तीन मूविंग एवरेज क्वांटिटेटिव ट्रेडिंग रणनीति

/*backtest
start: 2023-01-16 00:00:00
end: 2024-01-22 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/
// © Meesemoo

//@version=4
strategy("Custom MA Strategy Tester", overlay = true)
MA1Period = input(13, title="MA1 Period")
MA1Type = input(title="MA1 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA"])
MA1Source = input(title="MA1 Source", type=input.source, defval=close)
MA1Visible = input(title="MA1 Visible", type=input.bool, defval=true)
MA2Period = input(50, title="MA2 Period")
MA2Type = input(title="MA2 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA"])
MA2Source = input(title="MA2 Source", type=input.source, defval=close)
MA2Visible = input(title="MA2 Visible", type=input.bool, defval=true) 
MA3Period = input(200, title="MA3 Period")
MA3Type = input(title="MA3 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA"])
MA3Source = input(title="MA3 Source", type=input.source, defval=close)
MA3Visible = input(title="MA3 Visible", type=input.bool, defval=true)
ShowCrosses = input(title="Show Crosses", type=input.bool, defval=true)

MA1 = if MA1Type == "SMA"
    sma(MA1Source, MA1Period)
else
    if MA1Type == "EMA"
        ema(MA1Source, MA1Period)
    else
        if MA1Type == "WMA"
            wma(MA1Source, MA1Period)
        else
            if MA1Type == "RMA"
                rma(MA1Source, MA1Period)
            else
                if MA1Type == "HMA"
                    wma(2*wma(MA1Source, MA1Period/2)-wma(MA1Source, MA1Period), round(sqrt(MA1Period)))
                else
                    if MA1Type == "DEMA"
                        e = ema(MA1Source, MA1Period)
                        2 * e - ema(e, MA1Period)
                    else
                        if MA1Type == "TEMA"
                            e = ema(MA1Source, MA1Period)
                            3 * (e - ema(e, MA1Period)) + ema(ema(e, MA1Period), MA1Period)

                    
MA2 = if MA2Type == "SMA"
    sma(MA2Source, MA2Period)
else
    if MA2Type == "EMA"
        ema(MA2Source, MA2Period)
    else
        if MA2Type == "WMA"
            wma(MA2Source, MA2Period)
        else
            if MA2Type == "RMA"
                rma(MA2Source, MA2Period)
            else
                if MA2Type == "HMA"
                    wma(2*wma(MA2Source, MA2Period/2)-wma(MA2Source, MA2Period), round(sqrt(MA2Period)))
                else
                    if MA2Type == "DEMA"
                        e = ema(MA2Source, MA2Period)
                        2 * e - ema(e, MA2Period)
                    else
                        if MA2Type == "TEMA"
                            e = ema(MA2Source, MA2Period)
                            3 * (e - ema(e, MA2Period)) + ema(ema(e, MA2Period), MA2Period)
                    
MA3 = if MA3Type == "SMA"
    sma(MA3Source, MA3Period)
else
    if MA3Type == "EMA"
        ema(MA3Source, MA3Period)
    else
        if MA3Type == "WMA"
            wma(MA3Source, MA3Period)
        else
            if MA3Type == "RMA"
                rma(MA3Source, MA3Period)
            else
                if MA3Type == "HMA"
                    wma(2*wma(MA3Source, MA3Period/2)-wma(MA3Source, MA3Period), round(sqrt(MA3Period)))
                else
                    if MA3Type == "DEMA"
                        e = ema(MA3Source, MA3Period)
                        2 * e - ema(e, MA3Period)
                    else
                        if MA3Type == "TEMA"
                            e = ema(MA3Source, MA3Period)
                            3 * (e - ema(e, MA3Period)) + ema(ema(e, MA3Period), MA3Period)
                    


p1 = plot(MA1Visible ? MA1 : na, color=color.green, linewidth=1)
p2 = plot(MA2Visible ? MA2 : na, color=color.yellow, linewidth=1)
p3 = plot(MA3Visible ? MA3 : na, color=color.red, linewidth=2)

fill(p1, p2, color.silver, transp=80, title="Fill")


start = timestamp(2019, 1, 1, 1, 0)
end = timestamp(2025, 1, 1, 1, 0)

if time >= start and time <= end
    longCondition = crossover(MA1, MA2) and close > MA3
    if (longCondition)
        strategy.entry("Long", strategy.long)
        
    shortCondition = crossunder(MA1, MA2) and close < MA3
    if (shortCondition)
        strategy.entry("Short", strategy.short)