Stratégie de trading quantitatif bidirectionnelle S/R

Date de création: 2024-02-06 12:13:22 Dernière modification: 2024-02-06 12:13:22
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Stratégie de trading quantitatif bidirectionnelle S/R
Aperçu

Cette stratégie identifie les points de résistance de soutien en suivant le nombre de périodes successives de hausse ou de baisse des prix, puis en combinant les moyennes mobiles comme signaux d’entrée et de cessez-le-feu pour construire des stratégies de négociation de positions longues et courtes. Cette stratégie peut être multi-contractée ou unilatérale.
Le principe

Détection de la résistance au support
- Lorsque le prix de clôture est supérieur au prix de clôture des 4 jours précédents pendant 4 jours consécutifs, le point est enregistré comme support à la baisse
- Lorsque le prix de clôture est inférieur au prix de clôture des 4 jours précédents pendant 4 jours consécutifs, le point est enregistré comme résistance à la hausse
Génération du signal
- Après avoir identifié le support, un signal de multiplication est généré si le nombre de périodes de hausse des prix atteint le seuil de position longue défini (default 9 jours)
- Après l’identification de la résistance, un signal de couverture est généré si le nombre de périodes de baisse de prix atteint le seuil de position courte défini (default 9 jours)
Filtre et arrêt des moyennes mobiles
- Le prix demandé à l’entrée est supérieur ou inférieur à la moyenne mobile de la période de temps définie pour filtrer les signaux
- Moyenne mobile lorsque le stop loss est placé en entrée
Les avantages

Le jugement des positions de résistance à l’aide de supports est plus fiable et n’est pas trompé par les fluctuations à court terme
Le filtrage des moyennes mobiles peut réduire les faux signaux
Les transactions bidirectionnelles permettent d’augmenter la fréquence des opérations et les opportunités de profit
Les paramètres sont réglables et optimisés en fonction des variétés et des conditions du marché
Risques et solutions

Dans un marché en tendance, plusieurs transactions perdantes peuvent survenir à court terme.
- Il est possible d’augmenter de manière appropriée le cycle des moyennes mobiles pour réduire la fréquence des transactions.
Probabilité d’erreur de jugement de la position de soutien ou de résistance
- Threshold de longueur qui peut être ajusté de manière appropriée pour déterminer le point de résistance du support
Les stop-loss peuvent être déclenchés trop souvent dans des marchés très volatiles
- La marge de freinage peut être assouplie de manière appropriée.
- Augmenter les indicateurs de jugement des tendances
Direction d’optimisation

L’ajout de plus d’indicateurs techniques pour améliorer la stabilité stratégique
- Augmenter les indicateurs de jugement tels que la tendance et la dynamique
Optimisation de la logique de jugement de résistance de support
- Influence des différents paramètres sur les conclusions
Optimisation des paramètres pour des variétés et des cycles spécifiques
- Les paramètres varient selon les variétés
Développement de mécanismes d’arrêt des pertes adaptatifs
- Modification de la marge de stop en fonction de la dynamique des fluctuations du marché
Résumer

La stratégie est simple et fiable dans son ensemble, et permet de saisir les occasions de reprise des prix avec une probabilité plus élevée en jugeant correctement les niveaux de résistance de soutien. En combinaison avec les moyennes mobiles, l’entrée est assurée et la prise de risque est évitée. Enfin, la stratégie est relativement conservatrice dans sa direction de jugement, mais possède une grande adaptabilité et extensibilité.
Code source de la stratégie
/*backtest
start: 2023-01-30 00:00:00
end: 2024-02-05 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © GlobalMarketSignals

//@version=4
strategy("GMS: TD Sequential Strategy", overlay=true)

LongShort     = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
PriceFlipL    = input(title="TD Sequential Long Price Flip", type = input.integer ,defval=9)
PriceFlipS    = input(title="TD Sequential Short Price Flip", type = input.integer ,defval=9)
MAs1          = input(title="Long MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
MAs2          = input(title="Short MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
SMAlenL       = input(title="Long MA Exit Length", type = input.integer ,defval=10)
SMAlenS       = input(title="Short MA Exit Length", type = input.integer ,defval=10)
AboveBelowL   = input(title="Long Trend Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
AboveBelowS   = input(title="Short Trend Filter?", type=input.string, defval="Below", options=["Above", "Below", "Don't Include"])
TLma          = input(title="Trend MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
TrendLength   = input(title="Trend MA Length", type = input.integer ,defval=200)
PTbutton      = input(title="Profit Target On/Off", type=input.bool, defval=true)
ProfitTarget  = input(title="Profit Target %", type=input.float, defval=1, step=0.1, minval=0)
SLbutton      = input(title="Stop Loss On/Off", type=input.bool, defval=true)
StopLoss      = input(title="Stop Loss %", type=input.float, defval=-1, step=0.1, maxval=0)

//PROFIT TARGET & STOPLOSS

if PTbutton == true and SLbutton == true
    strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
    if PTbutton == true and SLbutton == false
        strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick))
    else
        if PTbutton == false and SLbutton == true
            strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick))
        else    
            strategy.cancel("PT EXIT")

// S/R Code By johan.gradin (lines 36-46)
// Buy setup//
priceflip1 = barssince(close>close[4])
buysetup = close<close[4] and priceflip1
buy = buysetup and barssince(priceflip1!=9)
buyovershoot = barssince(priceflip1!=13) and buysetup
// Sell Setup //
priceflip = barssince(close<close[4])
sellsetup = close>close[4] and priceflip
sell = sellsetup and barssince(priceflip!=9)
sellovershoot = sellsetup and barssince(priceflip!=13)


///////
/////// SMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))  

///////
/////// EMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS)) 



///////
/////// VWMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS)) 

    
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

///////
/////// SMA
///////


if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))  

///////
/////// EMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS)) 



///////
/////// VWMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS)) 

    
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///////
/////// SMA
///////


if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))  

///////
/////// EMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS)) 



///////
/////// VWMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS)) 

    
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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