Strategi Arah yang Sama dengan Beberapa Bar


Tanggal Pembuatan: 2023-10-18 12:20:59 Akhirnya memodifikasi: 2023-10-18 12:20:59
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Strategi Arah yang Sama dengan Beberapa Bar

Ringkasan

Strategi multi-bar simetris adalah strategi yang digunakan untuk memperkirakan probabilitas pergerakan beberapa bar, mengidentifikasi sinyal yang muncul dalam tren, dan melakukan perdagangan terbalik jika ada sinyal pembalikan. Strategi ini terutama digunakan untuk perdagangan garis pendek tengah.

Prinsip Strategi

Strategi ini pertama-tama mengatur waktu statistik awal dan waktu statistik akhir untuk mengekstrak data historis. Kemudian mengatur waktu perdagangan untuk mengidentifikasi K-line yang memenuhi syarat. Strategi statistik dari 2 K-line hingga 7 K-line kemungkinan munculnya kenaikan atau penurunan yang sama.

Sebagai contoh, strategi memperhitungkan probabilitas terjadinya penurunan dalam 3 garis K. Jika probabilitas terjadinya penurunan kurang dari 50%, maka 3 garis K saat ini memenuhi syarat untuk menghasilkan sinyal bullish. Strategi memungkinkan pengaturan parameter statistik dari 2 hingga 7 garis K.

Secara khusus, logikanya adalah sebagai berikut:

  1. Tentukan rentang waktu pengembalian, termasuk tanggal mulai, tanggal berakhir, dan rentang waktu transaksi.

  2. Menghitung jumlah naik atau turun dalam 2 sampai 7 garis K.

  3. Hitung probabilitas bahwa jumlah garis K yang berdekatan akan terus naik atau turun.

  4. Jika probabilitasnya kurang dari 50%, maka garis K saat ini dianggap sesuai dengan bentuk sinyal pembalikan.

  5. Dalam jangka waktu perdagangan, menghasilkan sinyal bullish atau bearish.

  6. Melakukan pengujian ulang untuk memverifikasi apakah strategi tersebut berhasil.

Keunggulan Strategis

  • Menghindari kesalahan sinyal dari satu K-line dengan menghitung probabilitas dari banyak K-line
  • Jumlah K-line yang dapat disesuaikan untuk mengidentifikasi sinyal reversal dalam periode waktu yang berbeda
  • Tetapkan rentang waktu perdagangan yang jelas untuk menghindari sinyal saat tidak berdagang
  • Intuitif menampilkan hasil statistik dari jumlah K-line per bagian, untuk menilai efek
  • Lebih banyak parameter yang dapat dioptimalkan, cocok untuk dioptimalkan untuk pasar yang berbeda

Risiko Strategis

  • Jumlah garis K dalam statistik tidak dapat sepenuhnya menentukan titik pembalikan tren, ada probabilitas tertentu untuk kesalahan penilaian
  • Perlu waktu statistik yang lebih lama, mungkin kehilangan peluang transaksi di jalur pendek
  • Depresi statis rentan terhadap perubahan pasar dan memerlukan penyesuaian dinamis
  • Pilihan jangka waktu deteksi dapat mempengaruhi hasil dan perlu mencegah overfitting.

Risiko dapat dikurangi dengan melakukan hal berikut:

  1. Parameter untuk mengoptimalkan jumlah baris K, menggunakan jumlah yang berbeda untuk siklus yang berbeda
  2. Tergabung dengan indikator lainnya validated_hvgggjhjj tjgtdfnjnjhggvft
  3. Menggunakan penurunan nilai dinamis untuk mempertimbangkan dampak dari pergerakan pasar
  4. Memperluas jangka waktu pengujian ulang, melakukan pengujian ulang berulang

Arah optimasi strategi

Strategi ini dapat dioptimalkan dengan:

  1. Mengoptimalkan jumlah baris K. Percobaan dapat dilakukan dengan 2 hingga 10 parameter yang berbeda untuk memilih parameter yang optimal.

  2. Optimalkan reversal threshold. 40% sampai 60% dari parameter yang berbeda dapat diuji, dengan mempertimbangkan perubahan pasar.

  3. Tambahkan strategi stop loss. Anda dapat mengatur titik stop loss setelah sinyal terbentuk, mengendalikan risiko.

  4. Dalam kombinasi dengan indikator lain. Sebagai contoh, indikator seperti RSI dapat digabungkan untuk memverifikasi sinyal reversal.

  5. Tambahkan varian yang berbeda seperti futures, forex, dan lain-lain. Uji parameter dari varian yang berbeda.

  6. Optimalisasi langkah demi langkah. Perbaiki parameter secara bertahap untuk menemukan kombinasi parameter yang optimal.

  7. Menambahkan model pembelajaran mesin. Menggunakan algoritma untuk mencari parameter optimal secara otomatis.

Meringkaskan

Strategi multi-bar identik untuk mengidentifikasi sinyal reversal potensial melalui analisis statistik probabilitas dari garis-garis K ganda, memungkinkan pemrosesan sinyal yang lebih akurat. Namun, efek strategi terkait dengan pilihan parameter dan perlu dioptimalkan sepenuhnya. Selain itu, ada kemungkinan misperception tertentu pada sinyal reversal itu sendiri, yang perlu divalidasi dalam kombinasi dengan faktor-faktor lain. Secara keseluruhan, strategi ini adalah strategi statistik yang sederhana dan efektif yang layak untuk diteliti dan dioptimalkan lebih lanjut.

Kode Sumber Strategi
/*backtest
start: 2023-10-16 00:00:00
end: 2023-10-17 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// BO - Bar's direction Signal - Backtesting
//anch.v43
// © inno14
//@version=4

strategy("BO - Bar's direction Signal - Backtesting", pyramiding=15)
// === INPUT PERIOD OF TIME ===
Date   = input(true, title = "=== Periods Counting ===")
FromDay   = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromYear  = input(defval = 2020, title = "From Year", minval = 2017)

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 = 9999, title = "To Year", minval = 2017)

// === DATE RANGE ===
start     = timestamp(FromYear, FromMonth, FromDay, 00, 00)  // backtest start window
finish    = timestamp(ToYear, ToMonth, ToDay, 23, 59)        // backtest finish window
window()  => time >= start and time <= finish ? true : false // create function "within window of time"

// === Trading Time ===
CTimeDvM   = input(true, title = "=== Trading Time ===")
Time_zone = input(7,title="Time Zone")
FromHourDvM   = input(defval = 05, title = "From Hour", minval = 00, maxval = 23)
FromMinuteDvM = input(defval = 00, title = "From Minute", minval = 00, maxval = 59)
ToHourDvM   = input(defval = 04, title = "To Hour", minval = 00, maxval = 23)
ToMinuteDvM = input(defval = 59, title = "To Minute", minval = 00, maxval = 59)

GMT_FHDvM=FromHourDvM<Time_zone?FromHourDvM-Time_zone+24:FromHourDvM-Time_zone
GMT_THDvM=ToHourDvM<Time_zone?ToHourDvM-Time_zone+24:ToHourDvM-Time_zone
fhDvM= (GMT_FHDvM<10?"0"+tostring(GMT_FHDvM):tostring(GMT_FHDvM))
fmDvM= (FromMinuteDvM<10?"0"+tostring(FromMinuteDvM):tostring(FromMinuteDvM))
thDvM= (GMT_THDvM<10?"0"+tostring(GMT_THDvM):tostring(GMT_THDvM))
tmDvM= (ToMinuteDvM<10?"0"+tostring(ToMinuteDvM):tostring(ToMinuteDvM))
WorkingHourDvM = fhDvM+fmDvM+"-"+thDvM+tmDvM
t0_DvM = time(timeframe.period, WorkingHourDvM)
htrtime = input(true,title="Highlight Tradingtime")
bgcolor(htrtime? t0_DvM? color.gray : na:na, title="Trading Time", transp=90)

// === Date Backtesting ===
Date1   = input(true, title = "=== Date Backtesting ===")
FromDay1   = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromMonth1 = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromYear1  = input(defval = 2020, title = "From Year", minval = 2017)

ToDay1     = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToMonth1   = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToYear1    = input(defval = 9999, title = "To Year", minval = 2017)

// === DATE RANGE ===
start1     = timestamp(FromYear1, FromMonth1, FromDay1, 00, 00)  // backtest start window
finish1    = timestamp(ToYear1, ToMonth1, ToDay1, 23, 59)        // backtest finish window
window1()  => time >= start1 and time <= finish1 ? true : false // create function "within window of time"

// === Setup ===
Setup   = input(true, title = "=== Setup Options ===")
set1 = input(true, title = "Reversal after 2 bars same direction")
set2 = input(true, title = "Reversal after 3 bars same direction")
set3 = input(true, title = "Reversal after 4 bars same direction")
set4 = input(true, title = "Reversal after 5 bars same direction")
set5 = input(true, title = "Reversal after 6 bars same direction")


// Calculate hours, minutes, and seconds till close
timeLeft = barstate.isrealtime ?
     (time_close - timenow) / 1000 :
     na

minutesLeft = floor((timeLeft % 3600) / 60)
secondsLeft = timeLeft % 60
// truncate() truncates a given number
// to a certain number of decimals
truncate(number, decimals) =>
    factor = pow(10, decimals)
    int(number * factor) / factor
//count 2
redv2=window()?1:0
bluev2=window()?1:0
mchange2 = close[0]<open[0] and close[1]<open[1] and t0_DvM?-1:0
pchange2 = close[0]>open[0] and close[1]>open[1] and t0_DvM?1:0
blue2 = cum(pchange2 > 0 ? bluev2 : 0 * bluev2)
red2 = cum(mchange2 < 0 ? redv2 : 0 * redv2)

//count 3
redv3=window()?1:0
bluev3=window()?1:0
mchange3 = close[0]<open[0] and close[1]<open[1] and close[2]<open[2] and t0_DvM?-1:0
pchange3 = close[0]>open[0] and close[1]>open[1] and close[2]>open[2] and t0_DvM?1:0
blue3 = cum(pchange3 > 0 ? bluev3 : 0 * bluev3)
red3 = cum(mchange3 < 0 ? redv3 : 0 * redv3)

//count 4
redv4=window()?1:0
bluev4=window()?1:0
mchange4 = close[0]<open[0] and close[1]<open[1] and close[2]<open[2] and close[3]<open[3] and t0_DvM?-1:0
pchange4 = close[0]>open[0] and close[1]>open[1] and close[2]>open[2] and close[3]>open[3] and t0_DvM?1:0
blue4 = cum(pchange4 > 0 ? bluev4 : 0 * bluev4)
red4 = cum(mchange4 < 0 ? redv4 : 0 * redv4)

//count 5
redv5=window()?1:0
bluev5=window()?1:0
mchange5 = close[0]<open[0] and close[1]<open[1] and close[2]<open[2] and close[3]<open[3] and close[4]<open[4] and t0_DvM?-1:0
pchange5 = close[0]>open[0] and close[1]>open[1] and close[2]>open[2] and close[3]>open[3] and close[4]>open[4] and t0_DvM?1:0
blue5 = cum(pchange5 > 0 ? bluev5 : 0 * bluev5)
red5 = cum(mchange5 < 0 ? redv5 : 0 * redv5)

//count 6
redv6=window()?1:0
bluev6=window()?1:0
mchange6 = close[0]<open[0] and close[1]<open[1] and close[2]<open[2] and close[3]<open[3] and close[4]<open[4] and close[5]<open[5] and t0_DvM?-1:0
pchange6 = close[0]>open[0] and close[1]>open[1] and close[2]>open[2] and close[3]>open[3] and close[4]>open[4] and close[5]>open[5] and t0_DvM?1:0
blue6 = cum(pchange6 > 0 ? bluev6 : 0 * bluev6)
red6 = cum(mchange6 < 0 ? redv6 : 0 * redv6)

//count 7
redv7=window()?1:0
bluev7=window()?1:0
mchange7 = close[0]<open[0] and close[1]<open[1] and close[2]<open[2] and close[3]<open[3] and close[4]<open[4] and close[5]<open[5] and close[6]<open[6] and t0_DvM?-1:0
pchange7 = close[0]>open[0] and close[1]>open[1] and close[2]>open[2] and close[3]>open[3] and close[4]>open[4] and close[5]>open[5] and close[6]>open[6] and t0_DvM?1:0
blue7 = cum(pchange7 > 0 ? bluev7 : 0 * bluev7)
red7 = cum(mchange7 < 0 ? redv7 : 0 * redv7)

//Percent 3rd bar has same direction
pred3=(red3/red2)*100
pblue3=(blue3/blue2)*100

//2->3
p23_blue_xloc=0
p23_red_xloc=2
p23_lable_xloc=round((p23_blue_xloc+p23_red_xloc)/2)
p23_label_yloc=1.0*100
blue2_100=100
red2_100=100

plot(blue2_100, style=plot.style_columns, offset=p23_blue_xloc, color=color.blue, transp=60, show_last=1)
plot(red2_100, style=plot.style_columns, offset=-p23_red_xloc, color=color.red, transp=60, show_last=1)
plot(pblue3, style=plot.style_columns, offset=p23_blue_xloc, color=color.blue, transp=40, show_last=1)
plot(pred3, style=plot.style_columns, offset=-p23_red_xloc, color=color.red, transp=40, show_last=1)
// label_pred_23=label.new(bar_index[p23_red_xloc],pred3,style=label.style_none,text=tostring(truncate(pred3,2))+"%")
// label.delete(label_pred_23[1])
//label_2dn=label.new(bar_index[p23_red_xloc],red2,style=label.style_none,text="2 bars downward: "+tostring(red2))
//label.delete(label_2dn[1])
// label_pblue_23=label.new(bar_index[p23_blue_xloc],pblue3,style=label.style_none,text=tostring(truncate(pblue3,2))+"%")
// label.delete(label_pblue_23[1])
//label_2up=label.new(bar_index[p23_blue_xloc],blue2,style=label.style_none,text="2 bars upward: "+tostring(blue2))
//label.delete(label_2up[1])
// label_23=label.new(bar_index[p23_lable_xloc],p23_label_yloc,style=label.style_labeldown,text="3 bars same direction", color=color.orange)
// label.delete(label_23[1])

//Percent 4th bar has same direction
pred4=(red4/red3)*100
pblue4=(blue4/blue3)*100

//3->4
p34_blue_xloc=4
p34_red_xloc=6
p34_lable_xloc=round((p34_blue_xloc+p34_red_xloc)/2)
p34_label_yloc=1.0*100
blue3_100=100
red3_100=100

plot(blue3_100, style=plot.style_columns, offset=-p34_blue_xloc, color=color.blue, transp=60, show_last=1)
plot(red3_100, style=plot.style_columns, offset=-p34_red_xloc, color=color.red, transp=60, show_last=1)
plot(pblue4, style=plot.style_columns, offset=-p34_blue_xloc, color=color.blue, transp=40, show_last=1)
plot(pred4, style=plot.style_columns, offset=-p34_red_xloc, color=color.red, transp=40, show_last=1)
// label_pred_34=label.new(bar_index[p34_red_xloc],pred4,style=label.style_none,text=tostring(truncate(pred4,2))+"%")
// label.delete(label_pred_34[1])
// //label_3dn=label.new(bar_index[p34_red_xloc],red3,style=label.style_none,text="3 bars downward: "+tostring(red3))
// //label.delete(label_3dn[1])
// label_pblue_34=label.new(bar_index[p34_blue_xloc],pblue4,style=label.style_none,text=tostring(truncate(pblue4,2))+"%")
// label.delete(label_pblue_34[1])
// //label_3up=label.new(bar_index[p34_blue_xloc],blue3,style=label.style_none,text="3 bars upward: "+tostring(blue3))
// //label.delete(label_3up[1])
// label_34=label.new(bar_index[p34_lable_xloc],p34_label_yloc,style=label.style_labeldown,text="4 bars same direction", color=color.orange)
// label.delete(label_34[1])

//Percent 5th bar has same direction
pred5=(red5/red4)*100
pblue5=(blue5/blue4)*100

//4->5
p45_blue_xloc=8
p45_red_xloc=10
p45_lable_xloc=round((p45_blue_xloc+p45_red_xloc)/2)
p45_label_yloc=1.0*100
blue4_100=100
red4_100=100

plot(blue4_100, style=plot.style_columns, offset=-p45_blue_xloc, color=color.blue, transp=60, show_last=1)
plot(red4_100, style=plot.style_columns, offset=-p45_red_xloc, color=color.red, transp=60, show_last=1)
plot(pblue5, style=plot.style_columns, offset=-p45_blue_xloc, color=color.blue, transp=40, show_last=1)
plot(pred5, style=plot.style_columns, offset=-p45_red_xloc, color=color.red, transp=40, show_last=1)
// label_pred_45=label.new(bar_index[p45_red_xloc],pred5,style=label.style_none,text=tostring(truncate(pred5,2))+"%")
// label.delete(label_pred_45[1])
// //label_4dn=label.new(bar_index[p45_red_xloc],red4,style=label.style_none,text="4 bars downward: "+tostring(red4))
// //label.delete(label_4dn[1])
// label_pblue_45=label.new(bar_index[p45_blue_xloc],pblue5,style=label.style_none,text=tostring(truncate(pblue5,2))+"%")
// label.delete(label_pblue_45[1])
// //label_4up=label.new(bar_index[p45_blue_xloc],blue4,style=label.style_none,text="4 bars upward: "+tostring(blue4))
// //label.delete(label_4up[1])
// label_45=label.new(bar_index[p45_lable_xloc],p45_label_yloc,style=label.style_labeldown,text="5 bars same direction", color=color.orange)
// label.delete(label_45[1])

//Percent 6th bar has same direction
pred6=(red6/red5)*100
pblue6=(blue6/blue5)*100

//5->6
p56_blue_xloc=12
p56_red_xloc=14
p56_lable_xloc=round((p56_blue_xloc+p56_red_xloc)/2)
p56_label_yloc=1.0*100
blue5_100=100
red5_100=100

plot(blue5_100, style=plot.style_columns, offset=-p56_blue_xloc, color=color.blue, transp=60, show_last=1)
plot(red5_100, style=plot.style_columns, offset=-p56_red_xloc, color=color.red, transp=60, show_last=1)
plot(pblue6, style=plot.style_columns, offset=-p56_blue_xloc, color=color.blue, transp=40, show_last=1)
plot(pred6, style=plot.style_columns, offset=-p56_red_xloc, color=color.red, transp=40, show_last=1)
// label_pred_56=label.new(bar_index[p56_red_xloc],pred6,style=label.style_none,text=tostring(truncate(pred6,2))+"%")
// label.delete(label_pred_56[1])
// //label_5dn=label.new(bar_index[p56_red_xloc],red5,style=label.style_none,text="5 bars downward: "+tostring(red5))
// //label.delete(label_5dn[1])
// label_pblue_56=label.new(bar_index[p56_blue_xloc],pblue6,style=label.style_none,text=tostring(truncate(pblue6,2))+"%")
// label.delete(label_pblue_56[1])
// //label_5up=label.new(bar_index[p56_blue_xloc],blue5,style=label.style_none,text="5 bars upward: "+tostring(blue5))
// //label.delete(label_5up[1])
// label_56=label.new(bar_index[p56_lable_xloc],p56_label_yloc,style=label.style_labeldown,text="6 bars same direction", color=color.orange)
// label.delete(label_56[1])

//Percent 7th bar has same direction
pred7=(red7/red6)*100
pblue7=(blue7/blue6)*100

//6->7
p67_blue_xloc=16
p67_red_xloc=18
p67_lable_xloc=round((p67_blue_xloc+p67_red_xloc)/2)
p67_label_yloc=1.0*100
blue6_100=100
red6_100=100

plot(blue6_100, style=plot.style_columns, offset=-p67_blue_xloc, color=color.blue, transp=60, show_last=1)
plot(red6_100, style=plot.style_columns, offset=-p67_red_xloc, color=color.red, transp=60, show_last=1)
plot(pblue7, style=plot.style_columns, offset=-p67_blue_xloc, color=color.blue, transp=40, show_last=1)
plot(pred7, style=plot.style_columns, offset=-p67_red_xloc, color=color.red, transp=40, show_last=1)
// label_pred_67=label.new(bar_index[p67_red_xloc],pred7,style=label.style_none,text=tostring(truncate(pred7,2))+"%")
// label.delete(label_pred_67[1])
// //label_6dn=label.new(bar_index[p67_red_xloc],red6,style=label.style_none,text="6 bars downward: "+tostring(red6))
// //label.delete(label_6dn[1])
// label_pblue_67=label.new(bar_index[p67_blue_xloc],pblue7,style=label.style_none,text=tostring(truncate(pblue7,2))+"%")
// label.delete(label_pblue_67[1])
// //label_6up=label.new(bar_index[p67_blue_xloc],blue6,style=label.style_none,text="6 bars upward: "+tostring(blue6))
// //label.delete(label_6up[1])
// label_67=label.new(bar_index[p67_lable_xloc],p67_label_yloc,style=label.style_labeldown,text="7 bars same direction", color=color.orange)
// label.delete(label_67[1])

//Plot Time Label
time_label_yloc=1.4*100
time_lable_xloc=round((p67_red_xloc+p23_blue_xloc)/2)
time_label_text="Bar's Direction Info From: "+tostring(FromDay)+"/"+tostring(FromMonth)+"/"+tostring(FromYear)+" To: "+tostring(ToDay)+"/"+tostring(ToMonth)+"/"+tostring(ToYear)
// label_time=label.new(bar_index[time_lable_xloc],time_label_yloc,style=label.style_none,text=time_label_text, color=color.aqua)
// label.delete(label_time[1])

//Signal
//Put signal
x1=
       pblue3<50?blue2[0]>blue2[1] and blue3[0]==blue3[1]:false
x2=
       pblue4<50?blue3[0]>blue3[1] and blue4[0]==blue4[1]:false
x3=
       pblue5<50?blue4[0]>blue4[1] and blue5[0]==blue5[1]:false
x4=
       pblue6<50?blue5[0]>blue5[1] and blue6[0]==blue6[1]:false
x5=
       pblue7<50?blue6[0]>blue6[1] and blue7[0]==blue7[1]:false

//Call signal
y1=
       pred3<50?red2[0]>red2[1] and red3[0]==red3[1]:false
y2=
       pred4<50?red3[0]>red3[1] and red4[0]==red4[1]:false
y3=
       pred5<50?red4[0]>red4[1] and red5[0]==red5[1]:false
y4=
       pred6<50?red5[0]>red5[1] and red6[0]==red6[1]:false
y5=
       pred7<50?red6[0]>red6[1] and red7[0]==red7[1]:false

//Function
xTech=
       set1?x1:false
       or set2?x2:false
       or set3?x3:false
       or set4?x4:false
       or set5?x5:false
       

yTech=
       set1?y1:false
       or set2?y2:false
       or set3?y3:false
       or set4?y4:false
       or set5?y5:false
       

//Plot Analyzing Signals
hline1=hline(-100)
hline2=hline(-1.6*100)
hline0=hline(0)
sigtext=xTech?"Put signal":yTech?"Call signal":"Analyzing Signals - Bar's Time left:"+tostring(minutesLeft)+":"+tostring(secondsLeft)
sig_col=xTech?color.new(color.red,0):yTech?color.new(color.blue,0):color.new(color.navy,0)
// label_sig_text = label.new(bar_index[0], -1.5*100, text=sigtext, style=label.style_none, textcolor=sig_col, size=size.large)
// label.delete(label_sig_text[1])

//plot Signal

putcol = xTech? color.red : na
callcol = yTech? color.blue : na
PutSignal= xTech and window1() and t0_DvM?-100:na
CallSignal= yTech and window1() and t0_DvM?-100:na

plot(PutSignal, title='Put Signal', style=plot.style_columns, color=color.red, offset=1, transp=0)
plot(CallSignal, title='Call Signal', style=plot.style_columns, color=color.blue, offset=1, transp=0)
plotshape(PutSignal, title='Put', text="Put", style=shape.labeldown, location=location.bottom, color=color.orange, textcolor=color.black, offset=1, transp=0)
plotshape(CallSignal, title='Call', text="Call", style=shape.labelup, location=location.bottom, color=color.orange, textcolor=color.black, offset=1, transp=0)

//Backtesting
strategy.entry("Call", strategy.long, when=yTech and window1() and t0_DvM)
strategy.entry("Put", strategy.short, when=xTech and window1() and t0_DvM)
strategy.close_all(when=barstate.isnew)
//EOF