Die Ressourcen sind geladen. Beförderung...

Strategie für die Verlagerung des gleitenden Durchschnitts

Schriftsteller:ChaoZhang, Datum: 2023-10-09 17:03:23
Tags:

Übersicht

Dies ist ein gleitendes Durchschnitts-Crossover-System zur Erzeugung von Handelssignalen. Die Strategie ermöglicht die Auswahl verschiedener Arten von gleitenden Durchschnitten und die Konfiguration von kurz- und langfristigen gleitenden Durchschnittsparametern, um Kauf- und Verkaufssignale zu erzeugen. Es bietet auch Trendfilteroptionen, um die Handelssignale mit der Trendrichtung auszurichten.

Strategie Logik

Die Kernlogik dieser Strategie basiert auf der Überschneidung von zwei gleitenden Durchschnitten, um Handelssignale zu generieren.

Ein Kaufsignal wird erzeugt, wenn der kurzfristige gleitende Durchschnitt den langfristigen gleitenden Durchschnitt überschreitet.
Ein Verkaufssignal wird erzeugt, wenn der kurzfristige gleitende Durchschnitt unter den langfristigen gleitenden Durchschnitt fällt.

Darüber hinaus bietet die Strategie die Möglichkeit, aus vier Arten von gleitenden Durchschnitten auszuwählen, darunter den einfachen gleitenden Durchschnitt (SMA), den exponentiellen gleitenden Durchschnitt (EMA), den gewichteten gleitenden Durchschnitt (WMA) und den volumengewichteten gleitenden Durchschnitt (VWMA).

Darüber hinaus bietet die Strategie drei Operationsmodi an: nur lang, nur kurz und lang/kurz, wodurch die Benutzer die geeignete Handelsrichtung je nach den unterschiedlichen Marktbedingungen wählen können.

Schließlich ist eine Trendfilteroption enthalten. Dies erfordert, dass die Handelssignale sich an die Trendrichtung ausrichten, andernfalls wird das Signal ignoriert. Insbesondere, wenn die Option auf Above gesetzt ist, werden nur lange Signale generiert, wenn der Preis über dem gleitenden Durchschnitt des Trends liegt. Wenn die Option auf Below gesetzt ist, werden nur kurze Signale generiert, wenn der Preis unter dem gleitenden Durchschnitt des Trends liegt.

Analyse der Vorteile

Der größte Vorteil dieser Strategie ist, dass sie parametrisch und flexibel ist. Gleitende Durchschnitte, als einer der grundlegendsten technischen Indikatoren, werden im quantitativen Handel weit verbreitet. Diese Strategie bietet ein hoch konfigurierbares gleitendes Durchschnitts-Crossover-System, so dass Benutzer die Parameter flexibel an unterschiedliche Marktbedingungen anpassen können.

Die Vorteile sind insbesondere:

Bereitstellung mehrerer gleitender Durchschnittsarten zur Auswahl, wodurch das System durch Anpassung der gleitenden Durchschnittsparameter optimiert werden kann
Konfigurierbare kurz- und langfristige gleitende Durchschnittszeiten, um sich an verschiedene Marktzyklen anzupassen
Optionale lange/kurze Handelsrichtungen zur Vermeidung ungünstiger einseitiger Märkte
Optionale Trendfilterung zur Vermeidung von gegen den Trend gerichteten Geschäften
Einfache und klare Strategielogik, die leicht zu verstehen und zu optimieren ist

Zusammengefasst handelt es sich um ein sehr flexibles und anpassbares System für das Überschreiten gleitender Durchschnitte, das die Nutzer an ihre eigenen Marktansichten anpassen können, indem sie die Parameter anpassen, ohne an feste Muster gebunden zu sein.

Risikoanalyse

Die wichtigsten Risiken dieser Strategie sind folgende:

Bewegliche Durchschnitte als Nachlassindikatoren können frühe Kursänderungen verpassen
Unzulässige Kombinationen von Parametern können zu einem Überhandel und einer geringeren Rentabilität führen
Bei Veränderungen des Marktes kann es schwierig sein, sich an feste Muster zu halten

Um diesen Risiken entgegenzuwirken, können folgende Lösungen ergriffen werden:

Einbeziehung führender Indikatoren wie Volumen und Volatilität zur Früherkennung von Preisänderungen
Optimierung der Parameter für eine höhere Rentabilität und Kontrolle der Handelshäufigkeit
Dynamische Anpassung der Strategieparameter an Trends und unterschiedliche Märkte

Optimierungsrichtlinien

Die wichtigsten Optimierungsrichtungen für diese Strategie sind:

Hinzufügen anderer technischer Indikatoren wie Volumen und Bollinger Bands zur Verbesserung der Effizienz
Einbeziehung von Stop-Loss zur Kontrolle von Einzelhandelsverlusten
Verwenden von Algorithmen für maschinelles Lernen zur dynamischen Optimierung von Parametern
Identifizierung von Trends auf der Grundlage von Marktstrukturen und nicht einfachen gleitenden Durchschnitten
Einbeziehung von Volatilitätsindikatoren für die dynamische Positionsgrößerung

Mit diesen Optimierungen kann das System ein besseres Risikomanagement, Robustheit und Anpassungsfähigkeit an sich entwickelnde Märkte haben.

Schlussfolgerung

Diese schwebende Durchschnitts-Crossover-Strategie ist ein sehr typisches Trendfolgensystem. Sie ist einfach, flexibel, leicht zu verstehen und bietet einen sehr konfigurierbaren Rahmen. Benutzer können sie an ihre Ansichten über die Marktbedingungen anpassen, indem sie geeignete gleitende Durchschnitte auswählen, Parameter anpassen und den Long/Short-Handel konfigurieren. Natürlich können sie das System auch durch die Einbeziehung anderer technischer Indikatoren bereichern, während sie den Kern des Trendfolgs erhalten. Mit entsprechenden Verbesserungen kann es zu einer umfassenderen und zuverlässigeren quantitativen Handelsstrategie werden.

/*backtest
start: 2023-09-08 00:00:00
end: 2023-10-08 00:00:00
period: 3h
basePeriod: 15m
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: Moving Average Crossover Strategy", overlay=true)

LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
MAs1 = input(title="Which Moving Average? (1)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"])
MAs2 = input(title="Which Moving Average? (2)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"])
MA1 = input(title="Moving Average Length 1", type = input.integer ,defval=10)
MAL2 = input(title="Moving Average Length 2", type = input.integer ,defval=20)
AboveBelow = input(title="Trend SMA Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
TLen = input(title="Trend SMA Length", type = input.integer ,defval=200)


////////////////////////
///////LONG ONLY////////
////////////////////////

//ABOVE

if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))    
   
    
///--///    

if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
  
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
 
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))  

    
// BELOW

if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))    

    
///--///    

if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
     
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
    
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))  
    
    
// DONT INCLUDE

if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))    
   
    
///--///    

if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
 
    
///--///     
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) )
    strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))  


////////////////////////
///////SHORT ONLY///////
////////////////////////

//ABOVE

if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))    
  
    
///--///    

if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
  
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) 
   
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))  
    
// BELOW

if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))    
 
    
///--///    

if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
   
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) 
  
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))  
    
// DONT INCLUDE

if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))    
  
    
///--///    

if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
  
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) 
   
    
///--///     
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) )
    strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))  

    
////////////////////////
/////// BOTH ///////////
////////////////////////

//ABOVE

if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))    
    
///--///    

if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))  
    
// BELOW

if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))    
    
///--///    

if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
   
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))  
    
    
// DONT INCLUDE

if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))    
 
    
///--///    

if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) 
    
///--///     
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
    
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
    strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) )
    strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))

Mehr