TD Sequential Dual-Direction S/R Trading Strategy
Autora:ChaoZhang, Data: 2024-02-06 12:13:22Tags:
Resumo
Esta estratégia identifica os níveis de suporte e resistência rastreando as barras ascendentes e descendentes consecutivas dos preços e combina médias móveis como sinais de entrada e stop loss para construir estratégias de negociação longas e curtas.
Princípios
- Identificação do S/R
- Quando o preço de fechamento for superior ao fechamento de 4 dias atrás durante 4 dias consecutivos, assinalar o ponto como suporte descendente
- Quando o preço de fechamento for inferior ao fechamento de 4 dias atrás durante 4 dias consecutivos, marcar o ponto como uma resistência ascendente
- Geração de sinal
- Após a identificação de um nível de suporte, se a contagem de barras acima atingir o limiar (default 9 dias), gerar sinal longo
- Após a identificação de um nível de resistência, se a contagem de barras para baixo atingir o limiar (default 9 dias), gerar sinal curto
- Filtro MA e stop loss
- Exigir que o preço atravesse a linha MA na entrada, para filtrar sinais
- Definição da perda de parada na linha MA na entrada
Vantagens
- O julgamento baseado em S/R é relativamente fiável, não é facilmente enganado por flutuações de curto prazo
- A combinação do filtro MA pode reduzir os falsos sinais
- Ir tanto longo como curto para melhorar a frequência e as oportunidades de lucro
- Parâmetros ajustáveis, podem ser otimizados para diferentes produtos e situações de mercado
Riscos e soluções
- Pode sofrer perdas consecutivas em mercados em tendência
- Aumentar o período de autorização para reduzir a frequência das trocas
- Probabilidade de erro no julgamento do S/R
- Prazos de afinação para a identificação de S/R
- O stop loss pode ser acionado com demasiada frequência nos mercados de Whipsaw
- Intervalo de perda de paragem afrouxado
- Adicionar indicador de tendência
Orientações de otimização
- Adicionar mais indicadores técnicos para melhorar a robustez
- Tendência, ímpeto etc.
- Otimizar a lógica de identificação S/R
- Impacto do ensaio de diferentes parâmetros
- Ajuste de parâmetros para produtos específicos e prazos
- O intervalo ajustável varia de acordo com os produtos
- Desenvolver um mecanismo adaptativo de stop loss
- Ajuste dinâmico do stop loss com base na volatilidade do mercado
Conclusão
A estratégia é relativamente simples e confiável. Ao identificar corretamente os níveis de S / R, ele capta oportunidades de reversão de preço com alta probabilidade. Combinando com MA, garante o tempo de entrada adequado e evita armadilhas. Finalmente, o julgamento direcional é conservador, mas adaptável. Os usuários podem otimizar os parâmetros de acordo com sua compreensão do mercado e alcançar resultados ainda melhores.
/*backtest
start: 2023-01-30 00:00:00
end: 2024-02-05 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © GlobalMarketSignals
//@version=4
strategy("GMS: TD Sequential Strategy", overlay=true)
LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
PriceFlipL = input(title="TD Sequential Long Price Flip", type = input.integer ,defval=9)
PriceFlipS = input(title="TD Sequential Short Price Flip", type = input.integer ,defval=9)
MAs1 = input(title="Long MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
MAs2 = input(title="Short MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
SMAlenL = input(title="Long MA Exit Length", type = input.integer ,defval=10)
SMAlenS = input(title="Short MA Exit Length", type = input.integer ,defval=10)
AboveBelowL = input(title="Long Trend Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
AboveBelowS = input(title="Short Trend Filter?", type=input.string, defval="Below", options=["Above", "Below", "Don't Include"])
TLma = input(title="Trend MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
TrendLength = input(title="Trend MA Length", type = input.integer ,defval=200)
PTbutton = input(title="Profit Target On/Off", type=input.bool, defval=true)
ProfitTarget = input(title="Profit Target %", type=input.float, defval=1, step=0.1, minval=0)
SLbutton = input(title="Stop Loss On/Off", type=input.bool, defval=true)
StopLoss = input(title="Stop Loss %", type=input.float, defval=-1, step=0.1, maxval=0)
//PROFIT TARGET & STOPLOSS
if PTbutton == true and SLbutton == true
strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
if PTbutton == true and SLbutton == false
strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick))
else
if PTbutton == false and SLbutton == true
strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
strategy.cancel("PT EXIT")
// S/R Code By johan.gradin (lines 36-46)
// Buy setup//
priceflip1 = barssince(close>close[4])
buysetup = close<close[4] and priceflip1
buy = buysetup and barssince(priceflip1!=9)
buyovershoot = barssince(priceflip1!=13) and buysetup
// Sell Setup //
priceflip = barssince(close<close[4])
sellsetup = close>close[4] and priceflip
sell = sellsetup and barssince(priceflip!=9)
sellovershoot = sellsetup and barssince(priceflip!=13)
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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