Dieser Strategie-Generator kombiniert verschiedene Indikatoren wie EMA, RSI, Stochastic, MACD und ADX, um hoch konfigurierbare algorithmische Handelsstrategien zu erstellen.
Der Vorteil dieser Strategie besteht darin, dass die Kombination von Indikatoren effektive Filter bildet, bei denen sich verschiedene Indikatoren gegenseitig überprüfen und falsche Signale reduzieren können.
Allerdings besteht bei zu vielen Parameterkombinationen auch das Risiko einer Überanpassung und Kurvenanpassung. Außerdem erbt die Kombination mehrerer Indikatoren ihre inhärente Nachlässigkeitsnatur, die möglicherweise einen optimalen Einstiegszeitpunkt verpasst. Daher sind im Live-Handel weiterhin kontinuierliche Überwachung und rechtzeitige Anpassung erforderlich.
Der Multi-Indikator-Strategie-Generator macht den Aufbau von quantitativen Handelsstrategien wesentlich effizienter. Aber der Schlüssel zur Erlangung stabiler langfristiger Strategien liegt in einer strengen statistischen Überprüfung, nicht in der Abhängigkeit von Parameteroptimierung. Nur indem dies erreicht wird, können die generierten Strategien erfolgreich im Live-Handel angewendet werden.
/*backtest
start: 2023-08-11 00:00:00
end: 2023-08-25 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
// By Jordan Hall
// finished: 3/28/2023
strategy("Strategy Creator", overlay=true, margin_long=100, margin_short=100, pyramiding=10, default_qty_type=strategy.percent_of_equity)
///////////////////////////////////////////////////////////////////////////////////////////////////////
/// PERIOD ///
testStartYear = input(2023, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2023, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
///////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////EMA INPUTS//////////////////////////////////////////////////
EMAON = input.bool(true, "EMA ON?", group = "EMA Settings", tooltip = "Check box for on")
IS1EMA = input.bool(false,"Only 1 EMA", " USE EMA FAST LENGTH FOR INPUT", group = "EMA Settings")
IS2EMA = input.bool(false, "Only 2 EMAs", "Only leave this box checked for 2 EMAs. USE EMA MIDDLE LENGTH AND FAST LENGTH", group = "EMA Settings")
EMAFAST = input.int(50,title = "EMA Fast Length", minval = 1, maxval = 2000, group = "EMA Settings")
EMAMIDDLE = input.int(100, title= "EMA middle Length", minval = 1, maxval = 2000, group = "EMA Settings")
EMASLOW = input.int(200, title= "EMA Slow Length", minval = 1, maxval = 2000, group = "EMA Settings")
///////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////RSI/////////////////////////////////////////////////////
RSION = input.bool(true, "RSI ON?", group = "RSI Settings", tooltip = "Check box for on")
ma(source, length, type) =>
switch type
"SMA" => ta.sma(source, length)
"Bollinger Bands" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
"SMMA (RMA)" => ta.rma(source, length)
"WMA" => ta.wma(source, length)
"VWMA" => ta.vwma(source, length)
//INPUTS & CALCULATIONS
RSIUL = input.float(52, "RSI SHORT", 0,100, tooltip = "RSI must be greater this number to enter a SHORT position", group = "RSI Settings")
RSILL = input.float(48, "RSI LONG", 0,100, tooltip = "RSI must be lower this number to enter a LONG position", group = "RSI Settings")
rsiLengthInput = input.int(14, minval=1, title="RSI Length", group="RSI Settings")
rsiSourceInput = input.source(close, "Source", group="RSI Settings")
maTypeInput = input.string("SMA", title="MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="RSI Settings")
maLengthInput = input.int(14, title="MA Length", group="RSI Settings")
up = ta.rma(math.max(ta.change(rsiSourceInput), 0), rsiLengthInput)
down = ta.rma(-math.min(ta.change(rsiSourceInput), 0), rsiLengthInput)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsiMA = ma(rsi, maLengthInput, maTypeInput)
/////////////////////////////////////////////////////////////////////////////////////////////////////////
// ////////////////////////////////////////////////////TSI//////////////////////////////////////////////////
// TSION = input.bool(true, "TSI ON?", group = "TSI Settings", tooltip = "Check box for on")
// TSIUL = input.float(1, "TSI SHORT", -50,50, tooltip = "TSI must be greater this number to enter a SHORT position", group = "TSI Settings")
// TSILL = input.float(-1, "TSI LONG", -50,50, tooltip = "TSI must be lower this number to enter a LONG position", group = "TSI Settings")
// long = input(title="Long Length", defval=25, group = "TSI Settings")
// short = input(title="Short Length", defval=13, group = "TSI Settings")
// signaltsi = input(title="Signal Length", defval=13,group = "TSI Settings")
// price = close
// double_smooth(src, long, short) =>
// fist_smooth = ta.ema(src, long)
// ta.ema(fist_smooth, short)
// pc = ta.change(price)
// double_smoothed_pc = double_smooth(pc, long, short)
// double_smoothed_abs_pc = double_smooth(math.abs(pc), long, short)
// tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc)
// //////////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////Stochastic///////////////////////////////////////////////////
STOCHON = input.bool(true, "STOCHASTIC ON?", group = "Stochastic Settings", tooltip = "Check box for on")
periodK = input.int(14, title="%K Length", minval=1,group = "Stochastic Settings")
smoothK = input.int(1, title="%K Smoothing", minval=1,group = "Stochastic Settings")
periodD = input.int(3, title="%D Smoothing", minval=1,group = "Stochastic Settings")
k = ta.sma(ta.stoch(close, high, low, periodK), smoothK)
d = ta.sma(k, periodD)
byValueOrByCrossover = input.bool(true, "By Crossover?", tooltip = "Check box for crossover of k>d for LONG and k<d for SHORT. If by value, input value k must be for position entry", group = "Stochastic Settings")
kValueComparisonSHORT = input.float(50, "k is greater than", 0,100, tooltip = "When k (blueline) is greater than this number, enter a SHORT postion", group = "Stochastic Settings")
kValueComparisonLONG = input.float(50, "k is less than", 0,100, tooltip = "When k (blueline) is less than this number, enter a LONG position", group = "Stochastic Settings")
///////////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////MACD W/ diff timeframes////////////////////////////////////////
//Create inputs
MACDON = input.bool(true, "MACD ON?", group = "MACD Settings", tooltip = "Check box for on")
MACD_Other_TimeFrame = input.timeframe("1", title="Time Frame MACD", group = "MACD Settings")
fastAvgLength = input(title="Fast Length", defval=12, group = "MACD Settings")
slowAvgLength = input(title="Slow Length", defval=26, group = "MACD Settings")
src = input(title="Source", defval=close, group = "MACD Settings")
signal_length = input.int(title="Signal Smoothing", minval = 1, maxval = 50, defval = 9, group = "MACD Settings")
sma_source = input.string(title="Oscillator MA Type", defval="EMA", options=["SMA", "EMA"], group = "MACD Settings")
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"], group = "MACD Settings")
// Calculating MACD
fast_ma = sma_source == "SMA" ? ta.sma(src, fastAvgLength) : ta.ema(src, fastAvgLength)
slow_ma = sma_source == "SMA" ? ta.sma(src, slowAvgLength) : ta.ema(src, slowAvgLength)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
//AVERAGES MACD
var pos_hist_cnt = 0
var pos_hist_total = 0.0
var pos_hist_avg = 0.0
var neg_hist_cnt = 0
var neg_hist_total = 0.0
var neg_hist_avg = 0.0
if (hist <0)
neg_hist_total := neg_hist_total + hist
neg_hist_cnt := neg_hist_cnt + 1
neg_hist_avg := neg_hist_total / neg_hist_cnt
if (hist >0)
pos_hist_total := pos_hist_total + hist
pos_hist_cnt := pos_hist_cnt + 1
pos_hist_avg := pos_hist_total / pos_hist_cnt
posavgadd = input(false, "Add average positve histogram value?", tooltip = "current histogram value must be greater than the positive average plus '+ (absolute val)' number", group = "MACD Settings")
negavgadd = input(false, "Subtract average negative histogram value?", tooltip = "current histogram value must be less than the negative average plus '- (absolute val)' number", group = "MACD Settings")
posnumber = input.float(0.0000, " + (absolute val)", tooltip = "current histogram value must be greater than this (plus positive average if checked) to enter SHORT position", group = "MACD Settings", step = 0.0001)
negnumber = input.float(0.0000, " - (absolute val)", tooltip = "current histogram value must be less than this (minus negative average if checked) to enter LONG position", group = "MACD Settings", step = 0.0001)
/////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////// ADX///////////////////////////////////////////////////
ADXON = input.bool(true, "ADX ON?", group = "ADX Settings", tooltip = "Check box for on")
adxlen = input(14, title="ADX Smoothing", group = "ADX Settings")
dilen = input(14, title="DI Length", group = "ADX Settings")
dirmov(len) =>
upADX = ta.change(high)
downADX = -ta.change(low)
plusDM = na(upADX) ? na : (upADX > downADX and upADX > 0 ? upADX : 0)
minusDM = na(downADX) ? na : (downADX > upADX and downADX > 0 ? downADX : 0)
truerange = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / truerange)
minus = fixnan(100 * ta.rma(minusDM, len) / truerange)
[plus, minus]
adx(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
sig = adx(dilen, adxlen)
ADXSIGNALSTRENGTH = input.float(25, "ADX signal strength > ", 0, 100, group = "ADX Settings")
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////TP AND SL INPUTS AND CALCULATIONS/////////////////////////////////////
StopLossLongPercentage = input.float(title="Long Stop Loss (%)", minval=0.0, step=0.1, defval=0.4, group="Take Profit and Stop Loss") * 0.01
StopLossLongPrice = strategy.position_avg_price * (1 - StopLossLongPercentage)
StopLossShortPercentage = input.float(title="Short Stop Loss (%)", minval=0.0, step=0.1, defval=0.4, group="Take Profit and Stop Loss") * 0.01
StopLossShortPrice = strategy.position_avg_price * (1 + StopLossShortPercentage)
TakeProfitLongPercentage = input.float(title="Long Take Profit (%)", minval=0.0, step=0.1, defval=0.5, group="Take Profit and Stop Loss") * 0.01
TakeProfitLongPrice = strategy.position_avg_price * (1 + TakeProfitLongPercentage)
TakeProfitShortPercentage = input.float(title="Short Take Profit (%)", minval=0.0, step=0.1, defval=0.5, group="Take Profit and Stop Loss") * 0.01
TakeProfitShortPrice = strategy.position_avg_price * (1 - TakeProfitShortPercentage)
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////VARIABLES///////////////////////////////////////////////////
//EMAMIDDLE == SHORTER EMA LENGTH, EMASLOW == EMA LONGER LENGTH. IS1EMA == 1 EMA LINE?
//rsi == RELATIVE STRENGTH INDEX VALUE (0 to 100)
//tsi_value == TSI VALUES
//k == K% VALUE (BLUE LINE), d == D% VALUE (RED LINE)
//hist == MACD HISTOGRAM VALUES, macd == MACD VALUE, signal == SIGNAL LINE CROSSING MACD
//neg_hist-avg == NEGATIVE HISTOGRAM VALUES, pos_hist_values == POSITIVE HISTOGRAM VALUES
//adx == ADX VALUES (0 to 100)
/////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////
// IS1EMA = input.bool(false,"Only 1 EMA", " USE EMA FAST LENGTH FOR INPUT", group = "EMA Settings")
// IS2EMA = input.bool(false, "2 EMAs", "Only leave this box checked for 2 EMAs. USE EMA MIDDLE LENGTH AND FAST LENGTH", group = "EMA Settings")
// IS3EMA = input.bool(true, "3 EMAs", "Only leave this box checked for 3 EMAs. USE EMA FAST LENGTH AND MIDDLE AND SLOW LENGTH", group = "EMA Settings")
//////////////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////ON OR OFF////////////////////////////////////////////////////////////
//EMA
HowManyEMAsLong = IS1EMA ? close > ta.ema(close, EMAFAST) : IS2EMA ? ta.ema(close, EMAFAST) > ta.ema(close, EMAMIDDLE) : ta.ema(close, EMAFAST) > ta.ema(close, EMAMIDDLE) and ta.ema(close, EMAMIDDLE) > ta.ema(close, EMASLOW)
HowManyEMAsShort = IS1EMA ? close < ta.ema(close, EMAFAST) : IS2EMA ? ta.ema(close, EMAFAST) < ta.ema(close, EMAMIDDLE) : ta.ema(close, EMAFAST) < ta.ema(close, EMAMIDDLE) and ta.ema(close, EMAMIDDLE) < ta.ema(close, EMASLOW)
EMAENTRYLONG = EMAON ? HowManyEMAsLong : true
EMAENTRYSHORT = EMAON ? HowManyEMAsShort : true
//RSI
RSILONG = rsi < RSILL
RSISHORT = rsi > RSIUL
RSIENTRYLONG = RSION ? RSILONG : true
RSIENTRYSHORT = RSION ? RSISHORT : true
//STOCHASTIC
STOCHLONG = byValueOrByCrossover ? (k > d) : (k < kValueComparisonLONG)
STOCHSHORT = byValueOrByCrossover ? (k < d) : (k > kValueComparisonSHORT)
STOCHENTRYLONG = STOCHON ? STOCHLONG : true
STOCHENTRYSHORT = STOCHON ? STOCHSHORT : true
//MACD
HISTLONG = negavgadd ? hist < (neg_hist_avg - negnumber) : hist < negnumber
HISTSHORT = posavgadd ? hist > (pos_hist_avg + posnumber) : hist > posnumber
HISTENTRYLONG = MACDON ? HISTLONG : true
HISTENTRYSHORT = MACDON ? HISTSHORT : true
//ADX
ADXLONG = sig > ADXSIGNALSTRENGTH
ADXSHORT = sig > ADXSIGNALSTRENGTH
ADXLONGENTRY = ADXON ? ADXLONG : true
ADXSHORTENTRY = ADXON ? ADXSHORT : true
//////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////ONE TRADE AT A TIME////////////////////////////////////////////
STRATEGYISCLOSED = strategy.opentrades == 0 ? true : false
/////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////HOW MANY TRADES IN A ROW////////////////////////////////////
getLastPosSign1() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-1)) : na
lastPos1Back = getLastPosSign1()
LastStrategy1BackWasLong = nz(lastPos1Back) >= 0
LastStrategy1BackWasShort = nz(lastPos1Back) <= 0
oneTradeInOneDirectionLong = LastStrategy1BackWasShort ? true : false
oneTradeInOneDirectionShort = LastStrategy1BackWasLong ? true : false
getLastPosSign2() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-2)) : na
lastPos2Back = getLastPosSign2()
LastStrategy2BackWasLong = nz(lastPos2Back) >= 0
LastStrategy2BackWasShort = nz(lastPos2Back) <= 0
twoTradesInOneDirectionLong = LastStrategy2BackWasShort or oneTradeInOneDirectionLong ? true : false
twoTradesInOneDirectionShort = LastStrategy2BackWasLong or oneTradeInOneDirectionShort ? true : false
getLastPosSign3() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-3)) : na
lastPos3Back = getLastPosSign3()
LastStrategy3BackWasLong = nz(lastPos3Back) >= 0
LastStrategy3BackWasShort = nz(lastPos3Back) <= 0
threeTradesInOneDirectionLong = LastStrategy3BackWasShort or twoTradesInOneDirectionLong ? true : false
threeTradesInOneDirectionShort = LastStrategy3BackWasLong or twoTradesInOneDirectionShort ? true : false
getLastPosSign4() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-4)) : na
lastPos4Back = getLastPosSign4()
LastStrategy4BackWasLong = nz(lastPos4Back) >= 0
LastStrategy4BackWasShort = nz(lastPos4Back) <= 0
fourTradesInOneDirectionLong = LastStrategy4BackWasShort or threeTradesInOneDirectionLong ? true : false
fourTradesInOneDirectionShort = LastStrategy4BackWasLong or threeTradesInOneDirectionShort ? true : false
getLastPosSign5() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-5)) : na
lastPos5Back = getLastPosSign5()
LastStrategy5BackWasLong = nz(lastPos5Back) >= 0
LastStrategy5BackWasShort = nz(lastPos5Back) <= 0
fiveTradesInOneDirectionLong = LastStrategy5BackWasShort or fourTradesInOneDirectionLong ? true : false
fiveTradesInOneDirectionShort = LastStrategy5BackWasLong or fourTradesInOneDirectionShort ? true : false
getLastPosSign6() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-6)) : na
lastPos6Back = getLastPosSign6()
LastStrategy6BackWasLong = nz(lastPos6Back) >= 0
LastStrategy6BackWasShort = nz(lastPos6Back) <= 0
sixTradesInOneDirectionLong = LastStrategy6BackWasShort or fiveTradesInOneDirectionLong ? true : false
sixTradesInOneDirectionShort = LastStrategy6BackWasLong or fiveTradesInOneDirectionShort ? true : false
getLastPosSign7() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-7)) : na
lastPos7Back = getLastPosSign7()
LastStrategy7BackWasLong = nz(lastPos7Back) >= 0
LastStrategy7BackWasShort = nz(lastPos7Back) <= 0
sevenTradesInOneDirectionLong = LastStrategy7BackWasShort or sixTradesInOneDirectionLong ? true : false
sevenTradesInOneDirectionShort = LastStrategy7BackWasLong or sixTradesInOneDirectionShort ? true : false
getLastPosSign8() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-8)) : na
lastPos8Back = getLastPosSign8()
LastStrategy8BackWasLong = nz(lastPos8Back) >= 0
LastStrategy8BackWasShort = nz(lastPos8Back) <= 0
eightTradesInOneDirectionLong = LastStrategy8BackWasShort or sevenTradesInOneDirectionLong ? true : false
eightTradesInOneDirectionShort = LastStrategy8BackWasLong or sevenTradesInOneDirectionShort ? true : false
getLastPosSign9() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-9)) : na
lastPos9Back = getLastPosSign9()
LastStrategy9BackWasLong = nz(lastPos9Back) >= 0
LastStrategy9BackWasShort = nz(lastPos9Back) <= 0
nineTradesInOneDirectionLong = LastStrategy9BackWasShort or eightTradesInOneDirectionLong ? true : false
nineTradesInOneDirectionShort = LastStrategy9BackWasLong or eightTradesInOneDirectionShort ? true : false
getLastPosSign10() =>
strategy.closedtrades > 0 ? math.sign(strategy.closedtrades.size(strategy.closedtrades-10)) : na
lastPos10Back = getLastPosSign10()
LastStrategy10BackWasLong = nz(lastPos10Back) >= 0
LastStrategy10BackWasShort = nz(lastPos10Back) <= 0
tenTradesInOneDirectionLong = LastStrategy10BackWasShort or nineTradesInOneDirectionLong ? true : false
tenTradesInOneDirectionShort = LastStrategy10BackWasLong or nineTradesInOneDirectionShort ? true : false
LongEntryArray = array.new<bool>()
array.push(LongEntryArray, oneTradeInOneDirectionLong)
array.push(LongEntryArray, twoTradesInOneDirectionLong)
array.push(LongEntryArray, threeTradesInOneDirectionLong)
array.push(LongEntryArray, fourTradesInOneDirectionLong)
array.push(LongEntryArray, fiveTradesInOneDirectionLong)
array.push(LongEntryArray, sixTradesInOneDirectionLong)
array.push(LongEntryArray, sevenTradesInOneDirectionLong)
array.push(LongEntryArray, eightTradesInOneDirectionLong)
array.push(LongEntryArray, nineTradesInOneDirectionLong)
array.push(LongEntryArray, tenTradesInOneDirectionLong)
ShortEntryArray = array.new<bool>()
array.push(ShortEntryArray, oneTradeInOneDirectionShort)
array.push(ShortEntryArray, twoTradesInOneDirectionShort)
array.push(ShortEntryArray, threeTradesInOneDirectionShort)
array.push(ShortEntryArray, fourTradesInOneDirectionShort)
array.push(ShortEntryArray, fiveTradesInOneDirectionShort)
array.push(ShortEntryArray, sixTradesInOneDirectionShort)
array.push(ShortEntryArray, sevenTradesInOneDirectionShort)
array.push(ShortEntryArray, eightTradesInOneDirectionShort)
array.push(ShortEntryArray, nineTradesInOneDirectionShort)
array.push(ShortEntryArray, tenTradesInOneDirectionShort)
HowManyTradesInOneDirectionInput = input.int(3,"How Many Trades Allowed In One Direction?",options = [1,2,3,4,5,6,7,8,9,10], group = "Strategy Settings")
TRADESINAROWLONG = array.get(LongEntryArray, HowManyTradesInOneDirectionInput -1)
TRADESINAROWSHORT = array.get(ShortEntryArray, HowManyTradesInOneDirectionInput -1)
//////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////OPEN LONG///////////////////////////////////////////////////
if EMAENTRYLONG
if RSIENTRYLONG
if STOCHENTRYLONG
if HISTENTRYLONG
if ADXLONGENTRY
if TRADESINAROWLONG
if STRATEGYISCLOSED
if testPeriod()
strategy.entry("LONG", strategy.long, comment= "ENTER LONG DEAL COMMAND HERE")
///////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////OPEN SHORT//////////////////////////////////////////////////
if EMAENTRYSHORT
if RSIENTRYSHORT
if STOCHENTRYSHORT
if HISTENTRYSHORT
if ADXSHORTENTRY
if TRADESINAROWSHORT
if STRATEGYISCLOSED
if testPeriod()
strategy.entry("SHORT", strategy.short, comment= "ENTER SHORT DEAL COMMAND HERE")
// ////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////CLOSE LONG////////////////////////////////////////////////////
if (strategy.position_size > 0)
strategy.exit("LONG",stop=StopLossLongPrice, limit=TakeProfitLongPrice, comment_profit = "CLOSE LONG DEAL COMMAND HERE", comment_loss = "CLOSE LONG DEAL COMMAND HERE")
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////CLOSE SHORT///////////////////////////////////////////////////
if (strategy.position_size < 0)
strategy.exit("SHORT",stop=StopLossShortPrice, limit =TakeProfitShortPrice, comment_profit = "CLOSE SHORT DEAL COMMAND HERE", comment_loss = "CLOSE SHORT DEAL COMMAND HERE")
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////