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Multifaktor-Quantitative Handelsstrategie

Schriftsteller:ChaoZhang, Datum: 23.10.2023
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Es ist eine quantitative Handelsstrategie, die mehrere technische Indikatoren für Long/Short-Entscheidungen kombiniert. Es berücksichtigt Momentum-Indikatoren, Trendindikatoren, Ichimoku-Cloud und andere Faktoren, um die endgültigen Kauf-/Verkaufsurteile zu bilden. Die Strategie hat starke Stabilität und Risikobereitschaft.

Grundsätzliche Analyse

Die Strategie besteht aus folgenden Hauptbestandteilen:

  1. Momentumindikatoren: Parabolische SAR, Leledc, Kaufman Adaptive Moving Average usw.

  2. Trendindikatoren: Rahul Mohindar-Oszillator, Trend Magic usw.

  3. Ichimoku-Wolke: Tenkan-sen, Kijun-sen usw.

  4. Volumenindikatoren: Volumenflussindikator

  5. Volatilitätsindikatoren: Wellen-Trend-Oszillator

  6. TD-Sequenz

Diese Indikatoren beurteilen den Markttrend und die Dynamik aus verschiedenen Perspektiven. Parabolische SAR erkennt Trendumkehrpunkte, Leledc misst die Dynamik, Ichimoku Cloud identifiziert Unterstützungs-/Widerstandsniveaus. Kauf-/Verkaufssignale werden generiert, wenn die meisten Indikatoren sich auf die Richtung einigen.

Die Strategie legt außerdem Filterbedingungen fest, um ineffiziente Geschäfte außerhalb bestimmter Monats-/Tagsdatenbereiche zu vermeiden.

Analyse der Vorteile

  • Mehrere Faktoren verbessern die Genauigkeit und die Risikobereitschaft

  • Kreuzvalidierung mit verschiedenen Indikatortypen vermeidet das Ausfallrisiko

  • Filterbedingungen verhindern ineffiziente Geschäfte in ungeeigneten Zeiten

  • Die Implementierung von Pine Script ermöglicht eine einfache Verwendung auf TradingView

  • Anpassbare Parameter können für verschiedene Märkte optimiert werden

  • Visuelle Signale liefern intuitive Marktstruktururteile

Risikoanalyse

  • Mehrfaktorkombination erfordert Parameter-Tuning und Gewichtsoptimierung

  • Einzelne Indikatoren können unter bestimmten Marktbedingungen ausfallen

  • Falsche Filtereinstellungen können Gelegenheiten verpassen

  • Überoptimierung ist zu vermeiden

  • Händler sollten auf die Risiken eines Ausfalls der Indikatoren achten und die Strategie entsprechend anpassen

Gegenmaßnahmen:

  • Optimierung der Parameter für die Effektivität der Indikatoren auf dem aktuellen Markt

  • Anpassung von Gewichten zur Verstärkung wirksamer und Verringerung unwirksamer Indikatoren

  • Feinabstimmungsfilter, um Chancen und Risiken auszugleichen

Optimierungsrichtlinien

  • Hinzufügen von Algorithmen für maschinelles Lernen zu automatisch einstellbaren Indikatorgewichten

  • Einbeziehen Sie mehr Faktoren wie Stimmung, Geldfluss usw.

  • Versuche optimale Parameter für verschiedene Produkte und Zeitrahmen

  • Bewertung der Leistungen der verschiedenen Haltezeiträume

  • Kombinieren Sie mehr Filter wie Saisonalität, wirtschaftliche Daten usw.

  • Hinzufügen von Stop-Loss-Strategie

Schlussfolgerung

Die Strategie kombiniert mehrere Indikatoren für eine stärkere Risikobereitschaft. Allerdings müssen die Ausfallrisiken der Indikatoren überwacht und die Parameter kontinuierlich optimiert werden. Zukünftige Verbesserungen können die Optimierung der Indikatorgewichte, das Hinzufügen weiterer Faktoren, das Testen optimaler Haltezeiten usw. umfassen.


//@version=2
persistent_bull = nz(persistent_bull[1],0) 
persistent_bear  = nz(persistent_bear[1],0) 

strategy("Strategy for The Bitcoin Buy/Sell Indicator", overlay=true, calc_on_every_tick=true)

// ****************************************Inputs***************************************************************
//@fixme if there is a buy and sell signal on the same bar, then it displays the first one and skips the second one. Fix this issue
buySellSignal = true // Make this false if you do not want to show Buy/Sell signal
inputIndividualSiganlPlot = true // = input (false, "Do you want to display each individual indicator's signal on the chart?")
sp = input (false, "Do you want to display Parabolic SAR?")
spLines = input (false, "Do you want to display Parabolic SAR on the chart?")
sCloud = input(false, "Do you want to display the Tenkan and Kijun lines of Ichimoku lines on the chart?")
sL = input (false, "Do you want to display Leledec Exhausion - Leledc on the chart?")
sTD = false
sRMO = input(false, "Do you want to display Rahul Mohindar Oscillator - RMO on the chart?")
inputAma = input(false, title="Do you want to display Kaufman AMA wave - AMA on the chart?")
tm = input (false, "Do you want to display Trend Magic signals on the chart?")
wtoLB = input (false, "Do you want to display WaveTrend Oscillator - WTO on the chart?")
vfiLB = input (false, "Do you want to display Volume Flow Indicator - VFI on the chart?")
cogRegionFillTransp = 100 // input(false, "Do you want to display COG Region Fill and ATR Starc+/-")
inputNeutralMinorSignals = input (false, title="Do you want to not display the minor or the not so strong signals from Ichimoku")
maj=true // input(true,title="Show Major Leledc Exhausion Bar signal")
min=input(false,title="Show Minor Leledc Exhausion Bar signal")

tenkanPeriods = input(20, minval=9, title="Tenkan Period - Ichimoku [9 or 10 or 20]")
kijunPeriods = input(60, minval=26, title="Kijun Period - Ichimoku [26 or 30 or 60]")
chikouPeriods = input(120, minval=52, title="Chikou - Ichimoku [52 or 60 or 120]")
displacement = input(30, minval=26, title="Displacement - Ichimoku [26 or 30]")

// ****************************************General Color Variables***************************************************************
colorLime = #006400 // Warning sign for long trade
colorBuy= #2DFF03 // Good sign for long trade
colorSell = #733629 // Good sign for short trade
colorMaroon =#8b0000 // Warning sign for short trade
colorBlue =#0000ff // No clear sign
colorGray = #a9a9a9 // Gray Color (For Squeeze momentum indicator)
colorBlack = #000000 // Black
colorWhite = #ffffff // White
colorTenkanViolet = #800000 // Tenkan-sen line color
colorKijun = #0000A6 // Kijun-sen line color

// TD Sequential bar colors
tdSell = #ff6666
tdSellOvershoot = #ff1a1a
tdSellOvershoot1 = #cc0000
tdSellOverShoot2 = #990000
tdSellOverShoot3 = #732626

tdBuy = #80ff80
tdBuyOverShoot = #33ff33
tdBuyOvershoot1 = #00cc00
tdBuyOverShoot2 = #008000 
tdBuyOvershoot3 = #004d00
    
// ****************************************Icons***************************************************************
upSign = '↑' // indicates the indicator shows uptrend
downSign = '↓' // incicates the indicator showing downtrend
exitSign ='x' //indicates the indicator uptrend/downtrend ending
// diamond signals weakBullishSignal or weakBearishsignal
// flag signals neutralBullishSignal or neutralBearishSignal

// ****************************************Parabolic SAR code***************************************************************
start = 2 
increment = 2
maximum = 2 
sus = true
sds = true
disc = false 

startCalc = start * .01
incrementCalc = increment * .01
maximumCalc = maximum * .10

sarUp = sar(startCalc, incrementCalc, maximumCalc)
sarDown = sar(startCalc, incrementCalc, maximumCalc)

colUp = spLines and close >= sarDown ? colorLime : na
colDown = spLines and close <= sarUp ? colorSell : na

//@fixme Does not display the correct values for up and down pSAR
plot(sp and sus and sarUp ? sarUp : na, title="↓ SAR", style=cross, linewidth=3,color=colUp)
plot(sp and sds and sarDown ? sarDown : na, title="↑ SAR", style=circles, linewidth=3,color=colDown)

startSAR = 0.02 
incrementSAR = 0.02 
maximumSAR = 0.2 

psar = sar(startSAR, incrementSAR, maximumSAR)
bullishPSAR = psar < high and psar[1] > low
bearishPSAR= psar > low and psar[1] < high 

//***********************Leledc Exhausion Bar***********************************************
maj_qual=6
maj_len=30
min_qual=5
min_len=5

lele(qual,len)=>
    bindex=nz(bindex[1],0)
    sindex=nz(sindex[1],0)
    ret=0
    if (close>close[4]) 
        bindex:=bindex + 1
    if(close<close[4]) 
        sindex:=sindex + 1
    if (bindex>qual) and (close<open) and high>=highest(high,len) 
        bindex:=0
        ret:=-1
    if ((sindex>qual) and (close>open) and (low<= lowest(low,len)))
        sindex:=0
        ret:=1
    return=ret

major=lele(maj_qual,maj_len)
minor=lele(min_qual,min_len)

leledecMajorBullish = maj ? (major==1?low:na) : na
leledecMajorBearish = maj ? (major==-1?high:na) : na

//****************Ichimoku ************************************
donchian(len) => avg(lowest(len), highest(len))

tenkan = donchian(tenkanPeriods)
kijun = donchian(kijunPeriods)
senkouA = avg(tenkan, kijun)
senkouB = donchian(chikouPeriods)
displacedSenkouA = senkouA[displacement]
displacedSenkouB = senkouB[displacement] 

bullishSignal = crossover(tenkan, kijun)
bearishSignal = crossunder(tenkan, kijun)

bullishSignalValues = iff(bullishSignal, tenkan, na)
bearishSignalValues = iff(bearishSignal, tenkan, na)

strongBullishSignal = crossover(tenkan, kijun) and bullishSignalValues > displacedSenkouA and bullishSignalValues > displacedSenkouB and low > tenkan and displacedSenkouA > displacedSenkouB
strongBearishSignal = bearishSignalValues < displacedSenkouA and bearishSignalValues < displacedSenkouB and high < tenkan and displacedSenkouA <  displacedSenkouB

neutralBullishSignal = (bullishSignalValues > displacedSenkouA and bullishSignalValues < displacedSenkouB) or (bullishSignalValues < displacedSenkouA and bullishSignalValues > displacedSenkouB)
weakBullishSignal = bullishSignalValues < displacedSenkouA and bullishSignalValues < displacedSenkouB
neutralBearishSignal = (bearishSignalValues > displacedSenkouA and bearishSignalValues < displacedSenkouB) or (bearishSignalValues < displacedSenkouA and bearishSignalValues > displacedSenkouB)
weakBearishSignal = bearishSignalValues > displacedSenkouA and bearishSignalValues > displacedSenkouB
 
//*********************Kaufman AMA wave*********************//
src=close
lengthAMA=20
filterp = 10

d=abs(src-src[1])
s=abs(src-src[lengthAMA])
noise=sum(d, lengthAMA)
efratio=s/noise
fastsc=0.6022
slowsc=0.0645 

smooth=pow(efratio*fastsc+slowsc, 2)
ama=nz(ama[1], close)+smooth*(src-nz(ama[1], close))
filter=filterp/100 * stdev(ama-nz(ama), lengthAMA)
amalow=ama < nz(ama[1]) ? ama : nz(amalow[1])
amahigh=ama > nz(ama[1]) ? ama : nz(amahigh[1])
bw=(ama-amalow) > filter ? 1 : (amahigh-ama > filter ? -1 : 0)
s_color=bw > 0 ? colorBuy : (bw < 0) ? colorSell : colorBlue

amaLongConditionEntry = s_color==colorBuy and s_color[1]!=colorBuy
amaShortConditionEntry = s_color==colorSell and s_color[1]!=colorSell

//***********************Rahul Mohindar Oscillator ******************************//
C=close
cm2(x) => sma(x,2)
ma1=cm2(C)
ma2=cm2(ma1)
ma3=cm2(ma2)
ma4=cm2(ma3)
ma5=cm2(ma4)
ma6=cm2(ma5)
ma7=cm2(ma6)
ma8=cm2(ma7)
ma9=cm2(ma8)
ma10=cm2(ma9)
SwingTrd1 = 100 * (close - (ma1+ma2+ma3+ma4+ma5+ma6+ma7+ma8+ma9+ma10)/10)/(highest(C,10)-lowest(C,10))
SwingTrd2=ema(SwingTrd1,30)
SwingTrd3=ema(SwingTrd2,30)
RMO= ema(SwingTrd1,81)
Buy=cross(SwingTrd2,SwingTrd3)
Sell=cross(SwingTrd3,SwingTrd2)
Bull_Trend=ema(SwingTrd1,81)>0
Bear_Trend=ema(SwingTrd1,81)<0
Ribbon_kol=Bull_Trend ? colorBuy : (Bear_Trend ? colorSell : colorBlue)
Impulse_UP= SwingTrd2 > 0
Impulse_Down= RMO < 0
bar_kol=Impulse_UP ? colorBuy : (Impulse_Down ? colorSell : (Bull_Trend ?  colorBuy : colorBlue))

rahulMohindarOscilllatorLongEntry = Ribbon_kol==colorBuy and Ribbon_kol[1]!=colorBuy and Ribbon_kol[1]==colorSell and bar_kol==colorBuy
rahulMohindarOscilllatorShortEntry = Ribbon_kol==colorSell and Ribbon_kol[1]!=colorSell and Ribbon_kol[1]==colorBuy and bar_kol==colorSell

//***********************TD Sequential code ******************************//
transp=0
Numbers=false 
SR=false
Barcolor=true

TD = close > close[4] ?nz(TD[1])+1:0
TS = close < close[4] ?nz(TS[1])+1:0

TDUp = TD - valuewhen(TD < TD[1], TD , 1 )
TDDn = TS - valuewhen(TS < TS[1], TS , 1 )

priceflip = barssince(close<close[4])
sellsetup = close>close[4] and priceflip
sell = sellsetup and barssince(priceflip!=9)
sellovershoot = sellsetup and barssince(priceflip!=13)
sellovershoot1 = sellsetup and barssince(priceflip!=14)
sellovershoot2 = sellsetup and barssince(priceflip!=15)
sellovershoot3 = sellsetup and barssince(priceflip!=16)

priceflip1 = barssince(close>close[4])
buysetup = close<close[4] and priceflip1
buy = buysetup and barssince(priceflip1!=9)
buyovershoot = barssince(priceflip1!=13) and buysetup
buyovershoot1 = barssince(priceflip1!=14) and buysetup
buyovershoot2 = barssince(priceflip1!=15) and buysetup
buyovershoot3 = barssince(priceflip1!=16) and buysetup

TDbuyh = valuewhen(buy,high,0)
TDbuyl = valuewhen(buy,low,0)
TDsellh = valuewhen(sell,high,0)
TDselll = valuewhen(sell,low,0)
//***********************Volume Flow Indicator [LazyBear] ******************************//
lengthVFI = 130 
coefVFI = 0.2 
vcoefVFI = 2.5 
signalLength= 5 
smoothVFI=true 

ma(x,y) => smoothVFI ? sma(x,y) : x

typical=hlc3
inter = log( typical ) - log( typical[1] )
vinter = stdev(inter, 30 )
cutoff = coefVFI * vinter * close
vave = sma( volume, lengthVFI )[1]
vmax = vave * vcoefVFI
vc = iff(volume < vmax, volume, vmax)
mf = typical - typical[1]
vcp = iff( mf > cutoff, vc, iff ( mf < -cutoff, -vc, 0 ) )

vfi = ma(sum( vcp , lengthVFI )/vave, 3)
vfima=ema( vfi, signalLength )
dVFI=vfi-vfima

bullishVFI = vfi > 0 and vfi[1] <=0
bearishVFI =  vfi < 0 and vfi[1] >=0

//***********************WaveTrend Oscillator [WT] ******************************//
n1 = 10
n2 = 21
obLevel1 = 60
obLevel2 = 53
osLevel1 = -60
osLevel2 = -53
 
ap = hlc3 
esa = ema(ap, n1)
dWTI = ema(abs(ap - esa), n1)
ci = (ap - esa) / (0.015 * dWTI)
tci = ema(ci, n2)
 
wt1 = tci
wt2 = sma(wt1,4)

wtiSignal = wt1-wt2

bullishWTI = wt1 > osLevel1 and wt1[1] <= osLevel1 and wtiSignal > 0
bearishWTI = wt1 < obLevel1 and wt1[1] >= obLevel1 and wtiSignal < 0

// **************** Trend Magic code adapted from  Glaz ********************* /
CCI = 20 // input(20)
ATR = 5 // input(5)
Multiplier=1 // input(1,title='ATR Multiplier')
original=true // input(true,title='original coloring')
thisCCI = cci(close, CCI)
lastCCI = nz(thisCCI[1])
bufferDn= high + Multiplier * sma(tr,ATR)
bufferUp= low - Multiplier * sma(tr,ATR)
if (thisCCI >= 0 and lastCCI < 0) 
    bufferUp := bufferDn[1]
if (thisCCI <= 0 and lastCCI > 0) 
    bufferDn := bufferUp[1]

if (thisCCI >= 0)
    if (bufferUp < bufferUp[1])
        bufferUp := bufferUp[1]
else
    if (thisCCI <= 0)
        if (bufferDn > bufferDn[1])
            bufferDn := bufferDn[1]

x=thisCCI >= 0 ?bufferUp:thisCCI <= 0 ?bufferDn:x[1]
swap=x>x[1]?1:x<x[1]?-1:swap[1]
swap2=swap==1?lime:red
swap3=thisCCI >=0 ?lime:red
swap4=original?swap3:swap2

bullTrendMagic = swap4 == lime and swap4[1] == red
bearTrendMagic = swap4 == red and swap4[1] == lime

// ************ Indicator: Custom COG channel by Lazy Bear **************** //
srcCOG = close
lengthCOG = 34
median=0
multCOG= 2.5 // input(2.5)
offset = 20 //input(20)

tr_custom() => 
    x1=high-low
    x2=abs(high-close[1])
    x3=abs(low-close[1])
    max(x1, max(x2,x3))
    
atr_custom(x,y) => 
    sma(x,y)
    
dev = (multCOG * stdev(srcCOG, lengthCOG))
basis=linreg(srcCOG, lengthCOG, median)
ul = (basis + dev)
ll = (basis - dev)
tr_v = tr_custom()
acustom=(2*atr_custom(tr_v, lengthCOG))
uls=basis+acustom
lls=basis-acustom

// Plot STDEV channel
plot(basis, linewidth=1, color=navy, style=line, linewidth=1, title="Median : STDEV COG")
lb=plot(ul, color=red, linewidth=1, title="BB+ : COG", style=hline.style_dashed)
tb=plot(ll, color=green, linewidth=1, title="BB- : COG ", style=hline.style_dashed)
fill(tb,lb, silver, title="Region fill: STDEV COG",  transp=cogRegionFillTransp)

// Plot ATR channel
plot(basis, linewidth=2, color=navy, style=line, linewidth=2, title="Median : ATR COG ")
ls=plot(uls, color=red, linewidth=1, title="Starc+ : ATR COG", style=circles, transp=cogRegionFillTransp)
ts=plot(lls, color=green, linewidth=1, title="Star- : ATR COG", style=circles, transp=cogRegionFillTransp)
fill(ts,tb, green, title="Region fill : ATR COG", transp=cogRegionFillTransp)
fill(ls,lb, red, title="Region fill : ATR COG", transp=cogRegionFillTransp)

// Mark SQZ
plot_offs_high=0.002 
plot_offs_low=0.002 
sqz_f=(uls>ul) and (lls<ll) 
b_color=sqz_f ? colorBlack : na 
plot(sqz_f ? lls - (lls * plot_offs_low) : na, color=b_color, style=cross, linewidth=3, title="SQZ : COG", trasp=0) 
plot(sqz_f ? uls + (uls * plot_offs_high) : na, color=b_color, style=cross, linewidth=3, title="SQZ : COG", trasp=0)

// ****************************************All the plots and coloring of bars***************************************************************
// Trend Magic
plotchar(tm and bullTrendMagic, title="TM", char=upSign, location=location.belowbar, color=colorBuy, transp=0, text="TM", textcolor=colorBuy, size=size.auto)
plotchar(tm and bearTrendMagic, title="TM", char=downSign, location=location.abovebar, color=colorSell, transp=0, text="TM", textcolor=colorSell, size=size.auto)

// WaveTrend Oscillator
plotshape(wtoLB and bullishWTI, color=colorBuy, style=shape.labelup, textcolor=#000000, text="WTI", location=location.belowbar, transp=0)
plotshape(wtoLB and bearishWTI, color=colorSell, style=shape.labeldown, textcolor=#ffffff,  text="WTI", location=location.abovebar, transp=0)

// VFI
plotshape(vfiLB and bullishVFI, color=colorBuy, style=shape.labelup, textcolor=#000000, text="VFI", location=location.belowbar, transp=0)
plotshape(vfiLB and bearishVFI, color=colorSell, style=shape.labeldown, textcolor=#ffffff,  text="VFI", location=location.abovebar, transp=0)

// PSAR
plotshape(inputIndividualSiganlPlot and sp and bullishPSAR, color=colorBuy, style=shape.labelup, textcolor=#000000, text="Sar", location=location.belowbar, transp=0)
plotshape(inputIndividualSiganlPlot and sp and bearishPSAR, color=colorSell, style=shape.labeldown, textcolor=#ffffff,  text="Sar", location=location.abovebar, transp=0)

// Leledec
plotshape(inputIndividualSiganlPlot and sL and leledecMajorBearish, color=colorSell, style=shape.labeldown, textcolor=#ffffff,  text="Leledec", location=location.abovebar, transp=0)
plotshape(inputIndividualSiganlPlot and sL and leledecMajorBullish, color=colorBuy, style=shape.labelup, textcolor=#000000, text="Leledec", location=location.belowbar, transp=0)

plotshape(min ? (minor==1?low:na) : na, style=shape.diamond, text="Leledec", size=size.tiny, location=location.belowbar, title="Weak Bullish Signals - Leledec", color=colorLime)
plotshape(min ? (minor==-1?high:na) : na, style=shape.diamond, text="Leledec", size=size.tiny, location=location.abovebar, title="Weak Bearish Signals - Leleded", color=colorSell)

// Ichimoku
plot(tenkan, color=iff(sCloud, colorTenkanViolet, na), title="Tenkan", linewidth=2, transp=0)
plot(kijun, color=iff(sCloud, colorKijun, na), title="Kijun", linewidth=2, transp=0)

plot(close, offset = -displacement, color=iff(sCloud, colorLime, na), title="Chikou", linewidth=1)
p1 = plot(senkouA, offset=displacement, color=colorBuy, title="Senkou A", linewidth=3, transp=0)
p2 = plot(senkouB, offset=displacement, color=colorSell, title="Senkou B", linewidth=3, transp=0)
fill(p1, p2, color = senkouA > senkouB ? #1eb600 : colorSell)  

plotshape(inputIndividualSiganlPlot and strongBearishSignal, color=colorSell, style=shape.labelup, textcolor=#000000,  text="Ichimoku", location=location.abovebar, transp=0)
plotshape(inputIndividualSiganlPlot and strongBullishSignal, color=colorBuy, style=shape.labeldown, textcolor=#ffffff,  text="Ichimoku", location=location.belowbar, transp=0)

plotshape(inputNeutralMinorSignals and neutralBullishSignal, style=shape.flag, text="Ichimoku", size=size.small, location=location.belowbar, title="Neutral Bullish Signals - Ichimoku", color=colorLime)
plotshape(inputNeutralMinorSignals and weakBullishSignal, style=shape.diamond, text="Ichimoku", size=size.tiny, location=location.belowbar, title="Weak Bullish Signals - Ichimoku", color=colorLime)

plotshape(inputNeutralMinorSignals and neutralBearishSignal, style=shape.flag, text="Ichimoku", size=size.small, location=location.abovebar, title="Neutral Bearish Signals - Ichimoku", color=colorMaroon)
plotshape(inputNeutralMinorSignals and weakBearishSignal, style=shape.diamond, text="Ichimoku", size=size.tiny, location=location.abovebar, title="Weak Bearish Signals - Ichimoku", color=colorMaroon)

// AMA
plotshape(inputIndividualSiganlPlot and inputAma and amaLongConditionEntry, color=colorBuy, style=shape.labelup, textcolor=#000000, text="AMA", location=location.belowbar, transp=0)
plotshape(inputIndividualSiganlPlot and inputAma and amaShortConditionEntry, color=colorSell, style=shape.labeldown, textcolor=#ffffff,  text="AMA", location=location.abovebar, transp=0)

// RMO
plotshape(inputIndividualSiganlPlot and sRMO and rahulMohindarOscilllatorLongEntry, color=colorBuy, style=shape.labelup, textcolor=#000000, text="RMO", location=location.belowbar, transp=0)
plotshape(inputIndividualSiganlPlot and sRMO and rahulMohindarOscilllatorShortEntry, color=colorSell, style=shape.labeldown, textcolor=#ffffff,  text="RMO", location=location.abovebar, transp=0)

// TD
plot(sTD and SR?(TDbuyh ? TDbuyl: na):na,style=circles, linewidth=1, color=red)
plot(sTD and SR?(TDselll ? TDsellh : na):na,style=circles, linewidth=1, color=lime)

barColour = sell? tdSell : buy? tdBuy : sellovershoot? tdSellOvershoot : sellovershoot1? tdSellOvershoot1 : sellovershoot2?tdSellOverShoot2 : sellovershoot3? tdSellOverShoot3 : buyovershoot? tdBuyOverShoot : buyovershoot1? tdBuyOvershoot1 : buyovershoot2? tdBuyOverShoot2 : buyovershoot3? tdBuyOvershoot3 : na
barcolor(color=barColour, title ="TD Sequential Bar Colour")

// ****************************************BUY/SELL Signal ***************************************************************
bull = leledecMajorBullish or bullishPSAR or strongBullishSignal or amaLongConditionEntry or rahulMohindarOscilllatorLongEntry or bullishVFI
bear = leledecMajorBearish or bearishPSAR or strongBearishSignal or amaShortConditionEntry or rahulMohindarOscilllatorShortEntry or bearishVFI

if bull
    persistent_bull := 1 
    persistent_bear := 0
    
if bear
    persistent_bull := 0
    persistent_bear := 1

plotshape(bull and persistent_bull[1] != 1, style=shape.labelup, location=location.belowbar, color=colorBuy, text="Buy", textcolor=#000000, transp=0)
plotshape(bear and persistent_bear[1] != 1, style=shape.labeldown, color=colorSell, text="Sell", location=location.abovebar, textcolor =#ffffff, transp=0)

// ****************************************Alerts***************************************************************
// For global buy/sell
alertcondition(bull and persistent_bull[1] != 1, title='Buy', message='Buy') 
alertcondition(bear and persistent_bear[1] != 1, title='Sell', message='Sell')

// Strategy
longCondition = leledecMajorBullish or bullishPSAR or strongBullishSignal or amaLongConditionEntry or rahulMohindarOscilllatorLongEntry or bullishVFI
closeLongCondition = leledecMajorBearish or bearishPSAR or strongBearishSignal or amaShortConditionEntry or rahulMohindarOscilllatorShortEntry or bearishVFI


monthfrom =input(1)
monthuntil =input(12)
dayfrom=input(1)
dayuntil=input(31)
yearfrom=input(2017)
yearuntil=input(2020)
leverage=input(1)

if (longCondition )
    strategy.entry("Long", strategy.long, leverage, comment="Enter Long")
else
    strategy.close("Long", when=closeLongCondition)


//if (closeLongCondition and month>=monthfrom and month <=monthuntil and dayofmonth>=dayfrom and dayofmonth <= dayuntil and year <= yearuntil and year>=yearfrom)
//    strategy.entry("Short", strategy.short, leverage, comment="Enter Short")
//else
//    strategy.close("Short", when=longCondition)



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