Estrategia de trading de regresión de media móvil doble

RPK ATR

Fecha de creación: 2024-05-24 17:08:38 Última modificación: 2024-05-24 17:08:38

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Estrategia de trading de regresión de media móvil doble

Descripción general

La estrategia utiliza dos líneas de regresión lineal de diferentes longitudes como señales de negociación, combinando ATR como un stop loss y un stop parcial. Cuando una línea de regresión lineal de menor período atraviesa una línea de regresión lineal de mayor período de abajo hacia arriba, se produce una señal de multirreversión; por el contrario, cuando una línea de regresión lineal de menor período de arriba hacia abajo atraviesa una línea de regresión lineal de mayor período de vuelta, se produce una señal de vacío.

Principio de estrategia

Calcula la línea de regresión lineal de dos períodos diferentes (default 20 y 40), como señal de negociación
Cuando una línea de regresión lineal de menor período atraviesa de abajo hacia arriba una línea de regresión lineal de mayor período, se abre una posición adicional si no se tiene una posición en ese momento
Cuando una línea de regresión lineal de menor periodo atraviesa de arriba a abajo una línea de regresión lineal de mayor periodo, se abre una posición si no se tiene una posición en ese momento
Una vez abierta la posición, se utiliza el cálculo ATR para rastrear el precio de parada y se liquida toda la posición cuando el precio toca ese precio de parada
Al mismo tiempo, la estrategia utiliza un método de parada por lotes, en el que se calculan 16 paradas por diferentes porcentajes de paradas en función del precio de apertura (de 5% a 80%), y cada parada compensa la cantidad correspondiente de posiciones en función del porcentaje de entrada.
Hasta que todas las posiciones estén liquidadas.

Análisis de las ventajas

El uso de la regresión lineal como indicador de tendencia y señal de negociación permite capturar mejor las tendencias.
Combinación de regresión lineal de dos ciclos diferentes para formar una confirmación de señal más confiable
El uso de ATR como stop loss permite un mejor control del riesgo y mantenerse al día con las fluctuaciones de los precios.
El método de la parada por lotes permite obtener más ganancias si la tendencia continúa, pero también tiene en cuenta el control del riesgo.
El código es altamente modular, con una gran cantidad de parámetros de entrada y una gran personalización de las políticas.

Análisis de riesgos

La señal de regresión lineal puede generar una señal errónea, causando pérdidas
El bloqueo de lotes puede llevar a una mayor duración de la tenencia de las posiciones y a un riesgo de retiro.
Los parámetros mal configurados pueden causar un mal desempeño de la estrategia
En un caso extremo, la estrategia podría enfrentarse a un retiro mayor

Dirección de optimización

Se puede considerar la introducción de más indicadores o condiciones de filtración para mejorar la precisión de la señal, como indicadores de confirmación de tendencias, indicadores de fluctuación, etc.
Optimización de las posiciones y estrategias de paradas y pérdidas, que pueden considerarse paradas y pérdidas dinámicas
Optimización de parámetros para encontrar la combinación óptima de parámetros
Incorporación a la administración de posiciones, ajustando el tamaño de las posiciones en función de las fluctuaciones del mercado

Resumir

Esta estrategia de regresión de doble línea uniforme combina la estrategia de seguimiento de tendencias y la estrategia de stop loss para capturar de manera efectiva el movimiento de la tendencia y controlar el retroceso. Sin embargo, la estrategia puede tener un mal desempeño en el movimiento de la oscilación y enfrenta problemas de optimización de los parámetros. En general, la estrategia es un ejemplo típico de una estrategia de seguimiento de tendencias que se puede optimizar y mejorar como estrategia básica.

Código Fuente de la Estrategia

/*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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