मात्रात्मक ट्रेडिंग रिवर्सल ट्रेंड श्रृंखला और समानांतर T3-CCI रणनीति

/*backtest
start: 2023-11-28 00:00:00
end: 2023-12-21 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 23/10/2020
// This is combo strategies for get a cumulative signal. 
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The 
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close 
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. 
// The strategy sells at market, if close price is lower than the previous close price 
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// This simple indicator gives you a lot of useful information - when to enter, when to exit
// and how to reduce risks by entering a trade on a double confirmed signal.
// You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect...
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
    vFast = sma(stoch(close, high, low, Length), KSmoothing) 
    vSlow = sma(vFast, DLength)
    pos = 0.0
    pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
	         iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0))) 
	pos

    
T3_CCI(CCI_Period,T3_Period,b) =>
    pos = 0.0
    e1 = 0.0
    e2 = 0.0
    e3 = 0.0
    e4 = 0.0
    e5 = 0.0
    e6 = 0.0
    xPrice = close
    b2 = b*b
    b3 = b2*b
    c1 = -b3
    c2 = (3*(b2 + b3))
    c3 = -3*(2*b2 + b + b3)
    c4 = (1 + 3*b + b3 + 3*b2)
    nn = iff(T3_Period < 1, 1, T3_Period)
    nr = 1 + 0.5*(nn - 1)
    w1 = 2 / (nr + 1)
    w2 = 1 - w1    
    xcci = cci(xPrice, CCI_Period)
    e1 := w1*xcci + w2*nz(e1[1])
    e2 := w1*e1 + w2*nz(e2[1])
    e3 := w1*e2 + w2*nz(e3[1])
    e4 := w1*e3 + w2*nz(e4[1])
    e5 := w1*e4 + w2*nz(e5[1])
    e6 := w1*e5 + w2*nz(e6[1])
    xccir = c1*e6 + c2*e5 + c3*e4 + c4*e3  
    pos:= iff(xccir > 0, 1,
           iff(xccir < 0, -1, nz(pos[1], 0))) 
    pos

strategy(title="Combo Backtest 123 Reversal & FX Sniper:  T3-CCI", shorttitle="Combo", overlay = true)
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
CCI_Period = input(14, minval=1)
T3_Period = input(5, minval=1)
b = input(0.618)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posT3_CCI = T3_CCI(CCI_Period,T3_Period,b)
pos = iff(posReversal123 == 1 and posT3_CCI == 1 , 1,
	   iff(posReversal123 == -1 and posT3_CCI == -1, -1, 0)) 
possig = iff(reverse and pos == 1, -1,
          iff(reverse and pos == -1 , 1, pos))	   
if (possig == 1) 
    strategy.entry("Long", strategy.long)
if (possig == -1)
    strategy.entry("Short", strategy.short)	 
if (possig == 0) 
    strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )