Стратегия прорыва импульса MACD, RSI


Дата создания: 2023-11-07 17:13:20 Последнее изменение: 2023-11-07 17:13:20
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Стратегия прорыва импульса MACD, RSI

Обзор

Это стратегия, которая использует MACD, RSI и случайные индикаторы для определения направления движения цен на акции, чтобы купить больше или продать меньше в момент прорыва. Эта стратегия использует комбинацию нескольких показателей для определения тенденции, снижает уровень ошибочного сигнала, вызванного одним показателем, чтобы эффективно улавливать короткие тенденции цен на акции.

Принципы

Эта стратегия использует MACD, RSI и случайные показатели для определения направления тренда цен на акции. Когда MACD по DIFF пересекает линию DEAL, RSI больше 50, а STOCH - более 50, считается, что это многоглавная тенденция, и на следующий день открывается торг, покупая и покупая все средства по самой высокой цене на тот день; наоборот, когда MACD по DIFF пересекает линию DEAL, RSI меньше 50, а STOCH - меньше 50, считается, что это пустая тенденция, и на следующий день открывается торг, продавая и продавая все средства по самой низкой цене на тот день.

После входа в позицию, если в любом из трех индикаторов произойдет обратный сигнал, указывающий на изменение тренда, следует выйти из текущей позиции. В то же время, также установлен специальный временный фильтр условий, который будет полностью пропущен в марте 2020 года, чтобы избежать воздействия экстремальных рынков.

Преимущества

  • Сочетание нескольких показателей для определения тенденций может эффективно отфильтровывать ложные сигналы
  • Поиск входа в рынок позволяет зафиксировать начальный этап тренда.
  • Применение динамического стоп-стоп, чтобы закрепить разумную прибыль
  • Настройки для предотвращения экстремальных помех во время пропуска
  • В сочетании с трендовым и обратным механизмами можно уменьшить количество ненужных сделок.

Риск

  • Показатели могут привести к задержке и упущению лучших возможностей.
  • Сигналы проникновения легко ломаются.
  • Динамическая остановка может быть слишком радикальной и будет остановлена Preis
  • Пропускать особые периоды неразумно, и вы можете упустить возможность
  • Сигналы обратной связи могут быть слишком чувствительными, что приводит к чрезмерной частоте торгов

Методы оптимизации:

  • Настройка параметров показателя, сокращение отставания
  • Добавить filte и volume, чтобы избежать тюрьмы
  • Применение трекера для предотвращения убытков
  • Пропущенные диапазоны оптимизации и тестирования
  • Настройка параметров обратного сигнала, снижение частоты

Подвести итог

Эта стратегия в целом является типичной стратегией отслеживания тенденций. Она одновременно использует множество показателей для определения тенденции для входа в игру, а также использует обратный сигнал для определения окончания тенденции и выхода, реализуя комбинацию отслеживания тенденции и обратного переключения. Но в самой стратегии также есть некоторые параметры, которые устанавливаются неразумно и задерживаются, что требует оптимизации и улучшения с помощью большого количества обратных измерений, чтобы привести параметры стратегии в оптимальное состояние.

В целом, стратегия имеет четкую концепцию, используемые показатели и методы являются типичными. Если она хорошо выполнена в некоторых деталях оптимизации и контроля риска, она может стать практически применимой количественной стратегией.

Исходный код стратегии 
/*backtest
start: 2023-10-07 00:00:00
end: 2023-11-06 00:00:00
period: 3h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// @version=4
// Backtest the power x strategy. The power x strategy is develop by Markus Heitkoetter and Rockwell Trading.
// This script shows the return for a given stock for with the defined date range with a fixed captial of $10,000
strategy("PowerX Test", overlay=true, initial_capital=10000)

// ####################### Start of User Inputs #######################
// From Date Inputs
fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 7, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2019, title = "From Year", minval = 1970)
 
// To Date Inputs
toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2021, title = "To Year", minval = 1970)

// Calculate start/end date and time condition
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = true

// Risk/Reward Inputs
riskFactor = input(defval = 1.5, title = "risk", minval = 1)
rewardFactor = input(defval = 3.0, title = "reward", minval = 1)

// Days to ignore due to specail market conditon (ie. covid-19 market crash)
// Calculate start/end skip date and time condition
startSkipDate = timestamp(2020, 3, 1, 00, 00)
finishSkipDate = timestamp(2020, 3, 31, 00, 00)
time_cond_skip = time >= startSkipDate and time <= finishSkipDate

// Long and Short Inputs
hasLong = input(defval = true, title = "test long")
hasShort = input(defval = true, title = "test short")
// ####################### End of User Inputs #######################

// ####################### Start of Indicators #######################
[macdLine, signalLine, histLine] = macd(close, 12, 26, 9)
rsiLine = rsi(close, 7)
stochLine = sma(sma(stoch(close, high, low, 14),3),3)
signal = macdLine > signalLine and rsiLine > 50 and stochLine > 50 ? "buy" : macdLine <= signalLine and rsiLine <= 50 and stochLine <= 50 ? "sell" : "none"

// Average daily range for 7 days
thishigh = security(syminfo.tickerid, 'D', high)
thislow  = security(syminfo.tickerid, 'D', low)
length = 7
adr = (sma(thishigh,length)-sma(thislow,length))
plotchar(adr, "ADR", "")
// ####################### End of Indicators #######################
strategy.initial_capital = 50000
// First day the stock changed momentum.
long = signal == "buy" and signal[1] != "buy" and hasLong
short = signal == "sell" and signal[1] != "sell" and hasShort
sideway = signal == "none" and signal[1] != "none"

if (time_cond and not time_cond_skip)
    // ####################### Start of Long Entry #######################
    // Calculate how many shares to buy based on captial
    qty = round(strategy.initial_capital / high)
    // Note: TradingView uses a broker emulator when running strategies. Order are only filled on the next bar.
    // Enter long on the day after first green bar
    strategy.entry("Long entry", strategy.long, qty = qty, stop = high, when = long)
    strategy.cancel("Long entry", when = not long)
    
    // TODO: Improve the crazy if statments...
    // Handle the case where first green hgih is reached after 2nd green, up to 11 days after
    if (not long and signal == "buy" and strategy.opentrades == 0)
        // reach first green high 11 days after first green
        if (signal[11] != "buy" and signal[10] == "buy" and signal[9] == "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[9] and high[2] < high[9] and high [3] < high[9] and high [4] < high[9] and high [5] < high[9] and high[6] < high[9] and high[7] < high[9] and high[8] < high[9])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[10], stop = high[10])
        // reach first green high 10 days after first green
        if (signal[10] != "buy" and signal[9] == "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[8] and high[2] < high[8] and high [3] < high[8] and high [4] < high[8] and high [5] < high[8] and high[6] < high[8] and high[7] < high[8])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[9], stop = high[9])
        // reach first green high 9 days after first green
        if (signal[9] != "buy" and signal[8] == "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[7] and high[2] < high[7] and high [3] < high[7] and high [4] < high[7] and high [5] < high[7] and high[6] < high[7])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[8], stop = high[8])
        // reach first green high 8 days after first green
        if (signal[8] != "buy" and signal[7] == "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[6] and high[2] < high[6] and high [3] < high[6] and high [4] < high[6] and high [5] < high[6])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[7], stop = high[7])
        // reach first green high 7 days after first green
        if (signal[7] != "buy" and signal[6] == "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[6] and high[2] < high[6] and high [3] < high[6] and high [4] < high[6] and high [5] < high[6])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[6], stop = high[6])
        // reach first green high 6 days after first green
        if (signal[6] != "buy" and signal[5] == "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[5] and high[2] < high[5] and high [3] < high[5] and high [4] < high[5])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[5], stop = high[5])
        // reach first green high 5 days after first green
        if (signal[5] != "buy" and signal[4] == "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[4] and high[2] < high[4] and high [3] < high[4])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[4], stop = high[4])
        // reach first green high 4 days after first green
        if (signal[4] != "buy" and signal[3] == "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[3] and high[2] < high[3])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[3], stop = high[3])
        // reach first green high 3 days after first green
        if (signal[3] != "buy" and signal[2] == "buy" and signal[1] == "buy" and high[1] < high[2])
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[2], stop = high[2])
        // reach first green high 2 days after first green
        if (signal[2] != "buy" and signal[1] == "buy")
            strategy.entry("Long entry", strategy.long, qty = strategy.initial_capital / high[1], stop = high[1])
            
    // Exit when stopped out or hitted profit target
    // Bracket order for entry 1 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[1] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[1] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 2 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[2] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[2] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 3 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[3] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[3] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 4 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[4] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[4] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 5 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[5] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[5] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 6 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[6] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[6] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 7 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[7] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[7] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 8 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[8] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[8] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 9 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[9] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[9] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 10 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] == "buy" and signal[11] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[10] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[10] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 11 day after 1st green
    if (signal == "buy" and signal[1] == "buy" and signal[2] == "buy" and signal[3] == "buy" and signal[4] == "buy" and signal[5] == "buy" and signal[6] == "buy" and signal[7] == "buy" and signal[8] == "buy" and signal[9] == "buy" and signal[10] == "buy" and signal[11] == "buy" and signal[12] != "buy")
        long_stop_level = strategy.position_avg_price - (adr[11] * riskFactor)
        long_profit_level = strategy.position_avg_price + (adr[11] * rewardFactor)
        strategy.exit("TP/SL", "Long entry", stop=long_stop_level, limit=long_profit_level)
    // ####################### End of Long Entry #######################

    // ####################### Start of Short Entry #######################
    // Enter short on the day after first red bar
    qty_short = strategy.initial_capital / low
    strategy.entry("Short entry", strategy.short, qty = qty_short, stop = low, when = short)
    strategy.cancel("Short entry", when = not short)
    
    // TODO: Improve the crazy if statments...
    // Handle the case where first red low is reached after 2nd red, up to 11 days after
    if (not short and signal == "sell" and strategy.opentrades == 0)
        // reach first red low 11 days after
        if (signal[11] != "sell" and signal[10] == "sell" and signal[9] == "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[10] and low[2] > low[10] and low[3] > low[10] and low[4] > low[10] and low[5] > low[10] and low[6] > low[10] and low[7] > low[10] and low[8] > low[10] and low[9] > low[10])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[10], stop = low[10])
        // reach first red low 10 days after
        if (signal[10] != "sell" and signal[9] == "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[9] and low[2] > low[9] and low[3] > low[9] and low[4] > low[9] and low[5] > low[9] and low[6] > low[9] and low[7] > low[9] and low[8] > low[9])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[9], stop = low[9])
        // reach first red low 9 days after
        if (signal[9] != "sell" and signal[8] == "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[8] and low[2] > low[8] and low[3] > low[8] and low[4] > low[8] and low[5] > low[8] and low[6] > low[8] and low[7] > low[8])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[8], stop = low[8])
        // reach first red low 8 days after
        if (signal[8] != "sell" and signal[7] == "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[7] and low[2] > low[7] and low[3] > low[7] and low[4] > low[7] and low[5] > low[7] and low[6] > low[7])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[7], stop = low[7])
        // reach first red low 7 days after
        if (signal[7] != "sell" and signal[6] == "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[6] and low[2] > low[6] and low[3] > low[6] and low[4] > low[6] and low[5] > low[6])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[6], stop = low[6])
        // reach first red low 6 days after
        if (signal[6] != "sell" and signal[5] == "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[5] and low[2] > low[5] and low[3] > low[5] and low[4] > low[5])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[5], stop = low[5])
        // reach first red low 5 days after
        if (signal[5] != "sell" and signal[4] == "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[4] and low[2] > low[4] and low[3] > low[4])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[4], stop = low[4])
        // reach first red low 4 days after
        if (signal[4] != "sell" and signal[3] == "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[3] and low[2] > low[3])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[3], stop = low[3])
        // reach first red low 3 days after
        if (signal[3] != "sell" and signal[2] == "sell" and signal[1] == "sell" and low[1] > low[2])
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[2], stop = low[2])
        // reach first red low 2 days after
        if (signal[2] != "sell" and signal[1] == "sell")
            strategy.entry("Short entry", strategy.short, qty = strategy.initial_capital / low[1], stop = low[1])
            
    // Exit when stop out or profit target is hit
    // Bracket order for entry 1 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[1] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[1] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 2 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[2] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[2] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 3 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[3] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[3] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 4 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[4] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[4] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 5 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[5] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[5] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 6 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[6] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[6] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 7 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[7] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[7] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 8 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[8] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[8] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 9 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[9] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[9] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 10 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] == "sell" and signal[11] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[10] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[10] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // Bracket order for entry 11 day after 1st red
    if (signal == "sell" and signal[1] == "sell" and signal[2] == "sell" and signal[3] == "sell" and signal[4] == "sell" and signal[5] == "sell" and signal[6] == "sell" and signal[7] == "sell" and signal[8] == "sell" and signal[9] == "sell" and signal[10] == "sell" and signal[11] == "sell" and signal[12] != "sell")
        long_stop_level = strategy.position_avg_price + (adr[11] * riskFactor)
        long_profit_level = strategy.position_avg_price - (adr[11] * rewardFactor)
        strategy.exit("TP/SL", "Short entry", stop=long_stop_level, limit=long_profit_level)
    // ####################### End of Short Entry #######################

// Enxit the day after the trend is lost
if (time_cond and sideway)
    strategy.close("Long entry")
    strategy.close("Short entry")

// Close any open order out side of date range
if (not time_cond)
    strategy.close_all()
if (time_cond_skip)
    strategy.close_all()
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