Количественная торговая стратегия с двумя путями поддержки/сопротивления


Дата создания: 2024-02-06 12:13:22 Последнее изменение: 2024-02-06 12:13:22
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Количественная торговая стратегия с двумя путями поддержки/сопротивления

Обзор

Эта стратегия идентифицирует поддерживающие сопротивления, отслеживая количество последовательных периодов роста или падения цены, а затем использует движущуюся среднюю в качестве входного и стоп-сигнала для построения стратегии торговли на длинные и короткие позиции. Эта стратегия может одновременно выполнять множественный дисконт или только односторонний.

Принципы

  1. Поддержка идентификации точек сопротивления
    • Эта точка записывается как понижающая поддержка, когда цена закрытия на протяжении 4 дней была выше цены закрытия на предыдущие 4 дня.
    • Когда цена закрытия 4 дня подряд ниже цены закрытия за предыдущие 4 дня, запишите эту точку в качестве верхнего уровня сопротивления
  2. Появление сигнала
    • После определения уровня поддержки, если количество периодов повышения цены достигнет установленного порога длинной позиции (дефолт - 9 дней), то будет создано многосигнальное действие.
    • После идентификации до уровня сопротивления, если количество периодов падения цены достигнет установленного порога короткой позиции (дефолт - 9 дней), то будет произведен сигнал о дефолте
  3. Фильтрация и остановка скользящих средних
    • При входе в рынок требуется цена выше или ниже установленного промежутка времени для фильтрации сигналов
    • Передвижная средняя при установке стоп-лосса на вход

Преимущества

  1. Используя поддерживающие сопротивления, можно определить, что они более надежны и не поддаются влиянию краткосрочных колебаний.
  2. В сочетании с фильтрацией движущихся средних можно уменьшить ложные сигналы
  3. Двухсторонние сделки повышают частоту операций и увеличивают возможности для получения прибыли
  4. Параметры настраиваются и оптимизируются в зависимости от разных сортов и рыночных условий

Риски и решения

  1. В трендовых рынках в краткосрочной перспективе может произойти несколько убыточных сделок
    • Можно соответствующим образом повысить цикличность скользящей средней и снизить частоту торгов
  2. Вероятность ошибочного определения позиции поддержки или сопротивления
    • Долгота, на которую можно скорректировать, чтобы определить место сопротивления поддержки
  3. Стоп-лоши могут быть слишком часто задействованы в условиях значительных рыночных потрясений
    • Примерная разрыв в пределах потери
    • Повышение показателей по оценке тенденций

Направление оптимизации

  1. Добавление большего количества технических показателей для повышения стратегической стабильности
    • Повышение показателей оценки, таких как тенденции и динамика
  2. Оптимизация поддержки логики резистентного бита
    • Влияние различных параметров на выводы
  3. Оптимизация параметров для конкретных сортов и циклов
    • Параметры для разных сортов могут быть изменены
  4. Разработка адаптивных механизмов устранения убытков
    • Динамическая корректировка Stop Loss в зависимости от степени волатильности рынка

Подвести итог

В целом, эта стратегия является простой и надежной, благодаря правильному суждению о поддерживающих устойчивостях, можно с большей вероятностью уловить возможности для обратного курса. Вместе с тем, в сочетании с движущейся средней, обеспечивается время для входа, чтобы избежать подтасовки.

Исходный код стратегии 
/*backtest
start: 2023-01-30 00:00:00
end: 2024-02-05 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © GlobalMarketSignals

//@version=4
strategy("GMS: TD Sequential Strategy", overlay=true)

LongShort     = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
PriceFlipL    = input(title="TD Sequential Long Price Flip", type = input.integer ,defval=9)
PriceFlipS    = input(title="TD Sequential Short Price Flip", type = input.integer ,defval=9)
MAs1          = input(title="Long MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
MAs2          = input(title="Short MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
SMAlenL       = input(title="Long MA Exit Length", type = input.integer ,defval=10)
SMAlenS       = input(title="Short MA Exit Length", type = input.integer ,defval=10)
AboveBelowL   = input(title="Long Trend Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
AboveBelowS   = input(title="Short Trend Filter?", type=input.string, defval="Below", options=["Above", "Below", "Don't Include"])
TLma          = input(title="Trend MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
TrendLength   = input(title="Trend MA Length", type = input.integer ,defval=200)
PTbutton      = input(title="Profit Target On/Off", type=input.bool, defval=true)
ProfitTarget  = input(title="Profit Target %", type=input.float, defval=1, step=0.1, minval=0)
SLbutton      = input(title="Stop Loss On/Off", type=input.bool, defval=true)
StopLoss      = input(title="Stop Loss %", type=input.float, defval=-1, step=0.1, maxval=0)

//PROFIT TARGET & STOPLOSS

if PTbutton == true and SLbutton == true
    strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
    if PTbutton == true and SLbutton == false
        strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick))
    else
        if PTbutton == false and SLbutton == true
            strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick))
        else    
            strategy.cancel("PT EXIT")

// S/R Code By johan.gradin (lines 36-46)
// Buy setup//
priceflip1 = barssince(close>close[4])
buysetup = close<close[4] and priceflip1
buy = buysetup and barssince(priceflip1!=9)
buyovershoot = barssince(priceflip1!=13) and buysetup
// Sell Setup //
priceflip = barssince(close<close[4])
sellsetup = close>close[4] and priceflip
sell = sellsetup and barssince(priceflip!=9)
sellovershoot = sellsetup and barssince(priceflip!=13)


///////
/////// SMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))  

///////
/////// EMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS)) 



///////
/////// VWMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<sma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS)) 

    
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

///////
/////// SMA
///////


if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))  

///////
/////// EMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS)) 



///////
/////// VWMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<ema(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS)) 

    
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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///////
/////// SMA
///////


if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>sma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
    strategy.close("LONG", when = close>sma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<sma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<sma(close,SMAlenS))  

///////
/////// EMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>ema(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
    strategy.close("LONG", when = close>ema(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<ema(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<ema(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
    strategy.close("SHORT",  when = close<ema(close,SMAlenS)) 



///////
/////// VWMA
///////

if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Long Only" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Long Only" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
///////
    
if LongShort =="Short Only" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Short Only" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Short Only" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

///////
    
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
if LongShort =="Both" and  AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and  close<vwma(close,TrendLength))
    strategy.close("LONG", when = close>vwma(close,SMAlenL))

if LongShort =="Both" and  AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
    strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
    strategy.close("LONG", when = close>vwma(close,SMAlenL))
    
    
if LongShort =="Both" and  AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
    strategy.close("SHORT", when = close<vwma(close,SMAlenS))
    
if LongShort =="Both" and  AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS))

if LongShort =="Both" and  AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
    strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
    strategy.close("SHORT",  when = close<vwma(close,SMAlenS)) 

    
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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