hidden Bullish
oscLL5 = osc5[2] < ta.valuewhen(plFound5, osc5[2], 1) and inRange(plFound5[1])
priceHL5 = low[2] > ta.valuewhen(plFound5, low[2], 1)
hiddenBullCond5 = priceHL5 and oscLL5 and plFound5
//Regular Bearish
oscLH5 = osc5[2] < ta.valuewhen(phFound5, osc5[2], 1) and inRange(phFound5[1])
priceHH5 = high[2] > ta.valuewhen(phFound5, high[2], 1)
bearCond5 = priceHH5 and oscLH5 and phFound5
//Hidden Bearish
oscHH5 = osc5[2] > ta.valuewhen(phFound5, osc5[2], 1) and inRange(phFound5[1])
priceLH5 = high[2] < ta.valuewhen(phFound5, high[2], 1)
hiddenBearCond5 = priceLH5 and oscHH5 and phFound5

//UPTREND SIGNALS
UTwtXup = UTUsewtX and UTwt1 > UTwt2 and UTwt1[1] < UTwt2[1] and UTwt1 < 0 ? 1 : 0
UTwtXdn = UTUsewtX and UTwt1 < UTwt2 and UTwt1[1] > UTwt2[1] and UTwt1 > 0 ? 1 : 0
UTwtLup = UTUsewtL and UTwt1 < UTwablevelb ? 1 : 0
UTwtLdn = UTUsewtL and UTwt1 > UTwablevels ? 1 : 0
UTwtPup = UTUsewtP and UTwt1 > UTwt2 ? 1 : 0
UTwtPdn = UTUsewtP and UTwt1 < UTwt2 ? 1 : 0
UTwtDup = UTUsewtD and bullCond4 ? 1 : 0
UTwtDdn = UTUsewtD and bearCond4 ? 1 : 0

//DOWNTREND SIGNALS
DTwtXup = DTUsewtX and DTwt1 > DTwt2 and DTwt1[1] < DTwt2[1] and DTwt1 < 0 ? 1 : 0
DTwtXdn = DTUsewtX and DTwt1 < DTwt2 and DTwt1[1] > DTwt2[1] and DTwt1 > 0 ? 1 : 0
DTwtLup = DTUsewtL and DTwt1 < DTwablevelb ? 1 : 0
DTwtLdn = DTUsewtL and DTwt1 > DTwablevels ? 1 : 0
DTwtPup = DTUsewtP and DTwt1 > DTwt2 ? 1 : 0
DTwtPdn = DTUsewtP and DTwt1 < DTwt2 ? 1 : 0
DTwtDup = DTUsewtD and bullCond5 ? 1 : 0
DTwtDdn = DTUsewtD and bearCond5 ? 1 : 0

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//COLLECT SIGNALS▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UT REQUIRED SCORES
UTReqScore = UTReqmaXscore + UTReqmaPscore + UTReqmaHscore + UTReqSrsiXscore + UTReqSrsiLscore + UTReqSrsiPscore + UTReqSrsiDscore + UTReqwtXscore + UTReqwtLscore + UTReqwtPscore + UTReqwtDscore
//DT REQUIRED SCORES
DTReqScore = DTReqmaXscore + DTReqmaPscore + DTReqmaHscore + DTReqSrsiXscore + DTReqSrsiLscore + DTReqSrsiPscore + DTReqSrsiDscore + DTReqwtXscore + DTReqwtLscore + DTReqwtPscore + DTReqwtDscore

//UT SIGNAL SCORES
UTSigB = UTmaXup + UTmaPup + UTmaHup + UTSrsiXup + UTSrsiLup + UTSrsiPup + UTSrsiDup + UTwtXup + UTwtLup + UTwtPup + UTwtDup
UTSigS = UTmaXdn + UTmaPdn + UTmaHdn + UTSrsiXdn + UTSrsiLdn + UTSrsiPdn + UTSrsiDdn + UTwtXdn + UTwtLdn + UTwtPdn + UTwtDdn
//DT SIGNAL SCORES
DTSigB = DTmaXup + DTmaPup + DTmaHup + DTSrsiXup + DTSrsiLup + DTSrsiPup + DTSrsiDup + DTwtXup + DTwtLup + DTwtPup + DTwtDup
DTSigS = DTmaXdn + DTmaPdn + DTmaHdn + DTSrsiXdn + DTSrsiLdn + DTSrsiPdn + DTSrsiDdn + DTwtXdn + DTwtLdn + DTwtPdn + DTwtDdn

//UT BUY AND SELL
UTNormB = UTSigB == UTReqScore ? 1 : na
UTNormS = UTSigS == UTReqScore ? 1 : na
//DT BUY AND SELL
DTNormB = DTSigB == DTReqScore ? 1 : na
DTNormS = DTSigS == DTReqScore ? 1 : na

//CHECK TREND DIRECTION
UpTrend = mat > mat[1]
BCond = UpTrend ? UTNormB : DTNormB
SCond = UpTrend ? UTNormS : DTNormS

//FINALIZE
LongEntryFinal  = TrendTrade ? BCond and mat > mat[1] : BCond
LongExitFinal   = TrendTrade ? SCond and mat > mat[1] : SCond
ShortEntryFinal = TrendTrade ? SCond and mat < mat[1] : SCond
ShortExitFinal  = TrendTrade ? BCond and mat < mat[1] : BCond

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//STOP LOSS & TAKE PROFIT▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UT MINIMUM PROFIT
UTmpconvertL = strategy.position_avg_price * (1 + UTminProf)
UTmpconvertS = strategy.position_avg_price * (1 - UTminProf)
UTmpdefineL = TradeDir == "LONG" ? (UTmpconvertL < close and strategy.openprofit > 0) and UTsellProf : na
UTmpdefineS = TradeDir == "SHORT" ? (UTmpconvertS > close and strategy.openprofit > 0) and UTsellProf : na
UTSPL = LongExitFinal and UTmpdefineL
UTSPS = ShortExitFinal and UTmpdefineS
//DT MINIMUM PROFIT
DTmpconvertL = strategy.position_avg_price * (1 + DTminProf)
DTmpconvertS = strategy.position_avg_price * (1 - DTminProf)
DTmpdefineL = TradeDir == "LONG" ? (DTmpconvertL < close and strategy.openprofit > 0) and DTsellProf : na
DTmpdefineS = TradeDir == "SHORT" ? (DTmpconvertS > close and strategy.openprofit > 0) and DTsellProf : na
DTSPL = LongExitFinal and DTmpdefineL
DTSPS = ShortExitFinal and DTmpdefineS
//COLLECT
sellProf = UpTrend ? UTsellProf : DTsellProf
SPL = UpTrend ? UTSPL : DTSPL
SPS = UpTrend ? UTSPS : DTSPS

//UT TAKE PROFIT
UTtpconvertL = strategy.position_avg_price * (1 + UTTPperc)
UTtpconvertS = strategy.position_avg_price * (1 - UTTPperc)
UTTPL = TradeDir == "LONG" ? (UTtpconvertL < close) and UTuseTP : na
UTTPS = TradeDir == "SHORT" ? (UTtpconvertS > close) and UTuseTP : na
//DT TAKE PROFIT
DTtpconvertL = strategy.position_avg_price * (1 + DTTPperc)
DTtpconvertS = strategy.position_avg_price * (1 - DTTPperc)
DTTPL = TradeDir == "LONG" ? (DTtpconvertL < close) and DTuseTP : na
DTTPS = TradeDir == "SHORT" ? (DTtpconvertS > close) and DTuseTP : na
//COLLECT
TPL = UpTrend ? UTTPL : DTTPL
TPS = UpTrend ? UTTPS : DTTPS

//UT STOP LOSS
UTslconvertL = strategy.position_avg_price * (1 + UTSLperc)
UTslconvertS = strategy.position_avg_price * (1 - UTSLperc)
UTSLL = TradeDir == "LONG" ? (UTslconvertL > close) and UTuseSL : na
UTSLS = TradeDir == "SHORT" ? (UTslconvertS < close) and UTuseSL : na
//DT STOP LOSS
DTslconvertL = strategy.position_avg_price * (1 + DTSLperc)
DTslconvertS = strategy.position_avg_price * (1 - DTSLperc)
DTSLL = TradeDir == "LONG" ? (DTslconvertL > close) and DTuseSL : na
DTSLS = TradeDir == "SHORT" ? (DTslconvertS < close) and DTuseSL : na
//COLLECT
SLL = UpTrend ? UTSLL : DTSLL
SLS = UpTrend ? UTSLS : DTSLS

//UT TRADE EXPIRE
entrypos = strategy.opentrades == 1 and strategy.opentrades[1] < 1
UTexpirebars = UTuseTE ? UTTEbars : 1000000
UTTE =  ta.barssince(entrypos) >= UTexpirebars
//DT TRADE EXPIRE
DTexpirebars = DTuseTE ? DTTEbars : 1000000
DTTE =  ta.barssince(entrypos) >= DTexpirebars
//COLLECT
TE = UpTrend ? UTTE : DTTE

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//PLOTSHAPES▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//LONG
plotshape((TradeDir == "LONG") and LongEntryFinal, location=location.belowbar, style=shape.arrowup,   color=color.new(#26a69a, 100), text="⌃", textcolor=#26a69a, size=size.tiny, title="Long BUY Label")
plotshape((TradeDir == "LONG") and LongExitFinal,  location=location.abovebar, style=shape.arrowdown, color=color.new(#ef5350, 100), text="⌄", textcolor=#ef5350, size=size.tiny, title="Long SELL Label")
//SHORT
plotshape((TradeDir == "SHORT") and ShortEntryFinal, location=location.abovebar, style=shape.arrowdown, color=color.new(#ef5350, 100), text="⌄", textcolor=#ef5350, size=size.tiny, title="Short SELL Label")
plotshape((TradeDir == "SHORT") and ShortExitFinal,  location=location.belowbar, style=shape.arrowup,   color=color.new(#26a69a, 100), text="⌃", textcolor=#26a69a, size=size.tiny, title="Short BUY Label")

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//STRATEGY TRADES▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//LONG
if (TradeDir == "LONG") and LongEntryFinal
	strategy.entry("inLong", strategy.long, comment="LEn")
if (TradeDir == "LONG") and sellProf ? SPL : LongExitFinal
	strategy.close("inLong", comment="LEx")

//SHORT
if (TradeDir == "SHORT") and ShortEntryFinal
	strategy.entry("inShort", strategy.short, comment="SEn")
if (TradeDir == "SHORT") and sellProf ? SPS : ShortExitFinal
	strategy.close("inShort", comment="SEx")

//TAKE
if TPL
    strategy.close("inLong", comment="TP")
if TPS
    strategy.close("inShort", comment="TP")
//STOP
if SLL
    strategy.close("inLong", comment="SL")
if SLS
    strategy.close("inShort", comment="SL")
//EXPIRE
if TE
    strategy.close_all(comment="TE")
	
//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//ALERTS▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

useentryalert  = input(defval=true, title="Use ENTRY Alert", group="Custom Alert Messages")
entrystring    = input.string(title="Entry Alert Message", defval="ENTRY", confirm=false, group="Custom Alert Messages")
useexitalert   = input(defval=true, title="Use EXIT Alert", group="Custom Alert Messages")
exitstring     = input.string(title="Exit Alert Message", defval="EXIT", confirm=false, group="Custom Alert Messages")
usetakealert   = input(defval=true, title="Use TAKE Alert", group="Custom Alert Messages")
takestring     = input.string(title="Take Profit Alert Message", defval="TAKE", confirm=false, group="Custom Alert Messages")
usestopalert   = input(defval=true, title="Use STOP Alert", group="Custom Alert Messages")
stopstring     = input.string(title="Stop Loss Alert Message", defval="STOP", confirm=false, group="Custom Alert Messages")
useexpirealert = input(defval=true, title="Use EXPIRE Alert", group="Custom Alert Messages")
expirestring   = input.string(title="Expire Trade Alert Message", defval="EXPIRE", confirm=false, group="Custom Alert Messages")

//LONG
if ((TradeDir == "LONG") and LongEntryFinal) and useentryalert
	alert("{\"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if (TradeDir == "LONG") and (UTsellProf ? SPL : LongExitFinal) and useexitalert
	alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
//SHORT
if ((TradeDir == "SHORT") and ShortEntryFinal) and useentryalert
	alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if (TradeDir == "SHORT") and (UTsellProf ? SPL : ShortExitFinal) and useexitalert
	alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
//OTHER
if TPL or TPS and usetakealert
    alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if SLL or SLS and usestopalert
    alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if TE and useexpirealert
    alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
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