The moving average envelop channel trend following strategy is a trend following strategy based on moving average lines and channel indicators. It realizes the judgment and tracking of price trends by establishing multi-level moving average channel. The strategy also combines moving average calculations of different time frames to achieve multi-timeframe fusion, which helps capture larger trends.
The core principle of this strategy is based on the trend tracking functionality of moving average lines and the channel judgment of Envelop indicators. The strategy uses configurable parameters such as moving average period, smooth type, price source, etc. to build a baseline moving average. Then the up and down channels are established according to the percentage shift values set by the parameters. When the price breaks through the lower channel, go long; when the price breaks through the upper channel, go short. At the same time, the strategy introduces an independent moving average as the stop loss line.
Specifically, the strategy has the following characteristics:
Support both long and short operations, judge the trend direction through up and down channels.
Open up to 4 orders, implement pyramid order opening through polyline layers to pursue greater profits.
Configure independent opening moving average and closing moving average to achieve precise stop loss.
Support moving average calculation of different time frames (1 minute to 1 day) to achieve multi-timeframe fusion.
The opening and closing moving averages support the selection of 6 different smoothing modes, which can be optimized for different varieties and cycles.
Positive and negative offsets can be entered to adjust channels and pursue more accurate breakthroughs.
The specific trading logic of the strategy is as follows:
Calculate the benchmark opening moving average, and obtain 4 breakthrough lines according to the set percentage of parameters.
When the price breaks through the lower channel line, open positions in order to go long; when the price breaks through the upper channel line, open positions in order to go short.
Calculate independent closing moving average as stop loss line. When the price falls below the line again, stop loss the long orders in layers; when the price rises above the line again, stop loss the short orders in layers.
Up to 4 orders can be opened. Use layered pyramid order opening to pursue greater profits.
Through the principle of this strategy, it can be seen that the strategy integrates elements such as trend tracking of moving average lines, breakthrough signals of channel judgment, and setting of independent stop loss lines to form a relatively rigorous and complete trend system.
According to the code and logical analysis, the moving average envelop channel trend following strategy has the following advantages:
Multi-timeframe fusion improves the probability of capturing large-scale trends. The strategy supports the calculation of moving averages of different cycles from 1 minute to 1 day. Configuring opening and stop-loss moving averages with different cycles achieves the fusion of multi-timeframe trend judgment power, which is more conducive to capturing large-scale trends.
Pyramid order opening method pursues greater profits. The strategy can open up to 4 orders. By layered order opening, it balances the profit ratio and pursues greater profits while controlling risks.
6 types of moving averages are available for selection and adaptability is strong. The opening and stop-loss moving average supports the selection of 6 modes including SMA/EMA/Dynamic Moving Average, which can be optimized for different varieties and cycles to improve adaptability.
Adjustable channel lines make breakthrough judgment more precise. Strategy allows input of channel moving percentage parameters to adjust channel width for optimization towards different varieties or market environments, improving the accuracy of breakthrough judgments.
Independent stop loss line is helpful for risk control. The strategy calculates an independent moving average line as the closing line to stop loss long or short orders, which can greatly reduce trading risks and avoid chasing by losing orders.
The code structure is clear and easy to develop secondly. The strategy is written in Pine Script with clear structure and easy to understand and develop secondly. Users can continue to optimize parameters or add other logic based on the existing framework.
Although the overall strategy logic is rigorous and the risk control is in place, there are still some trading risks to be aware of, specifically including:
Large-scale trend reversal risk. The core assumption of the strategy is that prices will continue to advance steadily, with some trendiness. However, when large-scale trends reverse, it will have a greater impact on the profitability of the strategy. It is necessary to stop loss in time to control losses.
Invalid breakthrough risk. In sideways or shock markets, prices may fall back below the channel line after breaking through, which will cause chasing by losing orders. Parameters need to be optimized to reduce such cases.
Expectation management risk. The strategy sets 4 layers of pyramiding orders to pursue greater profits, which results in significant returns during profit periods but also a sharp drop in expectations during loss periods. This requires investors to have professional psychological management skills.
Signal optimization risk. The strategy involves adjustments and optimizations across multiple parameters such as channel width and moving average cycle. This requires professional quants to have optimization experience to avoid overfitting.
Special market conditions risk. Extreme market conditions like fast gaps or short line limits will greatly damage the strategy logic, so attention needs to be paid to systemic risk metrics for timely stop losses.
In general, the strategy relies mainly on large-scale trend gains for profitability, and only applies to varieties and market environments with long-term persistence characteristics. In addition, multi-parameter optimization and mentality control are also crucial to ensure stable profitability of strategies.
For this moving average envelop channel trend following strategy, the main optimization directions include:
Adaptive optimization of channel lines and stop loss lines based on machine learning algorithms. Models like LSTM and trajectory prediction can be used to train channel and stop loss line models to achieve smarter price prediction and risk avoidance.
Incorporate auxiliary factors like sentiment indicators, portfolio weighting ratios to optimize pyramid logic. Factors like absolute volatility and market sentiment can be added to control portfolio risks and optimize pyramid order opening logic.
Introduce trading cost and slippage models to improve backtesting authenticity. Current backtesting does not consider the impact of trading costs, which is an important factor in real trading that needs to be incorporated into mathematical models.
Expand correlation analysis across similar asset classes to build unified risk control frameworks. Expand the current single asset strategy to multiple similar markets like commodities and cryptocurrencies, and unify risk control through correlation analysis to improve strategy stability.
Increase strategy explanability to improve user friendless. Use methods like SHAP to analyze the importance of each input variable to strategy results, output importance rankings, and make strategy logic more transparent and interpretable to users.
Introducing algorithms like machine learning and multi-factor models to further optimize strategy stability, authenticity and usability is the main enhancement direction going forwards.
In summary, the moving average envelop channel trend following strategy integrates three key points: trend tracking of moving averages, trend identification of channel indicators and independent stop loss lines for risk control. In strict trending markets, the strategy can provide stable returns with reasonable amount of trend following profit. But users need to pay attention to macro market environments, optimize parameters properly and manage risks, so that the strategy can adapt to complex and ever-changing trading markets. Overall, the strategy provides users with a relatively complete and rigorous trend tracking solution, and is a very suitable quantitative strategy framework for proprietary development and secondary development.
/*backtest start: 2023-10-23 00:00:00 end: 2023-11-22 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This source code is subject to the terms of the GNU Affero General Public License v3.0 at https://www.gnu.org/licenses/agpl-3.0.html //@version=4 strategy(title = "HatiKO Envelopes", shorttitle = "HatiKO Envelopes", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 4, initial_capital=10, calc_on_order_fills=false) //Settings isLotSizeAvgShifts=input(true, title ="Calculate lot size with avgPrice shifts (HatiKO calculate)") lotsize_Short = input(100, defval = 100, minval = 0, maxval = 10000, title = "Lot short, %") lotsize_Long = input(100, defval = 100, minval = 0, maxval = 10000, title = "Lot long, %") //Shorts Open Config timeFrame_Short = input(defval = "Current.", options = ["Current.", "1m", "3m", "5m", "10m", "15m", "20m", "30m", "45m", "1H","2H","3H","4H","1D"], title = "Timeframe Short") ma_type_Short = input(defval = "1. SMA", options = ["1. SMA", "2. PCMA", "3. EMA", "4. WMA", "5. DEMA", "6. ZLEMA"], title = "MA Type Short") Short_Data_input = input(defval = "7.OHLC4", options = ["1.Open", "2.High", "3.Low", "4.Close", "5.HL2", "6.HLC3", "7.OHLC4", "8.OC2"], title = "Data Short") len_Short = input(3, minval = 1, title = "MA Length Short") offset_Short = input(0, minval = 0, title = "MA offset Short") //Longs Open Config timeFrame_Long = input(defval = "Current.", options = ["Current.", "1m", "3m", "5m", "10m", "15m", "20m", "30m", "45m", "1H","2H","3H","4H","1D"], title = "Timeframe Long") ma_type_Long = input(defval = "1. SMA", options = ["1. SMA", "2. PCMA", "3. EMA", "4. WMA", "5. DEMA", "6. ZLEMA"], title = "MA Type Long") Long_Data_input = input(defval = "7.OHLC4", options = ["1.Open", "2.High", "3.Low", "4.Close", "5.HL2", "6.HLC3", "7.OHLC4", "8.OC2"], title = "Data Long") len_Long = input(3, minval = 1, title = "MA Length Long") offset_Long = input(0, minval = 0, title = "MA offset Long") //Shorts Close Config isEnableShortCustomClose=input(false, title ="Mode close MA Short") timeFrame_close_Short = input(defval = "Current.", options = ["Current.", "1m", "3m", "5m", "10m", "15m", "20m", "30m", "45m", "1H","2H","3H","4H","1D"], title = "Timeframe Short Close") ma_type_close_Short = input(defval = "1. SMA", options = ["1. SMA", "2. PCMA", "3. EMA", "4. WMA", "5. DEMA", "6. ZLEMA"], title = "MA Type Close Short") Short_Data_input_close = input(defval = "7.OHLC4", options = ["1.Open", "2.High", "3.Low", "4.Close", "5.HL2", "6.HLC3", "7.OHLC4", "8.OC2"], title = "Data Short Close") len_Short_close = input(3, minval = 1, title = "MA Length Short Close") shortDeviation = input( 0.0, title = "Short Deviation %",step=0.1) offset_Short_close = input(0, minval = 0, title = "MA offset Short Close") //Longs Close Config isEnableLongCustomClose=input(false, title ="Mode close MA Long") timeFrame_close_Long = input(defval = "Current.", options = ["Current.", "1m", "3m", "5m", "10m", "15m", "20m", "30m", "45m", "1H","2H","3H","4H","1D"], title = "Timeframe Long Close") ma_type_close_Long = input(defval = "1. SMA", options = ["1. SMA", "2. PCMA", "3. EMA", "4. WMA", "5. DEMA", "6. ZLEMA"], title = "MA Type Close Long") Long_Data_input_close = input(defval = "7.OHLC4", options = ["1.Open", "2.High", "3.Low", "4.Close", "5.HL2", "6.HLC3", "7.OHLC4", "8.OC2"], title = "Data Long Close") len_Long_close = input(3, minval = 1, title = "MA Length Long Close") longDeviation = input( -0.0, title = "Long Deviation %",step=0.1) offset_Long_close = input(0, minval = 0, title = "MA offset Long Close") shift_Short4_percent = input(0.0, title = "Short Shift 4") shift_Short3_percent = input(10.0, title = "Short Shift 3") shift_Short2_percent = input(7.0, title = "Short Shift 2") shift_Short1_percent = input(4.0, title = "Short Shift 1") shift_Long1_percent = input(-4.0, title = "Long Shift 1") shift_Long2_percent = input(-7.0, title = "Long Shift 2") shift_Long3_percent = input(-10.0, title = "Long Shift 3") shift_Long4_percent = input( -0.0, title = "Long Shift 4") isEnableDoubleLotShift3_Long=input(false, title ="Shift3 Long LotSize*2") isEnableDoubleLotShift3_Short=input(false, title ="Shift3 Short LotSize*2") year_Start = input(19, defval = 19, minval = 10, maxval = 99, title = "From Year 20XX") year_End = input(99, defval = 99, minval = 10, maxval = 99, title = "To Year 20XX") month_Start = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month") month_End = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month") day_Start = input(01, defval = 01, minval = 01, maxval = 31, title = "From day") day_End = input(31, defval = 31, minval = 01, maxval = 31, title = "To day") short4_isActive = shift_Short4_percent != 0 and lotsize_Short > 0 short3_isActive = shift_Short3_percent != 0 and lotsize_Short > 0 short2_isActive = shift_Short2_percent != 0 and lotsize_Short > 0 short1_isActive = shift_Short1_percent != 0 and lotsize_Short > 0 long1_isActive = shift_Long1_percent != 0 and lotsize_Long > 0 long2_isActive = shift_Long2_percent != 0 and lotsize_Long > 0 long3_isActive = shift_Long3_percent != 0 and lotsize_Long > 0 long4_isActive = shift_Long4_percent != 0 and lotsize_Long > 0 mult = 1 / syminfo.mintick is_time_true = time > timestamp(2000+year_Start, month_Start, day_Start, 00, 00) and time < timestamp(2000+ year_End, month_End, day_End, 23, 59) //MA TFsecurity_Short = timeFrame_Short == "4H"?60*4:timeFrame_Short=="3H"?60*3:timeFrame_Short=="2H"?60*2:timeFrame_Short=="1H"?60:timeFrame_Short=="45m"?45:timeFrame_Short=="30m"?30:timeFrame_Short=="20m"?20:timeFrame_Short=="15m"?15:timeFrame_Short=="10m"?10:timeFrame_Short=="5m"?5:timeFrame_Short=="3m"?3:1 TFsecurity_Long = timeFrame_Long == "4H"?60*4:timeFrame_Long=="3H"?60*3:timeFrame_Long=="2H"?60*2:timeFrame_Long=="1H"?60:timeFrame_Long=="45m"?45:timeFrame_Long=="30m"?30:timeFrame_Long=="20m"?20:timeFrame_Long=="15m"?15:timeFrame_Long=="10m"?10:timeFrame_Long=="5m"?5:timeFrame_Long=="3m"?3:1 oc2 = (open + close) / 2 lag_Short = (len_Short - 1) / 2//floor((len_Short - 1) / 2) lag_Long = (len_Long - 1) / 2 //floor((len_Long - 1) / 2) source_Short = Short_Data_input == "1.Open" ? open : Short_Data_input == "2.High" ? high : Short_Data_input == "3.Low" ? low : Short_Data_input == "4.Close" ? close : Short_Data_input == "5.HL2" ? hl2 : Short_Data_input == "6.HLC3" ? hlc3 : Short_Data_input == "7.OHLC4" ? ohlc4 : Short_Data_input == "8.OC2" ? oc2: close source_Long = Long_Data_input == "1.Open" ? open : Long_Data_input == "2.High" ? high : Long_Data_input == "3.Low" ? low : Long_Data_input == "4.Close" ? close : Long_Data_input == "5.HL2" ? hl2 : Long_Data_input == "6.HLC3" ? hlc3 : Long_Data_input == "7.OHLC4" ? ohlc4 : Long_Data_input == "8.OC2" ? oc2: close preS_MA_Short = ma_type_Short == "1. SMA" ? sma(source_Short, len_Short) : ma_type_Short == "2. PCMA"? (highest(high, len_Short) + lowest(low, len_Short)) / 2 : ma_type_Short == "3. EMA" ? ema(source_Short, len_Short) : ma_type_Short == "4. WMA" ? wma(source_Short, len_Short) : ma_type_Short == "5. DEMA" ? (2 * ema(source_Short,len_Short) - ema(ema(source_Short,len_Short), len_Short)) : ma_type_Short == "6. ZLEMA" ? ema(source_Short + (source_Short - source_Short[lag_Short]), len_Short) : na preS_MA_Long = ma_type_Long == "1. SMA" ? sma(source_Long, len_Long) :ma_type_Long == "2. PCMA"? (highest(high, len_Long) + lowest(low, len_Long)) / 2 : ma_type_Long == "3. EMA" ? ema(source_Long, len_Long) : ma_type_Long == "4. WMA" ? wma(source_Long, len_Long) : ma_type_Long == "5. DEMA" ? (2 * ema(source_Long,len_Long) - ema(ema(source_Long,len_Long), len_Long)) : ma_type_Long == "6. ZLEMA" ? ema(source_Long + (source_Long - source_Long[lag_Long]), len_Long) : na pre_MA_Short = timeFrame_Short == "Current." ? preS_MA_Short : security(syminfo.tickerid, tostring(TFsecurity_Short), preS_MA_Short) pre_MA_Long = timeFrame_Long == "Current." ? preS_MA_Long : security(syminfo.tickerid, tostring(TFsecurity_Long), preS_MA_Long) MA_Short = (round(pre_MA_Short * mult) / mult)[offset_Short] MA_Long = (round(pre_MA_Long * mult) / mult)[offset_Long] Level_Long1 = long1_isActive ? round((MA_Long + MA_Long* shift_Long1_percent / 100) * mult) / mult : na Level_Long2 = long2_isActive ? round((MA_Long + MA_Long* shift_Long2_percent / 100) * mult) / mult : na Level_Long3 = long3_isActive ? round((MA_Long + MA_Long* shift_Long3_percent / 100) * mult) / mult : na Level_Long4 = long4_isActive ? round((MA_Long + MA_Long* shift_Long4_percent / 100) * mult) / mult : na Level_Short1 = short1_isActive ? round((MA_Short + MA_Short*shift_Short1_percent/ 100) * mult) / mult : na Level_Short2 = short2_isActive ? round((MA_Short + MA_Short*shift_Short2_percent/ 100) * mult) / mult : na Level_Short3 = short3_isActive ? round((MA_Short + MA_Short*shift_Short3_percent/ 100) * mult) / mult : na Level_Short4 = short4_isActive ? round((MA_Short + MA_Short*shift_Short4_percent/ 100) * mult) / mult : na //MA_Close lag_Short_close = (len_Short_close - 1) / 2 //floor((len_Short_close - 1) / 2) lag_Long_close = (len_Long_close - 1) / 2 //floor((len_Long_close - 1) / 2) pre_PCMA_Short_close = (highest(high, len_Short_close) + lowest(low, len_Short_close)) / 2 pre_PCMA_Long_close = (highest(high, len_Long_close) + lowest(low, len_Long_close)) / 2 source_Short_close = Short_Data_input_close == "1.Open" ? open : Short_Data_input_close == "2.High" ? high : Short_Data_input_close == "3.Low" ? low : Short_Data_input_close == "4.Close" ? close : Short_Data_input_close == "5.HL2" ? hl2 : Short_Data_input_close == "6.HLC3" ? hlc3 : Short_Data_input_close == "7.OHLC4" ? ohlc4 : Short_Data_input_close == "8.OC2" ? oc2: close source_Long_close = Long_Data_input_close == "1.Open" ? open : Long_Data_input_close == "2.High" ? high : Long_Data_input_close == "3.Low" ? low : Long_Data_input_close == "4.Close" ? close : Long_Data_input_close == "5.HL2" ? hl2 : Long_Data_input_close == "6.HLC3" ? hlc3 : Long_Data_input_close == "7.OHLC4" ? ohlc4 : Long_Data_input_close == "8.OC2" ? oc2: close preS_MA_Short_close = ma_type_close_Short == "1. SMA" ? sma(source_Short_close, len_Short_close) : ma_type_close_Short == "2. PCMA"? (highest(high, len_Short_close) + lowest(low, len_Short_close)) / 2 : ma_type_close_Short == "3. EMA" ? ema(source_Short_close, len_Short_close) : ma_type_close_Short == "4. WMA" ? wma(source_Short_close, len_Short_close) : ma_type_close_Short == "5. DEMA" ? (2 * ema(source_Short_close,len_Short_close) - ema(ema(source_Short_close,len_Short_close), len_Short_close)) : ma_type_close_Short == "6. ZLEMA" ? ema(source_Short_close + (source_Short_close - source_Short_close[lag_Short_close]), len_Short_close) : na preS_MA_Long_close = ma_type_close_Long == "1. SMA" ? sma(source_Long_close, len_Long_close) : ma_type_close_Long == "2. PCMA"? (highest(high, len_Long_close) + lowest(low, len_Long_close)) / 2 : ma_type_close_Long == "3. EMA" ? ema(source_Long_close, len_Long_close) : ma_type_close_Long == "4. WMA" ? wma(source_Long_close, len_Long_close) : ma_type_close_Long == "5. DEMA" ? (2 * ema(source_Long_close,len_Long_close) - ema(ema(source_Long_close,len_Long_close), len_Long_close)) : ma_type_close_Long == "6. ZLEMA" ? ema(source_Long_close + (source_Long_close - source_Long_close[lag_Long_close]), len_Long_close) : na TFsecurity_close_Short=timeFrame_close_Short=="4H"?60*4:timeFrame_close_Short=="3H"?60*3:timeFrame_close_Short=="2H"?60*2:timeFrame_close_Short=="1H"?60:timeFrame_close_Short=="45m"?45:timeFrame_close_Short=="30m"?30:timeFrame_close_Short=="20m"?20:timeFrame_close_Short=="15m"?15:timeFrame_close_Short=="10m"?10:timeFrame_close_Short=="5m"?5:timeFrame_close_Short=="3m"?3:1 TFsecurity_close_Long=timeFrame_close_Long=="4H"?60*4:timeFrame_close_Long=="3H"?60*3:timeFrame_close_Long=="2H"?60*2:timeFrame_close_Long=="1H"?60:timeFrame_close_Long=="45m"?45:timeFrame_close_Long=="30m"?30:timeFrame_close_Long=="20m"?20:timeFrame_close_Long=="15m"?15:timeFrame_close_Long=="10m"?10:timeFrame_close_Long=="5m"?5:timeFrame_close_Long=="3m"?3:1 pre_MA_close_Short = isEnableShortCustomClose? security(syminfo.tickerid, timeFrame_close_Short=="Current."?timeframe.period:tostring(TFsecurity_close_Short), preS_MA_Short_close) : preS_MA_Short_close pre_MA_close_Long = isEnableLongCustomClose? security(syminfo.tickerid, timeFrame_close_Long=="Current."?timeframe.period:tostring(TFsecurity_close_Long), preS_MA_Long_close) : preS_MA_Long_close MA_Short_close = (round(pre_MA_close_Short * mult) / mult)[offset_Short_close] MA_Long_close = (round(pre_MA_close_Long * mult) / mult)[offset_Long_close] countShifts_Long = 0 countShifts_Long:=long1_isActive?countShifts_Long+1:countShifts_Long countShifts_Long:=long2_isActive?countShifts_Long+1:countShifts_Long countShifts_Long:=long3_isActive?countShifts_Long+1:countShifts_Long countShifts_Long:=long4_isActive?countShifts_Long+1:countShifts_Long avgPriceForLotShiftLong_Data_input = MA_Long+ (MA_Long*((shift_Long1_percent+shift_Long2_percent+shift_Long3_percent+shift_Long4_percent)/countShifts_Long/100)) countShifts_Short = 0 countShifts_Short:=short1_isActive?countShifts_Short+1:countShifts_Short countShifts_Short:=short2_isActive?countShifts_Short+1:countShifts_Short countShifts_Short:=short3_isActive?countShifts_Short+1:countShifts_Short countShifts_Short:=short4_isActive?countShifts_Short+1:countShifts_Short avgPriceForLotShiftShort_Data_input = MA_Short + (MA_Short*((shift_Short1_percent+shift_Short2_percent+shift_Short3_percent+shift_Short4_percent)/countShifts_Short/100)) strategy.initial_capital = 50000 balance=strategy.initial_capital + strategy.netprofit lotlong = 0.0 lotshort = 0.0 lotlong := (balance / avgPriceForLotShiftLong_Data_input) * (lotsize_Long / 100) //strategy.position_size == 0 ? (strategy.equity / close) * (lotsize_Long / 100) : lotlong[1] lotshort := (balance / avgPriceForLotShiftShort_Data_input) * (lotsize_Short / 100) //strategy.position_size == 0 ? (strategy.equity / close) * (lotsize_Short / 100) : lotshort[1] lotlong:= lotlong>1000000000?1000000000:lotlong lotshort:=lotshort>1000000000?1000000000:lotshort if isLotSizeAvgShifts==false lotlong := (strategy.equity / open) * (lotsize_Long / 100) lotshort := (strategy.equity / open) * (lotsize_Short / 100) value_deviationLong=0.0 value_deviationShort=0.0 if(isEnableLongCustomClose == false ) MA_Long_close:=MA_Long else value_deviationLong := round(MA_Long_close * longDeviation /100 * mult) / mult if(isEnableShortCustomClose == false ) MA_Short_close:=MA_Short else value_deviationShort := round(MA_Short_close * shortDeviation /100 * mult) / mult if MA_Short > 0 and lotshort > 0// and strategy.position_size<=0 lotShort_Data_input = strategy.position_size < 0 ? round(abs(strategy.position_size) / lotshort) : 0.0 strategy.entry("S1", strategy.short, lotshort, limit = Level_Short1, when = (lotShort_Data_input == 0 and short1_isActive and is_time_true )) lotShort_Data_input := strategy.position_size < 0 ? round(abs(strategy.position_size) / lotshort) : 0.0 strategy.entry("S2", strategy.short, lotshort, limit = Level_Short2, when = (lotShort_Data_input <= 1 and short2_isActive and is_time_true )) lotshort3 = isEnableDoubleLotShift3_Short? lotshort*2 :lotshort lotShort_Data_input := strategy.position_size < 0 ? round(abs(strategy.position_size) / lotshort) : 0.0 maxLotsshift3=isEnableDoubleLotShift3_Short?3:2 strategy.entry("S3", strategy.short, lotshort3, limit = Level_Short3, when = (lotShort_Data_input <= maxLotsshift3 and short3_isActive and is_time_true )) lotShort_Data_input := strategy.position_size < 0 ? round(abs(strategy.position_size) / lotshort) : 0.0 maxLotsshift4=isEnableDoubleLotShift3_Short?4:3 strategy.entry("S4", strategy.short, lotshort, limit = Level_Short4, when = (lotShort_Data_input <= maxLotsshift4 and short4_isActive and is_time_true)) strategy.exit("TPS", "S1" ,limit = MA_Short_close+value_deviationShort , when = is_time_true) strategy.exit("TPS", "S2" ,limit = MA_Short_close+value_deviationShort , when = is_time_true) strategy.exit("TPS", "S3" ,limit = MA_Short_close+value_deviationShort , when = is_time_true) strategy.exit("TPS", "S4" ,limit = MA_Short_close+value_deviationShort , when = is_time_true) if MA_Long > 0 and lotlong > 0// and strategy.position_size>=0 lotLong_Data_input = strategy.position_size > 0 ? round(strategy.position_size / lotlong) : 0.0 strategy.entry("L1", strategy.long, lotlong, limit = Level_Long1, when = (lotLong_Data_input ==0 and long1_isActive and is_time_true)) lotLong_Data_input := strategy.position_size > 0 ? round(strategy.position_size / lotlong) : 0.0 strategy.entry("L2", strategy.long, lotlong, limit = Level_Long2, when = ( lotLong_Data_input <= 1 and long2_isActive and is_time_true)) lotlong3 = isEnableDoubleLotShift3_Long? lotlong*2 : lotlong lotLong_Data_input := strategy.position_size > 0 ? round(strategy.position_size / lotlong) : 0.0 maxLotsshift3=isEnableDoubleLotShift3_Long?3:2 strategy.entry("L3", strategy.long, lotlong3, limit = Level_Long3, when = (lotLong_Data_input <= maxLotsshift3 and long3_isActive and is_time_true)) maxLotsshift4=isEnableDoubleLotShift3_Long?4:3 lotLong_Data_input := strategy.position_size > 0 ? round(strategy.position_size / lotlong) : 0.0 strategy.entry("L4", strategy.long, lotlong, limit = Level_Long4, when = ( lotLong_Data_input<maxLotsshift4 and long4_isActive and is_time_true)) strategy.exit( "TPL", "L1",limit = MA_Long_close+value_deviationLong, when = is_time_true) strategy.exit( "TPL", "L2", limit = MA_Long_close+value_deviationLong, when = is_time_true) strategy.exit( "TPL", "L3", limit = MA_Long_close+value_deviationLong, when = is_time_true) strategy.exit( "TPL", "L4", limit = MA_Long_close+value_deviationLong, when = is_time_true) if (MA_Long_close < close) strategy.close("L1") strategy.close("L2") strategy.close("L3") strategy.close("L4") if (MA_Short_close > close) strategy.close("S1") strategy.close("S2") strategy.close("S3") strategy.close("S4") if time > timestamp(2000+year_End, month_End, day_End, 23, 59) strategy.close_all() strategy.cancel("L1") strategy.cancel("L2") strategy.cancel("L3") strategy.cancel("S1") strategy.cancel("S2") strategy.cancel("S3") //Lines colorlong = color.green colorshort = color.red value_long1 = long1_isActive ? Level_Long1 : na value_long2 = long2_isActive ? Level_Long2 : na value_long3 = long3_isActive ? Level_Long3 : na value_long4 = long4_isActive ? Level_Long4 : na value_short1 = short1_isActive ? Level_Short1 : na value_short2 = short2_isActive ? Level_Short2 : na value_short3 = short3_isActive ?Level_Short3 : na value_short4 = short4_isActive? Level_Short4 : na value_maShort_close= isEnableShortCustomClose ? MA_Short_close : na value_maLong_close= isEnableLongCustomClose ? MA_Long_close : na plot(value_maShort_close + value_deviationShort, offset = 1, color = color.orange, title = "MA line Short Close") plot(value_short4, offset = 1, color = colorshort, title = "Short Shift 4") plot(value_short3, offset = 1, color = colorshort, title = "Short Shift 3") plot(value_short2, offset = 1, color = colorshort, title = "Short Shift 2") plot(value_short1, offset = 1, color = colorshort, title = "Short Shift 1") plot(countShifts_Short>0 and lotsize_Short>0 ? MA_Short:na, offset = 1, color = color.purple, title = "MA line Short") plot(countShifts_Long>0 and lotsize_Long>0? MA_Long:na, offset = 1, color = color.lime, title = "MA line Long") plot(value_long1, offset = 1, color = colorlong, title = "Long Shift 1") plot(value_long2, offset = 1, color = colorlong, title = "Long Shift 2") plot(value_long3, offset = 1, color = colorlong, title = "Long Shift 3") plot(value_long4, offset = 1, color = colorlong, title = "Long Shift 4") plot(value_maLong_close + value_deviationLong, offset = 1, color = color.blue, title = "MA line Long Close")