ChaoZhang
概述
本策略致力于创建最灵活的玻尔兰格带策略,提供大量可自定义选项,以满足不同交易者的需求。
策略原理
该策略使用单一自定义移动平均线作为中线。允许自定义移动平均线的周期、类型和价格来源。
上下波段根据中线标准差计算,可自定义倍数。也可选择使用ATR来代替标准差计算上下波段位置。
该策略提供多种开仓和平仓条件的组合使用,条件包括:
- 价格穿越上中下波段
- 价格高于或低于上中下波段
- 波段宽度大于或小于自定义阈值
- 百分比B大于或小于自定义阈值
开仓和平仓条件可单独使用,也可组合使用,策略窗口可自定义。
止盈和止损可自定义百分比。
策略优势
- 可自定义移动平均线周期、类型和价格来源,满足不同需要
- 可单独使用各种开仓和平仓条件,也可任意组合条件,灵活性强
- 支持上中下3条波段,观察范围广
- 支持波段宽度和百分比B作为条件,多种指标组合运用
- 可自定义止盈止损百分比,可控的风险
- 支持目前交易所所有品种,适用范围广
- 可自定义回测和实时交易时间范围,便于分析策略表现
该策略通过提供大量可自定义选项,极大地提高了灵活性,可以针对不同品种和行情进行个性化优化,从而获得更好的策略表现。
策略风险
- 过于灵活增加了策略参数和条件组合的难度,需要仔细测试优化
- 移动平均线滞后性可能错过短线机会
- 停损点设定过小可能增加暴露风险
- 百分比B容易受到假突破影响
针对上述风险,可采取以下对策:
- 利用回测功能逐步测试不同参数组合,找到最佳配置
- 辅助使用较短周期指标识别短线机会
- 根据ATR等指标设定合理的止损点
- 结合其他指标确认百分比B信号
策略优化方向
- 增加仓位管理功能,如固定仓位、马丁格尔、资金管理等
- 增加多品种自动切换功能
- 优化移动平均线参数,提高胜率
- 优化止损止盈设定,获得更好风险回报率
- 测试不同指标参数组合
- 增加机器学习等算法,自动寻找最优参数
总结
本策略通过对玻尔兰格带的深度延伸,提供了非常灵活和全面的交易解决方案。虽然参数组合较多需要测试,但可针对个人需求进行定制化优化。整体来说,该策略具有非常大的应用价值,是玻尔兰格带策略的优质代表。随着持续优化,特别是引入量化和机器学习方法,该策略有望产生更出色的交易表现。它为交易者提供了一个功能强大且富有创造性的工具。
策略源码
/*backtest
start: 2022-09-26 00:00:00
end: 2023-09-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_37",1],["v_input_38",2]]
*/
//@version=4
//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//
strategy(title="Fancy Bollinger Bands Strategy [BigBitsIO]", shorttitle="Fancy Bollinger Bands Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0, initial_capital=100)
MAPeriod = input(20, title="Middle Band Period", minval=1, step=1)
MAType = input(title="Middle Band Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MASource = input(title="Middle Band Source", type=input.source, defval=close)
MAResolution = input(title="Middle Band Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MACandleType = input(title="Middle Band Candle Type", defval="00 Current", options=["00 Current", "01 Heikin Ashi", "02 Renko", "03 Line Break", "04 Kagi", "05 Point & Figure"])
MAVisible = input(title="Middle Band Visible", type=input.bool, defval=true)
UpperBandMultiplier = input(title="Upper Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
LowerBandMultiplier = input(title="Lower Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
UseATRDeviation = input(false, title="Use ATR Deviation Instead of Standard Deviation?")
ATRPeriod = input(14, title="ATR Deviation Period", minval=1, step=1)
HighlightInclusion = input(title="Highlight Inclusions", type=input.bool, defval=true)
ShowGhostTrail = input(title="Show Inclusion Ghost Trail", type=input.bool, defval=true)
ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecast = input(title="Show Forecasts", type=input.bool, defval=true)
HideFill = input(false, title="Hide Fill")
UseBasicFill = input(true, title="Use Basic Fill - No Gradient")
ShowBBDetails = input(false, title="Show Details")
UpperBandSmoothingMAPeriod = input(1, title="Upper Band Smoothing Period", minval=1, step=1)
UpperBandSmoothingMAType = input(title="Upper Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
LowerBandSmoothingMAPeriod = input(1, title="Lower Band Smoothing Period", minval=1, step=1)
LowerBandSmoothingMAType = input(title="Lower Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
// Begin Citation - Allanster backtest period
// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12)
fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31)
fromYear = input(defval = 2020, title = "From Year", type = input.integer, minval = 1970)
thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12)
thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31)
thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970)
// === INPUT SHOW PLOT ===
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
// === FUNCTION EXAMPLE ===
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => true // create function "within window of time"
// === PLOTTING ===
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)
// End Citation - uses the window() funciton later on
takeProfitPercent = input(100, title="Take Profit %", type=input.float, step=.25)
stopLossPercent = input(100, title="Stop Loss %", type=input.float, step=.25)
OpenConditionsRequirement = input(title="Open Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
OpenConditionsMinimumCount = input(1, title="Open Conditions Minimum Count", minval=1, type=input.integer)
CloseConditionsRequirement = input(title="Close Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
CloseConditionsMinimumCount = input(1, title="Close Conditions Minimum Count", minval=1, type=input.integer)
CrossoverUpperBand = input(title="Crossover Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverMiddleBand = input(title="Crossover Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverLowerBand = input(title="Crossover Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderUpperBand = input(title="Crossunder Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderMiddleBand = input(title="Crossunder Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderLowerBand = input(title="Crossunder Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveUpperBand = input(title="Price Above Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveMiddleBand = input(title="Price Above Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveLowerBand = input(title="Price Above Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowUpperBand = input(title="Price Below Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowMiddleBand = input(title="Price Below Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowLowerBand = input(title="Price Below Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidth1 = input(.020, title="Band Width Condition Value 1", minval=0.005, maxval=20, step=0.005)
BandWidth2 = input(.040, title="Band Width Condition Value 2", minval=0.005, maxval=20, step=0.005)
BandWidthCrossoverBandValue1 = input(title="Band Width Crossover Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossoverBandValue2 = input(title="Band Width Crossover Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue1 = input(title="Band Width Crossunder Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue2 = input(title="Band Width Crossunder Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue1 = input(title="Band Width Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue2 = input(title="Band Width Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue1 = input(title="Band Width Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue2 = input(title="Band Width Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentB1 = input(.35, title="Percent B Condition Value 1", step=0.05)
PercentB2 = input(.70, title="Percent B Condition Value 2", step=0.05)
PercentBCrossoverPercentBValue1 = input(title="Percent B Crossover Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossoverPercentBValue2 = input(title="Percent B Crossover Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue1 = input(title="Percent B Crossunder Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue2 = input(title="Percent B Crossunder Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue1 = input(title="Percent B Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue2 = input(title="Percent B Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue1 = input(title="Percent B Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue2 = input(title="Percent B Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
// A bit of borrowed code, modified here using @PineCoders gradient Framework
f_cRedLime(_g, _hide, _basic) => _hide ? #00000000 : _basic ? #0080FF35 : _g <= 0 ? #FF000035 : _g <= .25 ? #FF000020 : _g <= .5 ? #FF000010 : _g <= .75 ? #00FF0010 : _g <= 1 ? #00FF0020 : #00FF0035
f_cRedLimeShadow(_g, _hide, _basic) => _hide ? #00000000 : _basic ? #0080FF09 : _g <= 0 ? #FF000009 : _g <= .25 ? #FF000006 : _g <= .5 ? #FF000003 : _g <= .75 ? #00FF0009 : _g <= 1 ? #00FF0006 : #00FF0003
ma(MAType, MASource, MAPeriod) =>
if MAPeriod > 0
if MAType == "SMA"
sma(MASource, MAPeriod)
else
if MAType == "EMA"
ema(MASource, MAPeriod)
else
if MAType == "WMA"
wma(MASource, MAPeriod)
else
if MAType == "RMA"
rma(MASource, MAPeriod)
else
if MAType == "HMA"
hma(MASource, MAPeriod)
else
if MAType == "DEMA"
e = ema(MASource, MAPeriod)
2 * e - ema(e, MAPeriod)
else
if MAType == "TEMA"
e = ema(MASource, MAPeriod)
3 * (e - ema(e, MAPeriod)) + ema(ema(e, MAPeriod), MAPeriod)
else
if MAType == "VWMA"
vwma(MASource, MAPeriod)
res(MAResolution) =>
if MAResolution == "00 Current"
timeframe.period
else
if MAResolution == "01 1m"
"1"
else
if MAResolution == "02 3m"
"3"
else
if MAResolution == "03 5m"
"5"
else
if MAResolution == "04 15m"
"15"
else
if MAResolution == "05 30m"
"30"
else
if MAResolution == "06 45m"
"45"
else
if MAResolution == "07 1h"
"60"
else
if MAResolution == "08 2h"
"120"
else
if MAResolution == "09 3h"
"180"
else
if MAResolution == "10 4h"
"240"
else
if MAResolution == "11 1D"
"1D"
else
if MAResolution == "12 1W"
"1W"
else
if MAResolution == "13 1M"
"1M"
gettickerid(MACandleType) =>
if MACandleType == "00 Current"
syminfo.tickerid
else
if MACandleType == "01 Heikin Ashi"
heikinashi(syminfo.tickerid)
else
if MACandleType == "02 Renko"
renko(syminfo.tickerid, "ATR", 10)
else
if MACandleType == "03 Line Break"
linebreak(syminfo.tickerid, 3)
else
if MACandleType == "04 Kagi"
kagi(syminfo.tickerid, 3)
else
if MACandleType == "05 Point & Figure"
pointfigure(syminfo.tickerid, "hl", "Traditional", 1, 3)
MA = security(gettickerid(MACandleType), res(MAResolution), ma(MAType, MASource, MAPeriod))
plot(MAVisible ? MA : na, color=color.white, linewidth=2, title="Middle Band", show_last= HighlightInclusion ? MAPeriod : 0)
plot(MAVisible and HighlightInclusion and ShowGhostTrail ? MA[MAPeriod-1] : na, color=color.black, linewidth=2, title="MA Trail", offset=((MAPeriod-1)*-1), transp=10)
Deviation = UseATRDeviation ? security(gettickerid(MACandleType), res(MAResolution), atr(ATRPeriod)) : security(gettickerid(MACandleType), res(MAResolution), stdev(MASource, MAPeriod))
UpperBand = MA + (Deviation * UpperBandMultiplier)
LowerBand = MA - (Deviation * LowerBandMultiplier)
SmoothedUpperBand = ma(UpperBandSmoothingMAType, UpperBand, UpperBandSmoothingMAPeriod)
SmoothedLowerBand = ma(LowerBandSmoothingMAType, LowerBand, LowerBandSmoothingMAPeriod)
UpperPlot = plot(SmoothedUpperBand, color=color.white, linewidth=1, title="Upper Band", show_last= HighlightInclusion ? MAPeriod : 0)
UpperShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedUpperBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Upper Band Trail", offset=((MAPeriod-1)*-1), transp=10)
LowerPlot = plot(SmoothedLowerBand, color=color.white, linewidth=1, title="Lower Band", show_last= HighlightInclusion ? MAPeriod : 0)
LowerShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedLowerBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Lower Band Trail", offset=((MAPeriod-1)*-1), transp=10)
PercentB = (security(gettickerid(MACandleType), res(MAResolution), close) - LowerBand) / (UpperBand - LowerBand)
fill(UpperPlot, LowerPlot, color = f_cRedLime(PercentB, HideFill, UseBasicFill), show_last= HighlightInclusion ? MAPeriod : 100000000)
fill(UpperShadowPlot, LowerShadowPlot, color = f_cRedLimeShadow(PercentB[MAPeriod-1], HideFill, UseBasicFill))
BBWidth = (UpperBand - LowerBand) / MA
if(ShowBBDetails)
label Label = label.new(bar_index, na, "\nFancy Bollinger Band Details:\n\nUpper Band: " + tostring(UpperBand) + "\nMid Band: " + tostring(MA) + "\nLower Band: " + tostring(LowerBand) + "\n%B: " + tostring(PercentB) + "\nBollinger Band Width: " + tostring(BBWidth) + "\n\nHide this message in settings.\nUncheck Show Details",
color=color.black,
textcolor=color.white,
style=label.style_label_down, size=size.normal, textalign=text.align_left)
label.set_y(Label, high > UpperBand ? high : UpperBand)
label.delete(Label[1])
// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
// it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
bias(Bias, BiasPeriod) =>
if Bias == "Neutral"
0
else
if Bias == "Bullish"
(atr(BiasPeriod) * ForecastBiasMagnitude)
else
if Bias == "Bearish"
((atr(BiasPeriod) * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias
// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MAForecast1 = MAPeriod > 1 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 1)) * (MAPeriod - 1) + ((MASource * 1) + (Bias * 1))) / MAPeriod : na
MAForecast2 = MAPeriod > 2 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 2)) * (MAPeriod - 2) + ((MASource * 2) + (Bias * 2))) / MAPeriod : na
MAForecast3 = MAPeriod > 3 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 3)) * (MAPeriod - 3) + ((MASource * 3) + (Bias * 3))) / MAPeriod : na
MAForecast4 = MAPeriod > 4 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 4)) * (MAPeriod - 4) + ((MASource * 4) + (Bias * 4))) / MAPeriod : na
MAForecast5 = MAPeriod > 5 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 5)) * (MAPeriod - 5) + ((MASource * 5) + (Bias * 5))) / MAPeriod : na
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast1 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 1", offset=1, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast2 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 2", offset=2, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast3 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 3", offset=3, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast4 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 4", offset=4, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast5 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 5", offset=5, show_last=1)
// Take Profit and Stop Loss
profitTarget = (close * (takeProfitPercent / 100)) / syminfo.mintick
lossTarget = (close * (stopLossPercent / 100)) / syminfo.mintick
float longOpen = 0
float longOpenCount = 0
float longClose = 0
float longCloseCount =0
bool validLongOpen = true
bool validLongClose = true
testLongOpen(Conditionlo)=>
if Conditionlo
if OpenConditionsRequirement == "All" and validLongOpen
[1, longOpenCount, true]
else if OpenConditionsRequirement == "Any"
[1, longOpenCount, validLongOpen]
else if OpenConditionsRequirement == "Minimum count"
[0, longOpenCount + 1, validLongOpen]
else
[longOpen, longOpenCount, validLongOpen]
else
[0, longOpenCount, false]
testLongClose(Conditionlc)=>
if Conditionlc
if CloseConditionsRequirement == "All" and validLongClose
[1, longCloseCount, true]
else if CloseConditionsRequirement == "Any"
[1, longCloseCount, validLongClose]
else if CloseConditionsRequirement == "Minimum count"
[0, int(longCloseCount + 1), validLongClose]
else
[longClose, longCloseCount, validLongClose]
else
[0, longCloseCount, false]
//------------------------------CONDITIONS-----------------------------
bool isCrossoverUpperBand = crossover(close, UpperBand)
if CrossoverUpperBand == "Long Open" or CrossoverUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverUpperBand == "Long Close" or CrossoverUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderUpperBand = crossunder(close, UpperBand)
if CrossunderUpperBand == "Long Open" or CrossunderUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderUpperBand == "Long Close" or CrossunderUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossoverMiddleBand = crossover(close, MA)
if CrossoverMiddleBand == "Long Open" or CrossoverMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverMiddleBand == "Long Close" or CrossoverMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderMiddleBand = crossunder(close, MA)
if CrossunderMiddleBand == "Long Open" or CrossunderMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderMiddleBand == "Long Close" or CrossunderMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossoverLowerBand = crossover(close, LowerBand)
if CrossoverLowerBand == "Long Open" or CrossoverLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverLowerBand == "Long Close" or CrossoverLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderLowerBand = crossunder(close, LowerBand)
if CrossunderLowerBand == "Long Open" or CrossunderLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderLowerBand == "Long Close" or CrossunderLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveUpperBand = close > UpperBand
if PriceAboveUpperBand == "Long Open" or PriceAboveUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveUpperBand == "Long Close" or PriceAboveUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowUpperBand = close < UpperBand
if PriceBelowUpperBand == "Long Open" or PriceBelowUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowUpperBand == "Long Close" or PriceBelowUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveMiddleBand = close > MA
if PriceAboveMiddleBand == "Long Open" or PriceAboveMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveMiddleBand == "Long Close" or PriceAboveMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowMiddleBand = close < MA
if PriceBelowMiddleBand == "Long Open" or PriceBelowMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowMiddleBand == "Long Close" or PriceBelowMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveLowerBand = close > LowerBand
if PriceAboveLowerBand == "Long Open" or PriceAboveLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveLowerBand == "Long Close" or PriceAboveLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowLowerBand = close < LowerBand
if PriceBelowLowerBand == "Long Open" or PriceBelowLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowLowerBand == "Long Close" or PriceBelowLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossoverBandValue1 = crossover(BBWidth, BandWidth1)
if BandWidthCrossoverBandValue1 == "Long Open" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossoverBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossoverBandValue1 == "Long Close" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossoverBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossoverBandValue2 = crossover(BBWidth, BandWidth2)
if BandWidthCrossoverBandValue2 == "Long Open" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossoverBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossoverBandValue2 == "Long Close" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossoverBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossunderBandValue1 = crossunder(BBWidth, BandWidth1)
if BandWidthCrossunderBandValue1 == "Long Open" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossunderBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossunderBandValue1 == "Long Close" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossunderBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossunderBandValue2 = crossunder(BBWidth, BandWidth2)
if BandWidthCrossunderBandValue2 == "Long Open" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossunderBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossunderBandValue2 == "Long Close" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossunderBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthAboveBandValue1 = BBWidth > BandWidth1
if BandWidthAboveBandValue1 == "Long Open" or BandWidthAboveBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthAboveBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthAboveBandValue1 == "Long Close" or BandWidthAboveBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthAboveBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthAboveBandValue2 = BBWidth > BandWidth2
if BandWidthAboveBandValue2 == "Long Open" or BandWidthAboveBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthAboveBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthAboveBandValue2 == "Long Close" or BandWidthAboveBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthAboveBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthBelowBandValue1 = BBWidth < BandWidth1
if BandWidthBelowBandValue1 == "Long Open" or BandWidthBelowBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthBelowBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthBelowBandValue1 == "Long Close" or BandWidthBelowBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthBelowBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthBelowBandValue2 = BBWidth < BandWidth2
if BandWidthBelowBandValue2 == "Long Open" or BandWidthBelowBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthBelowBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthBelowBandValue2 == "Long Close" or BandWidthBelowBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthBelowBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossoverPercentBValue1 = crossover(PercentB, PercentB1)
if PercentBCrossoverPercentBValue1 == "Long Open" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossoverPercentBValue1 == "Long Close" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossoverPercentBValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossoverPercentBValue2 = crossover(PercentB, PercentB2)
if PercentBCrossoverPercentBValue2 == "Long Open" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossoverPercentBValue2 == "Long Close" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossoverPercentBValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossunderPercentBValue1 = crossunder(PercentB, PercentB1)
if PercentBCrossunderPercentBValue1 == "Long Open" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossunderPercentBValue1 == "Long Close" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossunderPercentBValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossunderPercentBValue2 = crossunder(PercentB, PercentB2)
if PercentBCrossunderPercentBValue2 == "Long Open" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossunderPercentBValue2 == "Long Close" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossunderPercentBValue2)
longClose := a
longCloseCount := b
validLongClose := c
// bool isPercentBAbovePercentBValue1 = PercentB > PercentB1
// if PercentBAbovePercentBValue1 == "Long Open" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBAbovePercentBValue1)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBAbovePercentBValue1 == "Long Close" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBAbovePercentBValue1)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBAbovePercentBValue2 = PercentB > PercentB2
// if PercentBAbovePercentBValue2 == "Long Open" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBAbovePercentBValue2)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBAbovePercentBValue2 == "Long Close" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBAbovePercentBValue2)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBBelowPercentBValue1 = PercentB < PercentB1
// if PercentBBelowPercentBValue1 == "Long Open" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBBelowPercentBValue1)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBBelowPercentBValue1 == "Long Close" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBBelowPercentBValue1)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBBelowPercentBValue2 = PercentB < PercentB2
// if PercentBBelowPercentBValue2 == "Long Open" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBBelowPercentBValue2)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBBelowPercentBValue2 == "Long Close" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBBelowPercentBValue2)
// longClose := a
// longCloseCount := b
// validLongClose := c
//-------------------------------------END CONDITIONS-------------------------------------------
if OpenConditionsRequirement == "Minimum count"
if longOpenCount >= OpenConditionsMinimumCount
longOpen := 1
if CloseConditionsRequirement == "Minimum count"
if longCloseCount >= CloseConditionsMinimumCount
longClose := 1
// Tie breaker
if longClose == 1 and longOpen == 1
longOpen := 0
if longOpen == 1 and window()
strategy.entry("Long", true) // buy by market
strategy.exit("Take Profit or Stop Loss", "Long", profit = profitTarget, loss = lossTarget)
else if longClose == 1 and window()
strategy.close("Long")
else if not window()
strategy.close("Long")