Multiple Moving Averages Crossover Trading Strategy
Author: ChaoZhang, Date: 2023-12-20 14:12:20Tags:
Overview This strategy is based on the crossover of three moving average lines (MA1, MA2, MA3). By setting the type, period, price data source, resolution of the three MAs, as well as enabling trading on their crosses, flexible trading strategy combinations can be obtained.
Principle The strategy mainly utilizes the crossover and undercross signals between the three moving average lines as trading signals. When the shorter period MA crosses over the longer period MA from bottom to top, it generates a long entry signal; when the shorter period MA crosses under the longer period MA from top to bottom, it generates an exit signal.
Users can freely choose the type (SMA, EMA, etc), period, price data source (close price, highest price, etc) and resolution (minute bars, daily bars, etc) of the three MAs. Also, trading on the crosses between each MA can be enabled or disabled to determine whether to take trading actions on certain crosses.
Currently the strategy only goes long, entering and exiting positions with market orders. By default each trade utilizes 100% of total account equity.
Advantages
- Flexible optimization and combination by freely choosing parameters of MAs, lowering curve fitting risk
- Multiple MA crosses generate more trading opportunities, increasing trading frequency
- Utilizing long, medium and short term MAs balances between trend following and reversal
- Support for different resolutions allows for multi timeframe analysis
- Built-in forecast functionality enables test of parameters fitting effect
Risks
- Large amount of parameter combinations may lead to overfitting
- High trading frequency may increase costs of trading fees and slippage
- Market orders unable to limit entry price
- Conflicting signals may occur with multiple MAs
- Performance difference may exist between backtest and live trading
Optimization Suggestions
- Obtain valid parameter range through walks forward analysis
- Add trading fees and slippage costs in backtest
- Try limit orders instead of market orders
- Add filters to avoid conflicting signals
- Validate strategy robustness in simulated realistic environment
Summary The strategy comprehensively leverages the smoothing trait of MAs and pattern recognition power of crossover signals. Users can flexibly choose parameters to balance between trend following and reversal identification. Also the risk of overfitting should be controlled by validating strategy robustness under complex market conditions simulated in backtest. In conclusion, this strategy provides an effective example of utilizing multiple MAs for trading.
/*backtest
start: 2023-11-19 00:00:00
end: 2023-12-19 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//
// study(title, shorttitle, overlay, format, precision)
// https://www.tradingview.com/pine-script-reference/#fun_strategy
strategy(shorttitle = "TManyMA Strategy - ST9 - Long Market Only", title="Triple Many Moving Averages", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// MA#Period is a variable used to store the indicator lookback period. In this case, from the input.
// input - https://www.tradingview.com/pine-script-docs/en/v4/annotations/Script_inputs.html
MA1Period = input(50, title="MA1 Period", minval=1, step=1)
MA1Type = input(title="MA1 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MA1Source = input(title="MA1 Source", type=input.source, defval=close)
MA1Resolution = input(title="MA1 Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MA1Visible = input(title="MA1 Visible", type=input.bool, defval=true) // Will automatically hide crossBovers containing this MA
MA2Period = input(100, title="MA2 Period", minval=1, step=1)
MA2Type = input(title="MA2 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MA2Source = input(title="MA2 Source", type=input.source, defval=close)
MA2Resolution = input(title="MA2 Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MA2Visible = input(title="MA2 Visible", type=input.bool, defval=true) // Will automatically hide crossovers containing this MA
MA3Period = input(200, title="MA3 Period", minval=1, step=1)
MA3Type = input(title="MA3 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MA3Source = input(title="MA3 Source", type=input.source, defval=close)
MA3Resolution = input(title="MA3 Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MA3Visible = input(title="MA3 Visible", type=input.bool, defval=true) // Will automatically hide crossovers containing this MA
ShowCrosses = input(title="Show Crosses", type=input.bool, defval=false)
ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecasts = input(title="Show Forecasts", type=input.bool, defval=true)
ShowRibbons = input(title="Show Ribbons", type=input.bool, defval=true)
TradeMA12Crosses = input(title="Trade MA 1-2 Crosses", type=input.bool, defval=true)
TradeMA13Crosses = input(title="Trade MA 1-3 Crosses", type=input.bool, defval=true)
TradeMA23Crosses = input(title="Trade MA 2-3 Crosses", type=input.bool, defval=true)
// MA# is a variable used to store the actual moving average value.
// if statements - https://www.tradingview.com/pine-script-reference/#op_if
// MA functions - https://www.tradingview.com/pine-script-reference/ (must search for appropriate MA)
// custom functions in pine - https://www.tradingview.com/wiki/Declaring_Functions
ma(MAType, MASource, MAPeriod) =>
if MAType == "SMA"
ta.sma(MASource, MAPeriod)
else
if MAType == "EMA"
ta.ema(MASource, MAPeriod)
else
if MAType == "WMA"
ta.wma(MASource, MAPeriod)
else
if MAType == "RMA"
ta.rma(MASource, MAPeriod)
else
if MAType == "HMA"
ta.wma(2*wma(MASource, MAPeriod/2)-ta.wma(MASource, MAPeriod), round(sqrt(MAPeriod)))
else
if MAType == "DEMA"
e = ta.ema(MASource, MAPeriod)
2 * e - ta.ema(e, MAPeriod)
else
if MAType == "TEMA"
e = ta.ema(MASource, MAPeriod)
3 * (e - ta.ema(e, MAPeriod)) + ta.ema(ema(e, MAPeriod), MAPeriod)
else
if MAType == "VWMA"
ta.vwma(MASource, MAPeriod)
res(MAResolution) =>
if MAResolution == "00 Current"
timeframe.period
else
if MAResolution == "01 1m"
"1"
else
if MAResolution == "02 3m"
"3"
else
if MAResolution == "03 5m"
"5"
else
if MAResolution == "04 15m"
"15"
else
if MAResolution == "05 30m"
"30"
else
if MAResolution == "06 45m"
"45"
else
if MAResolution == "07 1h"
"60"
else
if MAResolution == "08 2h"
"120"
else
if MAResolution == "09 3h"
"180"
else
if MAResolution == "10 4h"
"240"
else
if MAResolution == "11 1D"
"1D"
else
if MAResolution == "12 1W"
"1W"
else
if MAResolution == "13 1M"
"1M"
// https://www.tradingview.com/pine-script-reference/#fun_request.security
MA1 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period))
MA2 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period))
MA3 = request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period))
// Plotting crossover/unders for all combinations of crosses
// Crossovers no longer detected in label code, they need to be re-used for strategy - crosses and visibility must be set
MA12Crossover = MA1Visible and MA2Visible and ta.crossover(MA1, MA2)
MA12Crossunder = MA1Visible and MA2Visible and ta.crossunder(MA1, MA2)
MA13Crossover = MA1Visible and MA3Visible and ta.crossover(MA1, MA3)
MA13Crossunder = MA1Visible and MA3Visible and ta.crossunder(MA1, MA3)
MA23Crossover = MA2Visible and MA3Visible and ta.crossover(MA2, MA3)
MA23Crossunder = MA2Visible and MA3Visible and ta.crossunder(MA2, MA3)
// https://www.tradingview.com/pine-script-reference/v4/#fun_label%7Bdot%7Dnew
if ShowCrosses and MA12Crossunder
lun1 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed under '+tostring(MA2Period)+' '+MA2Type,
color=color.red,
textcolor=color.red,
style=label.style_xcross, size=size.small)
label.set_y(lun1, MA1)
if ShowCrosses and MA12Crossover
lup1 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed over '+tostring(MA2Period)+' '+MA2Type,
color=color.green,
textcolor=color.green,
style=label.style_xcross, size=size.small)
label.set_y(lup1, MA1)
if ShowCrosses and MA13Crossunder
lun2 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed under '+tostring(MA3Period)+' '+MA3Type,
color=color.red,
textcolor=color.red,
style=label.style_xcross, size=size.small)
label.set_y(lun2, MA1)
if ShowCrosses and MA13Crossover
lup2 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed over '+tostring(MA3Period)+' '+MA3Type,
color=color.green,
textcolor=color.green,
style=label.style_xcross, size=size.small)
label.set_y(lup2, MA1)
if ShowCrosses and MA23Crossunder
lun3 = label.new(bar_index, na, tostring(MA2Period)+' '+MA2Type+' crossed under '+tostring(MA3Period)+' '+MA3Type,
color=color.red,
textcolor=color.red,
style=label.style_xcross, size=size.small)
label.set_y(lun3, MA2)
if ShowCrosses and MA23Crossover
lup3 = label.new(bar_index, na, tostring(MA2Period)+' '+MA2Type+' crossed over '+tostring(MA3Period)+' '+MA3Type,
color=color.green,
textcolor=color.green,
style=label.style_xcross, size=size.small)
label.set_y(lup3, MA2)
// plot - This will draw the information on the chart
// plot - https://www.tradingview.com/pine-script-docs/en/v4/annotations/plot_annotation.html
plot(MA1Visible ? MA1 : na, color=color.green, linewidth=2, title="MA1")
plot(MA2Visible ? MA2 : na, color=color.yellow, linewidth=3, title="MA2")
plot(MA3Visible ? MA3 : na, color=color.red, linewidth=4, title="MA3")
// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
// it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
// custom functions in pine - https://www.tradingview.com/wiki/Declaring_Functions
bias(Bias, BiasPeriod) =>
if Bias == "Neutral"
0
else
if Bias == "Bullish"
(atr(BiasPeriod) * ForecastBiasMagnitude)
else
if Bias == "Bearish"
((atr(BiasPeriod) * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias
// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MA1Forecast1 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 1)) * (MA1Period - 1) + ((MA1Source * 1) + (Bias * 1))) / MA1Period
MA1Forecast2 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 2)) * (MA1Period - 2) + ((MA1Source * 2) + (Bias * 2))) / MA1Period
MA1Forecast3 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 3)) * (MA1Period - 3) + ((MA1Source * 3) + (Bias * 3))) / MA1Period
MA1Forecast4 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 4)) * (MA1Period - 4) + ((MA1Source * 4) + (Bias * 4))) / MA1Period
MA1Forecast5 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 5)) * (MA1Period - 5) + ((MA1Source * 5) + (Bias * 5))) / MA1Period
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast1 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 1", offset=1, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast2 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 2", offset=2, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast3 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 3", offset=3, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast4 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 4", offset=4, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast5 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 5", offset=5, show_last=1)
MA2Forecast1 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 1)) * (MA2Period - 1) + ((MA1Source * 1) + (Bias * 1))) / MA2Period
MA2Forecast2 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 2)) * (MA2Period - 2) + ((MA1Source * 2) + (Bias * 2))) / MA2Period
MA2Forecast3 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 3)) * (MA2Period - 3) + ((MA1Source * 3) + (Bias * 3))) / MA2Period
MA2Forecast4 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 4)) * (MA2Period - 4) + ((MA1Source * 4) + (Bias * 4))) / MA2Period
MA2Forecast5 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 5)) * (MA2Period - 5) + ((MA1Source * 5) + (Bias * 5))) / MA2Period
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast1 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 1", offset=1, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast2 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 2", offset=2, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast3 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 3", offset=3, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast4 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 4", offset=4, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast5 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 5", offset=5, show_last=1)
MA3Forecast1 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 1)) * (MA3Period - 1) + ((MA1Source * 1) + (Bias * 1))) / MA3Period
MA3Forecast2 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 2)) * (MA3Period - 2) + ((MA1Source * 2) + (Bias * 2))) / MA3Period
MA3Forecast3 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 3)) * (MA3Period - 3) + ((MA1Source * 3) + (Bias * 3))) / MA3Period
MA3Forecast4 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 4)) * (MA3Period - 4) + ((MA1Source * 4) + (Bias * 4))) / MA3Period
MA3Forecast5 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 5)) * (MA3Period - 5) + ((MA1Source * 5) + (Bias * 5))) / MA3Period
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast1 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 1", offset=1, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast2 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 2", offset=2, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast3 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 3", offset=3, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast4 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 4", offset=4, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast5 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 5", offset=5, show_last=1)
// Ribbon related code
// For Ribbons to work - they must use the same MAType, MAResolution and MASource. This is to ensure the ribbons are fair between one to the other.
// Ribbons also will usually look better if MA1Period < MA2Period and MA2Period < MA3Period
// custom functions in pine - https://www.tradingview.com/wiki/Declaring_Functions
// This function is used to calculate the period to be used on a ribbon based on existing MAs
rperiod(P1, P2, Step, Ribbons) =>
((array.abs(P1 - P2)) / (Ribbons + 1) * Step) + math.min(P1, P2)
// divide by +1 so that 5 lines can show. Divide by 5 and one line shows up on another MA
// MA1-MA2
Ribbon1 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 1, 5)))
Ribbon2 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 2, 5)))
Ribbon3 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 3, 5)))
Ribbon4 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 4, 5)))
Ribbon5 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 5, 5)))
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon1 : na, color=color.green, linewidth=1, style=plot.style_line, title="Ribbon1", transp=90)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon2 : na, color=color.green, linewidth=1, style=plot.style_line, title="Ribbon2", transp=85)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon3 : na, color=color.green, linewidth=1, style=plot.style_line, title="Ribbon3", transp=80)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon4 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon4", transp=75)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon5 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon5", transp=70)
// MA2-MA3
Ribbon6 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 1, 5)))
Ribbon7 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 2, 5)))
Ribbon8 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 3, 5)))
Ribbon9 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 4, 5)))
Ribbon10 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 5, 5)))
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon6 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon6", transp=70)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon7 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon7", transp=75)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon8 : na, color=color.red, linewidth=1, style=plot.style_line, title="Ribbon8", transp=80)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon9 : na, color=color.red, linewidth=1, style=plot.style_line, title="Ribbon9", transp=85)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon10 : na, color=color.red, linewidth=1, style=plot.style_line, title="Ribbon10", transp=90)
// Strategy Specific
if MA12Crossover and TradeMA12Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}entry
strategy.entry("1 over 2", strategy.long, comment="1 over 2")
if MA12Crossunder and TradeMA12Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}close
strategy.close("1 over 2")
if MA13Crossover and TradeMA13Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}entry
strategy.entry("1 over 3", strategy.long, comment="1 over 3")
if MA13Crossunder and TradeMA13Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}close
strategy.close("1 over 3")
if MA23Crossover and TradeMA23Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}entry
strategy.entry("2 over 3", strategy.long, comment="2 over 3")
if MA23Crossunder and TradeMA23Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}close
strategy.close("2 over 3")
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