Стратегия пересечения скользящих средних длинных и коротких позиций

Дата создания: 2023-10-09 17:03:23 Последнее изменение: 2023-10-09 17:03:23

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ChaoZhang

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Подписчики

Обзор

Эта стратегия является многопрофильной системой принятия решений, основанной на перекрестных движущихся средних. Стратегия позволяет выбирать различные типы движущихся средних и может конфигурировать долгосрочные и краткосрочные параметры движущихся средних, что приводит к сигналам покупки и продажи. Кроме того, стратегия предоставляет опцию фильтрации тенденций, которая требует, чтобы торговые сигналы соответствовали направлению тенденции.

Стратегический принцип

Основная логика стратегии основана на перекрестке двух скользящих средних для получения торгового сигнала.

Когда краткосрочная скользящая средняя пересекается с долгосрочной скользящей средней, создается сигнал покупки.
Сигнал продажи возникает, когда краткосрочная скользящая средняя пересекает долгосрочную скользящую среднюю.

Кроме того, в стратегии предлагается выбор из четырех типов движущихся средних, включая простые движущиеся средние (SMA), индексные движущиеся средние (EMA), весовые движущиеся средние (WMA) и количественные движущиеся средние (VWMA). Пользователи могут свободно комбинировать и настраивать типы краткосрочных и долгосрочных средних.

Кроме того, стратегия предлагает три режима работы: только плюс, только минус и полный плюс. Это позволяет пользователям выбирать различные направления торговли в зависимости от рыночных условий.

Наконец, в стратегию добавлена функция фильтрации трендов. Эта функция требует, чтобы торговый сигнал был в соответствии с направлением тренда, в противном случае сигнал игнорируется. В частности, когда опция настроена на Above, многоголовый сигнал производится только тогда, когда цена выше средней линии тренда; когда опция настроена на Below, пустой сигнал производится только тогда, когда цена ниже средней линии тренда.

Стратегические преимущества

Наибольшим преимуществом данной стратегии является параметричность и гибкость. Движущаяся средняя, являющаяся наиболее фундаментальным техническим показателем, широко используется в количественных сделках. Стратегия предоставляет высококонфигурируемую систему пересечения движущихся средних, позволяя пользователю гибко регулировать параметры для различных рыночных условий.

В частности, преимущества стратегии включают в себя:

Выбор из нескольких типов скользящих средних, которые можно оптимизировать, настраивая параметры скользящих средних
Конфигурируемые долгосрочные среднесрочные параметры, адаптированные к различным циклическим характеристикам рынка
Возможность выбора направления многолинейной торговли, чтобы избежать неблагоприятных односторонних рынков
Можно выбрать, добавлять ли фильтры на тенденции, чтобы уменьшить неблагоприятные для тенденции сделки
Стратегическая логика проста, понятна и легко оптимизируется.

В целом, стратегия представляет собой очень гибкую и настраиваемую систему пересечения подвижных средних, которую пользователи могут корректировать в соответствии со своим суждением о рынке, не ограничиваясь какой-либо фиксированной моделью.

Стратегический риск

Основные риски этой стратегии исходят из:

Движущаяся средняя, используемая в качестве задержки, может создать риск пропускания изменения цены
Неправильно сконфигурированный набор параметров может привести к слишком большому количеству сделок и снижению прибыли.
Придерживаясь определенной модели поведения, вы рискуете столкнуться с возможным изменением поведения.

В связи с вышеуказанными рисками в данной стратегии предлагаются следующие решения:

В сочетании с другими ориентировочными индикаторами для обнаружения изменения цен, такими как индикаторы количественной мощности, индикаторы волатильности и т. д.
Оптимизация комбинации параметров, позволяющая получить больше прибыли, чем потерь, контролируя частоту торгов
Динамическая корректировка параметров стратегии, своевременная адаптация к изменениям рынка от тренда к консолидации

Направление оптимизации стратегии

Эта стратегия может быть оптимизирована в следующих аспектах:

Добавление других технических показателей для повышения эффективности системы, таких как энергетические показатели, ленты Бринга и т. д.
Добавление стратегии стоп-лосса для контроля одиночных потерь
Динамически оптимизируемый набор параметров на основе алгоритмов машинного обучения
Добавление методов оценки тенденций, основанных на структуре рынка, а не на простой скользящей средней
Динамическое регулирование управления позициями в сочетании с показателями волатильности

Оптимизация вышеперечисленных пунктов позволяет системе иметь лучшие механизмы управления рисками, более высокую стабильность и более высокую способность адаптироваться к изменениям рынка.

Подвести итог

Это очень типичная стратегия для слежения за тенденциями. Она проста, гибкая, легко понятная и предлагает высококонфигурируемую торговую систему. Пользователь может выбрать подходящую комбинацию движущихся средних, настроить параметры, настроить многополосные торговые направления и т. Д. в зависимости от ситуации на рынке.

Исходный код стратегии

/*backtest
start: 2023-09-08 00:00:00
end: 2023-10-08 00:00:00
period: 3h
basePeriod: 15m
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: Moving Average Crossover Strategy", overlay=true)

LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
MAs1 = input(title="Which Moving Average? (1)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"])
MAs2 = input(title="Which Moving Average? (2)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"])
MA1 = input(title="Moving Average Length 1", type = input.integer ,defval=10)
MAL2 = input(title="Moving Average Length 2", type = input.integer ,defval=20)
AboveBelow = input(title="Trend SMA Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
TLen = input(title="Trend SMA Length", type = input.integer ,defval=200)


////////////////////////
///////LONG ONLY////////
////////////////////////

//ABOVE

if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))    
   
    
///--///    

if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
  
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
 
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))  

    
// BELOW

if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))    

    
///--///    

if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
     
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
    
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))  
    
    
// DONT INCLUDE

if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))    
   
    
///--///    

if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
 
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))  


////////////////////////
///////SHORT ONLY///////
////////////////////////

//ABOVE

if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))    
  
    
///--///    

if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
  
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) 
   
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))  
    
// BELOW

if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))    
 
    
///--///    

if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
   
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) 
  
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))  
    
// DONT INCLUDE

if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))    
  
    
///--///    

if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
  
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) 
   
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))  

    
////////////////////////
/////// BOTH ///////////
////////////////////////

//ABOVE

if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))    
    
///--///    

if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))  
    
// BELOW

if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))    
    
///--///    

if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
   
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))  
    
    
// DONT INCLUDE

if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))    
 
    
///--///    

if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))

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