Stratégie d'agrégation multi-indicateurs

Date de création: 2023-09-27 17:05:34 Dernière modification: 2023-09-27 17:05:34

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ChaoZhang

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Aperçu

Cette stratégie vise à créer la stratégie de bande de Bolland la plus flexible, offrant un large éventail d’options personnalisables pour répondre aux besoins de différents traders.

Principe de stratégie

La stratégie utilise une seule moyenne mobile personnalisée comme ligne médiane. Elle permet de personnaliser la période, le type et la source de la moyenne mobile.

Les ondes supérieures et inférieures peuvent être personnalisées en fonction de la différence de la ligne moyenne. Vous pouvez également choisir d’utiliser l’ATR pour calculer la position des ondes supérieures et inférieures au lieu de la différence de la ligne moyenne.

La stratégie offre une combinaison de conditions d’ouverture et de placement, notamment:

Les prix traversent les bandes hautes, moyennes et basses
Prix au-dessus ou au-dessous de la bande supérieure, moyenne et inférieure
Largeur de bande supérieure ou inférieure à la limite de tolérance
Pourcentage B supérieur ou inférieur au seuil de personnalisation

Les conditions d’ouverture et de clôture peuvent être utilisées individuellement ou en combinaison, et la fenêtre de stratégie peut être personnalisée.

Les pourcentages d’arrêt et de perte peuvent être personnalisés.

Avantages stratégiques

Les moyennes mobiles peuvent être personnalisées en fonction de leur cycle, de leur type et de leur source de prix.
Il est possible d’utiliser les conditions de dépôt et de stockage séparément ou en combinaison, et il est très flexible.
Les trois bandes supérieures, moyennes et inférieures sont prises en charge, avec une large gamme d’observations.
Prise en charge de la largeur de bande et du pourcentage B en tant que conditions, utilisation de plusieurs combinaisons d’indicateurs
Pourcentage de stop loss personnalisable, risque maîtrisé
Prise en charge de toutes les variétés d’échanges actuels, large portée
Une rétroaction personnalisable et des plages de temps de négociation en temps réel pour faciliter l’analyse de la performance de la stratégie

La stratégie offre une grande flexibilité en offrant de nombreuses options personnalisables, qui peuvent être personnalisées et optimisées pour différentes variétés et situations afin d’obtenir de meilleures performances.

Risque stratégique

L’excès de souplesse augmente la difficulté des combinaisons de paramètres et de conditions de stratégie, ce qui nécessite un test et une optimisation minutieux.
Le retard des moyennes mobiles pourrait avoir manqué l’occasion de raccourcir la ligne
Un point de rupture trop petit peut augmenter le risque d’exposition
Pourcentage B vulnérable à une fausse percée

Les mesures suivantes peuvent être prises pour contrer ces risques:

Utilisez la fonction de rétroaction pour tester progressivement différentes combinaisons de paramètres pour trouver la configuration optimale
Aide à l’utilisation d’indicateurs à périodes plus courtes pour identifier les opportunités de courts-circuits
Définition d’un point d’arrêt raisonnable en fonction d’indicateurs tels que l’ATR
Signal B de confirmation de pourcentage combiné à d’autres indicateurs

Orientation de l’optimisation de la stratégie

Ajout de fonctionnalités de gestion des positions, telles que la gestion des positions fixes, des martingales et des fonds
Ajout d’une fonction de commutation automatique multi-variétés
Optimiser les paramètres des moyennes mobiles pour améliorer le taux de victoires
Optimisation du paramètre de stop loss pour un meilleur retour sur risque
Tester différentes combinaisons de paramètres de l’indicateur
Ajout d’algorithmes tels que l’apprentissage automatique pour trouver automatiquement les paramètres optimaux

Résumer

Cette stratégie offre une solution de trading très flexible et complète en s’étendant sur la profondeur de la bande de Bolland. Bien que plus de combinaisons de paramètres nécessitent des tests, elle peut être optimisée sur mesure pour les besoins individuels. Globalement, la stratégie a une grande valeur d’application et est un excellent représentant de la stratégie de la bande de Bolland.

Code source de la stratégie

/*backtest
start: 2022-09-26 00:00:00
end: 2023-09-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_37",1],["v_input_38",2]]
*/

//@version=4

//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//

strategy(title="Fancy Bollinger Bands Strategy [BigBitsIO]", shorttitle="Fancy Bollinger Bands Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0, initial_capital=100)

MAPeriod = input(20, title="Middle Band Period", minval=1, step=1)
MAType = input(title="Middle Band Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MASource = input(title="Middle Band Source", type=input.source, defval=close)
MAResolution = input(title="Middle Band Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MACandleType = input(title="Middle Band Candle Type", defval="00 Current", options=["00 Current", "01 Heikin Ashi", "02 Renko", "03 Line Break", "04 Kagi", "05 Point & Figure"])
MAVisible = input(title="Middle Band Visible", type=input.bool, defval=true) 

UpperBandMultiplier = input(title="Upper Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
LowerBandMultiplier = input(title="Lower Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
UseATRDeviation = input(false, title="Use ATR Deviation Instead of Standard Deviation?")
ATRPeriod = input(14, title="ATR Deviation Period", minval=1, step=1)

HighlightInclusion = input(title="Highlight Inclusions", type=input.bool, defval=true)
ShowGhostTrail = input(title="Show Inclusion Ghost Trail", type=input.bool, defval=true)

ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecast = input(title="Show Forecasts", type=input.bool, defval=true)

HideFill = input(false, title="Hide Fill")
UseBasicFill = input(true, title="Use Basic Fill - No Gradient")
ShowBBDetails = input(false, title="Show Details")

UpperBandSmoothingMAPeriod = input(1, title="Upper Band Smoothing Period", minval=1, step=1)
UpperBandSmoothingMAType = input(title="Upper Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])

LowerBandSmoothingMAPeriod = input(1, title="Lower Band Smoothing Period", minval=1, step=1)
LowerBandSmoothingMAType = input(title="Lower Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])


// Begin Citation - Allanster backtest period
// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1,    title = "From Month",      type = input.integer, minval = 1, maxval = 12)
fromDay   = input(defval = 1,    title = "From Day",        type = input.integer, minval = 1, maxval = 31)
fromYear  = input(defval = 2020, title = "From Year",       type = input.integer, minval = 1970)
thruMonth = input(defval = 1,    title = "Thru Month",      type = input.integer, minval = 1, maxval = 12)
thruDay   = input(defval = 1,    title = "Thru Day",        type = input.integer, minval = 1, maxval = 31)
thruYear  = input(defval = 2112, title = "Thru Year",       type = input.integer, minval = 1970)

// === INPUT SHOW PLOT ===
showDate  = input(defval = true, title = "Show Date Range", type = input.bool)

// === FUNCTION EXAMPLE ===
start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)        // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)        // backtest finish window
window()  => true       // create function "within window of time"

// === PLOTTING ===
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)    
// End Citation - uses the window() funciton later on

takeProfitPercent = input(100, title="Take Profit %", type=input.float, step=.25)
stopLossPercent = input(100, title="Stop Loss %", type=input.float, step=.25)

OpenConditionsRequirement = input(title="Open Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
OpenConditionsMinimumCount = input(1, title="Open Conditions Minimum Count", minval=1, type=input.integer)
CloseConditionsRequirement = input(title="Close Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
CloseConditionsMinimumCount = input(1, title="Close Conditions Minimum Count", minval=1, type=input.integer)

CrossoverUpperBand = input(title="Crossover Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverMiddleBand = input(title="Crossover Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverLowerBand = input(title="Crossover Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

CrossunderUpperBand = input(title="Crossunder Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderMiddleBand = input(title="Crossunder Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderLowerBand = input(title="Crossunder Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceAboveUpperBand = input(title="Price Above Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveMiddleBand = input(title="Price Above Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveLowerBand = input(title="Price Above Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceBelowUpperBand = input(title="Price Below Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowMiddleBand = input(title="Price Below Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowLowerBand = input(title="Price Below Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidth1 = input(.020, title="Band Width Condition Value 1", minval=0.005, maxval=20, step=0.005)
BandWidth2 = input(.040, title="Band Width Condition Value 2", minval=0.005, maxval=20, step=0.005)

BandWidthCrossoverBandValue1 = input(title="Band Width Crossover Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossoverBandValue2 = input(title="Band Width Crossover Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthCrossunderBandValue1 = input(title="Band Width Crossunder Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue2 = input(title="Band Width Crossunder Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthAboveBandValue1 = input(title="Band Width Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue2 = input(title="Band Width Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthBelowBandValue1 = input(title="Band Width Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue2 = input(title="Band Width Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentB1 = input(.35, title="Percent B Condition Value 1", step=0.05)
PercentB2 = input(.70, title="Percent B Condition Value 2", step=0.05)

PercentBCrossoverPercentBValue1 = input(title="Percent B Crossover Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossoverPercentBValue2 = input(title="Percent B Crossover Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBCrossunderPercentBValue1 = input(title="Percent B Crossunder Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue2 = input(title="Percent B Crossunder Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBAbovePercentBValue1 = input(title="Percent B Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue2 = input(title="Percent B Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBBelowPercentBValue1 = input(title="Percent B Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue2 = input(title="Percent B Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])





// A bit of borrowed code, modified here using @PineCoders gradient Framework
f_cRedLime(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF35 : _g <= 0 ? #FF000035 : _g <= .25 ? #FF000020 : _g <= .5 ? #FF000010 : _g <= .75 ? #00FF0010 : _g <= 1 ? #00FF0020 : #00FF0035
f_cRedLimeShadow(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF09 : _g <= 0 ? #FF000009 : _g <= .25 ? #FF000006 : _g <= .5 ? #FF000003 : _g <= .75 ? #00FF0009 : _g <= 1 ? #00FF0006 : #00FF0003

ma(MAType, MASource, MAPeriod) =>
    if MAPeriod > 0
        if MAType == "SMA"
            sma(MASource, MAPeriod)
        else
            if MAType == "EMA"
                ema(MASource, MAPeriod)
            else
                if MAType == "WMA"
                    wma(MASource, MAPeriod)
                else
                    if MAType == "RMA"
                        rma(MASource, MAPeriod)
                    else
                        if MAType == "HMA"
                            hma(MASource, MAPeriod)
                        else
                            if MAType == "DEMA"
                                e = ema(MASource, MAPeriod)
                                2 * e - ema(e, MAPeriod)
                            else
                                if MAType == "TEMA"
                                    e = ema(MASource, MAPeriod)
                                    3 * (e - ema(e, MAPeriod)) + ema(ema(e, MAPeriod), MAPeriod)
                                else
                                    if MAType == "VWMA"
                                        vwma(MASource, MAPeriod)
                                
res(MAResolution) =>
    if MAResolution == "00 Current"
        timeframe.period
    else
        if MAResolution == "01 1m"
            "1"
        else
            if MAResolution == "02 3m"
                "3"
            else
                if MAResolution == "03 5m"
                    "5"
                else
                    if MAResolution == "04 15m"
                        "15"
                    else
                        if MAResolution == "05 30m"
                            "30"
                        else
                            if MAResolution == "06 45m"
                                "45"
                            else
                                if MAResolution == "07 1h"
                                    "60"
                                else
                                    if MAResolution == "08 2h"
                                        "120"
                                    else
                                        if MAResolution == "09 3h"
                                            "180"
                                        else
                                            if MAResolution == "10 4h"
                                                "240"
                                            else
                                                if MAResolution == "11 1D"
                                                    "1D"
                                                else
                                                    if MAResolution == "12 1W"
                                                        "1W"
                                                    else
                                                        if MAResolution == "13 1M"
                                                            "1M"
                                                             
gettickerid(MACandleType) =>
    if MACandleType == "00 Current"
        syminfo.tickerid
    else
        if MACandleType == "01 Heikin Ashi"
            heikinashi(syminfo.tickerid) 
        else
            if MACandleType == "02 Renko"
                renko(syminfo.tickerid, "ATR", 10)  
            else
                if MACandleType == "03 Line Break"
                    linebreak(syminfo.tickerid, 3)
                else
                    if MACandleType == "04 Kagi"
                        kagi(syminfo.tickerid, 3) 
                    else
                        if MACandleType == "05 Point & Figure"
                            pointfigure(syminfo.tickerid, "hl", "Traditional", 1, 3)

MA = security(gettickerid(MACandleType), res(MAResolution), ma(MAType, MASource, MAPeriod))

plot(MAVisible ? MA : na, color=color.white, linewidth=2, title="Middle Band", show_last= HighlightInclusion ? MAPeriod : 0)
plot(MAVisible and HighlightInclusion and ShowGhostTrail ? MA[MAPeriod-1] : na, color=color.black, linewidth=2, title="MA Trail", offset=((MAPeriod-1)*-1), transp=10)


Deviation = UseATRDeviation ? security(gettickerid(MACandleType), res(MAResolution), atr(ATRPeriod)) :  security(gettickerid(MACandleType), res(MAResolution), stdev(MASource, MAPeriod))

UpperBand = MA + (Deviation * UpperBandMultiplier)
LowerBand = MA - (Deviation * LowerBandMultiplier)

SmoothedUpperBand = ma(UpperBandSmoothingMAType, UpperBand, UpperBandSmoothingMAPeriod)
SmoothedLowerBand = ma(LowerBandSmoothingMAType, LowerBand, LowerBandSmoothingMAPeriod)

UpperPlot = plot(SmoothedUpperBand, color=color.white, linewidth=1, title="Upper Band", show_last= HighlightInclusion ? MAPeriod : 0)
UpperShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedUpperBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Upper Band Trail", offset=((MAPeriod-1)*-1), transp=10)
LowerPlot = plot(SmoothedLowerBand, color=color.white, linewidth=1, title="Lower Band", show_last= HighlightInclusion ? MAPeriod : 0)
LowerShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedLowerBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Lower Band Trail", offset=((MAPeriod-1)*-1), transp=10)

PercentB = (security(gettickerid(MACandleType), res(MAResolution), close) - LowerBand) / (UpperBand - LowerBand)

fill(UpperPlot, LowerPlot, color = f_cRedLime(PercentB, HideFill, UseBasicFill), show_last= HighlightInclusion ? MAPeriod : 100000000)
fill(UpperShadowPlot, LowerShadowPlot, color = f_cRedLimeShadow(PercentB[MAPeriod-1], HideFill, UseBasicFill))

BBWidth = (UpperBand - LowerBand) / MA


if(ShowBBDetails)
    label Label = label.new(bar_index, na, "\nFancy Bollinger Band Details:\n\nUpper Band: " + tostring(UpperBand) + "\nMid Band: " + tostring(MA) + "\nLower Band: " + tostring(LowerBand) + "\n%B: " + tostring(PercentB) + "\nBollinger Band Width: " + tostring(BBWidth) + "\n\nHide this message in settings.\nUncheck Show Details", 
      color=color.black, 
      textcolor=color.white,
      style=label.style_label_down, size=size.normal, textalign=text.align_left)
    label.set_y(Label, high > UpperBand ? high : UpperBand)
    label.delete(Label[1])


// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
//              it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
bias(Bias, BiasPeriod) =>
    if Bias == "Neutral"
        0
    else
        if Bias == "Bullish"
            (atr(BiasPeriod) * ForecastBiasMagnitude)
        else
            if Bias == "Bearish"
                ((atr(BiasPeriod)  * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias

// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MAForecast1 = MAPeriod > 1 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 1)) * (MAPeriod - 1) + ((MASource * 1) + (Bias * 1))) / MAPeriod : na
MAForecast2 = MAPeriod > 2 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 2)) * (MAPeriod - 2) + ((MASource * 2) + (Bias * 2))) / MAPeriod : na
MAForecast3 = MAPeriod > 3 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 3)) * (MAPeriod - 3) + ((MASource * 3) + (Bias * 3))) / MAPeriod : na
MAForecast4 = MAPeriod > 4 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 4)) * (MAPeriod - 4) + ((MASource * 4) + (Bias * 4))) / MAPeriod : na
MAForecast5 = MAPeriod > 5 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 5)) * (MAPeriod - 5) + ((MASource * 5) + (Bias * 5))) / MAPeriod : na

plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast1 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 1", offset=1, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast2 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 2", offset=2, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast3 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 3", offset=3, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast4 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 4", offset=4, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast5 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 5", offset=5, show_last=1)


// Take Profit and Stop Loss
profitTarget = (close * (takeProfitPercent / 100)) / syminfo.mintick
lossTarget = (close * (stopLossPercent / 100)) / syminfo.mintick

float longOpen = 0
float longOpenCount = 0
float longClose = 0
float longCloseCount =0

bool validLongOpen = true 
bool validLongClose = true


testLongOpen(Conditionlo)=>
    if Conditionlo
        if OpenConditionsRequirement == "All" and validLongOpen
            [1, longOpenCount, true]
        else if OpenConditionsRequirement == "Any"
            [1, longOpenCount, validLongOpen]
        else if OpenConditionsRequirement == "Minimum count"
            [0, longOpenCount + 1, validLongOpen]
        else
            [longOpen, longOpenCount, validLongOpen]
    else
        [0, longOpenCount, false]
        
testLongClose(Conditionlc)=>
    if Conditionlc
        if CloseConditionsRequirement == "All" and validLongClose
            [1, longCloseCount, true]
        else if CloseConditionsRequirement == "Any"
            [1, longCloseCount, validLongClose]
        else if CloseConditionsRequirement == "Minimum count"
            [0, int(longCloseCount + 1), validLongClose]
        else
            [longClose, longCloseCount, validLongClose]
    else
        [0, longCloseCount, false]
        
        




//------------------------------CONDITIONS-----------------------------
bool isCrossoverUpperBand = crossover(close, UpperBand)

if CrossoverUpperBand == "Long Open" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverUpperBand == "Long Close" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverUpperBand)
    longClose := a
    longCloseCount := b
    validLongClose := c
            
bool isCrossunderUpperBand = crossunder(close, UpperBand)            
            
if CrossunderUpperBand == "Long Open" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderUpperBand) 
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderUpperBand == "Long Close" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c        
            
bool isCrossoverMiddleBand = crossover(close, MA)

if CrossoverMiddleBand == "Long Open" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverMiddleBand == "Long Close" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderMiddleBand = crossunder(close, MA)            
            
if CrossunderMiddleBand == "Long Open" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderMiddleBand == "Long Close" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isCrossoverLowerBand = crossover(close, LowerBand)

if CrossoverLowerBand == "Long Open" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverLowerBand == "Long Close" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderLowerBand = crossunder(close, LowerBand)            
            
if CrossunderLowerBand == "Long Open" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderLowerBand == "Long Close" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
            
            
            
bool isPriceAboveUpperBand = close > UpperBand

if PriceAboveUpperBand == "Long Open" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveUpperBand == "Long Close" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowUpperBand = close < UpperBand            
            
if PriceBelowUpperBand == "Long Open" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowUpperBand == "Long Close" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c              
            
bool isPriceAboveMiddleBand = close > MA

if PriceAboveMiddleBand == "Long Open" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveMiddleBand == "Long Close" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowMiddleBand = close < MA          
            
if PriceBelowMiddleBand == "Long Open" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowMiddleBand == "Long Close" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isPriceAboveLowerBand = close > LowerBand

if PriceAboveLowerBand == "Long Open" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveLowerBand == "Long Close" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowLowerBand = close < LowerBand           
            
if PriceBelowLowerBand == "Long Open" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowLowerBand == "Long Close" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c       
            
            
bool isBandWidthCrossoverBandValue1 = crossover(BBWidth, BandWidth1)           
            
if BandWidthCrossoverBandValue1 == "Long Open" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue1 == "Long Close" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isBandWidthCrossoverBandValue2 = crossover(BBWidth, BandWidth2)           
            
if BandWidthCrossoverBandValue2 == "Long Open" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue2 == "Long Close" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthCrossunderBandValue1 = crossunder(BBWidth, BandWidth1)           
            
if BandWidthCrossunderBandValue1 == "Long Open" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue1 == "Long Close" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthCrossunderBandValue2 = crossunder(BBWidth, BandWidth2)           
            
if BandWidthCrossunderBandValue2 == "Long Open" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue2 == "Long Close" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


bool isBandWidthAboveBandValue1 = BBWidth > BandWidth1          
            
if BandWidthAboveBandValue1 == "Long Open" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue1 == "Long Close" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
bool isBandWidthAboveBandValue2 = BBWidth > BandWidth2           
            
if BandWidthAboveBandValue2 == "Long Open" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue2 == "Long Close" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthBelowBandValue1 = BBWidth < BandWidth1           
            
if BandWidthBelowBandValue1 == "Long Open" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue1 == "Long Close" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthBelowBandValue2 = BBWidth < BandWidth2         
            
if BandWidthBelowBandValue2 == "Long Open" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue2 == "Long Close" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     





bool isPercentBCrossoverPercentBValue1 = crossover(PercentB, PercentB1)           
            
if PercentBCrossoverPercentBValue1 == "Long Open" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue1 == "Long Close" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isPercentBCrossoverPercentBValue2 = crossover(PercentB, PercentB2)           
            
if PercentBCrossoverPercentBValue2 == "Long Open" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue2 == "Long Close" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
            
            
            
bool isPercentBCrossunderPercentBValue1 = crossunder(PercentB, PercentB1)           
            
if PercentBCrossunderPercentBValue1 == "Long Open" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue1 == "Long Close" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c      
            
bool isPercentBCrossunderPercentBValue2 = crossunder(PercentB, PercentB2)           
            
if PercentBCrossunderPercentBValue2 == "Long Open" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue2 == "Long Close" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


// bool isPercentBAbovePercentBValue1 = PercentB > PercentB1          
            
// if PercentBAbovePercentBValue1 == "Long Open" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue1 == "Long Close" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     
            
// bool isPercentBAbovePercentBValue2 = PercentB > PercentB2           
            
// if PercentBAbovePercentBValue2 == "Long Open" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue2 == "Long Close" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c      
             
            
            
            
// bool isPercentBBelowPercentBValue1 = PercentB < PercentB1           
            
// if PercentBBelowPercentBValue1 == "Long Open" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue1 == "Long Close" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c    
            
// bool isPercentBBelowPercentBValue2 = PercentB < PercentB2         
            
// if PercentBBelowPercentBValue2 == "Long Open" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue2 == "Long Close" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     



//-------------------------------------END CONDITIONS-------------------------------------------        


    
if OpenConditionsRequirement == "Minimum count"
    if longOpenCount >= OpenConditionsMinimumCount
        longOpen := 1
if CloseConditionsRequirement == "Minimum count"
    if longCloseCount >= CloseConditionsMinimumCount
        longClose := 1

// Tie breaker
if longClose == 1 and longOpen == 1
    longOpen := 0

if longOpen == 1 and window()
    strategy.entry("Long", true) // buy by market
    strategy.exit("Take Profit or Stop Loss", "Long", profit = profitTarget, loss = lossTarget)
else if longClose == 1 and window()
    strategy.close("Long")
else if not window()
    strategy.close("Long")

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