Stratégie de moyenne mobile parallèle et de moyenne mobile à réponse impulsionnelle infinie
Date de création:
2024-01-23 15:46:48
Dernière modification:
2024-01-23 15:46:48
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580
ChaoZhang
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Aperçu
Il s’agit d’une stratégie quantitative combinant l’utilisation d’une moyenne mobile, d’une moyenne de réponse d’impulsion infinie (IIR) et d’une moyenne mobile linéaire auto-adaptative (ALMA). La stratégie a une combinaison d’indicateurs multiples qui peuvent fournir aux traders de riches signaux de trading.
Principe de stratégie
La stratégie comprend principalement les éléments suivants:
La synchronisation utilise les moyennes mobiles simples (SMA), ALMA et IIR pour détecter les signaux de croisement entre eux comme moment d’entrée de la transaction.
Utilisez l’IIR de 3 périodes différentes pour déterminer si le prix est dans un état d’extrusion en calculant la distance entre eux. Un état d’extrusion représente une diminution de la volatilité et est souvent un signe que le prix est sur le point de subir des variations plus importantes.
Pour juger de l’inclinaison de l’IIR, lorsque l’inclinaison est en hausse, elle est en vert et en baisse, elle est en bleu. On peut intuitivement juger de la tendance de l’IIR.
Calculer si la distance entre les SMA s’élargit et, si c’est le cas, faire une marque spéciale pour représenter l’expansion de la courbe fan, qui signifie généralement que le prix est entré dans une tendance.
Les signaux de survente et de survente, combinés à un indicateur relativement faible (RSI), complètent les signaux de transaction.
En combinant les éléments ci-dessus, la stratégie fournit des signaux d’entrée, de jugement et de sortie de transactions plus complets et plus riches.
Analyse des forces stratégiques
Le plus grand avantage de cette stratégie réside dans le fait que le portefeuille d’indicateurs est complet et riche, prenant en compte à la fois les jugements de tendance, la volatilité et les situations de survente et de survente, fournissant une référence multidimensionnelle pour les décisions de négociation.
Un autre avantage est que les paramètres et les indicateurs sont faciles à ajuster et à optimiser, et que l’utilisateur peut choisir d’activer les indicateurs et les paramètres correspondants en fonction de ses besoins.
D’un point de vue de la gestion des risques, la stratégie se concentre sur les moyennes rapides et les moyennes lentes, ce qui réduit la probabilité de signaux erronés générés par les fluctuations des prix.
Analyse des risques
Les principaux risques de cette stratégie sont les suivants:
Les paramètres sont trop complexes et peuvent entraîner des conflits d’indicateurs. Le choix de certaines combinaisons de paramètres peut entraîner une suradaptation.
L’utilisation d’un système homogène à plusieurs groupes peut entraîner des pertes importantes en cas de fortes fluctuations du marché (comme les événements économiques majeurs).
Le recours à la profondeur est insuffisant et il existe un risque de survivalship bias.
Au cours de la mise en œuvre, nous devons faire attention à la gestion des risques, à l’ajustement approprié de la taille des positions. Et effectuer plusieurs retours sur des intervalles de temps plus longs et des ensembles de données plus importants pour assurer l’efficacité de la stratégie sur le terrain.
Orientation de l’optimisation de la stratégie
Compte tenu de la complexité de la combinaison des indicateurs de la stratégie et de ses nombreux paramètres, il est possible d’optimiser la suite de la stratégie dans les domaines suivants:
Simplifier la sélection des indicateurs et éliminer les indicateurs peu pertinents ou conflictuels.
Optimiser la sélection de la ligne moyenne de l’IIR pour choisir la longueur qui correspond le mieux aux caractéristiques du marché.
Optimisation de la combinaison de la ligne moyenne rapide et lente pour améliorer la stabilité du signal croisé.
Augmentation des modèles d’apprentissage automatique qui aident à la prise de décision et à l’adaptation des stratégies.
Optimiser la pertinence de l’indice global et améliorer le taux de réussite de la détection des tendances
Résumer
Grâce à une combinaison et à une optimisation flexibles des indicateurs, la stratégie est capable de refléter l’état du marché de manière plus globale et de fournir un soutien multidimensionnel aux décisions de négociation. Cependant, il existe un certain risque de suradaptation des données et des données.
Code source de la stratégie
/*backtest
start: 2023-12-23 00:00:00
end: 2024-01-10 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//The plotchar UP/DOWN Arrows is the crossover of the fastest MA and fastest IIR MAs
//
//The dots at the bottom are the two simple averages crossing over
//
//The count over/under the candles is the count of bars that the SMAs on their
//respective resolution are fanning out.
//
//The colored background indicates a squeeze, lime=kinda tight : green=very tight squeeze. based on the 3 IIRs
//
//To answer my own question in a forum, looking at the code, i couldn't figure out how to get it from another timeframe
//and run the same calculations with the same results. My answer in the end was to scale the chosen MA length
//in the corresponding CurrentPeriod/ChosenMAPeriod proportion. This results in the same line in the same place when browsing through the
//different time resolutions. Somebody might find this invaluable
//
//The counts are for MA's fanning out, or going parabolic. Theres IIRs, Almas, one done of the other. A lot.
//The arrows above and below bars are from standard RSI numbers for OB/OS
//
//The IIRs changes color depending on their slope, which can be referenced easily with a variable.
//
//The backgrond on a bar-by-bar basis is colored when 2 sets of moving averages are in a squeeze, aka
//when price is consolidating.
//
//This aims to help the trader combine conditions and entry criteria of the trade and explore these options visually.
//They detail things from all time-frames on the current one. I prefer it because of the fractal nature of price-action, both large and small,
//either yesterday or last year. For best results, go long in short-term trades when the long-term trend is also up.
//and other profitable insights. This is also a great example of an automation algorith.
//
//The pretty ribbon is my script called 'Trading With Colors'. Use them together for fanciest results. 55/233 is my Fib Cross (golden/death) Compare it to the classic 50/200 if
//you get bored. I believe it simply works better, at least for Crypto.
//
//Evidently, I am a day-trader. But this yields higher profits on larger time-frames anyways, so do play around with it. Find what works for you.
//Thanks and credit for code snippets goes to:
//matryskowal
//ChrisMoody, probably twice
//Alex Orekhov (everget)
//author=LucF and midtownsk8rguy, for PineCoders
//If you use code from this, real quick search for perhaps the original and give them a shoutout too. I may have missed something
//Author: Sean Duffy
//@version=4
strategy(title = "Combination Parabolic MA/IIR/ALMA Strategy",
shorttitle = "MA-QuickE",
overlay = true )
// calc_on_order_fills = true,
// calc_on_every_tick = true,
// Input Variables
showFIBMAs = input(false, type=input.bool, title="═══════════════ Show Fibby MAs ═══════════════")
maRes = input(960, type=input.integer, title="MA-Cross Resolution")
mal1 = input(8, type=input.integer, title="MA#1 Length")
mal2 = input(13, type=input.integer, title="MA#2 Length")
mal3 = input(34, type=input.integer, title="MA#3 Length")
loosePercentClose = input(1.1, type=input.float, title="SMA LooseSqueeze Percent")
showIIRs = input(false, type=input.bool, title="═══════════════════ Show IIRs ═══════════════════")
iirRes = input(60, type=input.integer, title="IIR Resolution")
percentClose = input(title="IIR Squeeze PercentClose", type=input.float, defval=.8)
iirlength1 = input(title="IIR Length 1", type=input.integer, defval=34)
iirlength2 = input(title="IIR Length 2", type=input.integer, defval=144)//input(title="ATR Period", type=input.integer, defval=1)
iirlength3 = input(title="IIR Length 3", type=input.integer, defval=720)//input(title="ATR Period", type=input.integer, defval=1)
showIIR1 = input(true, type=input.bool, title="Show IIR1")
showIIR2 = input(true, type=input.bool, title="Show IIR2")
showIIR3 = input(true, type=input.bool, title="Show IIR3")
showCounts = input(true, type=input.bool, title="═════════════ Show Parabolic MA Counts ════════════")
showSignals = input(true, type=input.bool, title="══════════════ Show Buy/Sell Signals ══════════════")
showBackground = input(true, type=input.bool, title="══════════════ Show Background Colors ══════════════")
//runStrategy = input(true, type=input.bool, title="══════════════ Run Strategy ══════════════")
debug = input(false, type=input.bool, title="══════════════ Show Debug ══════════════")
barLookbackPeriod = input(title="══ Bar Lookback Period ══", type=input.integer, defval=5)
percentageLookbackPeriod = input(title="══ Percentage Lookback Period ══", type=input.integer, defval=1)
bullcolor = color.green
bearcolor = color.red
color bgcolor = na
var bool slope1Green = na
var bool slope2Green = na
var bool slope3Green = na
var bool buySignal = na
var bool sellSignal = na
var bool bigbuySignal = na
var bool bigsellSignal = na
bool smbuySignal = false
bool smsellSignal = false
var bool insqueeze = na
var bool intightsqueeze = na
var bool infastsqueeze = na
var bool awaitingEntryIn = false
// My counting variables
var int count1 = 0
var float madist1 = 0
var int count2 = 0
var float madist2 = 0
var int sinceSmSignal = 0
var entryPrice = 0.0
var entryBarIndex = 0
var stopLossPrice = 0.0
// var updatedEntryPrice = 0.0
// var alertOpenPosition = false
// var alertClosePosition = false
// var label stopLossPriceLabel = na
// var line stopLossPriceLine = na
positionType = "LONG" // Strategy type, and the only current option
hasOpenPosition = strategy.opentrades != 0
hasNoOpenPosition = strategy.opentrades == 0
strategyClose() =>
if (hasOpenPosition)
if positionType == "LONG"
strategy.close("LONG", when=true)
else
strategy.close("SHORT", when=true)
strategyOpen() =>
if (hasNoOpenPosition)
if positionType == "LONG"
strategy.entry("LONG", strategy.long, when=true)
else
strategy.entry("SHORT", strategy.short, when=true)
checkEntry() =>
buysignal = false
if (hasNoOpenPosition)
strategyOpen()
buysignal := true
// if (slope1Green and (trend1Green or trend2Green) and awaitingEntryIn and hasNoOpenPosition)
// strategyOpen()
// buysignal := true
buysignal
checkExit() =>
sellsignal = false
// if (trend1Green == false and trend2Green == false) // to later have quicker exit strategy
// sellsignal := true
// strategyClose()
if (hasOpenPosition)
sellsignal := true
strategyClose()
sellsignal
multiplier(_adjRes, _adjLength) => // returns adjusted length
multiplier = _adjRes/timeframe.multiplier
round(_adjLength*multiplier)
//reset the var variables before new calculations
buySignal := false
sellSignal := false
smbuySignal := false
smsellSignal := false
bigbuySignal := false
bigsellSignal := false
ma1 = sma(close, multiplier(maRes, mal1))
ma2 = sma(close, multiplier(maRes, mal2))
ma3 = sma(close, multiplier(maRes, mal3))
madist1 := abs(ma1 - ma2)
madist2 := abs(ma1 - ma3) // check if MA's are fanning/going parabolic
if (ma1 >= ma2 and ma2 >= ma3 and madist1[0] > madist1[1]) //and abs(dataB - dataC >= madist2) // dataA must be higher than b, and distance between gaining, same with C
count1 := count1 + 1
else
count1 := 0
if (ma1 <= ma2 and ma2 <= ma3 and madist1[0] > madist1[1]) //<= madist2 and dataB <= dataC) //and abs(dataB - dataC >= madist2) // dataA must be higher than b, and distance between gaining, same with C
count2 := count2 + 1
else
count2 := 0
crossoverAB = crossover(ma1, ma2)
crossunderAB = crossunder(ma1, ma2)
plot(showFIBMAs ? ma1 : na, linewidth=3)
plot(showFIBMAs ? ma2 : na)
plot(showFIBMAs ? ma3 : na)
// Fast Squeese Check WORK IN PROGRESS
//
float singlePercent = close / 100
if max(madist1, madist2) <= singlePercent*loosePercentClose
bgcolor := color.yellow
infastsqueeze := true
else
infastsqueeze := false
// IIR MOVING AVERAGE
f(a) => a[0] // fixes mutable error
iirma(iirlength, iirsrc) =>
cf = 2*tan(2*3.14159*(1/iirlength)/2)
a0 = 8 + 8*cf + 4*pow(cf,2) + pow(cf,3)
a1 = -24 - 8*cf + 4*pow(cf,2) + 3*pow(cf,3)
a2 = 24 - 8*cf - 4*pow(cf,2) + 3*pow(cf,3)
a3 = -8 + 8*cf - 4*pow(cf,2) + pow(cf,3)
//----
c = pow(cf,3)/a0
d0 = -a1/a0
d1 = -a2/a0
d2 = -a3/a0
//----
out = 0.
out := nz(c*(iirsrc + iirsrc[3]) + 3*c*(iirsrc[1] + iirsrc[2]) + d0*out[1] + d1*out[2] + d2*out[3],iirsrc)
f(out)
iirma1 = iirma(multiplier(iirRes, iirlength1), close)
iirma2 = iirma(multiplier(iirRes, iirlength2), close)
iirma3 = iirma(multiplier(iirRes, iirlength3), close)
// adjusts length for current resolution now, length is lengthened/shortened accordingly, upholding exact placement of lines
// iirmaD1 = security(syminfo.tickerid, tostring(iirRes), iirma1, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaD2 = security(syminfo.tickerid, tostring(iirRes), iirma2, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaD3 = security(syminfo.tickerid, tostring(iirRes), iirma3, barmerge.gaps_on, barmerge.lookahead_on)
slope1color = slope1Green ? color.lime : color.blue
slope2color = slope2Green ? color.lime : color.blue
slope3color = slope3Green ? color.lime : color.blue
plot(showIIR1 and showIIRs ? iirma1 : na, title="IIR1", color=slope1color, linewidth=2, transp=30)
plot(showIIR2 and showIIRs ? iirma2 : na, title="IIR2", color=slope2color, linewidth=3, transp=30)
plot(showIIR3 and showIIRs ? iirma3 : na, title="IIR3", color=slope3color, linewidth=4, transp=30)
// checks slope of IIRs to create a boolean variable and and color it differently
if (iirma1[0] >= iirma1[1])
slope1Green := true
else
slope1Green := false
if (iirma2[0] >= iirma2[1])
slope2Green := true
else
slope2Green := false
if (iirma3[0] >= iirma3[1])
slope3Green := true
else
slope3Green := false
// calculate space between IIRs and then if the price jumps above both
//float singlePercent = close / 100 // = a single percent
var float distIIR1 = na
var float distIIR2 = na
distIIR1 := abs(iirma1 - iirma2)
distIIR2 := abs(iirma1 - iirma3)
if (distIIR1[0] < percentClose*singlePercent and close[0] >= iirma1[0])
if close[0] >= iirma2[0] and close[0] >= iirma3[0]
bgcolor := color.green
insqueeze := true
intightsqueeze := true
else
bgcolor := color.lime
insqueeze := true
intightsqueeze := false
else
insqueeze := false
intightsqueeze := false
// if (true)//sinceSmSignal > 0) // cutting down on fastest MAs noise
// sinceSmSignal := sinceSmSignal + 1
// if (crossoverAB)
// //checkEntry()
// //smbuySignal := true
// sinceSmSignal := 0
// if (crossunderAB) // and all NOT greennot (slope1Green and slope2Green and slope3Green)
// //checkExit()
// //smsellSignal := true
// sinceSmSignal := 0
// else
// sinceSmSignal := sinceSmSignal + 1
f_draw_infopanel(_x, _y, _line, _text, _color)=>
_rep_text = ""
for _l = 0 to _line
_rep_text := _rep_text + "\n"
_rep_text := _rep_text + _text
var label _la = na
label.delete(_la)
_la := label.new(
x=_x, y=_y,
text=_rep_text, xloc=xloc.bar_time, yloc=yloc.price,
color=color.black, style=label.style_labelup, textcolor=_color, size=size.normal)
posx = timenow + round(change(time)*60)
posy = highest(50)
// CONSTRUCTION ZONE
// TODO: program way to eliminate noise and false signals
// MAYBEDO: program it to differentiate between a moving average bump and a cross
// I think the best way would be to calculate the tangent line... OR
// Take the slope of both going back a couple bars and if it's close enough, its a bounce off
// and an excellent entry signal
// program in quickest exit, 2 bars next to eachother both closing under, as to avoid a single wick from
// prompting to close the trade
// Some other time, have it move SMA up or down depending on whether trending up or down. Then use those MA crosses
//THIS CHECKS THE SLOPE FROM CURRENT PRICE TO BACK 10 BARS
checkSlope(_series) => (_series[0]/_series[10])*100 // it now returns it as a percentage
doNewX = input(true, type=input.bool, title="══════════ Show misc MA Cross Strategy ══════════")
iirX = input(555, title="IIRx Length: ", type=input.integer)
iirXperiod = input(30, title="IIRx Period/TF: ", type=input.integer)
iirX2 = input(13, title="IIRx2 Length: ", type=input.integer)
iirX2period = input(5, title="IIRx2 Period/TF: ", type=input.integer) //15
almaXperiod = input(defval=15, title="Alma of IIR1 Period: ", type=input.integer)
almaXalpha = input(title="Alma Alpha Value: ", defval=.7, maxval=.95, type=input.float) // dont forget to try .99
almaXsigma = input(title="Alma Sigma Value: ", defval=500, type=input.float)
iirmaOTF = iirma(multiplier(iirXperiod, iirX), close)
iirma2OTF = iirma(multiplier(iirX2period, iirX2), close)
smaOTF = alma(iirmaOTF, almaXperiod, almaXalpha, almaXsigma) // maybe dont touch, its precise // I took the ALMA of the IIRMA, and i hope thats not cheating ;)
// I could have removed this. the multiplier function adjusts the length to fit the current timeframe while displaying the same
// smaXOTF = security(syminfo.tickerid, smaXperiod, smaOTF, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaXOTF = security(syminfo.tickerid, iirXperiod, iirmaOTF, barmerge.gaps_on, barmerge.lookahead_on)
// iirmaX2OTF = security(syminfo.tickerid, iirX2period, iirma2OTF, barmerge.gaps_on, barmerge.lookahead_on)
plot(doNewX ? smaOTF : na, title="FastMA X-Over : ", color=color.blue, linewidth=1, transp=40)
plot(doNewX ? iirmaOTF : na, title="IIR MAx : ", color=color.purple, linewidth=1, transp=30)
plot(doNewX ? iirma2OTF : na, title="IIR MAx : ", color=color.purple, linewidth=2, transp=20)
iirma2Up = checkSlope(iirma2OTF) > 0 // just another slope up/down variable.
//calculate spaces between averages
distiiralma = abs(iirmaOTF - smaOTF)
crossoverFast = crossover(iirmaOTF, smaOTF) // and (iirmaOTF[1] <= smaOTF[1])
crossunderFast = crossunder(iirmaOTF, smaOTF) // and (iirmaOTF[1] >= smaOTF[1])
if (crossoverFast and iirma2Up == true and infastsqueeze == false and intightsqueeze == false) // and (count1 != 0))// or close[0] < (lowest(barLookbackPeriod) + singlePercent*3))) // must be at most a few percent up from a recent low. Avoid buying highs :P
buySignal := true
strategyOpen()
// if (slope1Green and slope2Green and slope3Green and infastsqueeze == false)
// checkEntry()
if (crossunderFast)
sellSignal := true
checkExit()
// I feel like I didn't cite the OG author for this panel correctly. I hope I did, but there are extentions of his/her work in multiple places.
// I could have gotten it confused.
if (debug)
f_draw_infopanel(posx, posy, 18, "distiiralma from IIR: " + tostring(distiiralma), color.lime)
//f_draw_infopanel(posx, posy, 16, "distiirs: " + tostring(distiirX1), color.lime)
f_draw_infopanel(posx, posy, 14, "Value of iirmaOTF: " + tostring(iirmaOTF), color.lime)
f_draw_infopanel(posx, posy, 6, "slope X: " + tostring(abs(100 - checkSlope(iirmaOTF))), color.lime)
f_draw_infopanel(posx, posy, 12, "value of smaOTF: " + tostring(smaOTF), color.lime)
f_draw_infopanel(posx, posy, 6, "slopeAlma: " + tostring(abs(100 - checkSlope(smaOTF))), color.lime)
f_draw_infopanel(posx, posy, 2, "slopeIIR2 " + tostring(abs(100 - checkSlope(iirma2OTF))), color.lime)
f_draw_infopanel(posx, posy, 2, "slopeIIR2 " + tostring(abs(100 - checkSlope(iirma2OTF))), color.lime)
// I kept this separate because it discludes the calculations. Its hard to hold a train of thought while fishing for the right section
bgcolor(showBackground ? bgcolor : na)
plotshape(showSignals ? buySignal : na, location=location.bottom, style=shape.circle, text="", size=size.tiny, color=color.blue, transp=60)
plotshape(showSignals ? sellSignal : na, location=location.bottom, style=shape.circle, text="", size=size.tiny, color=color.red, transp=60)
plotchar(showSignals and smbuySignal, title="smBuy", location=location.belowbar, char='↑', size=size.tiny, color=color.green, transp=0)
plotchar(showSignals and smsellSignal, title="smSell", location=location.abovebar, char='↓', size=size.tiny, color=color.orange, transp=0)
// can not display a variable. Can only match the count to a corresponding plotchar
// to display a non-constant variable, use the debug box, which was so kindly offered up by our community.
plotchar(showCounts and count1==1, title='', char='1', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==2, title='', char='2', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==3, title='', char='3', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==4, title='', char='4', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==5, title='', char='5', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==6, title='', char='6', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==7, title='', char='7', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==8, title='', char='8', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1==9, title='', char='9', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count1>=10, title='', char='$', location=location.belowbar, color=#2c9e2c, transp=0)
plotchar(showCounts and count2==1, title='', char='1', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==2, title='', char='2', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==3, title='', char='3', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==4, title='', char='4', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==5, title='', char='5', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==6, title='', char='6', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==7, title='', char='7', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==8, title='', char='8', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2==9, title='', char='9', location=location.abovebar, color=#e91e63, transp=0)
plotchar(showCounts and count2>=10, title='', char='$', location=location.abovebar, color=#e91e63, transp=0)
showRSIind = input(true, type=input.bool, title="═══════════════════ Show RSI Arrows ═══════════════════")
// Get user input
rsiSource = input(title="RSI Source", type=input.source, defval=close)
rsiLength = input(title="RSI Length", type=input.integer, defval=14)
rsiOverbought = input(title="RSI Overbought Level", type=input.integer, defval=80)
rsiOversold = input(title="RSI Oversold Level", type=input.integer, defval=20)
// Get RSI value
rsiValue = rsi(rsiSource, rsiLength)
isRsiOB = rsiValue >= rsiOverbought
isRsiOS = rsiValue <= rsiOversold
// Plot signals to chart
plotshape(isRsiOB, title="Overbought", location=location.abovebar, color=color.red, transp=0, style=shape.triangledown)
plotshape(isRsiOS, title="Oversold", location=location.belowbar, color=color.green, transp=0, style=shape.triangleup)
//reset the var variables before new calculations
buySignal := false
sellSignal := false
smbuySignal := false
smsellSignal := false
bigbuySignal := false
bigsellSignal := false