ٹرینڈ ریورسل مومنٹم کمپوزٹ اسٹریٹجی

/*backtest
start: 2023-12-28 00:00:00
end: 2024-01-04 00:00:00
period: 10m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 10/12/2019
// This is combo strategies for get a cumulative signal. 
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The 
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close 
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. 
// The strategy sells at market, if close price is lower than the previous close price 
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// This indicator is similar to Bollinger Bands. It based on DAPD - Daily
// Average Price Delta. DAPD is based upon a summation for each of the
// highs (hod) for the 21 days prior to today minus the summation for
// each of the lows (lod) for the last 21 days prior to today. The result
// of this calculation would then be divided by 21.
// It will be buy when high above previos DAPD high and sell if low below previos DAPD low
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
    vFast = sma(stoch(close, high, low, Length), KSmoothing) 
    vSlow = sma(vFast, DLength)
    pos = 0.0
    pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
	         iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0))) 
	pos

DAPD(Length) =>
    pos = 0.0
    xHighSMA = sma(high, Length)
    xLowSMA = sma(low, Length)        
    nDAPD = xHighSMA - xLowSMA
    nTop = high + nDAPD
    nBottom = low - nDAPD
    pos :=  iff(high > nTop[1], 1,
    	     iff(low < nBottom[1], -1, nz(pos[1], 0)))    
    pos

strategy(title="Combo Backtest 123 Reversal & DAPD", shorttitle="Combo", overlay = true)
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
LengthDAPD = input(21, minval=1)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posDAPD = DAPD(LengthDAPD)
pos = iff(posReversal123 == 1 and posDAPD == 1 , 1,
	   iff(posReversal123 == -1 and posDAPD == -1, -1, 0)) 
possig = iff(reverse and pos == 1, -1,
          iff(reverse and pos == -1 , 1, pos))	   
if (possig == 1) 
    strategy.entry("Long", strategy.long)
if (possig == -1)
    strategy.entry("Short", strategy.short)	 
if (possig == 0) 
    strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )