Многовременная стратегия MACD Heatmap

Автор:Чао Чжан, Дата: 2023-10-25 15:21:39
Тэги:

Обзор

Основная идея этой стратегии заключается в использовании комбинированных сигналов MACD-индикаторов из нескольких разных временных рамок для определения времени изменения тренда и реализации низкорискового тренда после торговли.

Логика стратегии

Стратегия использует 5 индикаторов MACD из разных временных рамок, включая 60min, 120min, 240min, 480min и Daily, образуя комбинацию индикаторов MACD с несколькими временными рамками.
Когда все 5 MACD положительны (или отрицательны) и предыдущая строка не была все положительны (или отрицательны) MACD, он определяется как длинный (или короткий) сигнал и идет длинный (или короткий).
Метод стоп-лосса - фиксированный стоп-лосс.
Метод получения прибыли заключается в двух уровнях остановки, закрывающей часть и все позиции отдельно.
Когда индикаторы MACD показывают одну длинную и одну короткую позицию, это рассматривается как сигнал обмена и закрытие текущей позиции.
TsL также используется для отслеживания стоп-лосса.
При достижении определенной целевой прибыли, стоп-лосс перемещается на уровень безубыточности, блокируя прибыль.
Синтаксис Pineconector используется для динамического генерации сигналов о торговле.

Преимущества

Комбинация MACD с несколькими временными рамками может улучшить точность сигнала, зафиксировать большие тенденции и отфильтровать шум.
Двухуровневый прием прибыли позволяет получать частичную прибыль несколько раз во время больших трендов.
Фиксированные пункты стоп-лосса могут контролировать сумму потерь на одной сделке.
Закрытие, когда MACD несовместимы, может вовремя реализовать стоп-лосс и избежать прерывания стоп-лосса.
TsL следит за изменением цены в реальном времени.
SL к BE блокирует некоторую прибыль после превращения проигрышных позиций в выигрышные позиции.
Динамические торговые предупреждения могут подключаться к MT4/5 для автоматической торговли.

Риски и решения

Сигналы MACD могут иметь ложные прорывы, вызывая ненужные потери.
Фиксированные пункты стоп-лосса могут быть слишком большими или слишком малыми.
Два уровня получения прибыли могут быть слишком близки или слишком далеко.
Показатель BE может быть слишком ранним или слишком поздним. Испытайте различные точки BE, чтобы найти оптимальный параметр.
Расстояние от остановки может быть слишком большим или слишком маленьким. Испытайте разные расстояния, чтобы найти оптимальный параметр.

Руководство по оптимизации

Проверьте больше временных рамок комбинации MACD, чтобы найти наилучшую комбинацию для отслеживания рыночных тенденций.
Внедрить больше показателей для определения состояния рынка, избегая открытия позиций в неблагоприятные условия.
Исследование параметров различий между продуктами, проектирование адаптивных стоп-лосс и системы получения прибыли.
Включить методы машинного обучения для динамической оптимизации параметров.
Внедрение размеров позиций для динамической корректировки размеров позиций и контроля рисков.

Заключение

Подводя итог, эта стратегия использует многочасовой MACD для определения тенденций, с двойным отслеживанием прибыли, отслеживанием стоп-лосса и функциями BE для блокировки прибыли, фиксированным стоп-лосом для контроля риска. Это относительно стабильный тренд после стратегии. Дальнейшее улучшение стабильности и прибыльности может быть достигнуто за счет оптимизации параметров и расширения функциональности.

/*backtest
start: 2023-09-24 00:00:00
end: 2023-10-24 00:00:00
period: 6h
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/

//@version=5
//@strategy_alert_message {{strategy.order.alert_message}}

SCRIPT_NAME = "Heatmap MACD Strategy - Pineconnector"

strategy(SCRIPT_NAME, 
 overlay= true, 
 process_orders_on_close = true, 
 calc_on_every_tick = true, 
 pyramiding = 1, 
 initial_capital = 100000, 
 default_qty_type = strategy.fixed, 
 default_qty_value = 1,
 commission_type = strategy.commission.percent,
 commission_value = 0.075,
 slippage = 1
 )

pineconnector_licence_ID = input.string(title = "Licence ID", defval = "123456789", group = "Pineconnector", tooltip = "Insert your Pineconnector Licence ID here")
pos_size = input.float(3, minval = 0, maxval = 100, title = "Position Size", group = "Position Size", tooltip = "Required to specify the position size here for Pineconnector to work properly")

res1 = input.timeframe('60', title='First Timeframe', group = "Timeframes")
res2 = input.timeframe('120', title='Second Timeframe', group = "Timeframes")
res3 = input.timeframe('240', title='Third Timeframe', group = "Timeframes")
res4 = input.timeframe('240', title='Fourth Timeframe', group = "Timeframes")
res5 = input.timeframe('480', title='Fifth Timeframe', group = "Timeframes")

macd_src = input.source(close, title="Source", group = "MACD")
fast_len = input.int(9, minval=1, title="Fast Length", group = "MACD")
slow_len = input.int(26, minval=1, title="Slow Length", group = "MACD")
sig_len = input.int(9, minval=1, title="Signal Length", group = "MACD")

// # ========================================================================= #
// #                   | Close on Opposite |
// # ========================================================================= #

use_close_opposite = input.bool(false, title = "Close on Opposite Signal?", group = "Close on Opposite", tooltip = "Close the position if 1 or more MACDs become bearish (for longs) or bullish (for shorts)")

// # ========================================================================= #
// #                   | Stop Loss |
// # ========================================================================= #

use_sl = input.bool(true, title = "Use Stop Loss?", group = "Stop Loss")
sl_mode = "pips"//input.string("%", title = "Mode", options = ["%", "pips"], group = "Stop Loss")
sl_value = input.float(40, minval = 0, title = "Value", group = "Stop Loss", inline = "stoploss")// * 0.01

// # ========================================================================= #
// #                   | Trailing Stop Loss |
// # ========================================================================= #

use_tsl         = input.bool(false, title = "Use Trailing Stop Loss?", group = "Trailing Stop Loss")
tsl_input_pips = input.float(10, minval = 0, title = "Trailing Stop Loss (pips)", group = "Trailing Stop Loss")

// # ========================================================================= #
// #                   | Take Profit |
// # ========================================================================= #

use_tp1 = input.bool(true, title = "Use Take Profit 1?", group = "Take Profit 1")
tp1_value = input.float(30, minval = 0, title = "Value (pips)", group = "Take Profit 1")// * 0.01
tp1_qty   = input.float(50, minval = 0, title = "Quantity (%)", group = "Take Profit 1")// * 0.01

use_tp2 = input.bool(true, title = "Use Take Profit 2?", group = "Take Profit 2")
tp2_value = input.float(50, minval = 0, title = "Value (pips)", group = "Take Profit 2")// * 0.01

// # ========================================================================= #
// #                   | Stop Loss to Breakeven |
// # ========================================================================= #

use_sl_be         = input.bool(false, title = "Use Stop Loss to Breakeven Mode?", group = "Break Even")
sl_be_value       = input.float(30, step = 0.1, minval = 0, title = "Value (pips)", group = "Break Even", inline = "breakeven")
sl_be_offset      = input.int(1, step = 1, minval = 0, title = "Offset (pips)", group = "Break Even", tooltip = "Set the SL at BE price +/- offset value")

[_, _, MTF1_hist] = request.security(syminfo.tickerid, res1, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF2_hist] = request.security(syminfo.tickerid, res2, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF3_hist] = request.security(syminfo.tickerid, res3, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF4_hist] = request.security(syminfo.tickerid, res4, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF5_hist] = request.security(syminfo.tickerid, res5, ta.macd(macd_src, fast_len, slow_len, sig_len))

bull_hist1 = MTF1_hist > 0 and MTF1_hist[1] < 0
bull_hist2 = MTF2_hist > 0 and MTF2_hist[1] < 0
bull_hist3 = MTF3_hist > 0 and MTF3_hist[1] < 0
bull_hist4 = MTF4_hist > 0 and MTF4_hist[1] < 0
bull_hist5 = MTF5_hist > 0 and MTF5_hist[1] < 0

bear_hist1 = MTF1_hist < 0 and MTF1_hist[1] > 0
bear_hist2 = MTF2_hist < 0 and MTF2_hist[1] > 0
bear_hist3 = MTF3_hist < 0 and MTF3_hist[1] > 0
bear_hist4 = MTF4_hist < 0 and MTF4_hist[1] > 0
bear_hist5 = MTF5_hist < 0 and MTF5_hist[1] > 0

plotshape(bull_hist1, title = "Bullish MACD 1", location = location.bottom, style = shape.diamond, size = size.normal, color = #33e823)
plotshape(bull_hist2, title = "Bullish MACD 2", location = location.bottom, style = shape.diamond, size = size.normal, color = #1a7512)
plotshape(bull_hist3, title = "Bullish MACD 3", location = location.bottom, style = shape.diamond, size = size.normal, color = #479c40)
plotshape(bull_hist4, title = "Bullish MACD 4", location = location.bottom, style = shape.diamond, size = size.normal, color = #81cc7a)
plotshape(bull_hist5, title = "Bullish MACD 5", location = location.bottom, style = shape.diamond, size = size.normal, color = #76d66d)

plotshape(bear_hist1, title = "Bearish MACD 1", location = location.top, style = shape.diamond, size = size.normal, color = #d66d6d)
plotshape(bear_hist2, title = "Bearish MACD 2", location = location.top, style = shape.diamond, size = size.normal, color = #de4949)
plotshape(bear_hist3, title = "Bearish MACD 3", location = location.top, style = shape.diamond, size = size.normal, color = #cc2525)
plotshape(bear_hist4, title = "Bearish MACD 4", location = location.top, style = shape.diamond, size = size.normal, color = #a11d1d)
plotshape(bear_hist5, title = "Bearish MACD 5", location = location.top, style = shape.diamond, size = size.normal, color = #ed2424)

bull_count = (MTF1_hist > 0 ? 1 : 0) + (MTF2_hist > 0 ? 1 : 0) + (MTF3_hist > 0 ? 1 : 0) + (MTF4_hist > 0 ? 1 : 0) + (MTF5_hist > 0 ? 1 : 0)
bear_count = (MTF1_hist < 0 ? 1 : 0) + (MTF2_hist < 0 ? 1 : 0) + (MTF3_hist < 0 ? 1 : 0) + (MTF4_hist < 0 ? 1 : 0) + (MTF5_hist < 0 ? 1 : 0)

bull = bull_count == 5 and bull_count[1] < 5 and barstate.isconfirmed
bear = bear_count == 5 and bear_count[1] < 5 and barstate.isconfirmed

signal_candle = bull or bear

entryLongPrice  = ta.valuewhen(bull and strategy.position_size[1] <= 0, close, 0)
entryShortPrice = ta.valuewhen(bear and strategy.position_size[1] >= 0, close, 0)

plot(strategy.position_size, title = "avg_pos_size")

get_pip_size() =>

    float _pipsize = 1.

    if syminfo.type == "forex" 
        _pipsize := (syminfo.mintick * (str.contains(syminfo.ticker, "JPY") ? 100 : 10))
    else if str.contains(syminfo.ticker, "XAU") or str.contains(syminfo.ticker, "XAG")
        _pipsize := 0.1

    _pipsize

// # ========================================================================= #
// #                   |   Stop Loss |
// # ========================================================================= #

var float final_SL_Long = 0.
var float final_SL_Short = 0.

if signal_candle and use_sl

    final_SL_Long  := entryLongPrice  - (sl_value * get_pip_size())
    final_SL_Short := entryShortPrice + (sl_value * get_pip_size())

// # ========================================================================= #
// #                   |   Trailing Stop Loss |
// # ========================================================================= #

var MaxReached = 0.0  

if signal_candle[1]

    MaxReached := strategy.position_size > 0 ? high : low

MaxReached := strategy.position_size > 0
 ? math.max(nz(MaxReached, high), high)
 : strategy.position_size < 0 ? math.min(nz(MaxReached, low), low) : na

if use_tsl and use_sl

    if strategy.position_size > 0

        stopValue = MaxReached - (tsl_input_pips * get_pip_size())
        final_SL_Long := math.max(stopValue, final_SL_Long[1])

    else if strategy.position_size < 0

        stopValue = MaxReached + (tsl_input_pips * get_pip_size())
        final_SL_Short := math.min(stopValue, final_SL_Short[1])

// # ========================================================================= #
// #                   |   Take Profit 1 |
// # ========================================================================= #

var float final_TP1_Long  = 0.
var float final_TP1_Short = 0.

final_TP1_Long  := entryLongPrice  + (tp1_value * get_pip_size())
final_TP1_Short := entryShortPrice - (tp1_value * get_pip_size())

plot(use_tp1 and strategy.position_size > 0 ? final_TP1_Long : na, title = "TP1 Long", color = color.aqua, linewidth=2, style=plot.style_linebr)
plot(use_tp1 and strategy.position_size < 0 ? final_TP1_Short : na, title = "TP1 Short", color = color.blue, linewidth=2, style=plot.style_linebr)

// # ========================================================================= #
// #                   |   Take Profit 2 |
// # ========================================================================= #

var float final_TP2_Long  = 0.
var float final_TP2_Short = 0.

final_TP2_Long  := entryLongPrice  + (tp2_value * get_pip_size())
final_TP2_Short := entryShortPrice - (tp2_value * get_pip_size())

plot(use_tp2 and strategy.position_size > 0 and tp1_qty != 100 ? final_TP2_Long : na, title = "TP2 Long", color = color.orange, linewidth=2, style=plot.style_linebr)
plot(use_tp2 and strategy.position_size < 0 and tp1_qty != 100 ? final_TP2_Short : na, title = "TP2 Short", color = color.white, linewidth=2, style=plot.style_linebr)

// # ========================================================================= #
// #                   |   Stop Loss to Breakeven |
// # ========================================================================= #

var bool SL_BE_REACHED = false

// Calculate open profit or loss for the open positions.
tradeOpenPL() =>
    sumProfit = 0.0
    for tradeNo = 0 to strategy.opentrades - 1
        sumProfit += strategy.opentrades.profit(tradeNo)
    result = sumProfit

//get_pip_size() =>
//    syminfo.type == "forex" ? syminfo.pointvalue * 100 : 1

current_profit = tradeOpenPL()// * get_pip_size()

current_long_profit = (close - entryLongPrice) / (syminfo.mintick * 10)
current_short_profit = (entryShortPrice - close) / (syminfo.mintick * 10)

plot(current_short_profit, title = "Current Short Profit")
plot(current_long_profit, title = "Current Long Profit")

if use_sl_be

    if strategy.position_size[1] > 0

        if not SL_BE_REACHED

            if current_long_profit >= sl_be_value 
                final_SL_Long := entryLongPrice + (sl_be_offset * get_pip_size())
                SL_BE_REACHED := true

    else if strategy.position_size[1] < 0

        if not SL_BE_REACHED

            if current_short_profit >= sl_be_value 
                final_SL_Short := entryShortPrice - (sl_be_offset * get_pip_size())
                SL_BE_REACHED := true

plot(use_sl and strategy.position_size > 0 ? final_SL_Long : na, title = "SL Long", color = color.fuchsia, linewidth=2, style=plot.style_linebr)
plot(use_sl and strategy.position_size < 0 ? final_SL_Short : na, title = "SL Short", color = color.fuchsia, linewidth=2, style=plot.style_linebr)

// # ========================================================================= #
// #                   |   Strategy Calls |
// # ========================================================================= #

string entry_long_limit_alert_message = ""
string entry_long_TP1_alert_message = ""
string entry_long_TP2_alert_message = ""

tp1_qty_perc = tp1_qty / 100

if use_tp1 and use_tp2

    entry_long_TP1_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

    entry_long_TP2_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size - (pos_size * tp1_qty_perc)) + ",tp=" + str.tostring(final_TP2_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if use_tp1 and not use_tp2

    entry_long_TP1_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if not use_tp1 and use_tp2

    entry_long_TP2_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP2_Long)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

entry_long_limit_alert_message := entry_long_TP1_alert_message + "\n" + entry_long_TP2_alert_message

//entry_long_limit_alert_message = pineconnector_licence_ID + ",buystop," + syminfo.ticker + ",price=" + str.tostring(buy_price) + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP_Long) + ",sl=" + str.tostring(final_SL_Long)

//entry_short_market_alert_message = pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + (use_tp1 ? ",tp=" + str.tostring(final_TP1_Short) : "")
// + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "")

//entry_short_limit_alert_message = pineconnector_licence_ID + ",sellstop," + syminfo.ticker + ",price=" + str.tostring(sell_price) + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP_Short) + ",sl=" + str.tostring(final_SL_Short)

string entry_short_limit_alert_message = ""
string entry_short_TP1_alert_message = ""
string entry_short_TP2_alert_message = ""

if use_tp1 and use_tp2
    
    entry_short_TP1_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Short) 
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

    entry_short_TP2_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size - (pos_size * tp1_qty_perc)) + ",tp=" + str.tostring(final_TP2_Short)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if use_tp1 and not use_tp2

    entry_short_TP1_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Short)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

else if not use_tp1 and use_tp2

    entry_short_TP2_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP2_Short)
     + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
     + (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")

entry_short_limit_alert_message := entry_short_TP1_alert_message + "\n" + entry_short_TP2_alert_message

long_update_sl_alert_message  = pineconnector_licence_ID + ",newsltplong," + syminfo.ticker + ",sl=" + str.tostring(final_SL_Long)
short_update_sl_alert_message = pineconnector_licence_ID + ",newsltpshort," + syminfo.ticker + ",sl=" + str.tostring(final_SL_Short)

cancel_long = pineconnector_licence_ID + ",cancellong," + syminfo.ticker// + "x"

cancel_short = pineconnector_licence_ID + ",cancellong," + syminfo.ticker// + "x"

close_long  = pineconnector_licence_ID + ",closelong," + syminfo.ticker
close_short = pineconnector_licence_ID + ",closeshort," + syminfo.ticker

if bull and strategy.position_size <= 0
    
    alert(close_short, alert.freq_once_per_bar_close)
    strategy.entry("Long", strategy.long)
    alert(entry_long_TP1_alert_message, alert.freq_once_per_bar_close)
    alert(entry_long_TP2_alert_message, alert.freq_once_per_bar_close)

else if bear and strategy.position_size >= 0
    
    alert(close_long, alert.freq_once_per_bar_close)
    strategy.entry("Short", strategy.short)
    alert(entry_short_TP1_alert_message, alert.freq_once_per_bar_close)
    alert(entry_short_TP2_alert_message, alert.freq_once_per_bar_close)

if strategy.position_size[1] > 0

    if low <= final_SL_Long and use_sl
        strategy.close("Long", alert_message = close_long)
    else
        strategy.exit("Exit TP1 Long", "Long", limit = final_TP1_Long, comment_profit = "Exit TP1 Long", qty_percent = tp1_qty)
        strategy.exit("Exit TP2 Long", "Long", limit = final_TP2_Long, comment_profit = "Exit TP2 Long", alert_message = close_long)

    if bull_count[1] == 5 and bull_count < 5 and barstate.isconfirmed and use_close_opposite
        strategy.close("Long", comment = "1 or more MACDs became bearish", alert_message = close_long)

else if strategy.position_size[1] < 0

    if high >= final_SL_Short and use_sl
        //strategy.exit("Exit SL Short", "Short", stop = final_SL_Short, comment_loss = "Exit SL Short")
        strategy.close("Short", alert_message = close_short)
    else
        strategy.exit("Exit TP1 Short", "Short", limit = final_TP1_Short, comment_profit = "Exit TP1 Short", qty_percent = tp1_qty)
        strategy.exit("Exit TP2 Short", "Short", limit = final_TP2_Short, comment_profit = "Exit TP2 Short")

    if bear_count[1] == 5 and bear_count < 5 and barstate.isconfirmed and use_close_opposite
        strategy.close("Short", comment = "1 or more MACDs became bullish", alert_message = close_short)

// # ========================================================================= #
// #                   |   Logs  |
// # ========================================================================= #

// if bull and strategy.position_size <= 0
//     log.info(entry_long_limit_alert_message)

// else if bear and strategy.position_size >= 0
//     log.info(entry_short_limit_alert_message)

// # ========================================================================= #
// #                   |   Reset Variables  |
// # ========================================================================= #


if (strategy.position_size > 0 and strategy.position_size[1] <= 0)
 or (strategy.position_size < 0 and strategy.position_size[1] >= 0)

    //is_TP1_REACHED := false
    SL_BE_REACHED := false

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