Strategi perdagangan kuantitatif frekuensi tinggi berdasarkan penapisan berganda

Tarikh penciptaan: 2023-11-27 16:11:18 Akhirnya diubah suai: 2023-11-27 16:11:18

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Pengikut

Strategi perdagangan kuantitatif frekuensi tinggi berdasarkan penapisan berganda

Gambaran keseluruhan

Strategi ini dikenali sebagai penyaringan kuantitatif penyaringan ganda, yang menggunakan teknik bingkai masa berbilang untuk mewujudkan strategi perdagangan kuantitatif frekuensi tinggi berdasarkan pemikiran penyaringan ganda. Strategi ini menggunakan penunjuk pada bingkai masa yang berbeza untuk membuat keputusan, untuk menyaring isyarat perdagangan yang lebih ketat, yang dapat menyaring banyak isyarat palsu, dan dengan itu memperoleh kadar kemenangan yang lebih tinggi.

Prinsip Strategi

Prinsip-prinsip utama strategi ini ialah:

Menggunakan garisan mingguan, garisan hari untuk menentukan arah trend pasaran, sebagai syarat penapis arah strategi, hanya syarat trend yang sesuai boleh diperdagangkan.
Pada tahap 4 jam, bina saluran untuk menentukan tempat jual dan tempat beli, dan menghantar isyarat dagangan.
Garis keliling, garis hari dan arah 4 jam yang sama, dapat menyaring banyak isyarat palsu, meningkatkan kebolehpercayaan isyarat perdagangan.
Menggunakan titik tarik balik Fibonacci untuk menentukan kedudukan hentian hentian untuk mencapai hentian hentian yang cepat.

Khususnya, strategi pertama kali menilai arah keutamaan trend pada garis pusingan dan garis matahari, prinsip menentukan arah keutamaan adalah: harga penutupan garis K semasa pada garis pusingan yang tertinggal pada sudut yang lebih besar, dinilai sebagai arah garis pusingan itu; kemudian bina saluran A B C D pada tahap 4 jam, menilai titik jual beli melalui arah saluran dan titik balik, dan menghantar isyarat perdagangan; akhirnya, arah keutamaan garis pusingan semasa mestilah selaras dengan isyarat arah perdagangan 4 jam, sehingga dapat menyaring banyak isyarat palsu, sehingga meningkatkan kebolehpercayaan isyarat perdagangan.

Kelebihan Strategik

Strategi ini mempunyai kelebihan utama:

Mekanisme penapisan isyarat berganda berdasarkan pelbagai bingkai masa, menapis banyak bunyi bising dan mendapatkan peluang perdagangan yang sangat dipercayai.
Ia juga boleh digunakan untuk menentukan titik jual beli, dan memberi isyarat perdagangan yang jelas.
Fibonacci retracement point set stop loss position, boleh cepat stop loss.
Lebih sedikit parameter strategi dan lebih mudah difahami.
Skala yang baik, mudah untuk pengoptimuman dan penambahbaikan.

Risiko Strategik

Strategi ini mempunyai risiko utama:

Terlalu banyak kerangka masa untuk pemantauan, yang menambah kerumitan dan mudah untuk melakukan kesilapan.
Tidak mengambil kira kejadian luar biasa seperti ketidakseimbangan yang disebabkan oleh peristiwa berita utama.
Penempatan titik tolak kemungkinan terdapat kekurangan keuntungan.
Tetapan parameter yang tidak betul boleh menyebabkan perdagangan berlebihan atau kehilangan borang.

Kaedah pencegahan:

Meningkatkan pemantauan keadaan luar biasa dan peristiwa berita utama.
Mengoptimumkan logik stop loss untuk memastikan keuntungan mencapai tahap tertentu.
Parameter ujian dan pengoptimuman terperinci untuk mengurangkan kemungkinan terlalu banyak transaksi dan borang kosong.

Arah pengoptimuman strategi

Kaedah utama untuk mengoptimumkan strategi ini ialah:

Meningkatkan keupayaan model pembelajaran mesin untuk menilai keutamaan trend, menggunakan lebih banyak data untuk meningkatkan ketepatan penilaian.
Uji Indeks Lain untuk Membina Saluran dan Menentukan Titik Jualan/Beli
Cubalah dengan cara yang lebih canggih untuk menghentikan hentian, seperti hentian bergerak, hentian melompat dan sebagainya.
Menggunakan hasil tinjauan semula untuk mencadangkan parameter yang optimum, menjadikan parameter lebih sesuai dengan prinsip pelaburan kuantitatif.
Peningkatan pemantauan dan tindak balas terhadap insiden kecemasan utama.

ringkaskan

Strategi ini secara keseluruhan, idea teras adalah strategi perdagangan kuantitatif frekuensi tinggi berdasarkan pengurangan bunyi ganda penapis. Ia menggunakan penghakiman jangka masa yang banyak dan kaedah saluran untuk menentukan titik jual beli, mewujudkan penapisan kebolehpercayaan ganda isyarat perdagangan.

Kod sumber strategi

/*backtest
start: 2023-11-19 00:00:00
end: 2023-11-26 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy(title='AG328', shorttitle='AG328', overlay=true )

// Настройки для включения/выключения торговли в Лонг и Шорт
longEnabled = input(true, title="Торговля в Лонг")
shortEnabled = input(true, title="Торговля в Шорт")

smaEnabled = input(true, title="Включить SMA89")
tradeInGrey = input(false, title = "Сигнал в серой зоне")

pipsBuyStop = input.int(0, title="Пунктов добавить для Buy ордера", minval=-50, step=1, maxval=50)
pipsSellStop = input.int(0, title="Пунктов добавить для Sell ордера", minval=-50, step=1, maxval=50)

// Const
LicenseID = 6889430941909
contracts = input.float(0.01, title="Контрактов на сделку:", minval=0, step=0.01, maxval=10)

var float sma = na

var float UW = na
var float DW = na
var bool weeklyLongPriority = na
var bool weeklyShortPriority = na

var float UD = na
var float DD = na
var bool dailyLongPriority = na
var bool dailyShortPriority = na

var float UP = na
var float DOWN = na
var bool h4LongPriority = na
var bool h4ShortPriority = na

var bool LongCondition = na
var bool ShortCondition = na

var bool GreenZone = na
var bool GreyZone = na
var bool RedZone = na

var float LongOrder = 0
var float ShortOrder = 0

var float LongTP = 0
var float ShortTP = 0

var float LongTake = 0
var float ShortTake = 0

var float AA = 0
var float BB = 0
var float CC = 0
var float D = 0

var float AAA = 0
var float BBB = 0
var float CCC = 0
var float DDD = 0

var float stopLong = 0
var float stopShort = 0

var string olderTF = ""
var string oldestTF = ""
var string pivotTF = ""

// Создаем входную настройку для ТФ Пивота
maxValuePivotTF = input.int(2, title="ТФ Пивота старше на:", minval=1, step=1, maxval=3)

// Шаг цены инструмента
stepSize = syminfo.mintick
currentTF = timeframe.period   // Получаем текущий ТФ

if currentTF == "1"                    // Определяем 2 более старших ТФ
    olderTF := "5"
    oldestTF := "15"
    pivotTF := (maxValuePivotTF == 1 ? "5" : (maxValuePivotTF == 2 ? "15" : "60"))
if currentTF == "5"
    olderTF := "15"
    oldestTF := "60"
    pivotTF := (maxValuePivotTF == 1 ? "15" : (maxValuePivotTF == 2 ? "60" : "240"))
if currentTF == "15"
    olderTF := "60"
    oldestTF := "240"
    pivotTF := (maxValuePivotTF == 1 ? "60" : (maxValuePivotTF == 2 ? "240" : "D"))
if currentTF == "60"
    olderTF := "240"
    oldestTF := "D"
    pivotTF := (maxValuePivotTF == 1 ? "240" : (maxValuePivotTF == 2 ? "D" : "W"))
if currentTF == "240"
    olderTF := "D"
    oldestTF := "W"
    pivotTF := (maxValuePivotTF == 1 ? "D" : (maxValuePivotTF == 2 ? "W" : "M"))
if currentTF == "D"
    olderTF := "W"
    oldestTF := "M"
    pivotTF := (maxValuePivotTF == 1 ? "W" : (maxValuePivotTF == 2 ? "M" : "3M"))
if currentTF == "W"
    olderTF := "M"
    oldestTF := "3M"
    pivotTF := (maxValuePivotTF == 1 ? "M" : (maxValuePivotTF == 2 ? "3M" : "3M"))
// Рассчитываем бары ТФ+2
weekHigh0 = request.security(syminfo.tickerid, oldestTF, high)
weekHigh1 = request.security(syminfo.tickerid, oldestTF, high[1])
weekHigh2 = request.security(syminfo.tickerid, oldestTF, high[2])
weekHigh3 = request.security(syminfo.tickerid, oldestTF, high[3])
weekHigh4 = request.security(syminfo.tickerid, oldestTF, high[4])

weekLow0 = request.security(syminfo.tickerid, oldestTF, low)
weekLow1 = request.security(syminfo.tickerid, oldestTF, low[1])
weekLow2 = request.security(syminfo.tickerid, oldestTF, low[2])
weekLow3 = request.security(syminfo.tickerid, oldestTF, low[3])
weekLow4 = request.security(syminfo.tickerid, oldestTF, low[4])

// ТФ+2 Фракталы
weekFractal_UP = weekHigh2 > weekHigh1 and weekHigh2 > weekHigh0 and weekHigh2 > weekHigh3 and weekHigh2 > weekHigh4
weekFractal_DOWN = weekLow2 < weekLow1 and weekLow2 < weekLow0 and weekLow2 < weekLow3 and weekLow2 < weekLow4

if weekFractal_UP
    UW := weekHigh2
    UW
if weekFractal_DOWN
    DW := weekLow2
    DW
// Рисуем UW, DW
plot(UW, title = "UW", color=color.green)
plot(DW, title = "DW", color=color.red)

// ТФ+2 priority
if close > UW
    weeklyLongPriority := true
    weeklyLongPriority
else if close < DW
    weeklyLongPriority := false
    weeklyLongPriority
//weeklyColor = weeklyLongPriority ? color.new(color.green, transp=70) : color.new(color.red, transp=70)
//bgcolor(weeklyColor, title = "WeeklyPriority")

//-----------------------------------------------
// Рассчитываем дневные бары

dayHigh0 = request.security(syminfo.tickerid, olderTF, high)
dayHigh1 = request.security(syminfo.tickerid, olderTF, high[1])
dayHigh2 = request.security(syminfo.tickerid, olderTF, high[2])
dayHigh3 = request.security(syminfo.tickerid, olderTF, high[3])
dayHigh4 = request.security(syminfo.tickerid, olderTF, high[4])

dayLow0 = request.security(syminfo.tickerid, olderTF, low)
dayLow1 = request.security(syminfo.tickerid, olderTF, low[1])
dayLow2 = request.security(syminfo.tickerid, olderTF, low[2])
dayLow3 = request.security(syminfo.tickerid, olderTF, low[3])
dayLow4 = request.security(syminfo.tickerid, olderTF, low[4])

// Дневные Фракталы
dayFractal_UP = dayHigh2 > dayHigh1 and dayHigh2 > dayHigh0 and dayHigh2 > dayHigh3 and dayHigh2 > dayHigh4
dayFractal_DOWN = dayLow2 < dayLow1 and dayLow2 < dayLow0 and dayLow2 < dayLow3 and dayLow2 < dayLow4

if dayFractal_UP
    UD := dayHigh2
    UD
if dayFractal_DOWN
    DD := dayLow2
    DD
// Рисуем UD, DD
//plot(UD, title = "UD", color=color.green)
//plot(DD, title = "DD", color=color.red)

// Daily priority
if close > UD
    dailyLongPriority := true
    dailyLongPriority
else if close < DD
    dailyLongPriority := false
    dailyLongPriority
//dailyColor = dailyLongPriority ? color.new(color.green, transp=70) : color.new(color.red, transp=70)
//bgcolor(dailyColor, title = "DailyPriority")

//-----------------------------------------------
// Рассчитываем 4-часовые бары

h4High0 = request.security(syminfo.tickerid, currentTF, high)
h4High1 = request.security(syminfo.tickerid, currentTF, high[1])
h4High2 = request.security(syminfo.tickerid, currentTF, high[2])
h4High3 = request.security(syminfo.tickerid, currentTF, high[3])
h4High4 = request.security(syminfo.tickerid, currentTF, high[4])

h4Low0 = request.security(syminfo.tickerid, currentTF, low)
h4Low1 = request.security(syminfo.tickerid, currentTF, low[1])
h4Low2 = request.security(syminfo.tickerid, currentTF, low[2])
h4Low3 = request.security(syminfo.tickerid, currentTF, low[3])
h4Low4 = request.security(syminfo.tickerid, currentTF, low[4])

// H4 Фракталы
h4Fractal_UP = h4High2 > h4High1 and h4High2 > h4High0 and h4High2 > h4High3 and h4High2 > h4High4
h4Fractal_DOWN = h4Low2 < h4Low1 and h4Low2 < h4Low0 and h4Low2 < h4Low3 and h4Low2 < h4Low4

if h4Fractal_UP
    UP := h4High2
    UP
if h4Fractal_DOWN
    DOWN := h4Low2
    DOWN
// Рисуем UP, DOWN
plot(UP, title='UP', color=color.new(color.green, 0))
plot(DOWN, title='DOWN', color=color.new(color.red, 0))

// SMA89
sma89 = ta.sma(close, 89)
plot(smaEnabled ? sma89 : na, title='sma89', color=color.new(color.white, transp=10))
//smaColor = close > sma89 ? color.new(color.green, transp=70) : color.new(color.red, transp=70)
//bgcolor(smaColor, title = "smaPriority")

// Condition
LongCondition := weeklyLongPriority and dailyLongPriority and (smaEnabled ? close > sma89 : true)
ShortCondition := weeklyLongPriority == false and dailyLongPriority == false and (smaEnabled ? close < sma89 : true)
ConditionColor = LongCondition ? color.new(color.green, transp=85) : ShortCondition ? color.new(color.red, transp=85) : color.new(color.gray, transp=85)
bgcolor(ConditionColor, title='Condition')

// LOGIC LONG

if AA == 0 and h4Fractal_UP
    AA := UP
if (AA[1] != 0 and BB == 0 and h4Fractal_DOWN) or (AA[1] != 0 and BB != 0 and D == 2 and h4Fractal_DOWN)
    BB := DOWN
    D := 1
if BB != 0 and D == 1 and ta.crossunder(low, BB)
    D := 2
if AA != 0 and BB != 0
    if D == 2 and (D[1] == 1 or D[2] == 1 or D[3] == 1) and h4Fractal_UP
        CC := UP
    else if D == 1 and h4Fractal_UP
        CC := UP
if (AA != 0 and high > AA) or (LongOrder != 0 and high > LongOrder + pipsBuyStop * stepSize) or (tradeInGrey ? ShortCondition : not LongCondition)
    AA := 0
    BB := 0
    CC := 0
    D := 0
//
//plot(AA != 0 ? AA : na, title='A', color=color.new(color.white, transp=10), linewidth=2, style=plot.style_linebr)
//plot(BB != 0 ? BB : na, title='B', color=color.new(color.gray, transp=10), linewidth=2, style=plot.style_linebr)
//plot(CC != 0 ? CC : na, title='C', color=color.new(color.blue, transp=10), linewidth=2, style=plot.style_linebr)
//plot(D != 0 ? D : na, title='D', color=color.new(color.green, transp=80), linewidth=2, style=plot.style_linebr)

// LOGIC SHORT
if AAA == 0 and h4Fractal_DOWN
    AAA := DOWN
if (AAA[1] != 0 and BBB == 0 and h4Fractal_UP) or (AAA[1] != 0 and BBB[1] != 0 and DDD == 2 and h4Fractal_UP)
    BBB := UP
    DDD := 1
if BBB != 0 and DDD == 1 and ta.crossover(high, BBB)
    DDD := 2
if AAA != 0 and BBB != 0
    if DDD == 2 and (DDD[1] == 1 or DDD[2] == 1 or DDD[3] == 1) and h4Fractal_DOWN
        CCC := DOWN
    else if DDD == 1 and h4Fractal_DOWN
        CCC := DOWN
if (AAA != 0 and low < AAA) or (ShortOrder != 0 and low < ShortOrder - pipsSellStop * stepSize) or (tradeInGrey ? LongCondition : not ShortCondition)
    AAA := 0
    BBB := 0
    CCC := 0
    DDD := 0
//
//plot(AAA != 0 ? AAA : na, title='ShortA', color=color.new(color.white, transp=10), linewidth=2, style=plot.style_linebr)
//plot(BBB != 0 ? BBB : na, title='ShortB', color=color.new(color.gray, transp=10), linewidth=2, style=plot.style_linebr)
//plot(CCC != 0 ? CCC : na, title='ShortC', color=color.new(color.blue, transp=10), linewidth=2, style=plot.style_linebr)
//plot(DDD != 0 ? DDD : na, title='ShortD', color=color.new(color.green, transp=80), linewidth=2, style=plot.style_linebr)


// LongOrder
if (tradeInGrey ? not ShortCondition : LongCondition) and CC != 0 and D == 2 and strategy.position_size[1] == 0 and longEnabled
    LongOrder := CC
    LongOrder
else if (tradeInGrey ? ShortCondition : not LongCondition) or strategy.position_size[1] > 0 or (LongOrder != 0 and high > LongOrder + pipsBuyStop * stepSize)
    LongOrder := 0
    LongOrder
plot(LongOrder != 0 ? LongOrder : na, title='LongOrder', color=color.new(color.yellow, transp=10), linewidth=2, style=plot.style_linebr)

// ShortOrder
if (tradeInGrey ? not LongCondition : ShortCondition) and CCC != 0 and DDD == 2 and strategy.position_size[1] == 0 and shortEnabled
    ShortOrder := CCC
    ShortOrder
else if (tradeInGrey ? LongCondition : not ShortCondition) or strategy.position_size[1] < 0 or (ShortOrder != 0 and low < ShortOrder - pipsSellStop * stepSize)
    ShortOrder := 0
    ShortOrder
plot(ShortOrder != 0 ? ShortOrder : na, title='ShortOrder', color=color.new(color.orange, transp=10), linewidth=2, style=plot.style_linebr)

// Fibo Pivots
H = request.security(syminfo.tickerid, pivotTF, high[1])
L = request.security(syminfo.tickerid, pivotTF, low[1])
C = request.security(syminfo.tickerid, pivotTF, close[1])

PP = (H + L + C) / 3
R3 = PP + 1.000 * (H - L)
R2 = PP + 0.618 * (H - L)
R1 = PP + 0.382 * (H - L)
S1 = PP - 0.382 * (H - L)
S2 = PP - 0.618 * (H - L)
S3 = PP - 1.000 * (H - L)

//plot(PP)
//plot(R3)
//plot(R2)
//plot(R1)
//plot(S1)
//plot(S2)
//plot(S3)

// Расчет цены Лонг Тейка
if S3 - LongOrder > LongOrder - DOWN
    LongTP := S3
    LongTP
else if S2 - LongOrder > LongOrder - DOWN
    LongTP := S2
    LongTP
else if S1 - LongOrder > LongOrder - DOWN
    LongTP := S1
    LongTP
else if PP - LongOrder > LongOrder - DOWN
    LongTP := PP
    LongTP
else if R1 - LongOrder > LongOrder - DOWN
    LongTP := R1
    LongTP
else if R2 - LongOrder > LongOrder - DOWN
    LongTP := R2
    LongTP
else if R3 - LongOrder > LongOrder - DOWN
    LongTP := R3
    LongTP
else
    LongTP := 0
    LongTP
//
//plot(LongTake)

if strategy.position_size == 0
    if LongTP == 0 and LongOrder != 0
        LongTake := LongOrder + LongOrder - DOWN
        LongTake
    else
        LongTake := LongTP
        LongTake

plot(series=strategy.position_size > 0 ? LongTake : na, title='LongTake', color=color.new(color.rgb(99, 253, 104), transp=0), linewidth=1, style=plot.style_linebr)

// Расчет цены Шорт Тейка
if ShortOrder - R3 > UP - ShortOrder
    ShortTP := R3
    ShortTP
else if ShortOrder - R2 > UP - ShortOrder
    ShortTP := R2
    ShortTP
else if ShortOrder - R1 > UP - ShortOrder
    ShortTP := R1
    ShortTP
else if ShortOrder - PP > UP - ShortOrder
    ShortTP := PP
    ShortTP
else if ShortOrder - S1 > UP - ShortOrder
    ShortTP := S1
    ShortTP
else if ShortOrder - S2 > UP - ShortOrder
    ShortTP := S2
    ShortTP
else if ShortOrder - S3 > UP - ShortOrder
    ShortTP := S3
    ShortTP
else
    ShortTP := 0
    ShortTP
//
//plot(ShortTP)
if strategy.position_size == 0
    if ShortTP == 0 and ShortOrder != 0
        ShortTake := ShortOrder - (UP - ShortOrder)
        ShortTake
    else
        ShortTake := ShortTP
        ShortTake

plot(series=strategy.position_size < 0 ? ShortTake : na, title='ShortTake', color=color.new(color.rgb(99, 253, 104), transp=0), linewidth=1, style=plot.style_linebr)

// StopForLONG and SHORT
stopLong := math.min(DOWN,ta.lowest(low,3)) -   pipsSellStop*stepSize
//plot(stopLong)
stopShort := math.max(UP,ta.highest(high,3)) + pipsBuyStop*stepSize
//plot(stopShort)

// TRADES LONG
if LongOrder > 0  and close < LongOrder and longEnabled and LongCondition
    strategy.entry('Long', strategy.long, stop=LongOrder + pipsBuyStop*stepSize)
if LongOrder == 0 or not LongCondition or not longEnabled
    strategy.cancel('Long')
strategy.exit('CloseLong', from_entry='Long', stop=stopLong, limit=LongTake - pipsSellStop*stepSize)

// // LONG ALERT !!!
// if longEnabled and LongCondition and LongOrder[1] == 0 and LongOrder != 0
//     alert(str.tostring(LicenseID)+',buystop,GBPUSDb,price='          +str.tostring(LongOrder + pipsBuyStop*stepSize)+',risk='+str.tostring(contracts), alert.freq_once_per_bar_close)
// if longEnabled and LongCondition and LongOrder[1] != 0 and LongOrder != 0 and LongOrder != LongOrder[1]
//     alert(str.tostring(LicenseID)+',cancellongbuystop,GBPUSDb,price='+str.tostring(LongOrder + pipsBuyStop*stepSize)+',risk='+str.tostring(contracts), alert.freq_once_per_bar_close)
// if (strategy.position_size > 0 and (LongTake != LongTake[1] or stopLong != stopLong[1])) or (strategy.position_size > 0 and strategy.position_size[1] == 0 )
//     alert(str.tostring(LicenseID)+',newsltplong,GBPUSDb,sl='+str.tostring(stopLong)+',tp='+str.tostring(LongTake - pipsSellStop*stepSize), alert.freq_once_per_bar_close)
// if strategy.position_size == 0 and ((LongCondition[1] and not LongCondition) or not longEnabled) and (LongOrder[1] != 0 and LongOrder == 0)
//     alert(str.tostring(LicenseID)+',cancellong,GBPUSDb', alert.freq_once_per_bar_close)
    
// // TRADES SHORT
// if ShortOrder > 0 and close > ShortOrder and shortEnabled and ShortCondition
//     strategy.entry('Short', strategy.short, stop=ShortOrder - pipsSellStop*stepSize)
// if ShortOrder == 0 or not ShortCondition or not shortEnabled
//     strategy.cancel('Short')
// strategy.exit('CloseShort', from_entry='Short', stop=stopShort, limit=ShortTake + pipsBuyStop*stepSize)

// // SHORT ALERT !!!
// if shortEnabled and ShortCondition and ShortOrder[1] == 0 and ShortOrder != 0
//     alert(str.tostring(LicenseID)+',sellstop,GBPUSDb,price='           +str.tostring(ShortOrder - pipsSellStop*stepSize)+',risk='+str.tostring(contracts), alert.freq_once_per_bar_close)
// if shortEnabled and ShortCondition and ShortOrder[1] != 0 and ShortOrder != 0 and ShortOrder != ShortOrder[1]
//     alert(str.tostring(LicenseID)+',cancelshortsellstop,GBPUSDb,price='+str.tostring(ShortOrder - pipsSellStop*stepSize)+',risk='+str.tostring(contracts), alert.freq_once_per_bar_close)
// if (strategy.position_size < 0 and (ShortTake != ShortTake[1] or stopShort != stopShort[1])) or (strategy.position_size < 0 and strategy.position_size[1] == 0)
//     alert(str.tostring(LicenseID)+',newsltpshort,GBPUSDb,sl='+str.tostring(stopShort)+',tp='+str.tostring(ShortTake + pipsBuyStop*stepSize), alert.freq_once_per_bar_close)
// if strategy.position_size == 0 and ((ShortCondition[1] and not ShortCondition) or not shortEnabled) and (ShortOrder[1] != 0 and ShortOrder == 0)
//     alert(str.tostring(LicenseID)+',cancelshort,GBPUSDb', alert.freq_once_per_bar_close)

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