平均価格変動に基づく取引戦略


作成日: 2024-02-02 11:02:02 最終変更日: 2024-02-02 11:02:02
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平均価格変動に基づく取引戦略

概要

この戦略の核心思想は,平均価格の動きに基づいて取引シグナルを生成することである.これは,3つの異なるパラメータ設定の超トレンド指標を組み合わせ,ATRストップ,固定ストップ,パーセントストップ,ポイントストップなど,複数のストップ方法を設定している.

戦略上の優位性は,複数の超トレンドシステムを利用して信号の正確性を向上させ,同時に弾性的な止損設定を提供することにある.

戦略原則

  1. 三組の超トレンド指標を計算する.超トレンド線はATR指標と価格平均の倍数による計算である.価格が超トレンドラインを超えると看板信号,価格が超トレンドラインを下回ると下落信号である.

  2. ブリン帯の指標の上線と下線を使って価格の突破を判断する. ブリン帯の上線突破は看板信号で,下線突破は下落信号である.

  3. 3組の超トレンド指標を組み合わせた買入シグナルで,多頭と空頭の入場条件を満たしているかどうかを判断する.

  4. ATRストップ,固定ストップ,パーセンテージストップ,ポイントストップなどの複数のストップ方法を設定し,リスク管理を行う.

  5. ATR指標値の大きさに基づいて入場かどうかを判断する.これは,低波動率環境下での誤信号をフィルターするために使用できる.

戦略的優位性

  1. 複数のパラメータを組み合わせて異なる超トレンド指標を設定することで,信号の正確性を向上させることができる.

  2. ブリン帯の指標を使って,価格が上下軌道に突破したかどうかを判断し,偽突破を避ける.

  3. リスク管理のための多種多様なストップ・ロスを提供し,可能な限り許容範囲を超えた損失を回避します.

  4. ATR指標値を使用して,フィールドに入るか否かを制御し,誤導信号をフィルターすることができる.

戦略リスク

  1. 複数の指標の組み合わせで判断すると, タイミングが合っているので, 良き機会を逃してしまうかもしれません.

  2. ストップ・ロースの設定を間違えた場合,予想以上の損失を招く可能性があります.

  3. ブリン帯のパラメータ設定が不適切であることも信号の遅延を引き起こします.

  4. ATR指標値のフィルタリング条件を厳格に設定すると,より多くの信号がフィルタリングされる.

戦略最適化の方向性

  1. 超トレンド指標のATR周期パラメータを調整し,指標の感受性を最適化する.

  2. 超トレンド指標の入力として,重量移動平均などの異なるタイプの価格平均を試す.

  3. ブリン帯のパラメータを最適化して,価格の実際の動向により迅速に反応できるようにする.

  4. 市場の変動率の特徴を組み合わせて,ATR指標フィルターのパラメータ境界を調整する.

  5. 回測では,異なるストップ条件下での収益率をテストし,最適のストップポイントを見つけます.

要約する

この戦略は,複数の指標の波と判断信号を組み合わせることで,ある程度の部分的なノイズをフィルターする.同時に,リスクを管理するための弾力的な止損機構を提供する.パラメータを調整することで,より良い戦略のパフォーマンスを得ることができる.しかし,複数の指標の判断は,ビジネスチャンスを逃す問題にもつながる.全体的に,この戦略は,中長期投資に適しており,安定した投資収益を得ることができる.

ストラテジーソースコード
/*backtest
start: 2024-01-02 00:00:00
end: 2024-02-01 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// @version=5
// @strategy_alert_message {{strategy.order.comment}}
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TradeSmart22

strategy( title="ATR GOD Strategy by TradeSmart", overlay=true)

// PLOT SETTINGS
plot_signals = input.bool(true, title="Plot Signals", group="Plot Settings", tooltip="Show Long and Short signals on the signal candle, besides the actual entry points of the strategy.")
plot_sl_tp = input.bool(true, title="Plot SL/TP Lines", group="Plot Settings")

// STRATEGY SETTINGS
// Supertrend 1
plot_st_1 = input.bool(false, title="Plot Supertrend 1", group="Supertrend 1")
can_be_entry_signal_st_1 = input.bool(true, title="Supertrend 1 can be entry signal", group="Supertrend 1", tooltip="This Supertrend will be checked for a potential entry signal. (meaning Buy for a Long entry and Sell for a Short entry) If disabled, the strategy will not enter on any Buy/Sell signals emitted by this particular Supertrend.\n\nNOTE: One of the Supertrends must be enabled to be a potential entry signal in order for the strategy to enter into any trades.")
long_trend_st_1 = input.string("uptrend", options=["uptrend", "downtrend", "unspecified"], title="Long: Supertrend 1 has to be in", group="Supertrend 1", tooltip="When checking for a potential Long entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
short_trend_st_1 = input.string("downtrend", options=["uptrend", "downtrend", "unspecified"], title="Short: Supertrend 1 has to be in", group="Supertrend 1", tooltip="When checking for a potential Short entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
per_st_1 = input.int(20, title="ATR Period 1", group="Supertrend 1")
src_st_1 = input(hl2, title="Source 1", group="Supertrend 1")
mult_st_1 = input.float(2.0, title="ATR Multiplier 1", step=0.1, group="Supertrend 1")

atr_st_1 = ta.atr(per_st_1)
up_st_1 = src_st_1 - (mult_st_1 * atr_st_1)
up1_st_1 = nz(up_st_1[1], up_st_1)
up_st_1 := close[1] > up1_st_1 ? math.max(up_st_1, up1_st_1) : up_st_1
dn_st_1 = src_st_1 + (mult_st_1 * atr_st_1)
dn1_st_1 = nz(dn_st_1[1], dn_st_1)
dn_st_1 := close[1] < dn1_st_1 ? math.min(dn_st_1, dn1_st_1) : dn_st_1
trend_st_1 = 1
trend_st_1 := nz(trend_st_1[1], trend_st_1)
trend_st_1 := trend_st_1 == -1 and close > dn1_st_1 ? 1 : trend_st_1 == 1 and close < up1_st_1 ? -1 : trend_st_1
buySignal_st_1 = trend_st_1 == 1 and trend_st_1[1] == -1
sellSignal_st_1 = trend_st_1 == -1 and trend_st_1[1] == 1

upPlot_st_1 = plot(trend_st_1 == 1 ? up_st_1 : na, title="Up Trend 1", style=plot.style_linebr, linewidth=1, color=color.rgb(20, 100, 20, 10), display=plot_st_1 ? display.all : display.none)
plotshape(buySignal_st_1 and plot_st_1 ? up_st_1 : na, title="Start Up Trend 1", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(20, 100, 20, 10))
plotshape(buySignal_st_1 and plot_st_1 ? up_st_1 : na, title="Buy 1", text="Buy 1", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.rgb(20, 100, 20, 10), textcolor=color.white)

dnPlot_st_1 = plot(trend_st_1 == 1 ? na : dn_st_1, title="Down Trend 1", style=plot.style_linebr, linewidth=1, color=color.rgb(100, 20, 20, 10), display=plot_st_1 ? display.all : display.none)
plotshape(sellSignal_st_1 and plot_st_1 ? dn_st_1 : na, title="Start Down Trend 1", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(100, 20, 20, 10))
plotshape(sellSignal_st_1 and plot_st_1 ? dn_st_1 : na, title="Sell 1", text="Sell 1", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.rgb(100, 20, 20, 10), textcolor=color.white)

// Supertrend 2
plot_st_2 = input.bool(false, title="Plot Supertrend 2", group="Supertrend 2")
can_be_entry_signal_st_2 = input.bool(false, title="Supertrend 2 can be entry signal", group="Supertrend 2", tooltip="This Supertrend will be checked for a potential entry signal. (meaning Buy for a Long entry and Sell for a Short entry) If disabled, the strategy will not enter on any Buy/Sell signals emitted by this particular Supertrend.\n\nNOTE: One of the Supertrends must be enabled to be a potential entry signal in order for the strategy to enter into any trades.")
long_trend_st_2 = input.string("uptrend", options=["uptrend", "downtrend", "unspecified"], title="Long: Supertrend 2 has to be in", group="Supertrend 2", tooltip="When checking for a potential Long entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
short_trend_st_2 = input.string("downtrend", options=["uptrend", "downtrend", "unspecified"], title="Short: Supertrend 2 has to be in", group="Supertrend 2", tooltip="When checking for a potential Short entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
per_st_2 = input.int(5, title="ATR Period 2", group="Supertrend 2")
src_st_2 = input(hlcc4, title="Source 2", group="Supertrend 2")
mult_st_2 = input.float(15, title="ATR Multiplier 2", step=0.1, group="Supertrend 2")

atr_st_2 = ta.atr(per_st_2)
up_st_2 = src_st_2 - (mult_st_2 * atr_st_2)
up1_st_2 = nz(up_st_2[1], up_st_2)
up_st_2 := close[1] > up1_st_2 ? math.max(up_st_2, up1_st_2) : up_st_2
dn_st_2 = src_st_2 + (mult_st_2 * atr_st_2)
dn1_st_2 = nz(dn_st_2[1], dn_st_2)
dn_st_2 := close[1] < dn1_st_2 ? math.min(dn_st_2, dn1_st_2) : dn_st_2
trend_st_2 = 1
trend_st_2 := nz(trend_st_2[1], trend_st_2)
trend_st_2 := trend_st_2 == -1 and close > dn1_st_2 ? 1 : trend_st_2 == 1 and close < up1_st_2 ? -1 : trend_st_2
buySignal_st_2 = trend_st_2 == 1 and trend_st_2[1] == -1
sellSignal_st_2 = trend_st_2 == -1 and trend_st_2[1] == 1

upPlot_st_2 = plot(trend_st_2 == 1 ? up_st_2 : na, title="Up Trend 2", style=plot.style_linebr, linewidth=1, color=color.rgb(40, 100, 40, 10), display=plot_st_2 ? display.all : display.none)
plotshape(buySignal_st_2 and plot_st_2 ? up_st_2 : na, title="Start Up Trend 2", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(40, 100, 40, 10))
plotshape(buySignal_st_2 and plot_st_2 ? up_st_2 : na, title="Buy 2", text="Buy 2", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.rgb(40, 100, 40, 10), textcolor=color.white)

dnPlot_st_2 = plot(trend_st_2 == 1 ? na : dn_st_2, title="Down Trend 2", style=plot.style_linebr, linewidth=1, color=color.rgb(100, 40, 40, 10), display=plot_st_2 ? display.all : display.none)
plotshape(sellSignal_st_2 and plot_st_2 ? dn_st_2 : na, title="Start Down Trend 2", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(100, 40, 40, 10))
plotshape(sellSignal_st_2 and plot_st_2 ? dn_st_2 : na, title="Sell 2", text="Sell 2", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.rgb(100, 40, 40, 10), textcolor=color.white)

// Supertrend 3
plot_st_3 = input.bool(false, title="Plot Supertrend 3", group="Supertrend 3")
can_be_entry_signal_st_3 = input.bool(true, title="Supertrend 3 can be entry signal", group="Supertrend 3", tooltip="This Supertrend will be checked for a potential entry signal. (meaning Buy for a Long entry and Sell for a Short entry) If disabled, the strategy will not enter on any Buy/Sell signals emitted by this particular Supertrend.\n\nNOTE: One of the Supertrends must be enabled to be a potential entry signal in order for the strategy to enter into any trades.")
long_trend_st_3 = input.string("uptrend", options=["uptrend", "downtrend", "unspecified"], title="Long: Supertrend 3 has to be in", group="Supertrend 3", tooltip="When checking for a potential Long entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
short_trend_st_3 = input.string("downtrend", options=["uptrend", "downtrend", "unspecified"], title="Short: Supertrend 3 has to be in", group="Supertrend 3", tooltip="When checking for a potential Short entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
per_st_3 = input.int(10, title="ATR Period 3", group="Supertrend 3")
src_st_3 = input(hl2, title="Source 3", group="Supertrend 3")
mult_st_3 = input.float(3.0, title="ATR Multiplier 3", step=0.1, group="Supertrend 3")

atr_st_3 = ta.atr(per_st_3)
up_st_3 = src_st_3 - (mult_st_3 * atr_st_3)
up1_st_3 = nz(up_st_3[1], up_st_3)
up_st_3 := close[1] > up1_st_3 ? math.max(up_st_3, up1_st_3) : up_st_3
dn_st_3 = src_st_3 + (mult_st_3 * atr_st_3)
dn1_st_3 = nz(dn_st_3[1], dn_st_3)
dn_st_3 := close[1] < dn1_st_3 ? math.min(dn_st_3, dn1_st_3) : dn_st_3
trend_st_3 = 1
trend_st_3 := nz(trend_st_3[1], trend_st_3)
trend_st_3 := trend_st_3 == -1 and close > dn1_st_3 ? 1 : trend_st_3 == 1 and close < up1_st_3 ? -1 : trend_st_3
buySignal_st_3 = trend_st_3 == 1 and trend_st_3[1] == -1
sellSignal_st_3 = trend_st_3 == -1 and trend_st_3[1] == 1

upPlot_st_3 = plot(trend_st_3 == 1 ? up_st_3 : na, title="Up Trend 3", style=plot.style_linebr, linewidth=1, color=color.rgb(60, 100, 60, 10), display=plot_st_3 ? display.all : display.none)
plotshape(buySignal_st_3 and plot_st_3 ? up_st_3 : na, title="Start Up Trend 3", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(60, 100, 60, 10))
plotshape(buySignal_st_3 and plot_st_3 ? up_st_3 : na, title="Buy 3", text="Buy 3", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.rgb(60, 100, 60, 10), textcolor=color.white)

dnPlot_st_3 = plot(trend_st_3 == 1 ? na : dn_st_3, title="Down Trend 3", style=plot.style_linebr, linewidth=1, color=color.rgb(100, 60, 60, 10), display=plot_st_3 ? display.all : display.none)
plotshape(sellSignal_st_3 and plot_st_3 ? dn_st_3 : na, title="Start Down Trend 3", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(100, 60, 60, 10))
plotshape(sellSignal_st_3 and plot_st_3 ? dn_st_3 : na, title="Sell 3", text="Sell 3", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.rgb(100, 60, 60, 10), textcolor=color.white)

// Supertrend 4
plot_st_4 = input.bool(false, title="Plot Supertrend 4", group="Supertrend 4")
can_be_entry_signal_st_4 = input.bool(true, title="Supertrend 4 can be entry signal", group="Supertrend 4", tooltip="This Supertrend will be checked for a potential entry signal. (meaning Buy for a Long entry and Sell for a Short entry) If disabled, the strategy will not enter on any Buy/Sell signals emitted by this particular Supertrend.\n\nNOTE: One of the Supertrends must be enabled to be a potential entry signal in order for the strategy to enter into any trades.")
long_trend_st_4 = input.string("uptrend", options=["uptrend", "downtrend", "unspecified"], title="Long: Supertrend 4 has to be in", group="Supertrend 4", tooltip="When checking for a potential Long entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
short_trend_st_4 = input.string("downtrend", options=["uptrend", "downtrend", "unspecified"], title="Short: Supertrend 4 has to be in", group="Supertrend 4", tooltip="When checking for a potential Short entry signal, this particular Supertrend must be in the set trend or undefined (meaning that it can be in either up/down trends).")
per_st_4 = input.int(20, title="ATR Period 4", group="Supertrend 4")
src_st_4 = input(hl2, title="Source 4", group="Supertrend 4")
mult_st_4 = input.float(10.0, title="ATR Multiplier 4", step=0.1, group="Supertrend 4")

atr_st_4 = ta.atr(per_st_4)
up_st_4 = src_st_4 - (mult_st_4 * atr_st_4)
up1_st_4 = nz(up_st_4[1], up_st_4)
up_st_4 := close[1] > up1_st_4 ? math.max(up_st_4, up1_st_4) : up_st_4
dn_st_4 = src_st_4 + (mult_st_4 * atr_st_4)
dn1_st_4 = nz(dn_st_4[1], dn_st_4)
dn_st_4 := close[1] < dn1_st_4 ? math.min(dn_st_4, dn1_st_4) : dn_st_4
trend_st_4 = 1
trend_st_4 := nz(trend_st_4[1], trend_st_4)
trend_st_4 := trend_st_4 == -1 and close > dn1_st_4 ? 1 : trend_st_4 == 1 and close < up1_st_4 ? -1 : trend_st_4
buySignal_st_4 = trend_st_4 == 1 and trend_st_4[1] == -1
sellSignal_st_4 = trend_st_4 == -1 and trend_st_4[1] == 1

upPlot_st_4 = plot(trend_st_4 == 1 ? up_st_4 : na, title="Up Trend 4", style=plot.style_linebr, linewidth=1, color=color.rgb(0, 100, 100, 10), display=plot_st_4 ? display.all : display.none)
plotshape(buySignal_st_4 and plot_st_4 ? up_st_4 : na, title="Start Up Trend 4", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(0, 100, 100, 10))
plotshape(buySignal_st_4 and plot_st_4 ? up_st_4 : na, title="Buy 4", text="Buy 4", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.rgb(0, 100, 100, 10), textcolor=color.white)

dnPlot_st_4 = plot(trend_st_4 == 1 ? na : dn_st_4, title="Down Trend 4", style=plot.style_linebr, linewidth=1, color=color.rgb(100, 0, 100, 10), display=plot_st_4 ? display.all : display.none)
plotshape(sellSignal_st_4 and plot_st_4 ? dn_st_4 : na, title="Start Down Trend 4", location=location.absolute, style=shape.circle, size=size.tiny, color=color.rgb(100, 0, 100, 10))
plotshape(sellSignal_st_4 and plot_st_4 ? dn_st_4 : na, title="Sell 4", text="Sell 4", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.rgb(100, 0, 100, 10), textcolor=color.white)

// Exit Strategy
function(source, length, smoothing) => 
	if smoothing == "RMA/SMMA"
		ta.rma(source, length)
	else
		if smoothing == "SMA"
			ta.sma(source, length)
		else
			if smoothing == "EMA"
				ta.ema(source, length)
			else
				ta.wma(source, length)

formula(number, decimals) =>
    factor = math.pow(10, decimals)
    int(number * factor) / factor
    
use_atr_based_sl = input.bool(true, "ATR Based Stop Loss", group="Exit Strategy", tooltip="Please select only one active stop loss. Default value (if nothing or multiple stop losses are selected) is the 'ATR Based Stop Loss'.")
nnatr_length = input.int(100, title = "ATR Length", group="Exit Strategy")
smoothing = input.string("RMA/SMMA", title="ATR Smoothing", options=["RMA/SMMA", "SMA", "EMA", "WMA"], group="Exit Strategy")
use_low_high_based_sl = input.bool(false, "Candle Low/High Based Stop Loss", group="Exit Strategy", tooltip="Use recent lowest or highest point (depending on long/short position) to calculate stop loss value.\n\nSet 'Base Risk Multiplier' to 1 if you would like to use the calculated value as is. Setting it to a different value will count as an additional multiplier.\n\nPlease select only one active stop loss. Default value (if nothing or multiple stop losses are selected) is the 'ATR Based Stop Loss'.")
candle_lookback_sl = input.int(50, title="Candle Lookback", group="Exit Strategy")
use_percentage_based_sl = input.bool(false, "Percentage Based Stop Loss", group="Exit Strategy", tooltip="Set the stop loss to current price - % of current price (long) or price + % of current price (short).\n\nSet 'Base Risk Multiplier' to 1 if you would like to use the calculated value as is. Setting it to a different value will count as an additional multiplier.\n\nPlease select only one active stop loss. Default value (if nothing or multiple stop losses are selected) is the 'ATR Based Stop Loss'.")
percentage_sl = input.float(0.3, title="Percentage", group="Exit Strategy")
use_pip_based_sl = input.bool(false, "Pip Based Stop Loss", group="Exit Strategy", tooltip="Set the stop loss to current price - x pips (long) or price + x pips (short).\n\nSet 'Base Risk Multiplier' to 1 if you would like to use the calculated value as is. Setting it to a different value will count as an additional multiplier.\n\nPlease select only one active stop loss. Default value (if nothing or multiple stop losses are selected) is the 'ATR Based Stop Loss'.")
pip_sl = input.int(10, title = "Pip", group="Exit Strategy")
nnatr_loss = input.float(4.5, title="Base Risk Multiplier", minval = 0.1, step = 0.1, group="Exit Strategy")
rr_ratio = input.float(1.5, title="Risk to Reward Ratio", minval = 0.1, step = 0.1, group="Exit Strategy")

nnatr_profit = nnatr_loss * rr_ratio
    
nnatr = formula(function(ta.tr(true), nnatr_length, smoothing), 5)

lowest_point_sl = ta.lowest(candle_lookback_sl)
highest_point_sl = ta.highest(candle_lookback_sl)
percentage_val = percentage_sl * 0.01
percentage_long_sl = close - (close * percentage_val * nnatr_loss)
percentage_short_sl = close + (close * percentage_val * nnatr_loss)
pip_long_sl = close - pip_sl * syminfo.mintick
pip_short_sl = close + pip_sl * syminfo.mintick

b_atr_buy  = use_atr_based_sl ? close + nnatr * nnatr_profit : use_low_high_based_sl ? close + (close - lowest_point_sl) * nnatr_profit : use_percentage_based_sl ? close + (close - percentage_long_sl) / nnatr_loss * nnatr_profit : use_pip_based_sl ? close + (close - pip_long_sl) * nnatr_profit : close + nnatr * nnatr_profit
b_atr_sell = use_atr_based_sl ? close - nnatr * nnatr_loss : use_low_high_based_sl ? lowest_point_sl * nnatr_loss : use_percentage_based_sl ? percentage_long_sl : use_pip_based_sl ? pip_long_sl : close - nnatr * nnatr_loss

s_atr_buy  = use_atr_based_sl ? close - nnatr * nnatr_profit : use_low_high_based_sl ? close - (highest_point_sl - close) * nnatr_profit : use_percentage_based_sl ? close - (percentage_short_sl - close) / nnatr_loss * nnatr_profit : use_pip_based_sl ? close - (pip_short_sl - close) * nnatr_profit : close - nnatr * nnatr_profit
s_atr_sell = use_atr_based_sl ? close + nnatr * nnatr_loss : use_low_high_based_sl ? highest_point_sl * nnatr_loss : use_percentage_based_sl ? percentage_short_sl : use_pip_based_sl ? pip_short_sl : close + nnatr * nnatr_loss

// FORCE EXITING
use_force_exit_exact_time_1 = input.bool(false, title="1 - Force exit on custom session close", group="Force Exiting", inline="force_exit_exact_time_1")
force_exit_exact_time_1 = input("0930-1630:1234567", title="", group="Force Exiting", inline="force_exit_exact_time_1", tooltip="If enabled, trades will close automatically after the set session is closed (on next candle's open). CAUTION: do not set the start and end times of the session to the same value!")
custom_session_1 = time("30S", force_exit_exact_time_1)

use_force_exit_exact_time_2 = input.bool(false, title="2 - Force exit on custom session close", group="Force Exiting", inline="force_exit_exact_time_2")
force_exit_exact_time_2 = input("0930-1630:1234567", title="", group="Force Exiting", inline="force_exit_exact_time_2", tooltip="If enabled, trades will close automatically after the set session is closed (on next candle's open). CAUTION: do not set the start and end times of the session to the same value!")
custom_session_2 = time("30S", force_exit_exact_time_2)

use_force_exit_exact_time_3 = input.bool(false, title="3 - Force exit on custom session close", group="Force Exiting", inline="force_exit_exact_time_3")
force_exit_exact_time_3 = input("0930-1630:1234567", title="", group="Force Exiting", inline="force_exit_exact_time_3", tooltip="If enabled, trades will close automatically after the set session is closed (on next candle's open). CAUTION: do not set the start and end times of the session to the same value!")
custom_session_3 = time("30S", force_exit_exact_time_3)

use_force_exit_exact_time_4 = input.bool(false, title="4 - Force exit on custom session close", group="Force Exiting", inline="force_exit_exact_time_4")
force_exit_exact_time_4 = input("0930-1630:1234567", title="", group="Force Exiting", inline="force_exit_exact_time_4", tooltip="If enabled, trades will close automatically after the set session is closed (on next candle's open). CAUTION: do not set the start and end times of the session to the same value!")
custom_session_4 = time("30S", force_exit_exact_time_4)

// BASE SETUPS
allow_long = input.bool(true, title="Allow Long Entries", group="Base Setups")
allow_short = input.bool(true, title="Allow Short Entries", group="Base Setups")
order_size_value = input.float(100000, title='Order Size', minval=0, inline="ordersize", group="Base Setups")
order_size_type = input.string("Cash", title="", inline="ordersize", options=["Cash", "Contract(s)", "Capital Percentage"], group="Base Setups", tooltip="Adjust how the position size is calculated:\n\nCash: only the set cash ammount will be used for each trade\n\nContract(s): the adjusted number of contracts will be used for each trade\n\nCapital Percentage: a % of the current available capital will be used for each trade")

// ATR Filter
switch_ma(maType, maSrc, maLen) =>
    float maOut = switch maType
    	"SMA" => ta.sma(maSrc, maLen)
    	"EMA" => ta.ema(maSrc, maLen)
    	"WMA" => ta.wma(maSrc, maLen)
    	"VWMA" => ta.vwma(maSrc, maLen)
    	"RMA/SMMA" => ta.rma(maSrc, maLen)
    	"SWMA" => ta.swma(maSrc)
    	"HMA" => ta.hma(maSrc, maLen)

use_atr_limiter = input.bool(true, title="Use ATR Limiter", group="ATR Limiter", tooltip="Only enter into any position (long/short) if ATR value is higher than the Low Boundary and lower than the High Boundary.")
atrlim_len = input(50, title="ATR Limiter Length", group="ATR Limiter")
atrlim_smoothing = input.string("RMA/SMMA", title="ATR Limiter Smoothing", options=["RMA/SMMA", "SMA", "EMA", "WMA"], group="ATR Limiter")
atrlim_boundary_high = input.float(1000, title="High Boundary", group="ATR Limiter")
atrlim_boundary_low = input.float(0.0003, title="Low Boundary", group="ATR Limiter")

atrlim_val = formula(function(ta.tr(true), atrlim_len, atrlim_smoothing), 5)
plot(atrlim_val, title='atrlim_val', color=color.yellow)

atrlim_calc_by_ma = input.string("ATR value under MA", options=["ATR value over MA", "ATR value under MA", "Unspecified"], title="MA based calculation", group="ATR Limiter", tooltip="If not Unspecified, an MA is calculated with the ATR value as source. Only enter into position (long/short) if ATR value is higher/lower than the MA.")
atrlim_ema_type = input.string("RMA/SMMA", options=["SMA", "EMA", "WMA", "VWMA", "RMA/SMMA", "SWMA", "HMA"], title="MA Type", group="ATR Limiter")
atrlim_ema_len = input.int(400, title="MA Length", minval=1, group="ATR Limiter")
atrlim_ema = switch_ma(atrlim_ema_type, atrlim_val, atrlim_ema_len)

check_atr_lim_long() =>
    use_atr_limiter ? atrlim_calc_by_ma == "ATR value over MA" ? atrlim_val > atrlim_ema and atrlim_val < atrlim_boundary_high and atrlim_val > atrlim_boundary_low : atrlim_calc_by_ma == "ATR value under MA" ? atrlim_val < atrlim_ema and atrlim_val < atrlim_boundary_high and atrlim_val > atrlim_boundary_low : atrlim_val < atrlim_boundary_high and atrlim_val > atrlim_boundary_low : true
    
check_atr_lim_short() =>
    use_atr_limiter ? atrlim_calc_by_ma == "ATR value over MA" ? atrlim_val > atrlim_ema and atrlim_val > atrlim_boundary_low and atrlim_val < atrlim_boundary_high : atrlim_calc_by_ma == "ATR value under MA" ? atrlim_val < atrlim_ema and atrlim_val > atrlim_boundary_low and atrlim_val < atrlim_boundary_high : atrlim_val > atrlim_boundary_low and atrlim_val < atrlim_boundary_high : true   

// Entry Logic
green_1 = trend_st_1 == 1
green_2 = trend_st_2 == 1 
green_3 = trend_st_3 == 1 
green_4 = trend_st_4 == 1 

red_1 = trend_st_1 != 1 
red_2 = trend_st_2 != 1
red_3 = trend_st_3 != 1
red_4 = trend_st_4 != 1

st_uptrend_bool_arr = array.from(green_1, green_2, green_3, green_4)
st_downtrend_bool_arr = array.from(red_1, red_2, red_3, red_4)

st_buy_signal_arr = array.from(buySignal_st_1, buySignal_st_2, buySignal_st_3, buySignal_st_4)
last_st_buy_signal_arr = array.from(buySignal_st_1[1], buySignal_st_2[1], buySignal_st_3[1], buySignal_st_4[1])

st_sell_signal_arr = array.from(sellSignal_st_1, sellSignal_st_2, sellSignal_st_3, sellSignal_st_4)
last_st_sell_signal_arr = array.from(sellSignal_st_1[1], sellSignal_st_2[1], sellSignal_st_3[1], sellSignal_st_4[1])

long_trend_arr = array.from(long_trend_st_1, long_trend_st_2, long_trend_st_3, long_trend_st_4)
short_trend_arr = array.from(short_trend_st_1, short_trend_st_2, short_trend_st_3, short_trend_st_4)

long_trends_ok = true
short_trends_ok = true
for [index, value] in st_uptrend_bool_arr
    if value 
        if array.get(long_trend_arr, index) == "downtrend"
            long_trends_ok := false
        if array.get(short_trend_arr, index) == "downtrend"
            short_trends_ok := false

for [index, value] in st_downtrend_bool_arr
    if value 
        if array.get(long_trend_arr, index) == "uptrend"
            long_trends_ok := false
        if array.get(short_trend_arr, index) == "uptrend"
            short_trends_ok := false

can_be_entry_signal_arr = array.from(can_be_entry_signal_st_1, can_be_entry_signal_st_2, can_be_entry_signal_st_3, can_be_entry_signal_st_4)

long_trigger = false
short_trigger = false
for [index, value] in st_buy_signal_arr
    if array.get(st_buy_signal_arr, index) and not array.get(last_st_buy_signal_arr, index) and array.get(can_be_entry_signal_arr, index)
        long_trigger := true
    if array.get(st_sell_signal_arr, index) and not array.get(last_st_sell_signal_arr, index) and array.get(can_be_entry_signal_arr, index)
        short_trigger := true

check_entry_long() => long_trigger and long_trends_ok
check_entry_short() => short_trigger and short_trends_ok

// WADDAH ATTAR FILTER
wafilt_calc_macd(source, fast_length, fast_type, slow_length, slow_type) =>
    fast_ma = switch_ma(fast_type, source, fast_length)

    slow_ma = switch_ma(slow_type, source, slow_length)

	fast_ma - slow_ma

wafilt_calc_BBUpper(ma_type, source, length, mult) =>
    basis = switch_ma(ma_type, source, length)

	dev = mult * ta.stdev(source, length)
	basis + dev

wafilt_calc_BBLower(ma_type, source, length, mult) => 
    basis = switch_ma(ma_type, source, length)

	dev = mult * ta.stdev(source, length)
	basis - dev
	
wa_entry_logic = input.string("Not specified", options=["Explosion over Deadzone", "Explosion under Deadzone", "Not specified"], title="Explosion/Deadzone relation", group="Waddah Attar Filter", tooltip="Explosion over Deadzone: trades will only happen if the explosion line is over the deadzone line;\n\nExplosion under Deadzone: trades will only happen if the explosion line is under the deadzone line;\n\nNot specified: the opening of trades will not be based on the relation between the explosion and deadzone lines.")
wafilt_only_trade_when_trend = input.string("Not specified", options=["Strong Trends", "Soft Trends", "All Trends", "Not specified"], title="Limit trades based on trends", group="Waddah Attar Filter", tooltip="Strong Trends: only enter long if the WA bar is colored green (there is an uptrend and the current bar is higher then the previous); only enter short if the WA bar is colored red (there is a downtrend and the current bar is higher then the previous);\n\nSoft Trends: only enter long if the WA bar is colored lime (there is an uptrend and the current bar is lower then the previous); only enter short if the WA bar is colored orange (there is a downtrend and the current bar is lower then the previous);\n\nAll Trends: only enter long if the WA bar is colored green or lime (there is an uptrend); only enter short if the WA bar is colored red or orange (there is a downtrend);\n\nNot specified: the color of the WA bar (trend) is not relevant when considering entries.")
wa_over_e_dz = input.string("Not specified", options=["Over Explosion and Deadzone", "Not specified"], title="WA bar value", group="Waddah Attar Filter", tooltip="Over Explosion and Deadzone: only enter trades when the WA bar value is over the Explosion and Deadzone lines;\n\nNot specified: the relation between the explosion/deadzone lines to the value of the WA bar will not be used to filter opening trades.")
wafilt_sensitivity = input(150, title="Sensitivity", group="Waddah Attar Filter")
wafilt_fast_type = input.string("SMA", options=["SMA", "EMA", "WMA", "VWMA", "RMA/SMMA", "SWMA", "HMA"], title="Fast MA Type", inline="wa_1", group="Waddah Attar Filter")
wafilt_fast_length=input(10, title="Fast MA Length", inline="wa_1", group="Waddah Attar Filter")
wafilt_slow_type = input.string("SMA", options=["SMA", "EMA", "WMA", "VWMA", "RMA/SMMA", "SWMA", "HMA"], title="Slow MA Type", inline="wa_2", group="Waddah Attar Filter")
wafilt_slow_length=input(20, title="Slow MA Length", inline="wa_2", group="Waddah Attar Filter")
wafilt_channel_type = input.string("EMA", options=["SMA", "EMA", "WMA", "VWMA", "RMA/SMMA", "SWMA", "HMA"], title="Channel MA Type", group="Waddah Attar Filter")
wafilt_channel_length=input(20, title="BB Channel Length", inline="wa_3", group="Waddah Attar Filter")
wafilt_mult=input(2.0, title="BB Stdev Multiplier", inline="wa_3", group="Waddah Attar Filter")

wafilt_dead_zone = nz(ta.rma(ta.tr(true),100)) * 3.7

wafilt_t1 = (wafilt_calc_macd(close, wafilt_fast_length, wafilt_fast_type, wafilt_slow_length, wafilt_slow_type) - wafilt_calc_macd(close[1], wafilt_fast_length, wafilt_fast_type, wafilt_slow_length, wafilt_slow_type)) * wafilt_sensitivity

wafilt_e1 = (wafilt_calc_BBUpper(wafilt_channel_type, close, wafilt_channel_length, wafilt_mult) - wafilt_calc_BBLower(wafilt_channel_type, close, wafilt_channel_length, wafilt_mult))

wafilt_trend_up = (wafilt_t1 >= 0) ? wafilt_t1 : 0
wafilt_trend_down = (wafilt_t1 < 0) ? (-1 * wafilt_t1) : 0
wafilt_trend_up_color = wafilt_trend_up < wafilt_trend_up[1] ? color.lime : color.green
wafilt_trend_down_color = wafilt_trend_down < wafilt_trend_down[1] ? color.orange : color.red

wafilt_trend_val = wafilt_trend_up != 0 ? wafilt_trend_up : wafilt_trend_down
wafilt_trend_color = wafilt_trend_up != 0 ? wafilt_trend_up_color : wafilt_trend_down_color

check_waddah_attar_long() =>
    logic = wa_entry_logic == "Explosion over Deadzone" ? wafilt_e1 > wafilt_dead_zone : wa_entry_logic == "Explosion under Deadzone" ? wafilt_e1 < wafilt_dead_zone : true
    trend = wafilt_only_trade_when_trend == "All Trends" ? wafilt_trend_color == color.lime or wafilt_trend_color == color.green : wafilt_only_trade_when_trend == "Strong Trends" ? wafilt_trend_color == color.green : wafilt_only_trade_when_trend == "Soft Trends" ? wafilt_trend_color == color.lime : true
    wa_bar_value = wa_over_e_dz == "Over Explosion and Deadzone" ? wafilt_trend_val > wafilt_e1 and wafilt_trend_val > wafilt_dead_zone : true
    logic and trend and wa_bar_value

check_waddah_attar_short() =>
    logic = wa_entry_logic == "Explosion over Deadzone" ? wafilt_e1 > wafilt_dead_zone : wa_entry_logic == "Explosion under Deadzone" ? wafilt_e1 < wafilt_dead_zone : true
    trend = wafilt_only_trade_when_trend == "All Trends" ? wafilt_trend_color == color.red or wafilt_trend_color == color.orange : wafilt_only_trade_when_trend == "Strong Trends" ? wafilt_trend_color == color.red : wafilt_only_trade_when_trend == "Soft Trends" ? wafilt_trend_color == color.orange : true
    wa_bar_value = wa_over_e_dz == "Over Explosion and Deadzone" ? wafilt_trend_val > wafilt_e1 and wafilt_trend_val > wafilt_dead_zone : true
    logic and trend and wa_bar_value

// TREND FILTER
use_long_trend_filter_1 = input.bool(false, title="Use long trend filter 1", group="Trend Filter", tooltip="Only enter long if price is above Long MA.")
show_long_trend_filter_1 = input.bool(false, title="Show long trend filter 1", group="Trend Filter", tooltip="Plot the selected MA on the chart.")
long_ma_type_1 = input.string("EMA", options=["SMA", "EMA", "WMA", "VWMA", "RMA/SMMA", "SWMA", "HMA"], title="TF1 - MA Type", inline="lTF1", group="Trend Filter")
long_ma_len_1 = input.int(120, title="TF1 - MA Length", inline="lTF1", group="Trend Filter")
long_ma_source_1 = input(close, title="TF1 - MA Source", inline="lTF1", group="Trend Filter")

float long_ma_tf_1 = switch_ma(long_ma_type_1, long_ma_source_1, long_ma_len_1)

use_short_trend_filter_1 = input.bool(false, title="Use short trend filter 1", group="Trend Filter", tooltip="Only enter short if price is under Short MA.")
show_short_trend_filter_1 = input.bool(false, title="Show short trend filter 1", group="Trend Filter", tooltip="Plot the selected MA on the chart.")
short_ma_type_1 = input.string("EMA", options=["SMA", "EMA", "WMA", "VWMA", "RMA/SMMA", "SWMA", "HMA"], title="TF2 - MA Type", inline="sTF1", group="Trend Filter")
short_ma_len_1 = input.int(120, title="TF2 - MA Length", inline="sTF1", group="Trend Filter")
short_ma_source_1 = input(close, title="TF2 - MA Source", inline="sTF1", group="Trend Filter")

float short_ma_tf_1 = switch_ma(short_ma_type_1, short_ma_source_1, short_ma_len_1)

plot(long_ma_tf_1, color=color.blue, display=show_long_trend_filter_1 ? display.all : display.none, title="Long Trend Filter 1")
plot(short_ma_tf_1, color=color.teal, display=show_short_trend_filter_1 ? display.all : display.none, title="Short Trend Filter 1")

check_trend_filter_long() =>
    long_filter_1 = use_long_trend_filter_1 ? close > long_ma_tf_1 : true
    long_filter_1

check_trend_filter_short() =>    
    short_filter_1 = use_short_trend_filter_1 ? close < short_ma_tf_1 : true
    short_filter_1

// VOLUME FILTER
use_volume_filter = input.bool(true, title="Only enter trades where volume is higher then the volume-based MA", group="Volume Filter", tooltip="A set type of MA will be calculated with the volume as source, and set length")
vol_ma_type = input.string("RMA/SMMA", options=["SMA", "EMA", "WMA", "VWMA", "RMA/SMMA", "SWMA", "HMA"], title="Volume-based MA Type", group="Volume Filter")
vol_ma_len = input.int(200, title="Volume-based MA Length", group="Volume Filter")
vol_ma = switch_ma(vol_ma_type, volume, vol_ma_len)

check_volume_filter() =>
    use_volume_filter ? volume > vol_ma : true

// DATE RANGE SETTINGS
limit_dates = input.bool(false, title="Limit Between Dates", group="Date Range Limiter")
start_date = input(timestamp("Jan 01 2023 00:00:00"), title="Start Date", group="Date Range Limiter")
end_date = input(timestamp("Jun 24 2023 00:00:00"), title="End Date", group="Date Range Limiter")

// SESSION LIMITER
show_session_plots = input.bool(false, title="Show session plots", group="Session Limiter", tooltip="Show crypto market sessions on chart: Sidney (red), Tokyo (orange), London (yellow), New York (green)")
use_session_limit = input.bool(false, title="Use session limiter", group="Session Limiter", tooltip="If enabled, trades will only happen in the ticked sessions below.")

limit_session1 = input.bool(false, title="Sidney session", group="Session Limiter", tooltip="Session between: 15:00 - 00:00 (EST)")
limit_session2 = input.bool(false, title="Tokyo session", group="Session Limiter", tooltip="Session between: 19:00 - 04:00 (EST)")
limit_session3 = input.bool(false, title="London session", group="Session Limiter", tooltip="Session between: 03:00 - 11:00 (EST)")
limit_session4 = input.bool(false, title="New York session", group="Session Limiter", tooltip="Session between: 08:00 - 17:00 (EST)")

session1 = time(timeframe.period, "1500-0000:1234567", "America/New_York") //Sydney Session
session2 = time(timeframe.period, "1900-0400:1234567", "America/New_York") //Tokyo Session
session3 = time(timeframe.period, "0300-1100:1234567", "America/New_York") //London Session
session4 = time(timeframe.period, "0800-1700:1234567", "America/New_York") //New York Session

bgcolor(session1 and show_session_plots ? color.new(color.red, 60) : na, title="Sydney Session")
bgcolor(session2 and show_session_plots ? color.new(color.orange, 60) : na, title="Tokyo Session")
bgcolor(session3 and show_session_plots ? color.new(color.yellow, 60) : na, title="London Session")
bgcolor(session4 and show_session_plots ? color.new(color.green, 60) : na, title="New York Session")

// TRADING TIME
limit_trading_time = input.bool(true, title="Limit Trading Time", group="Trading Time Limiter", tooltip="Tick this together with the options below to enable limiting based on day and time.")
days_to_trade_on = input.string("123567", title="Valid Trading Days Global", tooltip="If the Limit Trading Time is on, trades will only happen on days that are present in this field. If any of the not global Valid Trading Days is used, this field will be neglected.\n\nValues represent days: \nSunday (1), Monday (2), ..., Friday (6), Saturday(7)\nTo trade on all days use: 123457", group="Trading Time Limiter")
limit_day1 = input.bool(false, title="", group="Trading Time Limiter", inline="day1")
days_to_trade_on1 = input.string("23456", title="(1) Valid Trading Days", inline="day1", tooltip="Values represent days: \nSunday (1), Monday (2), ..., Friday (6), Saturday(7)\n\nScript will trade on days that are present in this field. Please make sure that this field and also (1) Valid Trading Hours Between is checked.", group="Trading Time Limiter")
valid_hours1 = input.bool(false, title="", inline="inline1", group="Trading Time Limiter", tooltip="Hours between which the trades can happen. The time is always in the exchange's timezone.")
hours_to_trade_on1 = input("1800-2000", title="(1) Valid Trading Hours Between", inline="inline1", group="Trading Time Limiter")
limit_day2 = input.bool(false, title="", group="Trading Time Limiter", inline="day2")
days_to_trade_on2 = input.string("1234567", title="(2) Valid Trading Days", inline="day2", tooltip="Values represent days: \nSunday (1), Monday (2), ..., Friday (6), Saturday(7)\n\nScript will trade on days that are present in this field. Please make sure that this field and also (2) Valid Trading Hours Between is checked.", group="Trading Time Limiter")
valid_hours2 = input.bool(false, title="", inline="inline2", group="Trading Time Limiter", tooltip="Hours between which the trades can happen. The time is always in the exchange's timezone.")
hours_to_trade_on2 = input("0930-1600", title="(2) Valid Trading Hours Between", inline="inline2", group="Trading Time Limiter")
limit_day3 = input.bool(false, title="", group="Trading Time Limiter", inline="day3")
days_to_trade_on3 = input.string("1234567", title="(3) Valid Trading Days", inline="day3", tooltip="Values represent days: \nSunday (1), Monday (2), ..., Friday (6), Saturday(7)\n\nScript will trade on days that are present in this field. Please make sure that this field and also (3) Valid Trading Hours Between is checked.", group="Trading Time Limiter")
valid_hours3 = input.bool(false, title="", inline="inline3", group="Trading Time Limiter", tooltip="Hours between which the trades can happen. The time is always in the exchange's timezone.")
hours_to_trade_on3 = input("0930-1600", title="(3) Valid Trading Hours Between", inline="inline3", group="Trading Time Limiter")

// PineConnector Automation
use_pc_automation = input.bool(false, title="Use PineConnector Automation | PLEASE READ TOOLTIP -->", group="PineConnector Automation", tooltip="NOTE! In order for the connection to MetaTrader to work, you will need do perform prerequisite steps, you can follow our full guide at our website, or refer to the official PineConnector Documentation.\n\nTo set up PineConnector Automation on the TradingView side, you will need to do the following:\n\n1. Fill out the License ID field with your PineConnector License ID;\n\n2. Fill out the Risk (trading volume) with the desired volume to be traded in each trade (the meaning of this value depends on the EA settings in Metatrader. Follow the detailed guide for additional information);\n\n3. After filling out the fields, you need to enable the 'Use PineConnector Automation' option (check the box in the strategy settings);\n\n4. Check if the chart has updated and you can see the appropriate order comments on your chart;\n\n5. Create an alert with the strategy selected as Condition, and the Message as {{strategy.order.comment}} (should be there by default);\n\n6. Enable the Webhook URL in the Notifications section, set it as the official PineConnector webhook address and enjoy your connection with MetaTrader.")
pc_licence_id = input.int(60123456789, title="License ID", group="PineConnector Automation")
pc_risk = input.float(1, title="Risk (trading volume)", group="PineConnector Automation")

pc_long_entry_alert = str.tostring(pc_licence_id) + ',buy,' + syminfo.ticker + ',risk='+ str.tostring(pc_risk) + ',comment="ATR GOD Strategy by TradeSmart"'
pc_short_entry_alert = str.tostring(pc_licence_id) + ',sell,' + syminfo.ticker + ',risk='+ str.tostring(pc_risk) + ',comment="ATR GOD Strategy by TradeSmart"'
pc_long_exit_alert = str.tostring(pc_licence_id) + ',closelong,' + syminfo.ticker + ',risk='+ str.tostring(pc_risk) + ',comment="ATR GOD Strategy by TradeSmart"'
pc_short_exit_alert = str.tostring(pc_licence_id) + ',closeshort,' + syminfo.ticker + ',risk='+ str.tostring(pc_risk) + ',comment="ATR GOD Strategy by TradeSmart"'

// LIMITERS
in_date() => true
    
check_valid_session() =>
    s1 = limit_session1 ? session1 : na
    s2 = limit_session2 ? session2 : na
    s3 = limit_session3 ? session3 : na
    s4 = limit_session4 ? session4 : na
    use_session_limit ? na(s1) and na(s2) and na(s3) and na(s4) ? false : true : true   

check_valid_time() =>
    t = (limit_day1 == false and limit_day2 == false and limit_day3 == false) ? time(timeframe.period, '0000-0000:' + days_to_trade_on) : na
    t7 = valid_hours1 and limit_day1 == false ? time(timeframe.period, hours_to_trade_on1 + ':' + days_to_trade_on) : na
    t8 = valid_hours2 and limit_day2 == false ? time(timeframe.period, hours_to_trade_on2 + ':' + days_to_trade_on) : na
    t9 = valid_hours3 and limit_day3 == false ? time(timeframe.period, hours_to_trade_on3 + ':' + days_to_trade_on) : na
    t1 = valid_hours1 and limit_day1 ? time(timeframe.period, hours_to_trade_on1 + ':' + days_to_trade_on1) : na
    t2 = valid_hours2 and limit_day2 ? time(timeframe.period, hours_to_trade_on2 + ':' + days_to_trade_on2) : na
    t3 = valid_hours3 and limit_day3 ? time(timeframe.period, hours_to_trade_on3 + ':' + days_to_trade_on3) : na
    na(t) and na(t1) and na(t2) and na(t3) and na(t7) and na(t8) and na(t9) ? false : true
 
check_filters_long() => check_volume_filter() and check_waddah_attar_long() and check_valid_session() and check_atr_lim_long() and check_trend_filter_long()
check_filters_short() => check_volume_filter() and check_waddah_attar_short() and check_valid_session() and check_atr_lim_short() and check_trend_filter_short()

checkLong() => check_entry_long() and check_filters_long() 
checkShort() => check_entry_short() and check_filters_short() 

should_long_limit_dates = limit_dates ? (in_date() and checkLong()) : checkLong()
should_short_limit_dates = limit_dates ? (in_date() and checkShort()) : checkShort()

should_long_limit_day_trades = limit_trading_time ? (check_valid_time() and checkLong()): checkLong()
should_short_limit_day_trades = limit_trading_time ? (check_valid_time() and checkShort()): checkShort()

long = should_long_limit_dates and should_long_limit_day_trades and allow_long
short = should_short_limit_dates and should_short_limit_day_trades and allow_short

// CALCULATE EXIT PRICES AND STOP LOSSES
long_exit_price = float(na)
long_stop_price = float(na)
short_exit_price = float(na)
short_stop_price = float(na)

long_exit_price := (long and strategy.position_size <= 0) ? b_atr_buy : long_exit_price[1]
long_stop_price := (long and strategy.position_size <= 0) ? b_atr_sell : long_stop_price[1]
short_exit_price := (short and strategy.position_size >= 0) ? s_atr_buy : short_exit_price[1]
short_stop_price := (short and strategy.position_size >= 0) ? s_atr_sell : short_stop_price[1]

plot(strategy.position_size > 0 and plot_sl_tp ? long_exit_price : na, color=color.green, style=plot.style_linebr, linewidth=2, title="Long Exit Price")
plot(strategy.position_size > 0 and plot_sl_tp ? long_stop_price : na, color=color.red, style=plot.style_linebr, linewidth=2, title="Long Stop Price")
plot(strategy.position_size < 0 and plot_sl_tp ? short_exit_price : na, color=color.purple, style=plot.style_linebr, linewidth=2, title="Short Exit Price")
plot(strategy.position_size < 0 and plot_sl_tp ? short_stop_price : na, color=color.aqua, style=plot.style_linebr, linewidth=2, title="Short Stop Price")

// QUANTITY CALCULATION
ourQty = switch order_size_type
    "Capital Percentage" => (strategy.initial_capital + strategy.netprofit) * 0.01 * order_size_value / close 
    "Cash" => order_size_value / close 
    "Contract(s)" => order_size_value 
    => 0
// TEST
// ENTER/EXIT ORDERS
checkForceExit(usage_trigger, exit_trigger, order_comment) =>
    if strategy.position_size != 0 and usage_trigger
        if exit_trigger
            strategy.cancel_all()
            if use_pc_automation
                strategy.close_all(comment=strategy.position_size > 0 ? pc_long_exit_alert : pc_short_exit_alert)
            else
                strategy.close_all(comment=order_comment, immediately=true)

plotshape(plot_signals and strategy.position_size == 0 ? long : na, style=shape.labelup, location=location.belowbar, color=color.new(#046ff9, 0), size=size.large, text='Entry Signal \n Long/Buy', textcolor=color.new(color.white, 10))
plotshape(plot_signals and strategy.position_size == 0 ? short : na, style=shape.labeldown, location=location.abovebar, color=color.new(#046ff9, 0), size=size.large, text='Entry Signal \n Short/Sell', textcolor=color.new(color.white, 10))

valid_values = true
if (na(nnatr) and use_atr_based_sl) or (na(lowest_point_sl) and use_low_high_based_sl) or (na(highest_point_sl) and use_low_high_based_sl)
    valid_values := false

if valid_values
    if allow_long
        if long and strategy.position_size == 0
            strategy.order("Long Entry", direction=strategy.long, qty=ourQty,  comment=use_pc_automation ? pc_long_entry_alert : na)

        if strategy.position_size > 0
            strategy.cancel("Long Entry")
            strategy.order("Long Exit", direction=strategy.short, qty=strategy.position_size, limit=long_exit_price,  oca_name="asd", comment=use_pc_automation ? pc_long_exit_alert : na)
            strategy.order("Long Stop", direction=strategy.short, qty=strategy.position_size, stop=long_stop_price,  oca_name="asd", comment=use_pc_automation ? pc_long_exit_alert : na)

    if allow_short
        if short and strategy.position_size == 0
            strategy.order("Short Entry", direction=strategy.short, qty=ourQty,  comment=use_pc_automation ? pc_short_entry_alert : na)

        if strategy.position_size < 0
            strategy.cancel("Short Entry")
            strategy.order("Short Exit", direction=strategy.long, qty=-1*strategy.position_size, limit=short_exit_price,  oca_name="asd", comment=use_pc_automation ? pc_short_exit_alert : na)
            strategy.order("Short Stop", direction=strategy.long, qty=-1*strategy.position_size, stop=short_stop_price,  oca_name="asd", comment=use_pc_automation ? pc_short_exit_alert : na)

    checkForceExit(use_force_exit_exact_time_1, custom_session_1[1] and not custom_session_1, "Custom Session Force Exit 1")
    checkForceExit(use_force_exit_exact_time_2, custom_session_2[1] and not custom_session_2, "Custom Session Force Exit 2")
    checkForceExit(use_force_exit_exact_time_3, custom_session_3[1] and not custom_session_3, "Custom Session Force Exit 3")
    checkForceExit(use_force_exit_exact_time_4, custom_session_4[1] and not custom_session_4, "Custom Session Force Exit 4")