एमएसीडी, आरएसआई मोमेंटम ब्रेकआउट रणनीति


निर्माण तिथि: 2023-11-07 17:13:20 अंत में संशोधित करें: 2023-11-07 17:13:20
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एमएसीडी, आरएसआई मोमेंटम ब्रेकआउट रणनीति

अवलोकन

यह एक रणनीति है जो एमएसीडी, आरएसआई और यादृच्छिक संकेतकों का उपयोग करके स्टॉक मूल्य की गतिशीलता की दिशा का आकलन करती है, जो गतिशीलता के टूटने के बिंदु पर अधिक खरीदने या कम करने के लिए बिकती है। यह रणनीति कई संकेतकों के संयोजन का उपयोग करके प्रवृत्ति का आकलन करती है, जिससे एकल संकेतक के कारण गलत सिग्नल दर कम हो जाती है, जो प्रभावी रूप से शेयर मूल्य में मध्य-लघु रेखा प्रवृत्ति को पकड़ सकती है।

सिद्धांत

यह रणनीति MACD, RSI और यादृच्छिक संकेतकों का उपयोग करती है ताकि स्टॉक मूल्य की प्रवृत्ति की दिशा का पता लगाया जा सके। जब MACD की DIFF लाइन DEAL लाइन को पार करती है, तो RSI 50 से अधिक है, और STOCH की त्वरित रेखा 50 से अधिक है, तो इसे एक बहुमुखी प्रवृत्ति के रूप में माना जाता है, और अगले दिन के उच्चतम मूल्य पर खरीदा और खरीदा जाता है। इसके विपरीत, जब MACD की DIFF लाइन DEAL लाइन को पार करती है, तो RSI 50 से कम है, और STOCH की त्वरित रेखा 50 से कम है, तो इसे एक शून्य प्रवृत्ति के रूप में माना जाता है।

स्थिति में प्रवेश करने के बाद, यदि तीन संकेतकों में से किसी एक में उलटा संकेत होता है, तो यह दर्शाता है कि प्रवृत्ति बदल गई है, और वर्तमान स्थिति से बाहर निकलना चाहिए। साथ ही, एक विशेष समय-शर्त फ़िल्टर भी सेट किया गया है, जो मार्च 2020 में पूरी तरह से कूदने के लिए, चरम बाजार के प्रभाव से बचने के लिए।

लाभ

  • कई मापकों के संयोजन से ट्रेंड का पता लगाया जा सकता है और झूठे संकेतों को फ़िल्टर किया जा सकता है
  • प्रवृत्ति के शुरुआती चरणों को पकड़ने के लिए प्रवेश द्वार का उपयोग करें
  • गतिशील स्टॉपलॉस का उपयोग करके, उचित लाभ को लॉक करें
  • सेटिंग्स के दौरान कूद, चरम घटनाओं के हस्तक्षेप को रोकने के लिए
  • ट्रेंडिंग और रिवर्सिंग के संयोजन से अनावश्यक ट्रेडों को कम किया जा सकता है

जोखिम

  • बहु-सूचक संयोजनों के कारण देरी हो सकती है, सबसे अच्छा समय खो दिया जा सकता है
  • ब्रेकआउट सिग्नल को कैद करना आसान है
  • गतिशील रोकथाम Preis द्वारा रोकथाम के लिए बहुत अधिक हो सकता है
  • विशेष अवधि को छोड़ना अनुचित है और अवसरों को याद किया जा सकता है
  • रिवर्स सिग्नल अतिसंवेदनशील हो सकते हैं, जिससे ट्रेडों की आवृत्ति अधिक हो सकती है

अनुकूलन विधि:

  • सूचकांक मापदंडों को समायोजित करें, कम अंतराल
  • फ़िल्ट और वॉल्यूम जैसी शर्तों को जोड़ें, और जेल से बचें
  • ट्रैकर स्टॉप लॉस, प्रीस से बचने के लिए
  • अनुकूलन और परीक्षण के लिए छोड़ दिया दिनांक सीमा
  • रिवर्स सिग्नल के पैरामीटर को समायोजित करें, आवृत्ति कम करें

संक्षेप

इस रणनीति के लिए एक समग्र एक विशिष्ट प्रवृत्ति अनुवर्ती रणनीति है. यह एक साथ प्रवृत्ति का निर्णय करने के लिए प्रवेश करने के लिए कई संकेतकों का उपयोग करता है, और प्रवृत्ति के अंत और बाहर निकलने के लिए उलटा संकेत का उपयोग करने के लिए, प्रवृत्ति अनुवर्ती और उलटा स्विचिंग के संयोजन को लागू करता है. लेकिन रणनीति में ही कुछ पैरामीटर सेट अनुचित और पिछड़े समस्याएं हैं, जो बहुत सारे रिटारगेट के माध्यम से अनुकूलन और सुधार की आवश्यकता है ताकि रणनीति पैरामीटर को इष्टतम स्थिति में समायोजित किया जा सके।

कुल मिलाकर, रणनीति स्पष्ट है, और उपयोग किए जाने वाले संकेतक और तरीके भी काफी विशिष्ट हैं। कुछ विवरणों के अनुकूलन और जोखिम नियंत्रण के मामले में अच्छी तरह से किया जाता है, यह एक व्यावहारिक रूप से लागू होने वाली मात्रात्मक रणनीति बन सकती है। लेकिन पूर्णता से कुछ अंतराल हैं, रणनीति को पेशेवर स्तर पर लाभ वापसी अनुपात तक पहुंचने के लिए आगे परीक्षण और अनुकूलन की आवश्यकता है। यदि यह लगातार अनुकूलित और अद्यतन किया जा सकता है, तो यह एक दीर्घकालिक निगरानी के लायक रणनीति बन सकती है।

रणनीति स्रोत कोड 
/*backtest
start: 2023-10-07 00:00:00
end: 2023-11-06 00:00:00
period: 3h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// @version=4
// Backtest the power x strategy. The power x strategy is develop by Markus Heitkoetter and Rockwell Trading.
// This script shows the return for a given stock for with the defined date range with a fixed captial of $10,000
strategy("PowerX Test", overlay=true, initial_capital=10000)

// ####################### Start of User Inputs #######################
// From Date Inputs
fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 7, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2019, title = "From Year", minval = 1970)
 
// To Date Inputs
toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2021, title = "To Year", minval = 1970)

// Calculate start/end date and time condition
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = true

// Risk/Reward Inputs
riskFactor = input(defval = 1.5, title = "risk", minval = 1)
rewardFactor = input(defval = 3.0, title = "reward", minval = 1)

// Days to ignore due to specail market conditon (ie. covid-19 market crash)
// Calculate start/end skip date and time condition
startSkipDate = timestamp(2020, 3, 1, 00, 00)
finishSkipDate = timestamp(2020, 3, 31, 00, 00)
time_cond_skip = time >= startSkipDate and time <= finishSkipDate

// Long and Short Inputs
hasLong = input(defval = true, title = "test long")
hasShort = input(defval = true, title = "test short")
// ####################### End of User Inputs #######################

// ####################### Start of Indicators #######################
[macdLine, signalLine, histLine] = macd(close, 12, 26, 9)
rsiLine = rsi(close, 7)
stochLine = sma(sma(stoch(close, high, low, 14),3),3)
signal = macdLine > signalLine and rsiLine > 50 and stochLine > 50 ? "buy" : macdLine <= signalLine and rsiLine <= 50 and stochLine <= 50 ? "sell" : "none"

// Average daily range for 7 days
thishigh = security(syminfo.tickerid, 'D', high)
thislow  = security(syminfo.tickerid, 'D', low)
length = 7
adr = (sma(thishigh,length)-sma(thislow,length))
plotchar(adr, "ADR", "")
// ####################### End of Indicators #######################
strategy.initial_capital = 50000
// First day the stock changed momentum.
long = signal == "buy" and signal[1] != "buy" and hasLong
short = signal == "sell" and signal[1] != "sell" and hasShort
sideway = signal == "none" and signal[1] != "none"

if (time_cond and not time_cond_skip)
    // ####################### Start of Long Entry #######################
    // Calculate how many shares to buy based on captial
    qty = round(strategy.initial_capital / high)
    // Note: TradingView uses a broker emulator when running strategies. Order are only filled on the next bar.
    // Enter long on the day after first green bar
    strategy.entry("Long entry", strategy.long, qty = qty, stop = high, when = long)
    strategy.cancel("Long entry", when = not long)
    
    // TODO: Improve the crazy if statments...
    // Handle the case where first green hgih is reached after 2nd green, up to 11 days after
    if (not long and signal == "buy" and strategy.opentrades == 0)
        // reach first green high 11 days after first green
        if (signal[11] != "buy" and signal[10] == "buy" and signal[9] == "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[9] and high[2] < high[9] and high [3] < high[9] and high [4] < high[9] and high [5] < high[9] and high[6] < high[9] and high[7] < high[9] and high[8] < high[9])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[10], stop = high[10])
        // reach first green high 10 days after first green
        if (signal[10] != "buy" and signal[9] == "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[8] and high[2] < high[8] and high [3] < high[8] and high [4] < high[8] and high [5] < high[8] and high[6] < high[8] and high[7] < high[8])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[9], stop = high[9])
        // reach first green high 9 days after first green
        if (signal[9] != "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[7] and high[2] < high[7] and high [3] < high[7] and high [4] < high[7] and high [5] < high[7] and high[6] < high[7])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[8], stop = high[8])
        // reach first green high 8 days after first green
        if (signal[8] != "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[6] and high[2] < high[6] and high [3] < high[6] and high [4] < high[6] and high [5] < high[6])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[7], stop = high[7])
        // reach first green high 7 days after first green
        if (signal[7] != "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[6] and high[2] < high[6] and high [3] < high[6] and high [4] < high[6] and high [5] < high[6])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[6], stop = high[6])
        // reach first green high 6 days after first green
        if (signal[6] != "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[5] and high[2] < high[5] and high [3] < high[5] and high [4] < high[5])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[5], stop = high[5])
        // reach first green high 5 days after first green
        if (signal[5] != "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[4] and high[2] < high[4] and high [3] < high[4])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[4], stop = high[4])
        // reach first green high 4 days after first green
        if (signal[4] != "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[3] and high[2] < high[3])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[3], stop = high[3])
        // reach first green high 3 days after first green
        if (signal[3] != "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[2])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[2], stop = high[2])
        // reach first green high 2 days after first green
        if (signal[2] != "buy" and signal[1] == "buy")
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[1], stop = high[1])
            
    // Exit when stopped out or hitted profit target
    // Bracket order for entry 1 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[1] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[1] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 2 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[2] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[2] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 3 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[3] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[3] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 4 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[4] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[4] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 5 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[5] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[5] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 6 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[6] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[6] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 7 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[7] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[7] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 8 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[8] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[8] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 9 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[9] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[9] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 10 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] == "buy" and signal[11] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[10] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[10] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 11 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] == "buy" and signal[11] == "buy" and signal[12] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[11] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[11] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // ####################### End of Long Entry #######################

    // ####################### Start of Short Entry #######################
    // Enter short on the day after first red bar
    qty_short = strategy.initial_capital / low
    strategy.entry("Short entry", strategy.short, qty = qty_short, stop = low, when = short)
    strategy.cancel("Short entry", when = not short)
    
    // TODO: Improve the crazy if statments...
    // Handle the case where first red low is reached after 2nd red, up to 11 days after
    if (not short and signal == "sell" and strategy.opentrades == 0)
        // reach first red low 11 days after
        if (signal[11] != "sell" and signal[10] == "sell" and signal[9] == "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[10] and low[2] > low[10] and low[3] > low[10] and low[4] > low[10] and low[5] > low[10] and low[6] > low[10] and low[7] > low[10] and low[8] > low[10] and low[9] > low[10])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[10], stop = low[10])
        // reach first red low 10 days after
        if (signal[10] != "sell" and signal[9] == "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[9] and low[2] > low[9] and low[3] > low[9] and low[4] > low[9] and low[5] > low[9] and low[6] > low[9] and low[7] > low[9] and low[8] > low[9])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[9], stop = low[9])
        // reach first red low 9 days after
        if (signal[9] != "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[8] and low[2] > low[8] and low[3] > low[8] and low[4] > low[8] and low[5] > low[8] and low[6] > low[8] and low[7] > low[8])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[8], stop = low[8])
        // reach first red low 8 days after
        if (signal[8] != "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[7] and low[2] > low[7] and low[3] > low[7] and low[4] > low[7] and low[5] > low[7] and low[6] > low[7])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[7], stop = low[7])
        // reach first red low 7 days after
        if (signal[7] != "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[6] and low[2] > low[6] and low[3] > low[6] and low[4] > low[6] and low[5] > low[6])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[6], stop = low[6])
        // reach first red low 6 days after
        if (signal[6] != "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[5] and low[2] > low[5] and low[3] > low[5] and low[4] > low[5])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[5], stop = low[5])
        // reach first red low 5 days after
        if (signal[5] != "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[4] and low[2] > low[4] and low[3] > low[4])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[4], stop = low[4])
        // reach first red low 4 days after
        if (signal[4] != "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[3] and low[2] > low[3])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[3], stop = low[3])
        // reach first red low 3 days after
        if (signal[3] != "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[2])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[2], stop = low[2])
        // reach first red low 2 days after
        if (signal[2] != "sell" and signal[1] == "sell")
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[1], stop = low[1])
            
    // Exit when stop out or profit target is hit
    // Bracket order for entry 1 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[1] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[1] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 2 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[2] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[2] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 3 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[3] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[3] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 4 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[4] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[4] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 5 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[5] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[5] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 6 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[6] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[6] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 7 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[7] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[7] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 8 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[8] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[8] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 9 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[9] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[9] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 10 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] == "sell" and signal[11] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[10] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[10] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 11 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] == "sell" and signal[11] == "sell" and signal[12] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[11] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[11] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // ####################### End of Short Entry #######################

// Enxit the day after the trend is lost
if (time_cond and sideway)
    strategy.close("Long entry")
    strategy.close("Short entry")

// Close any open order out side of date range
if (not time_cond)
    strategy.close_all()
if (time_cond_skip)
    strategy.close_all()
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