Strategi agregasi multi-indikator
Tanggal Pembuatan:
2023-09-27 17:05:34
Akhirnya memodifikasi:
2023-09-27 17:05:34
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ChaoZhang
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Ringkasan
Strategi ini didedikasikan untuk menciptakan strategi Bollinger Bands yang paling fleksibel, dengan banyak pilihan yang dapat disesuaikan untuk memenuhi kebutuhan pedagang yang berbeda.
Prinsip Strategi
Strategi ini menggunakan satu rata-rata bergerak kustom sebagai garis tengah. Periode, jenis, dan sumber harga rata-rata bergerak kustom memungkinkan.
Pada gelombang atas dan bawah, perkalian dapat disesuaikan berdasarkan perbedaan standar garis tengah. Anda juga dapat memilih untuk menggunakan ATR sebagai pengganti perbedaan standar untuk menghitung posisi gelombang atas dan bawah.
Strategi ini menawarkan kombinasi dari berbagai kondisi untuk membuka dan menutup posisi, termasuk:
- Harga melewati gelombang atas, tengah, dan bawah
- Harga di atas atau di bawah gelombang atas, tengah, dan bawah
- Bandwidth lebih besar atau lebih kecil dari threshold khusus
- Persentase B lebih besar atau lebih kecil dari batas default
Kondisi untuk membuka dan menyimpan dapat digunakan secara terpisah atau dalam kombinasi, dan jendela kebijakan dapat disesuaikan.
Stop loss dan stop loss dapat disesuaikan dengan persentase.
Keunggulan Strategis
- Periode, jenis, dan sumber harga rata-rata bergerak yang dapat disesuaikan untuk memenuhi kebutuhan yang berbeda
- Berbagai kondisi open dan free dapat digunakan secara terpisah, atau dapat dikombinasikan dengan kondisi apapun, dengan fleksibilitas yang kuat
- Dampaknya, gelombang ini dapat dilihat dari berbagai arah.
- Mendukung bandwidth dan persentase B sebagai kondisi, penggunaan berbagai kombinasi indikator
- Persentase stop loss yang dapat disesuaikan, risiko yang dapat dikendalikan
- Dukungan untuk semua varietas yang ada di bursa, dengan jangkauan yang luas
- Pengembalian yang dapat disesuaikan dan rentang waktu perdagangan real-time untuk analisis kinerja strategi
Strategi ini sangat meningkatkan fleksibilitas dengan menyediakan banyak pilihan yang dapat disesuaikan, yang dapat dioptimalkan secara individual untuk berbagai varietas dan situasi, sehingga menghasilkan kinerja strategi yang lebih baik.
Risiko Strategis
- Terlalu banyak fleksibilitas meningkatkan kesulitan dalam kombinasi parameter dan kondisi kebijakan, yang memerlukan pengujian dan pengoptimalan yang cermat
- Moving Average Lagging Mungkin Melewatkan Kesempatan Garis Singkat
- Stop loss yang terlalu kecil dapat meningkatkan risiko terpapar
- Persentase B rentan terhadap terobosan palsu
Untuk mengatasi risiko tersebut, langkah-langkah berikut dapat diambil:
- Menggunakan fitur feedback untuk menguji kombinasi parameter yang berbeda secara bertahap untuk menemukan konfigurasi terbaik
- Bantuan untuk mengidentifikasi peluang garis pendek dengan menggunakan indikator dengan periode yang lebih pendek
- Menetapkan Stop Loss yang wajar berdasarkan indikator seperti ATR
- Sinyal B yang dikonfirmasi persentase dalam kombinasi dengan indikator lainnya
Arah optimasi strategi
- Menambahkan fungsi manajemen posisi, seperti posisi tetap, Martingale, manajemen dana, dll
- Tambahkan fungsi switching otomatis multi-varietas
- Optimalkan parameter moving average untuk meningkatkan tingkat kemenangan
- Pengaturan Stop Loss yang dioptimalkan untuk mendapatkan ROI yang lebih baik
- Tes kombinasi parameter indikator yang berbeda
- Menambahkan algoritma seperti pembelajaran mesin untuk mencari parameter optimal secara otomatis
Meringkaskan
Strategi ini menawarkan solusi perdagangan yang sangat fleksibel dan komprehensif dengan memperluas kedalaman Bollinger Bands. Meskipun lebih banyak kombinasi parameter yang perlu diuji, namun dapat disesuaikan dan dioptimalkan untuk kebutuhan pribadi. Secara keseluruhan, strategi ini memiliki nilai aplikasi yang sangat besar dan merupakan perwakilan yang baik dari strategi Bollinger Bands.
Kode Sumber Strategi
/*backtest
start: 2022-09-26 00:00:00
end: 2023-09-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_37",1],["v_input_38",2]]
*/
//@version=4
//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//
strategy(title="Fancy Bollinger Bands Strategy [BigBitsIO]", shorttitle="Fancy Bollinger Bands Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0, initial_capital=100)
MAPeriod = input(20, title="Middle Band Period", minval=1, step=1)
MAType = input(title="Middle Band Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MASource = input(title="Middle Band Source", type=input.source, defval=close)
MAResolution = input(title="Middle Band Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MACandleType = input(title="Middle Band Candle Type", defval="00 Current", options=["00 Current", "01 Heikin Ashi", "02 Renko", "03 Line Break", "04 Kagi", "05 Point & Figure"])
MAVisible = input(title="Middle Band Visible", type=input.bool, defval=true)
UpperBandMultiplier = input(title="Upper Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
LowerBandMultiplier = input(title="Lower Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
UseATRDeviation = input(false, title="Use ATR Deviation Instead of Standard Deviation?")
ATRPeriod = input(14, title="ATR Deviation Period", minval=1, step=1)
HighlightInclusion = input(title="Highlight Inclusions", type=input.bool, defval=true)
ShowGhostTrail = input(title="Show Inclusion Ghost Trail", type=input.bool, defval=true)
ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecast = input(title="Show Forecasts", type=input.bool, defval=true)
HideFill = input(false, title="Hide Fill")
UseBasicFill = input(true, title="Use Basic Fill - No Gradient")
ShowBBDetails = input(false, title="Show Details")
UpperBandSmoothingMAPeriod = input(1, title="Upper Band Smoothing Period", minval=1, step=1)
UpperBandSmoothingMAType = input(title="Upper Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
LowerBandSmoothingMAPeriod = input(1, title="Lower Band Smoothing Period", minval=1, step=1)
LowerBandSmoothingMAType = input(title="Lower Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
// Begin Citation - Allanster backtest period
// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12)
fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31)
fromYear = input(defval = 2020, title = "From Year", type = input.integer, minval = 1970)
thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12)
thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31)
thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970)
// === INPUT SHOW PLOT ===
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
// === FUNCTION EXAMPLE ===
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => true // create function "within window of time"
// === PLOTTING ===
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)
// End Citation - uses the window() funciton later on
takeProfitPercent = input(100, title="Take Profit %", type=input.float, step=.25)
stopLossPercent = input(100, title="Stop Loss %", type=input.float, step=.25)
OpenConditionsRequirement = input(title="Open Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
OpenConditionsMinimumCount = input(1, title="Open Conditions Minimum Count", minval=1, type=input.integer)
CloseConditionsRequirement = input(title="Close Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
CloseConditionsMinimumCount = input(1, title="Close Conditions Minimum Count", minval=1, type=input.integer)
CrossoverUpperBand = input(title="Crossover Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverMiddleBand = input(title="Crossover Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverLowerBand = input(title="Crossover Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderUpperBand = input(title="Crossunder Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderMiddleBand = input(title="Crossunder Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderLowerBand = input(title="Crossunder Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveUpperBand = input(title="Price Above Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveMiddleBand = input(title="Price Above Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveLowerBand = input(title="Price Above Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowUpperBand = input(title="Price Below Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowMiddleBand = input(title="Price Below Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowLowerBand = input(title="Price Below Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidth1 = input(.020, title="Band Width Condition Value 1", minval=0.005, maxval=20, step=0.005)
BandWidth2 = input(.040, title="Band Width Condition Value 2", minval=0.005, maxval=20, step=0.005)
BandWidthCrossoverBandValue1 = input(title="Band Width Crossover Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossoverBandValue2 = input(title="Band Width Crossover Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue1 = input(title="Band Width Crossunder Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue2 = input(title="Band Width Crossunder Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue1 = input(title="Band Width Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue2 = input(title="Band Width Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue1 = input(title="Band Width Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue2 = input(title="Band Width Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentB1 = input(.35, title="Percent B Condition Value 1", step=0.05)
PercentB2 = input(.70, title="Percent B Condition Value 2", step=0.05)
PercentBCrossoverPercentBValue1 = input(title="Percent B Crossover Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossoverPercentBValue2 = input(title="Percent B Crossover Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue1 = input(title="Percent B Crossunder Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue2 = input(title="Percent B Crossunder Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue1 = input(title="Percent B Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue2 = input(title="Percent B Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue1 = input(title="Percent B Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue2 = input(title="Percent B Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
// A bit of borrowed code, modified here using @PineCoders gradient Framework
f_cRedLime(_g, _hide, _basic) => _hide ? #00000000 : _basic ? #0080FF35 : _g <= 0 ? #FF000035 : _g <= .25 ? #FF000020 : _g <= .5 ? #FF000010 : _g <= .75 ? #00FF0010 : _g <= 1 ? #00FF0020 : #00FF0035
f_cRedLimeShadow(_g, _hide, _basic) => _hide ? #00000000 : _basic ? #0080FF09 : _g <= 0 ? #FF000009 : _g <= .25 ? #FF000006 : _g <= .5 ? #FF000003 : _g <= .75 ? #00FF0009 : _g <= 1 ? #00FF0006 : #00FF0003
ma(MAType, MASource, MAPeriod) =>
if MAPeriod > 0
if MAType == "SMA"
sma(MASource, MAPeriod)
else
if MAType == "EMA"
ema(MASource, MAPeriod)
else
if MAType == "WMA"
wma(MASource, MAPeriod)
else
if MAType == "RMA"
rma(MASource, MAPeriod)
else
if MAType == "HMA"
hma(MASource, MAPeriod)
else
if MAType == "DEMA"
e = ema(MASource, MAPeriod)
2 * e - ema(e, MAPeriod)
else
if MAType == "TEMA"
e = ema(MASource, MAPeriod)
3 * (e - ema(e, MAPeriod)) + ema(ema(e, MAPeriod), MAPeriod)
else
if MAType == "VWMA"
vwma(MASource, MAPeriod)
res(MAResolution) =>
if MAResolution == "00 Current"
timeframe.period
else
if MAResolution == "01 1m"
"1"
else
if MAResolution == "02 3m"
"3"
else
if MAResolution == "03 5m"
"5"
else
if MAResolution == "04 15m"
"15"
else
if MAResolution == "05 30m"
"30"
else
if MAResolution == "06 45m"
"45"
else
if MAResolution == "07 1h"
"60"
else
if MAResolution == "08 2h"
"120"
else
if MAResolution == "09 3h"
"180"
else
if MAResolution == "10 4h"
"240"
else
if MAResolution == "11 1D"
"1D"
else
if MAResolution == "12 1W"
"1W"
else
if MAResolution == "13 1M"
"1M"
gettickerid(MACandleType) =>
if MACandleType == "00 Current"
syminfo.tickerid
else
if MACandleType == "01 Heikin Ashi"
heikinashi(syminfo.tickerid)
else
if MACandleType == "02 Renko"
renko(syminfo.tickerid, "ATR", 10)
else
if MACandleType == "03 Line Break"
linebreak(syminfo.tickerid, 3)
else
if MACandleType == "04 Kagi"
kagi(syminfo.tickerid, 3)
else
if MACandleType == "05 Point & Figure"
pointfigure(syminfo.tickerid, "hl", "Traditional", 1, 3)
MA = security(gettickerid(MACandleType), res(MAResolution), ma(MAType, MASource, MAPeriod))
plot(MAVisible ? MA : na, color=color.white, linewidth=2, title="Middle Band", show_last= HighlightInclusion ? MAPeriod : 0)
plot(MAVisible and HighlightInclusion and ShowGhostTrail ? MA[MAPeriod-1] : na, color=color.black, linewidth=2, title="MA Trail", offset=((MAPeriod-1)*-1), transp=10)
Deviation = UseATRDeviation ? security(gettickerid(MACandleType), res(MAResolution), atr(ATRPeriod)) : security(gettickerid(MACandleType), res(MAResolution), stdev(MASource, MAPeriod))
UpperBand = MA + (Deviation * UpperBandMultiplier)
LowerBand = MA - (Deviation * LowerBandMultiplier)
SmoothedUpperBand = ma(UpperBandSmoothingMAType, UpperBand, UpperBandSmoothingMAPeriod)
SmoothedLowerBand = ma(LowerBandSmoothingMAType, LowerBand, LowerBandSmoothingMAPeriod)
UpperPlot = plot(SmoothedUpperBand, color=color.white, linewidth=1, title="Upper Band", show_last= HighlightInclusion ? MAPeriod : 0)
UpperShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedUpperBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Upper Band Trail", offset=((MAPeriod-1)*-1), transp=10)
LowerPlot = plot(SmoothedLowerBand, color=color.white, linewidth=1, title="Lower Band", show_last= HighlightInclusion ? MAPeriod : 0)
LowerShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedLowerBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Lower Band Trail", offset=((MAPeriod-1)*-1), transp=10)
PercentB = (security(gettickerid(MACandleType), res(MAResolution), close) - LowerBand) / (UpperBand - LowerBand)
fill(UpperPlot, LowerPlot, color = f_cRedLime(PercentB, HideFill, UseBasicFill), show_last= HighlightInclusion ? MAPeriod : 100000000)
fill(UpperShadowPlot, LowerShadowPlot, color = f_cRedLimeShadow(PercentB[MAPeriod-1], HideFill, UseBasicFill))
BBWidth = (UpperBand - LowerBand) / MA
if(ShowBBDetails)
label Label = label.new(bar_index, na, "\nFancy Bollinger Band Details:\n\nUpper Band: " + tostring(UpperBand) + "\nMid Band: " + tostring(MA) + "\nLower Band: " + tostring(LowerBand) + "\n%B: " + tostring(PercentB) + "\nBollinger Band Width: " + tostring(BBWidth) + "\n\nHide this message in settings.\nUncheck Show Details",
color=color.black,
textcolor=color.white,
style=label.style_label_down, size=size.normal, textalign=text.align_left)
label.set_y(Label, high > UpperBand ? high : UpperBand)
label.delete(Label[1])
// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
// it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
bias(Bias, BiasPeriod) =>
if Bias == "Neutral"
0
else
if Bias == "Bullish"
(atr(BiasPeriod) * ForecastBiasMagnitude)
else
if Bias == "Bearish"
((atr(BiasPeriod) * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias
// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MAForecast1 = MAPeriod > 1 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 1)) * (MAPeriod - 1) + ((MASource * 1) + (Bias * 1))) / MAPeriod : na
MAForecast2 = MAPeriod > 2 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 2)) * (MAPeriod - 2) + ((MASource * 2) + (Bias * 2))) / MAPeriod : na
MAForecast3 = MAPeriod > 3 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 3)) * (MAPeriod - 3) + ((MASource * 3) + (Bias * 3))) / MAPeriod : na
MAForecast4 = MAPeriod > 4 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 4)) * (MAPeriod - 4) + ((MASource * 4) + (Bias * 4))) / MAPeriod : na
MAForecast5 = MAPeriod > 5 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 5)) * (MAPeriod - 5) + ((MASource * 5) + (Bias * 5))) / MAPeriod : na
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast1 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 1", offset=1, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast2 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 2", offset=2, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast3 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 3", offset=3, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast4 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 4", offset=4, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast5 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 5", offset=5, show_last=1)
// Take Profit and Stop Loss
profitTarget = (close * (takeProfitPercent / 100)) / syminfo.mintick
lossTarget = (close * (stopLossPercent / 100)) / syminfo.mintick
float longOpen = 0
float longOpenCount = 0
float longClose = 0
float longCloseCount =0
bool validLongOpen = true
bool validLongClose = true
testLongOpen(Conditionlo)=>
if Conditionlo
if OpenConditionsRequirement == "All" and validLongOpen
[1, longOpenCount, true]
else if OpenConditionsRequirement == "Any"
[1, longOpenCount, validLongOpen]
else if OpenConditionsRequirement == "Minimum count"
[0, longOpenCount + 1, validLongOpen]
else
[longOpen, longOpenCount, validLongOpen]
else
[0, longOpenCount, false]
testLongClose(Conditionlc)=>
if Conditionlc
if CloseConditionsRequirement == "All" and validLongClose
[1, longCloseCount, true]
else if CloseConditionsRequirement == "Any"
[1, longCloseCount, validLongClose]
else if CloseConditionsRequirement == "Minimum count"
[0, int(longCloseCount + 1), validLongClose]
else
[longClose, longCloseCount, validLongClose]
else
[0, longCloseCount, false]
//------------------------------CONDITIONS-----------------------------
bool isCrossoverUpperBand = crossover(close, UpperBand)
if CrossoverUpperBand == "Long Open" or CrossoverUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverUpperBand == "Long Close" or CrossoverUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderUpperBand = crossunder(close, UpperBand)
if CrossunderUpperBand == "Long Open" or CrossunderUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderUpperBand == "Long Close" or CrossunderUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossoverMiddleBand = crossover(close, MA)
if CrossoverMiddleBand == "Long Open" or CrossoverMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverMiddleBand == "Long Close" or CrossoverMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderMiddleBand = crossunder(close, MA)
if CrossunderMiddleBand == "Long Open" or CrossunderMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderMiddleBand == "Long Close" or CrossunderMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossoverLowerBand = crossover(close, LowerBand)
if CrossoverLowerBand == "Long Open" or CrossoverLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverLowerBand == "Long Close" or CrossoverLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderLowerBand = crossunder(close, LowerBand)
if CrossunderLowerBand == "Long Open" or CrossunderLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderLowerBand == "Long Close" or CrossunderLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveUpperBand = close > UpperBand
if PriceAboveUpperBand == "Long Open" or PriceAboveUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveUpperBand == "Long Close" or PriceAboveUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowUpperBand = close < UpperBand
if PriceBelowUpperBand == "Long Open" or PriceBelowUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowUpperBand == "Long Close" or PriceBelowUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveMiddleBand = close > MA
if PriceAboveMiddleBand == "Long Open" or PriceAboveMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveMiddleBand == "Long Close" or PriceAboveMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowMiddleBand = close < MA
if PriceBelowMiddleBand == "Long Open" or PriceBelowMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowMiddleBand == "Long Close" or PriceBelowMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveLowerBand = close > LowerBand
if PriceAboveLowerBand == "Long Open" or PriceAboveLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveLowerBand == "Long Close" or PriceAboveLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowLowerBand = close < LowerBand
if PriceBelowLowerBand == "Long Open" or PriceBelowLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowLowerBand == "Long Close" or PriceBelowLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossoverBandValue1 = crossover(BBWidth, BandWidth1)
if BandWidthCrossoverBandValue1 == "Long Open" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossoverBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossoverBandValue1 == "Long Close" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossoverBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossoverBandValue2 = crossover(BBWidth, BandWidth2)
if BandWidthCrossoverBandValue2 == "Long Open" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossoverBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossoverBandValue2 == "Long Close" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossoverBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossunderBandValue1 = crossunder(BBWidth, BandWidth1)
if BandWidthCrossunderBandValue1 == "Long Open" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossunderBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossunderBandValue1 == "Long Close" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossunderBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossunderBandValue2 = crossunder(BBWidth, BandWidth2)
if BandWidthCrossunderBandValue2 == "Long Open" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossunderBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossunderBandValue2 == "Long Close" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossunderBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthAboveBandValue1 = BBWidth > BandWidth1
if BandWidthAboveBandValue1 == "Long Open" or BandWidthAboveBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthAboveBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthAboveBandValue1 == "Long Close" or BandWidthAboveBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthAboveBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthAboveBandValue2 = BBWidth > BandWidth2
if BandWidthAboveBandValue2 == "Long Open" or BandWidthAboveBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthAboveBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthAboveBandValue2 == "Long Close" or BandWidthAboveBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthAboveBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthBelowBandValue1 = BBWidth < BandWidth1
if BandWidthBelowBandValue1 == "Long Open" or BandWidthBelowBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthBelowBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthBelowBandValue1 == "Long Close" or BandWidthBelowBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthBelowBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthBelowBandValue2 = BBWidth < BandWidth2
if BandWidthBelowBandValue2 == "Long Open" or BandWidthBelowBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthBelowBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthBelowBandValue2 == "Long Close" or BandWidthBelowBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthBelowBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossoverPercentBValue1 = crossover(PercentB, PercentB1)
if PercentBCrossoverPercentBValue1 == "Long Open" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossoverPercentBValue1 == "Long Close" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossoverPercentBValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossoverPercentBValue2 = crossover(PercentB, PercentB2)
if PercentBCrossoverPercentBValue2 == "Long Open" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossoverPercentBValue2 == "Long Close" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossoverPercentBValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossunderPercentBValue1 = crossunder(PercentB, PercentB1)
if PercentBCrossunderPercentBValue1 == "Long Open" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossunderPercentBValue1 == "Long Close" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossunderPercentBValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossunderPercentBValue2 = crossunder(PercentB, PercentB2)
if PercentBCrossunderPercentBValue2 == "Long Open" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossunderPercentBValue2 == "Long Close" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossunderPercentBValue2)
longClose := a
longCloseCount := b
validLongClose := c
// bool isPercentBAbovePercentBValue1 = PercentB > PercentB1
// if PercentBAbovePercentBValue1 == "Long Open" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBAbovePercentBValue1)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBAbovePercentBValue1 == "Long Close" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBAbovePercentBValue1)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBAbovePercentBValue2 = PercentB > PercentB2
// if PercentBAbovePercentBValue2 == "Long Open" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBAbovePercentBValue2)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBAbovePercentBValue2 == "Long Close" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBAbovePercentBValue2)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBBelowPercentBValue1 = PercentB < PercentB1
// if PercentBBelowPercentBValue1 == "Long Open" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBBelowPercentBValue1)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBBelowPercentBValue1 == "Long Close" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBBelowPercentBValue1)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBBelowPercentBValue2 = PercentB < PercentB2
// if PercentBBelowPercentBValue2 == "Long Open" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBBelowPercentBValue2)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBBelowPercentBValue2 == "Long Close" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBBelowPercentBValue2)
// longClose := a
// longCloseCount := b
// validLongClose := c
//-------------------------------------END CONDITIONS-------------------------------------------
if OpenConditionsRequirement == "Minimum count"
if longOpenCount >= OpenConditionsMinimumCount
longOpen := 1
if CloseConditionsRequirement == "Minimum count"
if longCloseCount >= CloseConditionsMinimumCount
longClose := 1
// Tie breaker
if longClose == 1 and longOpen == 1
longOpen := 0
if longOpen == 1 and window()
strategy.entry("Long", true) // buy by market
strategy.exit("Take Profit or Stop Loss", "Long", profit = profitTarget, loss = lossTarget)
else if longClose == 1 and window()
strategy.close("Long")
else if not window()
strategy.close("Long")