डबल मूविंग एवरेज स्टोक इंडिकेटर संयोजन ट्रेडिंग रणनीति

/*backtest
start: 2023-08-12 00:00:00
end: 2023-09-11 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

// strategy("PMB2", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 20, initial_capital=1000, currency=currency.USD)
//study(title="PMB2", overlay=true)

l_ma = input(50, title="MA (green)", type=input.integer)
l_ema = input(25, title="EMA (red)", type=input.integer)

MA = sma(close,l_ma)
EMA = ema(close,l_ema)

plot(MA, color=color.green)
plot(EMA, color=color.red)

//STOCH(14,3,3)
length = input(20, minval=1, title="STOCH - K")
smoothK = input(2, minval=1, title="STOCH - D")
smoothD = input(2 , minval=1, title="STOCH - Smooth")

StkLong= input(50 , minval=1, maxval=100, title="Long when Close > MA and Stoch > ")
StkShort= input(80 , minval=1, maxval=100, title="Short when Close < EMA and Stoch < ")

k = sma(stoch(close, high, low, length), smoothK)
d = sma(k, smoothD)
//plot(k, color=color.blue, title="STOCH - K")
//plot(d, color=color.orange, title="STOCH - D")
//band180 = hline(80, title="STOCH - Banda superior")
//band120 = hline(20, title="STOCH - Banda superior")
//band100 = hline(50,  color=color.gray, editable=false, linestyle=hline.style_solid)
//fill(band180, band120, color=color.gray, transp=75, title="STOCH - Fundo")

BTStartY = input(title="Strategy Test Start Year", type=input.integer, defval=2019, minval=2010, maxval=2100)
BTStartM = input(title="Strategy Test Start Month", type=input.integer, defval=1, minval=1, maxval=12)
BTStartD = input(title="Strategy Test Start Day", type=input.integer, defval=1, minval=1, maxval=31)
BTStopY = input(title="Strategy Test Stop Year", type=input.integer, defval=2019, minval=2010, maxval=2100)
BTStopM = input(title="Strategy Test Stop Month", type=input.integer, defval=12, minval=1, maxval=12)
BTStopD = input(title="Strategy Test Stop Day", type=input.integer, defval=31, minval=1, maxval=31)

// set up min and max date for strategy test
TMin = timestamp(BTStartY, BTStartM, BTStartD, 00, 00)
TMax = timestamp(BTStopY, BTStopM, BTStopD, 00, 00)
InTime = true

bool long = false, short = false, trade = false

trade := trade[1]
long := long[1]
short := short[1]

if (crossover(close, MA) and k > StkLong and d > StkLong) // "LONG!"
//if (close > MA and k > StkLong and d > StkLong) // "LONG!"
    short := false
    long := true
    trade := true // LONG

if (crossunder(close, EMA)  and k < StkShort and d < StkShort) // "SHORT!""
//if (close < EMA and k < StkShort and d < StkShort) // "SHORT!""
    long := false
    short := true
    trade := false // SHORT


//bgcolor(FL > SH ? color.green : FH < SL ? color.red : na, transp=80)
bgcolor(trade ? color.green : color.red, transp=90)

//alertcondition((crossover(close, MA) and k > 50 and d > 50) , title='Buy', message='Buy')
//alertcondition((crossunder(close, EMA) and k > 80 and d > 80) , title='Sell', message='Sell')


if ((crossover(close, MA) and k > StkLong and d > StkLong) and InTime)
//if ((close > MA and k > StkLong and d > StkLong) and InTime)
    strategy.entry("Long", strategy.long)

if ((crossunder(close, EMA) and k < StkShort and d < StkShort)  and InTime)
//if ((close < EMA and k < StkShort and d < StkShort)  and InTime)
    strategy.entry("Short", strategy.short)