Strategi pengagregatan berbilang penunjuk


Tarikh penciptaan: 2023-09-27 17:05:34 Akhirnya diubah suai: 2023-09-27 17:05:34
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Gambaran keseluruhan

Strategi ini bertujuan untuk mewujudkan strategi Bollinger Bands yang paling fleksibel, menyediakan banyak pilihan yang boleh disesuaikan untuk memenuhi keperluan peniaga yang berbeza.

Prinsip Strategi

Strategi ini menggunakan satu purata bergerak tersuai sebagai garis tengah. Ia membolehkan tempoh, jenis dan sumber harga purata bergerak tersuai.

Bahagian atas dan bawah gelombang boleh disesuaikan dengan perkalian berdasarkan perbezaan piawai tengah. Anda juga boleh memilih untuk menggunakan ATR sebagai pengganti perbezaan piawai untuk mengira kedudukan bahagian atas dan bawah gelombang.

Strategi ini menawarkan gabungan pelbagai syarat untuk membuka dan menyimpan, termasuk:

  • Harga melintasi bahagian atas, tengah dan bawah.
  • Harga lebih tinggi atau lebih rendah daripada gelombang atas, tengah dan bawah
  • Lebar pita lebih besar atau kurang daripada nilai tunjang tersuai
  • Peratusan B lebih besar atau kurang daripada nilai tunjang tersuai

Syarat untuk membuka dan menyimpan boleh digunakan secara berasingan atau dalam kombinasi, dan tetingkap strategi boleh disesuaikan.

Stop dan Stop Loss boleh disesuaikan mengikut peratusan.

Kelebihan Strategik

  • Tempoh, jenis dan sumber harga purata bergerak yang boleh disesuaikan untuk memenuhi keperluan yang berbeza
  • Boleh digunakan secara berasingan pelbagai keadaan simpanan dan simpanan, atau boleh digabungkan dengan keadaan apa pun, fleksibiliti yang kuat
  • Menyokong 3 gelombang atas, tengah dan bawah, penglihatan luas
  • Menyokong lebar jalur dan peratusan B sebagai syarat, penggunaan pelbagai kombinasi penunjuk
  • Persentase Stop Loss yang boleh disesuaikan, risiko yang boleh dikawal
  • Menyokong semua varieti yang ada di bursa, dan boleh digunakan secara meluas
  • Kembalikan dan jangka masa perdagangan secara langsung yang boleh disesuaikan untuk menganalisis prestasi strategi

Strategi ini sangat meningkatkan fleksibiliti dengan menyediakan banyak pilihan yang boleh disesuaikan, yang dapat dioptimumkan secara peribadi untuk pelbagai jenis dan keadaan, sehingga menghasilkan prestasi strategi yang lebih baik.

Risiko Strategik

  • Kelebihan fleksibiliti meningkatkan kesukaran kombinasi parameter dan syarat strategi yang memerlukan pengujian dan pengoptimuman yang teliti
  • Rata-rata bergerak yang ketinggalan mungkin terlepas peluang untuk garis pendek
  • Penetapan titik henti terlalu kecil boleh meningkatkan risiko pendedahan
  • Peratusan B terdedah kepada penembusan palsu

Untuk menangani risiko tersebut, langkah-langkah berikut boleh diambil:

  1. Menggunakan fungsi feedback untuk menguji kombinasi parameter yang berbeza secara beransur-ansur untuk mencari konfigurasi terbaik
  2. Membantu mengenal pasti peluang garis pendek dengan menggunakan penunjuk kitaran yang lebih pendek
  3. Tetapkan titik henti yang munasabah berdasarkan penunjuk seperti ATR
  4. Peratusan B yang disahkan bersama-sama dengan petunjuk lain

Arah pengoptimuman strategi

  • Menambah fungsi pengurusan kedudukan, seperti kedudukan tetap, Martingale, pengurusan wang dan sebagainya
  • Tambahan fungsi suis automatik pelbagai varieti
  • Optimumkan parameter purata bergerak untuk meningkatkan kadar kemenangan
  • Pengaturan Stop Loss Optimisasi untuk Mendapatkan Kadar Risiko-Pengembalian yang Lebih Baik
  • Uji kombinasi parameter yang berbeza
  • Menambah algoritma seperti pembelajaran mesin untuk mencari parameter optimum secara automatik

ringkaskan

Strategi ini menawarkan penyelesaian perdagangan yang sangat fleksibel dan menyeluruh dengan memanjangkan kedalaman Bollinger Bands. Walaupun kombinasi parameter yang lebih banyak memerlukan ujian, ia boleh disesuaikan dan dioptimumkan untuk keperluan individu. Secara keseluruhan, strategi ini mempunyai nilai aplikasi yang sangat besar dan merupakan wakil yang baik dari strategi Bollinger Bands. Dengan pengoptimuman berterusan, khususnya dengan pengenalan kaedah pengkajian kuantitatif dan mesin, strategi ini dijangka menghasilkan prestasi perdagangan yang lebih baik.

Kod 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")
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