Trend Mengikut Strategi Berdasarkan QQE dan MA

Penulis:ChaoZhang, Tarikh: 2023-12-29 16:36:47
Tag:

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Ringkasan

Ini adalah strategi trend berikut berdasarkan penunjuk QQE (Qualitative Quantitative Estimation) dan purata bergerak. Ia menentukan arah trend dan menghasilkan isyarat perdagangan berdasarkan silang QQE pantas yang disaring oleh arah purata bergerak.

Strategi ini boleh menggunakan tiga jenis salib QQE untuk menentukan isyarat perdagangan: (1) RSI yang lancar melintasi garis 0; (2) RSI yang lancar melintasi garis QQE yang cepat; (3) RSI yang lancar keluar dari saluran ambang RSI. Secara lalai ia menggunakan salib ketiga untuk membuka kedudukan dan salib kedua untuk menutup kedudukan.

Isyarat beli dan jual boleh memilih untuk menambah penapis tambahan dengan menggunakan purata bergerak: harga penutupan harus berada di atas (di bawah) garisan MA pantas, dan garisan MA pantas harus berada di atas (di bawah) garisan MA perlahan, untuk menjana isyarat perdagangan.

Strategi ini sesuai untuk digunakan dalam perdagangan automatik dengan mod isyarat ke isyarat.

Prinsip

Penunjuk teras strategi ini adalah QQE. Formula penghitungannya adalah seperti berikut:

Wilders_Period = RSILen * 2 - 1   

Rsi = rsi(close,RSILen)
RSIndex = ema(Rsi, SF)   
AtrRsi = abs(RSIndex - RSIndex[1])
MaAtrRsi = ema(AtrRsi, Wilders_Period)  
DeltaFastAtrRsi = ema(MaAtrRsi,Wilders_Period) * QQEfactor  

newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi  

Di mana RSILen adalah tempoh panjang RSI, dan SF adalah faktor pelinciran RSI. QQE pada dasarnya adalah RSI yang dilencangkan. Ia mengira saluran atas dan bawah berdasarkan ATR yang cepat, dan penyeberangan harga di atas saluran menunjukkan isyarat beli atau jual.

Strategi ini menggunakan tiga jenis silang QQE untuk mengenal pasti isyarat perdagangan:

  1. RSI yang lancar melintasi garis 0 (XZ)
QQEzlong = RSIndex >= 50 ? QQEzlong + 1 : 0  
QQEzshort = RSIndex < 50 ? QQEzshort + 1 : 0   
  1. RSI yang lancar melintasi garis QQE pantas (XQ), seperti isyarat swing awal
QQExlong = FastAtrRsiTL < RSIndex ? QQExlong + 1 : 0
QQExshort = FastAtrRsiTL > RSIndex ? QQExshort + 1 : 0  
  1. RSI lancar keluar saluran ambang (XC), seperti isyarat ayunan disahkan
threshhold = 10  
QQEclong = RSIndex > (50 + threshhold) ? QQEclong + 1 : 0  
QQEcshort = RSIndex < (50 - threshhold) ? QQEcshort + 1 : 0

Satu atau beberapa daripada tiga salib di atas boleh dipilih untuk mengenal pasti isyarat masuk dan keluar.

Isyarat beli dan jual boleh memilih untuk menambah penapis tambahan dengan purata bergerak:

// Filter condition   
QQEflong = close > ma_medium AND   
            ma_medium > ma_slow AND
            ma_fast > ma_medium
            
QQEfshort = close < ma_medium AND  
            ma_medium < ma_slow AND  
            ma_fast < ma_medium   

Ini membantu mengelakkan isyarat palsu di pasaran sampingan.

Strategi ini sesuai untuk perdagangan automatik dengan menggunakan silang QQE yang berbeza untuk masuk dan keluar:

Entry signal = XC OR XQ OR XZ  
Exit signal = XQ OR XZ

Kelebihan

Kelebihan strategi ini termasuk:

  1. Menggunakan penunjuk QQE untuk menentukan trend dan isyarat silang.

  2. Menambah penapis dengan purata bergerak dapat mengelakkan isyarat palsu di pasaran sampingan dan meningkatkan kualiti isyarat.

  3. Memilih silang QQE yang berbeza untuk masuk dan keluar membolehkan perdagangan automatik.

  4. Isyarat RSI yang lancar mempunyai kesan kelewatan, jadi isyarat beli/jual tidak akan dicat semula.

  5. Parameter boleh dioptimumkan pada jangka masa yang berbeza untuk mencari kombinasi terbaik.

Risiko

Terdapat juga beberapa risiko strategi ini:

  1. Isyarat yang salah mungkin berlaku semasa pembalikan trend. Stop loss harus ditetapkan untuk mengawal risiko.

  2. Tetapan parameter yang tidak sesuai boleh menjejaskan prestasi strategi. Pelbagai ujian dan pengoptimuman diperlukan untuk mencari parameter terbaik.

  3. Simbol dan jangka masa yang berbeza memerlukan ujian dan penyesuaian parameter yang berasingan.

  4. Perdagangan mekanikal mempunyai risiko penarikan dan kerugian berturut-turut.

Penyelesaian yang sepadan adalah:

  1. Tetapkan stop loss untuk keluarkan kedudukan apabila kerugian mencapai jumlah tertentu.

  2. Uji kombinasi parameter yang berbeza dengan teliti untuk mencari parameter yang optimum.

  3. Sesuaikan parameter mengikut ciri simbol dan jangka masa.

  4. Gunakan pengurusan modal yang betul, skala-in kedudukan, dan kawalan mengikut saiz kedudukan perdagangan.

Arahan pengoptimuman

Terdapat beberapa arah yang strategi ini boleh dioptimumkan:

  1. Mengoptimumkan parameter QQE termasuk panjang RSI, panjang kelancaran RSI, panjang ATR pantas dan lain-lain, untuk mencari kombinasi parameter yang optimum.

  2. Mengoptimumkan parameter purata bergerak, menyesuaikan tempoh, jenis dan lain-lain untuk sesuai dengan indikator QQE.

  3. Uji silang QQE yang berbeza untuk masuk dan keluar untuk mencari kombinasi yang paling stabil.

  4. Gunakan tempoh yang lebih pendek untuk jangka masa yang lebih rendah dan perdagangan intraday.

  5. Tambah mekanisme stop loss untuk berhenti apabila kerugian mencapai peratusan tertentu.

  6. Mengurangkan saiz kedudukan dengan sewajarnya dan menguji kaedah pengurusan kedudukan yang berbeza.

Kesimpulan

Strategi ini mengintegrasikan menggunakan penunjuk QQE untuk menilai trend dan salib, dan purata bergerak untuk penapis, untuk menghasilkan isyarat perdagangan. Semasa perdagangan langsung, ia boleh dioptimumkan dengan menyesuaikan parameter untuk meningkatkan kualiti isyarat, dan dengan pengurusan wang yang ketat untuk mengawal risiko. Strategi ini sesuai dengan perdagangan automatik dengan mod isyarat ke isyarat, dan juga dapat membantu perdagangan pertimbangan. pengoptimuman lanjut pada logika dan parameter dapat menjadikannya dapat disesuaikan dengan lebih banyak keadaan pasaran.


/*backtest
start: 2022-12-22 00:00:00
end: 2023-12-28 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
//

//*** START of COMMENT OUT [Alerts]
strategy(title="[Backtest]QQE Cross v6.0 by JustUncleL", shorttitle="[BT]QQEX v6.0", overlay=true)
//*** END of COMMENT OUT [Alerts]
//<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//

//>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>//
//*** START of COMMENT OUT [BackTest]
//study(title="[Alerts]QQE Cross v6.0 by JustUncleL", shorttitle="[AL]QQEX v6.0", overlay=true,max_bars_back=2000)
//*** END of COMMENT OUT [BackTest]

//
// Author:  JustUncleL
// Date:    10-July-2016
// Version: v6, Major Release Nov-2018
//
// Description:
//  A following indicator is Trend following that uses fast QQE crosses with Moving Averages
//  for trend direction filtering. QQE or Qualitative Quantitative Estimation is based 
//  on the relative strength index (RSI), but uses a smoothing technique as an additional 
//  transformation. Three crosses can be selected (all selected by default): 
//    - Smooth RSI signal crossing ZERO (XZ)
//    - Smooth RSI signal crossing Fast QQE line (XQ), this is like an early warning swing signal.
//    - Smooth RSI signal exiting the RSI Threshhold Channel (XC), this is like a confirmed swing signal.
//      An optimumal Smooth RSI threshold level is between 5% and 10% (default=10), it helps reduce
//      the false swings.
//  These signals can be selected to Open Short/Long and/or Close a trade, default is XC open
//  trade and XQ (or opposite open) to Close trade.
//
//  The (LONG/SHORT) alerts can be optionally filtered by the Moving Average Ribbons:
//    - For LONG alert the Close must be above the fast MA Ribbon and 
//        fast MA Ribbon must be above the slow MA Ribbon.
//    - For SHORT alert the Close must be below the fast MA Ribbon and
//        fast MA Ribbon must be below the slow MA Ribbon.
//  and/or directional filter:
//    - For LONG alert the Close must be above the medium MA and the
//      directional of both MA ribbons must be Bullish.
//    - For SELL alert the Close must be below the medium MA and the
//      directional of both MA ribbons must be Bearish.
//
//  This indicator is designed to be used as a Signal to Signal trading BOT 
//  in automatic or semi-automatic way (start and stop when conditions are suitable).
//  - For LONG and SHORT alerts I recommend you use "Once per Bar" alarm option
//  - For CLOSE alerts I recommend you use "Once per Bar Close" alarm option
//  (* The script has been designed so that long/short signals come at start of candles *)
//  (* and close signals  come at the end of candles                                    *)
//
// Mofidifications:
//  6.0 - Major Release Version
//      - Added second MA ribbon to help filter signals to the trend direction.
//      - Modified Alert filtering to include second MA Ribbon
//      - Change default settings to reflect Signal to Signal BOT parameters.
//      - Removed older redunant alerts.
//
//  5.0 - Development series
//
//  4.1 - Fix bug with painting Buy/Sell arrows when non-repaint shunt mode selected.
//      - Added option to alert just the first Buy/Sell alert after a trend swing
//      - Added Long and Short Alarms. When combined with the "first Buy/Sell" in trend option,
//        It is now possible to use this indicator to interface with AutoView 
//        or ProfitView. I suggest using the "QQEX XZ Alert" alarm to exit Long or Short
//        trade. Use only "Once per bar Close" option for Alarms. This is not a full
//        fledged trading BOT though with TP/SL settings.
//
//      - Changed QQE defaults to be a bit smoother (8, 5, 3) instead of (6, 3, 2.618).
//
//  4.0 - Added implied GPL copyright notice.
//      - Changed defaults to use HullMAs instead of EMAs.
//  3.0 - No repaint on BUY/SELL alert, however, now trades should be taken when the BUY/SELL
//        Alert is displayed. The alarm is still generated on the previous candle so you can
//        still get a pre-warning, this enables you time to analyse the pending alert.
//      - Added option to test success of alerted trades, highlight successful and failed trade bars
//        and show simple stats: success rate and number of trades (out of 5000), this will help
//        tune the settings for timeframe and currency PAIR.
//  2.0 - Added code to use the medium moving average (EMA20) rising/falling for additional
//        trend direction filter.
//      - Remove Moving Average cross over signals and other options not used in this indicator.
//      - Added code to distinguish between the crosses, now only show Thresh Hold crosses as BUY/SELL
//        alerts.
//      - Modidied default settings to more well known MA's and slightly different QQE settings, these
//        work well at lower timeframes.
//      - Added circle plots at bottom of chart to show when actual BUY/SELL alerts occur.
//  1.0 - original
//
// References:
//  Some Code borrowed from:
//  - "Scalp Jockey - MTF MA Cross Visual Strategizer by JayRogers"
//  - "QQE MT4 by glaz"
//  Inspiration from:
//  - http://www.forexstrategiesresources.com/binary-options-strategies-ii/189-aurora-binary-trading/
//  - http://www.forexstrategiesresources.com/metatrader-4-trading-systems-v/652-qqe-smoothed-trading/
//  - http://dewinforex.com/forex-indicators/qqe-indicator-not-quite-grail-but-accurately-defines-trend-and-flat.html
//  - "Binary option trading by two previous bars" by radixvinni
//
//
// -----------------------------------------------------------------------------
// Copyright 2015 Glaz,JayRogers
//
// Copyright 2016,2017,2018 JustUncleL
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
// 
// The GNU General Public License can be found here
// <http://www.gnu.org/licenses/>.
//
// -----------------------------------------------------------------------------
//

// Use Alternate Anchor TF for MAs 
anchor     = input(4,minval=0,maxval=100,title="Relative TimeFrame Multiplier for Second MA Ribbon (0=none, max=100)")
//

// - INPUTS START
// Fast MA - type, source, length
showAvgs     = input(true,title="Show Moving Average Lines")
type1   = input(defval="EMA", title="Fast MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len1    = input(defval=16, title="Fast - Length", minval=1)
gamma1  = 0.33
// Medium Fast MA - type, source, length
type2   = input(defval="EMA", title="Medium MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len2    = input(defval=21, title="Medium - Length", minval=1)
gamma2  = 0.55
// Slow MA - type, source, length
type3   = input(defval="EMA", title="Slow MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len3    = input(defval=26, title="Slow Length", minval=1)
gamma3  = 0.77
//
// QQE rsi Length, Smoothing, fast ATR factor, source
RSILen  = input(14,title='RSI Length')
SF      = input(8,title='RSI Smoothing Factor')
QQEfactor  = input(5.0,type=float,title='Fast QQE Factor')
threshhold = input(10, title="RSI Threshhold")
//
sQQEx   = input(true,title="Show QQE Signal crosses")
sQQEz   = input(false,title="Show QQE Zero crosses")
sQQEc   = input(true,title="Show QQE Thresh Hold Channel Exits")
//
tradeSignal = input("XC", title="Select which QQE signal to Buy/Sell", options=["XC","XQ","XZ"])
closeSignal = input("XQ", title="Select which QQE signal to Close Order", options=["XC","XQ","XZ"])
//
xfilter = input(true, title="Filter XQ Buy/Sell Orders by Threshold" )
filter  = input(false,title="Use Moving Average Filter")
dfilter = input(true, title="Use Trend Directional Filter" )
ufirst  = input(false, title="Only Alert First Buy/Sell in a new Trend")
RSIsrc  = input(close,title="Source")

src     = RSIsrc // MA source
srcclose= RSIsrc

///////////////////////////////////////////////
//* Backtesting Period Selector | Component *//
///////////////////////////////////////////////

//* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *//
//* https://www.tradingview.com/u/pbergden/ *//
//* Modifications made by JustUncleL*//


//>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>//
//*** START of COMMENT OUT [Alerts]

testStartYear = input(2018, "Backtest Start Year",minval=1980)
testStartMonth = input(6, "Backtest Start Month",minval=1,maxval=12)
testStartDay = input(12, "Backtest Start Day",minval=1,maxval=31)
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)

testStopYear = 9999 //input(9999, "Backtest Stop Year",minval=1980)
testStopMonth = 12 // input(12, "Backtest Stop Month",minval=1,maxval=12)
testStopDay = 31 //input(31, "Backtest Stop Day",minval=1,maxval=31)
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)

testPeriod = time >= testPeriodStart and time <= testPeriodStop ? true : false

//*** END of COMMENT OUT [Alerts]
//<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//

// - INPUTS END


gold = #FFD700
AQUA = #00FFFFFF
BLUE = #0000FFFF
RED  = #FF0000FF
LIME = #00FF00FF
GRAY = #808080FF

// - FUNCTIONS

// - variant(type, src, len, gamma)
// Returns MA input selection variant, default to SMA if blank or typo.

// SuperSmoother filter
// © 2013  John F. Ehlers
variant_supersmoother(src,len) =>
    a1 = exp(-1.414*3.14159 / len)
    b1 = 2*a1*cos(1.414*3.14159 / len)
    c2 = b1
    c3 = (-a1)*a1
    c1 = 1 - c2 - c3
    v9 = 0.0
    v9 := c1*(src + nz(src[1])) / 2 + c2*nz(v9[1]) + c3*nz(v9[2])
    v9
    
variant_smoothed(src,len) =>
    v5 = 0.0
    v5 := na(v5[1]) ? sma(src, len) : (v5[1] * (len - 1) + src) / len
    v5

variant_zerolagema(src,len) =>
    ema1 = ema(src, len)
    ema2 = ema(ema1, len)
    v10 = ema1+(ema1-ema2)
    v10
    
variant_doubleema(src,len) =>
    v2 = ema(src, len)
    v6 = 2 * v2 - ema(v2, len)
    v6

variant_tripleema(src,len) =>
    v2 = ema(src, len)
    v7 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len)               // Triple Exponential
    v7
    
//calc Laguerre
variant_lag(p,g) =>
    L0 = 0.0
    L1 = 0.0
    L2 = 0.0
    L3 = 0.0
    L0 := (1 - g)*p+g*nz(L0[1])
    L1 := -g*L0+nz(L0[1])+g*nz(L1[1])
    L2 := -g*L1+nz(L1[1])+g*nz(L2[1])
    L3 := -g*L2+nz(L2[1])+g*nz(L3[1])
    f = (L0 + 2*L1 + 2*L2 + L3)/6
    f

// return variant, defaults to SMA 
variant(type, src, len, g) =>
    type=="EMA"     ? ema(src,len) : 
      type=="WMA"   ? wma(src,len): 
      type=="VWMA"  ? vwma(src,len) : 
      type=="SMMA"  ? variant_smoothed(src,len) : 
      type=="DEMA"  ? variant_doubleema(src,len): 
      type=="TEMA"  ? variant_tripleema(src,len): 
      type=="LAGMA" ? variant_lag(src,g) :
      type=="HullMA"? wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) :
      type=="SSMA"  ? variant_supersmoother(src,len) : 
      type=="ZEMA"  ? variant_zerolagema(src,len) : 
      type=="TMA"   ? sma(sma(src,len),len) : 
                      sma(src,len)

// - /variant 

// If have anchor specified, calculate the base multiplier, base on time in mins
//mult  = isintraday ? anchor==0 or interval<=0 or interval>=anchor or anchor>1440? 1 : round(anchor/interval) : 1
//mult := not isintraday?  1 : mult  // Only available Daily or less

// Anchor is a relative multiplier based on current TF.
mult = anchor>0 ? anchor : 1 

// - FUNCTIONS END

 
// - Fast ATR QQE
//
Wilders_Period = RSILen * 2 - 1
//
Rsi = rsi(RSIsrc,RSILen)
RSIndex = ema(Rsi, SF)
AtrRsi = abs(RSIndex[1] - RSIndex)
MaAtrRsi = ema(AtrRsi, Wilders_Period)
DeltaFastAtrRsi = ema(MaAtrRsi,Wilders_Period) * QQEfactor
//
newshortband=  RSIndex + DeltaFastAtrRsi
newlongband= RSIndex - DeltaFastAtrRsi
longband = 0.0
shortband=0.0
trend = 0
longband:=RSIndex[1] > longband[1] and RSIndex > longband[1] ? max(longband[1],newlongband) : newlongband
shortband:=RSIndex[1] < shortband[1] and  RSIndex < shortband[1] ? min(shortband[1],newshortband) : newshortband
trend:=cross(RSIndex, shortband[1])? 1 : cross(longband[1], RSIndex) ? -1 : nz(trend[1],1)
FastAtrRsiTL = trend==1 ? longband : shortband


// - SERIES VARIABLES
// MA's
ma_fast    = variant(type1, srcclose, len1, gamma1)
ma_medium  = variant(type2, srcclose, len2, gamma2)
ma_slow    = variant(type3, srcclose, len3, gamma3)
// MA's
ma_fast_alt    = variant(type1, srcclose, len1*mult, gamma1)
ma_medium_alt  = variant(type2, srcclose, len2*mult, gamma2)
ma_slow_alt    = variant(type3, srcclose, len3*mult, gamma3)

// Get Direction From Medium Moving Average
direction = rising(ma_medium,3) ? 1 : falling(ma_medium,3) ? -1 : 0
altDirection = rising(ma_medium_alt,3) ? 1 : falling(ma_medium_alt,3) ? -1 : 0
//
// Find all the QQE Crosses
QQExlong  = 0, QQExlong := nz(QQExlong[1])
QQExshort = 0, QQExshort := nz(QQExshort[1])
QQExlong  := FastAtrRsiTL< RSIndex ? QQExlong+1 : 0
QQExshort := FastAtrRsiTL> RSIndex ? QQExshort+1 : 0
// Zero cross
QQEzlong  = 0, QQEzlong := nz(QQEzlong[1])
QQEzshort = 0, QQEzshort := nz(QQEzshort[1])
QQEzlong  := RSIndex>=50 ? QQEzlong+1 : 0
QQEzshort := RSIndex<50 ? QQEzshort+1 : 0
//  
// Thresh Hold channel Crosses give the BUY/SELL alerts.
QQEclong  = 0, QQEclong := nz(QQEclong[1])
QQEcshort = 0, QQEcshort := nz(QQEcshort[1])
QQEclong  := RSIndex>(50+threshhold) ? QQEclong+1 : 0
QQEcshort := RSIndex<(50-threshhold) ? QQEcshort+1 : 0

//
// Check Filtering.
QQEflong = mult == 1 ? (not filter or (srcclose>ma_medium and ma_medium>ma_slow and ma_fast>ma_medium)) and (not dfilter or (direction>0 )) :
                       (not filter or (ma_medium>ma_medium_alt and srcclose>ma_fast and ma_fast>ma_medium)) and (not dfilter or (direction>0 and altDirection>0 and srcclose>ma_medium))
QQEfshort = mult == 1 ? (not filter or (srcclose<ma_medium and ma_medium<ma_slow and ma_fast<ma_medium)) and (not dfilter or (direction<0 )) :
                       (not filter or (ma_medium<ma_medium_alt and srcclose<ma_fast and ma_fast<ma_medium)) and (not dfilter or (direction<0 and altDirection<0 and srcclose<ma_medium))
  
QQExfilter = (not xfilter or  RSIndex>(50+threshhold) or RSIndex<(50-threshhold))
//
// Get final BUY / SELL alert determination
buy_ = 0, buy_ := nz(buy_[1])
sell_ = 0, sell_ := nz(sell_[1])

// Make sure Buy/Sell are non-repaint and occur after close signal.
buy_  := tradeSignal=="XC"? (QQEclong[1]==1 and QQEflong[1] ? buy_+1 : 0) :
         tradeSignal=="XQ"? (QQExlong[1]==1 and QQEflong[1] and QQExfilter[1]? buy_+1 : 0) :
         tradeSignal=="XZ"? (QQEzlong[1]==1 and QQEflong[1] ? buy_+1 : 0) :  0
sell_ := tradeSignal=="XC"? (QQEcshort[1]==1 and QQEfshort[1] ? sell_+1 : 0) : 
         tradeSignal=="XQ"? (QQExshort[1]==1 and QQEfshort[1] and QQExfilter[1]? sell_+1 : 0) : 
         tradeSignal=="XZ"? (QQEzshort[1]==1 and QQEfshort[1] ? sell_+1 : 0) : 0
//
// Find the first Buy/Sell in trend swing.
Buy = 0, Buy := nz(Buy[1])
Sell = 0, Sell := nz(Sell[1])
Buy := sell_>0 ? 0 : buy_==1 or Buy>0  ? Buy+1 : Buy
Sell := buy_>0 ? 0 : sell_==1 or Sell>0 ? Sell+1 : Sell

// Select First or all buy/sell alerts.
buy = ufirst ? Buy : buy_
sell = ufirst ? Sell : sell_

closeLong = 0, closeLong := nz(closeLong[1])
closeShort = 0, closeShort := nz(closeShort[1])
closeLong  := closeSignal=="XC" ? (QQEcshort==1 ? closeLong+1 : 0)  :
              closeSignal=="XQ" ? tradeSignal=="XQ" ? (QQExshort==1 ? closeLong+1 : 0) : ((QQExshort==1 or QQEzshort or QQEcshort) ? closeLong+1 : 0)  :
              closeSignal=="XZ" ? (QQEzshort==1 ? closeLong+1 : 0)  : 0
closeShort := closeSignal=="XC" ? (QQEclong==1 ? closeShort+1 : 0)  :
              closeSignal=="XQ" ? tradeSignal=="XQ" ? (QQExlong==1 ? closeShort+1 : 0) : ((QQExlong==1  or QQEzlong or QQEclong==1) ? closeShort+1 : 0)  :
              closeSignal=="XZ" ? (QQEzlong==1 ? closeShort+1 : 0)  : 0


tradestate = 0, tradestate := nz(tradestate[1])
tradestate := tradestate==0 ? (buy==1 ? 1 : sell==1 ? 2 : 0) : (tradestate==1 and closeLong==1) or (tradestate==2 and closeShort==1)? 0 : tradestate 

isLong  = change(tradestate) and tradestate==1
isShort =  change(tradestate) and tradestate==2
isCloseLong =  change(tradestate) and tradestate==0 and nz(tradestate[1])==1
isCloseShort =  change(tradestate) and tradestate==0 and nz(tradestate[1])==2

// - SERIES VARIABLES END

// - PLOTTING
// Ma's
tcolor = direction<0?red:green
ma1=plot(showAvgs?ma_fast:na, title="MA Fast", color=tcolor, linewidth=1, transp=0)
ma2=plot(showAvgs?ma_medium:na, title="MA Medium Fast", color=tcolor, linewidth=2, transp=0)
ma3=plot(showAvgs?ma_slow:na, title="MA Slow", color=tcolor, linewidth=1, transp=0)
fill(ma1,ma3,color=tcolor,transp=90)
// Ma's
altTcolor=altDirection<0?blue:aqua
ma4=plot(showAvgs and mult>1?ma_fast_alt:na, title="MA Fast", color=altTcolor, linewidth=1, transp=0)
ma5=plot(showAvgs and mult>1?ma_medium_alt:na, title="MA Medium Fast", color=altTcolor, linewidth=2, transp=0)
ma6=plot(showAvgs and mult>1?ma_slow_alt:na, title="MA Slow", color=altTcolor, linewidth=1, transp=0)
fill(ma4,ma6,color=altTcolor,transp=90)
// QQE exit from Thresh Hold Channel
plotshape(sQQEc and QQEclong==1 and not isLong, title="QQE X Over Channel", style=shape.triangleup, location=location.belowbar, text="XC", color=olive, transp=20, size=size.tiny)
plotshape(sQQEc and QQEcshort==1 and not isShort, title="QQE X Under Channel", style=shape.triangledown, location=location.abovebar, text="XC", color=red, transp=20, size=size.tiny)
// QQE crosses
plotshape(sQQEx and QQExlong==1 and QQEclong!=1 and not isLong, title="QQE Cross Over", style=shape.triangleup, location=location.belowbar, text="XQ", color=blue, transp=20, size=size.tiny)
plotshape(sQQEx and QQExshort==1 and QQEcshort!=1 and not isShort, title="QQE Cross Under", style=shape.triangledown, location=location.abovebar, text="XQ", color=black, transp=20, size=size.tiny)
// Signal crosses zero line
plotshape(sQQEz and QQEzlong==1 and QQEclong!=1 and not isLong and QQExlong!=1, title="QQE Zero Cross Over", style=shape.triangleup, location=location.belowbar, text="XZ", color=aqua, transp=20, size=size.tiny)
plotshape(sQQEz and QQEzshort==1 and QQEcshort!=1 and not isShort and QQExshort!=1, title="QQE Zero Cross Under", style=shape.triangledown, location=location.abovebar, text="XZ", color=fuchsia, transp=20, size=size.tiny)
//
//*** START of COMMENT OUT [BackTest]
//plotshape(isLong, title="QQEX Long", style=shape.arrowup, location=location.belowbar, text="Open\nLONG", color=lime, textcolor=green, transp=0, size=size.small)
//plotshape(isShort, title="QQEX Short", style=shape.arrowdown, location=location.abovebar, text="Open\nSHORT", color=red, textcolor=maroon, transp=0, size=size.small)
//plotshape(isCloseLong, title="QQEX Close Long", style=shape.arrowdown, location=location.abovebar, text="Close\nLONG", color=gray, textcolor=gray, transp=0, size=size.small)
//plotshape(isCloseShort, title="QQEX Close Short", style=shape.arrowup, location=location.belowbar, text="Close\nSHORT", color=gray, textcolor=gray, transp=0, size=size.small)
//*** END of COMMENT OUT [BackTest]

// - PLOTTING END

// - ALERTING

//*** START of COMMENT OUT [Alerts]
if testPeriod
    strategy.entry("Long", 1, when=isLong)
    strategy.close("Long", when=isCloseLong )
    strategy.entry("Short", 0,  when=isShort)
    strategy.close("Short", when=isCloseShort )
//end if
//*** END of COMMENT OUT [Alerts]

//*** START of COMMENT OUT [BackTest]
//
// Signal to Signal BOT Alerts.
//
//alertcondition(isLong,  title="QQEX Long", message="QQEX LONG")  // use "Once per Bar" option
//alertcondition(isShort, title="QQEX Short", message="QQEX SHORT") // use "Once per Bar" option
//alertcondition(isCloseLong, title="QQEX Close Long", message="QQEX CLOSE LONG") // use "Once per Bar Close" option
//alertcondition(isCloseShort, title="QQEX Close Short", message="QQEX CLOSE SHORT") // use "Once per Bar Close" option
//
//*** END of COMMENT OUT [BackTest]

// show only when alert condition is met and bar closed.
plotshape(isLong or isShort,title= "Cross Alert Completed", location=location.bottom, color=isShort?red:green, transp=0, style=shape.circle,size=size.auto,offset=0)
plotshape(isCloseShort[1] or isCloseLong[1],title= "Close Order", location=location.top, color=isCloseShort[1]?red:green, transp=0, style=shape.square,size=size.auto,offset=-1)

// - ALERTING END


//EOF

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