MACD, Strategi Pecah Momentum RSI
Tarikh penciptaan:
2023-11-07 17:13:20
Akhirnya diubah suai:
2023-11-07 17:13:20
Salin:
2
Bilangan klik:
626
ChaoZhang
1
fokus pada
1617
Pengikut
Gambaran keseluruhan
Ini adalah strategi yang menggunakan MACD, RSI dan petunjuk rawak untuk menentukan arah pergerakan harga saham, membeli lebih banyak atau menjual lebih sedikit pada titik pergerakan. Strategi ini menggunakan kombinasi beberapa petunjuk untuk menentukan trend, mengurangkan kadar isyarat salah yang disebabkan oleh satu petunjuk, yang dapat menangkap tren garis tengah pendek dalam harga saham dengan berkesan.
Prinsip
Strategi ini menggunakan MACD, RSI dan penunjuk rawak untuk menentukan arah trend harga saham. Apabila MACD di DIFF melintasi garis DEAL, RSI lebih besar daripada 50, dan garis pantas STOCH lebih besar daripada 50, maka ia dianggap sebagai tren multi-kepala, dan ia dibeli dengan harga tertinggi pada hari itu pada hari pembukaan; sebaliknya, apabila MACD di bawah garis DIFF melintasi garis DEAL, RSI kurang daripada 50, dan garis pantas STOCH juga lebih kecil daripada 50, dan ia dianggap sebagai tren kosong, maka ia dijual dengan harga minimum pada hari itu pada hari pembukaan.
Selepas memasuki kedudukan, jika mana-mana satu daripada tiga penunjuk berlaku isyarat pembalikan, yang menunjukkan perubahan trend, anda harus keluar dari kedudukan semasa. Pada masa yang sama, penapis syarat masa khas juga ditetapkan, melangkau sepenuhnya pada bulan Mac 2020 untuk mengelakkan daripada terjejas oleh pasaran yang melampau.
Kelebihan
- Menggabungkan pelbagai indikator untuk menilai trend, ia boleh menyaring isyarat palsu dengan berkesan
- Dengan cara ini, anda dapat menangkap tahap awal trend dengan menggunakan penembusan.
- Menggunakan Stop Loss Dinamik, anda boleh mengunci keuntungan yang wajar
- Tetapan untuk mengelakkan gangguan yang melampau semasa melompat
- Gabungan trend dan mekanisme pembalikan boleh mengurangkan jumlah transaksi yang tidak perlu
Risiko
- Kombinasi pelbagai indikator boleh menyebabkan ketinggalan dan kehilangan peluang terbaik untuk memasuki pasaran.
- Sinyal penembusan mudah dikurung
- Kerosakan dinamik mungkin terlalu radikal, dihentikan oleh Preis
- Tidak masuk akal untuk melangkau tempoh khas dan mungkin kehilangan peluang
- Isyarat pembalikan mungkin terlalu sensitif, menyebabkan perdagangan terlalu kerap
Kaedah pengoptimuman:
- Menyesuaikan parameter penunjuk untuk mengurangkan ketinggalan
- Menambah syarat seperti filte dan volume untuk mengelakkan penjarahan
- Menggunakan Tracker Stop Loss untuk Mencegah Preis
- Julat tarikh yang dilangkau untuk pengoptimuman dan ujian
- Menyesuaikan parameter isyarat pembalikan, mengurangkan frekuensi
ringkaskan
Strategi ini secara keseluruhan adalah strategi pengesanan trend yang tipikal. Ia menggunakan pelbagai indikator untuk menentukan trend masuk dan keluar pada masa yang sama, dan menggunakan isyarat pembalikan untuk menentukan berakhirnya trend. Tetapi strategi itu sendiri mempunyai beberapa parameter yang tidak masuk akal dan ketinggalan, yang perlu dioptimumkan dan diperbaiki melalui banyak pengesanan balik untuk menjadikan parameter strategi disesuaikan dengan keadaan terbaik.
Secara keseluruhannya, strategi ini jelas, indikator dan kaedah yang digunakan juga agak tipikal. Jika dilakukan dengan baik dalam beberapa perincian pengoptimuman dan kawalan risiko, ia boleh menjadi strategi kuantitatif yang boleh digunakan.
Kod sumber strategi
/*backtest
start: 2023-10-07 00:00:00
end: 2023-11-06 00:00:00
period: 3h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// @version=4
// Backtest the power x strategy. The power x strategy is develop by Markus Heitkoetter and Rockwell Trading.
// This script shows the return for a given stock for with the defined date range with a fixed captial of $10,000
strategy("PowerX Test", overlay=true, initial_capital=10000)
// ####################### Start of User Inputs #######################
// From Date Inputs
fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 7, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2019, title = "From Year", minval = 1970)
// To Date Inputs
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 = 2021, title = "To Year", minval = 1970)
// Calculate start/end date and time condition
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = true
// Risk/Reward Inputs
riskFactor = input(defval = 1.5, title = "risk", minval = 1)
rewardFactor = input(defval = 3.0, title = "reward", minval = 1)
// Days to ignore due to specail market conditon (ie. covid-19 market crash)
// Calculate start/end skip date and time condition
startSkipDate = timestamp(2020, 3, 1, 00, 00)
finishSkipDate = timestamp(2020, 3, 31, 00, 00)
time_cond_skip = time >= startSkipDate and time <= finishSkipDate
// Long and Short Inputs
hasLong = input(defval = true, title = "test long")
hasShort = input(defval = true, title = "test short")
// ####################### End of User Inputs #######################
// ####################### Start of Indicators #######################
[macdLine, signalLine, histLine] = macd(close, 12, 26, 9)
rsiLine = rsi(close, 7)
stochLine = sma(sma(stoch(close, high, low, 14),3),3)
signal = macdLine > signalLine and rsiLine > 50 and stochLine > 50 ? "buy" : macdLine <= signalLine and rsiLine <= 50 and stochLine <= 50 ? "sell" : "none"
// Average daily range for 7 days
thishigh = security(syminfo.tickerid, 'D', high)
thislow = security(syminfo.tickerid, 'D', low)
length = 7
adr = (sma(thishigh,length)-sma(thislow,length))
plotchar(adr, "ADR", "")
// ####################### End of Indicators #######################
strategy.initial_capital = 50000
// First day the stock changed momentum.
long = signal == "buy" and signal[1] != "buy" and hasLong
short = signal == "sell" and signal[1] != "sell" and hasShort
sideway = signal == "none" and signal[1] != "none"
if (time_cond and not time_cond_skip)
// ####################### Start of Long Entry #######################
// Calculate how many shares to buy based on captial
qty = round(strategy.initial_capital / high)
// Note: TradingView uses a broker emulator when running strategies. Order are only filled on the next bar.
// Enter long on the day after first green bar
strategy.entry("Long entry", strategy.long, qty = qty, stop = high, when = long)
strategy.cancel("Long entry", when = not long)
// TODO: Improve the crazy if statments...
// Handle the case where first green hgih is reached after 2nd green, up to 11 days after
if (not long and signal == "buy" and strategy.opentrades == 0)
// reach first green high 11 days after first green
if (signal[11] != "buy" and signal[10] == "buy" and signal[9] == "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[9] and high[2] < high[9] and high [3] < high[9] and high [4] < high[9] and high [5] < high[9] and high[6] < high[9] and high[7] < high[9] and high[8] < high[9])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[10], stop = high[10])
// reach first green high 10 days after first green
if (signal[10] != "buy" and signal[9] == "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[8] and high[2] < high[8] and high [3] < high[8] and high [4] < high[8] and high [5] < high[8] and high[6] < high[8] and high[7] < high[8])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[9], stop = high[9])
// reach first green high 9 days after first green
if (signal[9] != "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[7] and high[2] < high[7] and high [3] < high[7] and high [4] < high[7] and high [5] < high[7] and high[6] < high[7])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[8], stop = high[8])
// reach first green high 8 days after first green
if (signal[8] != "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[6] and high[2] < high[6] and high [3] < high[6] and high [4] < high[6] and high [5] < high[6])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[7], stop = high[7])
// reach first green high 7 days after first green
if (signal[7] != "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[6] and high[2] < high[6] and high [3] < high[6] and high [4] < high[6] and high [5] < high[6])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[6], stop = high[6])
// reach first green high 6 days after first green
if (signal[6] != "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[5] and high[2] < high[5] and high [3] < high[5] and high [4] < high[5])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[5], stop = high[5])
// reach first green high 5 days after first green
if (signal[5] != "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[4] and high[2] < high[4] and high [3] < high[4])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[4], stop = high[4])
// reach first green high 4 days after first green
if (signal[4] != "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[3] and high[2] < high[3])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[3], stop = high[3])
// reach first green high 3 days after first green
if (signal[3] != "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[2])
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[2], stop = high[2])
// reach first green high 2 days after first green
if (signal[2] != "buy" and signal[1] == "buy")
strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[1], stop = high[1])
// Exit when stopped out or hitted profit target
// Bracket order for entry 1 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] != "buy")
long_stop_level = strategy.position_avg_price - (adr[1] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[1] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 2 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] != "buy")
long_stop_level = strategy.position_avg_price - (adr[2] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[2] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 3 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] != "buy")
long_stop_level = strategy.position_avg_price - (adr[3] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[3] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 4 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] != "buy")
long_stop_level = strategy.position_avg_price - (adr[4] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[4] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 5 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] != "buy")
long_stop_level = strategy.position_avg_price - (adr[5] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[5] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 6 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] != "buy")
long_stop_level = strategy.position_avg_price - (adr[6] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[6] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 7 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] != "buy")
long_stop_level = strategy.position_avg_price - (adr[7] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[7] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 8 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] != "buy")
long_stop_level = strategy.position_avg_price - (adr[8] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[8] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 9 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] != "buy")
long_stop_level = strategy.position_avg_price - (adr[9] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[9] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 10 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] == "buy" and signal[11] != "buy")
long_stop_level = strategy.position_avg_price - (adr[10] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[10] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 11 day after 1st green
if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] == "buy" and signal[11] == "buy" and signal[12] != "buy")
long_stop_level = strategy.position_avg_price - (adr[11] * riskFactor)
long_profit_level = strategy.position_avg_price + (adr[11] * rewardFactor)
strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
// ####################### End of Long Entry #######################
// ####################### Start of Short Entry #######################
// Enter short on the day after first red bar
qty_short = strategy.initial_capital / low
strategy.entry("Short entry", strategy.short, qty = qty_short, stop = low, when = short)
strategy.cancel("Short entry", when = not short)
// TODO: Improve the crazy if statments...
// Handle the case where first red low is reached after 2nd red, up to 11 days after
if (not short and signal == "sell" and strategy.opentrades == 0)
// reach first red low 11 days after
if (signal[11] != "sell" and signal[10] == "sell" and signal[9] == "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[10] and low[2] > low[10] and low[3] > low[10] and low[4] > low[10] and low[5] > low[10] and low[6] > low[10] and low[7] > low[10] and low[8] > low[10] and low[9] > low[10])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[10], stop = low[10])
// reach first red low 10 days after
if (signal[10] != "sell" and signal[9] == "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[9] and low[2] > low[9] and low[3] > low[9] and low[4] > low[9] and low[5] > low[9] and low[6] > low[9] and low[7] > low[9] and low[8] > low[9])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[9], stop = low[9])
// reach first red low 9 days after
if (signal[9] != "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[8] and low[2] > low[8] and low[3] > low[8] and low[4] > low[8] and low[5] > low[8] and low[6] > low[8] and low[7] > low[8])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[8], stop = low[8])
// reach first red low 8 days after
if (signal[8] != "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[7] and low[2] > low[7] and low[3] > low[7] and low[4] > low[7] and low[5] > low[7] and low[6] > low[7])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[7], stop = low[7])
// reach first red low 7 days after
if (signal[7] != "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[6] and low[2] > low[6] and low[3] > low[6] and low[4] > low[6] and low[5] > low[6])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[6], stop = low[6])
// reach first red low 6 days after
if (signal[6] != "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[5] and low[2] > low[5] and low[3] > low[5] and low[4] > low[5])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[5], stop = low[5])
// reach first red low 5 days after
if (signal[5] != "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[4] and low[2] > low[4] and low[3] > low[4])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[4], stop = low[4])
// reach first red low 4 days after
if (signal[4] != "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[3] and low[2] > low[3])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[3], stop = low[3])
// reach first red low 3 days after
if (signal[3] != "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[2])
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[2], stop = low[2])
// reach first red low 2 days after
if (signal[2] != "sell" and signal[1] == "sell")
strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[1], stop = low[1])
// Exit when stop out or profit target is hit
// Bracket order for entry 1 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] != "sell")
long_stop_level = strategy.position_avg_price + (adr[1] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[1] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 2 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] != "sell")
long_stop_level = strategy.position_avg_price + (adr[2] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[2] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 3 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] != "sell")
long_stop_level = strategy.position_avg_price + (adr[3] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[3] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 4 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] != "sell")
long_stop_level = strategy.position_avg_price + (adr[4] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[4] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 5 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] != "sell")
long_stop_level = strategy.position_avg_price + (adr[5] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[5] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 6 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] != "sell")
long_stop_level = strategy.position_avg_price + (adr[6] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[6] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 7 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] != "sell")
long_stop_level = strategy.position_avg_price + (adr[7] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[7] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 8 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] != "sell")
long_stop_level = strategy.position_avg_price + (adr[8] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[8] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 9 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] != "sell")
long_stop_level = strategy.position_avg_price + (adr[9] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[9] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 10 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] == "sell" and signal[11] != "sell")
long_stop_level = strategy.position_avg_price + (adr[10] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[10] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// Bracket order for entry 11 day after 1st red
if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] == "sell" and signal[11] == "sell" and signal[12] != "sell")
long_stop_level = strategy.position_avg_price + (adr[11] * riskFactor)
long_profit_level = strategy.position_avg_price - (adr[11] * rewardFactor)
strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
// ####################### End of Short Entry #######################
// Enxit the day after the trend is lost
if (time_cond and sideway)
strategy.close("Long entry")
strategy.close("Short entry")
// Close any open order out side of date range
if (not time_cond)
strategy.close_all()
if (time_cond_skip)
strategy.close_all()