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Estrategia de impulso basada en el modelo de ruptura de doble fondo

El autor:¿ Qué pasa?, Fecha: 2023-12-21 15:16:24
Las etiquetas:

Resumen general

Esta estrategia se basa en el modelo de doble fondo utilizando indicadores técnicos. Busca señales de avance cuando el mercado está en un estado de sobreventa y se forma un patrón de doble fondo cerca del área de fondo. La estrategia combina múltiples indicadores para juzgar el estado de sobrecompra y sobreventa del mercado y genera señales de compra cuando se forma un doble fondo. Esta estrategia es principalmente adecuada para el comercio a medio y corto plazo.

Principio de la estrategia

Esta estrategia evalúa principalmente si los precios están formando un doble fondo alrededor de los niveles de soporte clave y si el mercado se encuentra en un estado de sobreventa.

Indicador RSI: Cuando el indicador RSI muestra que el mercado está sobrevendido, se considera una señal de compra.
Indicador RVI: cuando el indicador RVI muestra que el mercado está sobrevendido, se considera una señal de compra.
Indicador de las IFM: cuando el indicador de las IFM muestra que el mercado está sobrevendido, se considera una señal de compra.
Indicador SAR: Cuando los precios superan el indicador SAR, se considera una señal de compra.
Indicador SMA500: Cuando los precios superan el indicador SMA500, se considera una señal de compra.

Esta estrategia tiene en cuenta los juicios de los múltiples indicadores anteriores y genera señales de compra cuando se forma un patrón de doble fondo alrededor de los niveles de soporte clave.

Ventajas de la estrategia

Esta estrategia tiene las siguientes ventajas:

La combinación de múltiples indicadores para juzgar el estado del mercado hace que las señales sean más confiables.
La generación de señales de compra cuando se forman fondos dobles tiene una probabilidad relativamente alta de ganancia.
El uso de combinaciones de indicadores para juzgar los estados de sobreventa y sobrecompra evita la pérdida de oportunidades de compra.
La integración del modelo de doble ruptura de fondo con las estrategias de indicadores combina las ventajas de las operaciones de seguimiento de tendencias y de reversión media.
La estrategia tiene un gran espacio de optimización de parámetros y los parámetros se pueden ajustar para diferentes mercados.

Riesgos de la estrategia

La estrategia también presenta los siguientes riesgos:

El riesgo de señales falsas de los indicadores, lo que resulta en pérdidas de compra.
El riesgo de que los fondos dobles no logren romper.
La dificultad de la optimización de parámetros de alta dimensión es grande y requiere un apoyo masivo de datos históricos.
Dependiendo de los datos históricos para los resultados de las pruebas, el rendimiento real será diferente.

Direcciones de optimización

Las principales direcciones de optimización para esta estrategia incluyen:

Optimización de los pesos de los indicadores de compra para determinar la combinación óptima de pesos.
Optimización de los parámetros del indicador para determinar la mejor combinación de parámetros.
Añadir estrategias de stop loss para reducir las pérdidas por operación.
Aumentar los módulos de gestión de posiciones para obtener ganancias más constantes.
Incorporar algoritmos de aprendizaje automático para construir mecanismos de optimización de parámetros adaptativos.

Conclusión

Esta estrategia integra el modelo de ruptura de doble fondo y los juicios del indicador de sobreventa, generando señales de compra cuando se forman dobles fondos alrededor de los niveles de soporte clave. Tiene un gran espacio de optimización para ajustar pesos, parámetros, stop losses, posiciones, etc. para estrategias más estables y confiables. Tiene un alto valor práctico.

/*backtest
start: 2023-12-13 00:00:00
end: 2023-12-20 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/


//@version=5

strategy("UP & DOWN -  BNB/USDT 15min", shorttitle="U&D - BNB 15min", overlay=true, calc_on_order_fills=true, calc_on_every_tick=true, initial_capital = 1000,pyramiding = 40,backtest_fill_limits_assumption = 1, process_orders_on_close=true, currency = currency.USD, default_qty_type = strategy.cash, default_qty_value = 25, commission_type = strategy.commission.percent, commission_value = 0.1)

// This startergy optimized to BNB 15 min standerd candlestic chart and buy & sell signals were based on technical analysis. 

UP_DOWN = input.string( title='Trade in', options=['Only on Up Trends', 'Uptrend and down trend'], defval='Uptrend and down trend')  
var profit_cal = input.float( defval = 3.7, title = "Expected profit %", minval = 0.2, step = 0.1)

//Backtest dates
fromMonth = input.int(defval = 10,title = "From Month", minval = 1, maxval = 12, group = 'Time Period Values')
fromDay   = input.int(defval = 1,    title = "From Day", minval = 1, maxval = 31, group = 'Time Period Values')
fromYear  = input.int(defval = 2021, title = "From Year", minval = 1970, group = 'Time Period Values')
thruMonth = input.int(defval = 1,    title = "Thru Month", minval = 1, maxval = 12, group = 'Time Period Values')
thruDay   = input.int(defval = 1,    title = "Thru Day", minval = 1, maxval = 31, group = 'Time Period Values')
thruYear  = input.int(defval = 2112, title = "Thru Year", minval = 1970, group = 'Time Period Values')

//showDate  = input(defval = true, title = "Show Date Range", group = 'Time Period Values')

start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)        // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)        // backtest finish window
window()  => true
    
// inputs
//Inputs of SAR Indicator
sar1 = input.float(defval=0.0002, title='SAR value 1',step=0.0001, group = 'SAR Values')
sar2 = input.float(defval=0.0004, title='SAR value 2',step=0.0001, group = 'SAR Values')
sar3 = input.float(defval=0.1, title='SAR value 3',step=0.1, group = 'SAR Values')
src_close = input(close, "SAR Source - close", group = 'SAR Values')
src_open = input(open, "SAR Source - open", group = 'SAR Values')
bool sar_visible = input(false, "Show SAR",group = 'SAR Values' )
// Inputs of Super trend indicator
ST_T = input.int(defval=16, title = 'Supertrend - Trend', step =1, group = 'Super Trend')
ST_D = input.int(defval=7, title = 'Supertrend - Direction', step =1, group = 'Super Trend')
ST_SMA = input.int(defval=1, title = 'Supertrend - SMA', step = 1, group = 'Super Trend')
bool ST_visible = input(false, "Show Super Trend",group = 'Super Trend' )
//Inputs of SMA500 indicator
src_sma500 = input(high, 'SMA500 - Source', group = 'SMA500')
lb_sma500 = input.int(defval = 143, title = 'SMA500 - Look back period', step=10, group = 'SMA500')
bool sma500_visible = input(false, "Show SMA500",group = 'SMA500' )


// Calculations
// SMA500 Indicator
SMA500 = ta.sma(src_sma500,lb_sma500)
SMA700 = ta.sma(close,700)
SMA_Open = ta.sma(open,9)
//SMA9 Indicator
SMA9 = ta.sma((high+low)/2,5)
risingSMA9 = ta.rising(SMA9,1)
fallingSMA9 = ta.falling(SMA9,1)
color  plotcolor1 = color.black
if risingSMA9
    plotcolor1 := color.green

// SAR Indicator
sar = ta.sar(sar1, sar2, sar3)
sma2_close = ta.sma(src_close,1)
sma2_open = ta.sma(src_open,1)

//Supertrend
[supertrend, direction] = ta.supertrend(ST_T, ST_D)
up_trend = ta.sma(direction < 0 ? supertrend : na,ST_SMA)
down_trend = ta.sma(direction < 0? na : supertrend, ST_SMA)

// Color change
color  plotcolor2 = color.green
if open>down_trend or close>down_trend
    plotcolor2 := color.lime
if open<down_trend or close<down_trend
    plotcolor2 := color.red
    
color plotcolor3 = color.green
if open>up_trend or close>up_trend
    plotcolor3 := color.yellow
if open<up_trend or close<up_trend
    plotcolor3 := color.red

color plotcolor4 = color.black
if (open>sar or close>sar) 
    plotcolor4 := color.white
if (open<sar or close<sar)
    plotcolor4 := color.red
    
color plotcolor5 = color.black
if (open>SMA500 or close>SMA500) 
    plotcolor5 := color.green
if (open<SMA500 or close<SMA500) 
    plotcolor5 := color.red

color plotcolor6 = color.green
rising_taalma = ta.rising (ta.alma(open,10,.99,1),1)
falling_taalma = ta.falling (ta.alma(open,10,.99,1),1)

if rising_taalma
    plotcolor6 := color.green
if falling_taalma
    plotcolor6 := color.red
    
// buy and sell conditions for uptrend

longCondition1 = (open >= down_trend or high>= down_trend or ta.crossover(open,down_trend)or ta.crossover(high,down_trend))
longCondition2 = (open >= up_trend or high>= up_trend or ta.crossover(open,up_trend)or ta.crossover(high,up_trend))
longCondition3 = (open >= SMA500 or high>= SMA500 or ta.crossover(open,SMA500)or ta.crossover(high,SMA500))
longCondition4 = (open >= sar or high>= sar or ta.crossover(open,sar)or ta.crossover(high,sar))
longCondition5 = rising_taalma

shortCondition1 = (close < down_trend or low< down_trend or ta.crossunder(close,down_trend)or ta.crossunder(low,down_trend))
shortCondition2 = (close < up_trend or low< up_trend or ta.crossunder(close,up_trend)or ta.crossunder(low,up_trend))
shortCondition3 = (close < SMA500 or low< SMA500 or ta.crossunder(close,SMA500)or ta.crossunder(low,SMA500))
shortCondition4 = (close < sar or low< sar or ta.crossunder(close,sar)or ta.crossunder(low,sar))
shortCondition5 = falling_taalma

comp_buy1 = longCondition1 and longCondition2 and longCondition3 and longCondition4 and longCondition5
op_buy1 = shortCondition3 and longCondition1 and longCondition2 and longCondition4
op_buy2 = shortCondition1 and shortCondition2 and longCondition3 and longCondition4 and longCondition5

comp_sell1 = shortCondition1 and shortCondition2 and shortCondition3 and shortCondition4 and shortCondition5
op_sell1 = shortCondition3 and shortCondition4 and longCondition1 and longCondition2
op_sell2 = shortCondition4 and longCondition1 and longCondition2 and longCondition3
op_sell3 = longCondition2 and shortCondition1 and shortCondition4 and shortCondition3
op_sell4 = longCondition2 and shortCondition1 and shortCondition4

var b1 = 0
var b2 = 0
var b3 = 0

if comp_buy1 == true and comp_buy1[1] == false 
    b1 := 1
else
    b1 := 0
    

if op_buy1 == true and op_buy1[1] == false 
    b2 := 1
else
    b2 := 0


if op_buy2 == true and op_buy2[1] == false 
    b3 := 1
else
    b3 := 0

// DCA method based on indicators

//RSI Indicator
len_rsi_10 = input.int(10,  title="Length", group = "RSI Indicator - 10", minval=1, maxval = 10, step = 1)
src_rsi_10 = input(ohlc4, "Source", group = "RSI Indicator - 10")
up_rsi_10 = ta.rma(math.max(ta.change(src_rsi_10), 0), len_rsi_10)
down_rsi_10 = ta.rma(-math.min(ta.change(src_rsi_10), 0), len_rsi_10)
rsi_10 = down_rsi_10 == 0 ? 100 : up_rsi_10 == 0 ? 0 : 100 - (100 / (1 + up_rsi_10 / down_rsi_10))

var p_rsi = 0

if rsi_10>= 0 and rsi_10<10
    p_rsi := 0
else if rsi_10>= 10 and rsi_10<20
    p_rsi := 10
else if rsi_10>= 20 and rsi_10<30
    p_rsi := 20
else if rsi_10>= 30 and rsi_10<40
    p_rsi := 30
else if rsi_10>= 40 and rsi_10<50
    p_rsi := 40
else if rsi_10>= 50 and rsi_10<60
    p_rsi := 50
else if rsi_10>= 60 and rsi_10<70
    p_rsi := 60
else if rsi_10>= 70 and rsi_10<80
    p_rsi := 70
else if rsi_10>= 80 and rsi_10<90
    p_rsi := 80
else if rsi_10>= 90 and rsi_10<100
    p_rsi := 90

len_rsi_50 = input.int(50, title="Length", group = "RSI Indicator - 50", minval=11, maxval = 50, step = 1)
src_rsi_50 = input(high, "Source", group = "RSI Indicator - 50")
up_rsi_50 = ta.rma(math.max(ta.change(src_rsi_50), 0), len_rsi_50)
down_rsi_50 = ta.rma(-math.min(ta.change(src_rsi_50), 0), len_rsi_50)
rsi_50 = down_rsi_50 == 0 ? 100 : up_rsi_50 == 0 ? 0 : 100 - (100 / (1 + up_rsi_50 / down_rsi_50))

var p_rsi_50 = 0

if rsi_50>= 0 and rsi_50<10
    p_rsi_50 := 0
else if rsi_50>= 10 and rsi_50<20
    p_rsi_50 := 10
else if rsi_50>= 20 and rsi_50<30
    p_rsi_50 := 20
else if rsi_50>= 30 and rsi_50<40
    p_rsi_50 := 30
else if rsi_50>= 40 and rsi_50<50
    p_rsi_50 := 40
else if rsi_50>= 50 and rsi_50<60
    p_rsi_50 := 50
else if rsi_50>= 60 and rsi_50<70
    p_rsi_50 := 60
else if rsi_50>= 70 and rsi_50<80
    p_rsi_50 := 70
else if rsi_50>= 80 and rsi_50<90
    p_rsi_50 := 80
else if rsi_50>= 90 and rsi_50<100
    p_rsi_50 := 90

len_rsi_100 = input.int(100, title="Length", group = "RSI Indicator - 100", minval=51, maxval = 200, step = 10)
src_rsi_100 = input(ohlc4, "Source", group = "RSI Indicator - 100")
up_rsi_100 = ta.rma(math.max(ta.change(src_rsi_100), 0), len_rsi_100)
down_rsi_100 = ta.rma(-math.min(ta.change(src_rsi_100), 0), len_rsi_100)
rsi_100 = down_rsi_100 == 0 ? 100 : up_rsi_100 == 0 ? 0 : 100 - (100 / (1 + up_rsi_100 / down_rsi_100))

var p_rsi_100 = 0

if rsi_100>= 0 and rsi_100<10
    p_rsi_100 := 0
else if rsi_100>= 10 and rsi_100<20
    p_rsi_100 := 10
else if rsi_100>= 20 and rsi_100<30
    p_rsi_100 := 20
else if rsi_100>= 30 and rsi_100<40
    p_rsi_100 := 30
else if rsi_100>= 40 and rsi_100<50
    p_rsi_100 := 40
else if rsi_100>= 50 and rsi_100<60
    p_rsi_100 := 50
else if rsi_100>= 60 and rsi_100<70
    p_rsi_100 := 60
else if rsi_100>= 70 and rsi_100<80
    p_rsi_100 := 70
else if rsi_100>= 80 and rsi_100<90
    p_rsi_100 := 80
else if rsi_100>= 90 and rsi_100<100
    p_rsi_100 := 90

// Relative Volatility Indicator
length_rvi_10 = input.int(defval = 10, minval=1, maxval = 10, step = 1, title="Length - RVI", group = "RVI Indicator - 10")
len_rvi_10 = input.int(defval = 10, minval=1, maxval = 10, step = 1, title="Length - EMA", group = "RVI Indicator - 10")
src_rvi_10 = input(high, title = "Source", group = "RVI Indicator - 10")
stddev_rvi_10 = ta.stdev(src_rvi_10, length_rvi_10)
upper_rvi_10 = ta.ema(ta.change(src_rvi_10) <= 0 ? 0 : stddev_rvi_10, len_rvi_10)
lower_rvi_10 = ta.ema(ta.change(src_rvi_10) > 0 ? 0 : stddev_rvi_10, len_rvi_10)
rvi_10 = upper_rvi_10 / (upper_rvi_10 + lower_rvi_10) * 100

var p_rvi_10 = 0

if rvi_10 >= 0 and rvi_10 <10
    p_rvi_10 := 0
else if rvi_10 >= 10 and rvi_10 <20
    p_rvi_10 := 10
else if rvi_10 >= 20 and rvi_10 <30
    p_rvi_10 := 20
else if rvi_10 >= 30 and rvi_10 <40
    p_rvi_10 := 30
else if rvi_10 >= 40 and rvi_10 <50
    p_rvi_10 := 40
else if rvi_10 >= 50 and rvi_10 <60
    p_rvi_10 := 50
else if rvi_10 >= 60 and rvi_10 <70
    p_rvi_10 := 60
else if rvi_10 >= 70 and rvi_10 <80
    p_rvi_10 := 70
else if rvi_10 >= 80 and rvi_10 <90
    p_rvi_10 := 80
else if rvi_10 >= 90 and rvi_10 <100
    p_rvi_10 := 90

length_rvi_50 = input.int(defval = 50, minval=11, maxval = 50, step = 1, title="Length - RVI", group = "RVI Indicator - 50")
len_rvi_50 = input.int(defval = 50, minval=11, maxval = 50, step = 1, title="Length - EMA", group = "RVI Indicator - 50")
src_rvi_50 = input(close, title = "source", group = "RVI Indicator - 50")
stddev_rvi_50 = ta.stdev(src_rvi_50, length_rvi_50)
upper_rvi_50 = ta.ema(ta.change(src_rvi_50) <= 0 ? 0 : stddev_rvi_50, len_rvi_50)
lower_rvi_50 = ta.ema(ta.change(src_rvi_50) > 0 ? 0 : stddev_rvi_50, len_rvi_50)
rvi_50 = upper_rvi_50 / (upper_rvi_50 + lower_rvi_50) * 100

var p_rvi_50 = 0

if rvi_50 >= 0 and rvi_50 <10
    p_rvi_50 := 0
else if rvi_50 >= 10 and rvi_50 <20
    p_rvi_50 := 10
else if rvi_50 >= 20 and rvi_50 <30
    p_rvi_50 := 20
else if rvi_50 >= 30 and rvi_50 <40
    p_rvi_50 := 30
else if rvi_50 >= 40 and rvi_50 <50
    p_rvi_50 := 40
else if rvi_50 >= 50 and rvi_50 <60
    p_rvi_50 := 50
else if rvi_50 >= 60 and rvi_50 <70
    p_rvi_50 := 60
else if rvi_50 >= 70 and rvi_50 <80
    p_rvi_50 := 70
else if rvi_50 >= 80 and rvi_50 <90
    p_rvi_50 := 80
else if rvi_50 >= 90 and rvi_50 <100
    p_rvi_50 := 90


length_rvi_100 = input.int(defval = 100, minval=51, maxval = 200, step = 10, title="Length - RVI", group = "RVI Indicator - 100")
len_rvi_100 = input.int(defval = 100, minval=51, maxval = 200, step = 10, title="Length - EMA", group = "RVI Indicator - 100")
src_rvi_100 = input(close, title = "Source", group = "RVI Indicator - 100")
stddev_rvi_100 = ta.stdev(src_rvi_100, length_rvi_100)
upper_rvi_100 = ta.ema(ta.change(src_rvi_100) <= 0 ? 0 : stddev_rvi_100, len_rvi_100)
lower_rvi_100 = ta.ema(ta.change(src_rvi_100) > 0 ? 0 : stddev_rvi_100, len_rvi_100)
rvi_100 = upper_rvi_100 / (upper_rvi_100 + lower_rvi_100) * 100


var p_rvi_100 = 0

if rvi_100 >= 0 and rvi_100 <10
    p_rvi_100 := 0
else if rvi_100 >= 10 and rvi_100 <20
    p_rvi_100 := 10
else if rvi_100 >= 20 and rvi_100 <30
    p_rvi_100 := 20
else if rvi_100 >= 30 and rvi_100 <40
    p_rvi_100 := 30
else if rvi_100 >= 40 and rvi_100 <50
    p_rvi_100 := 40
else if rvi_100 >= 50 and rvi_100 <60
    p_rvi_100 := 50
else if rvi_100 >= 60 and rvi_100 <70
    p_rvi_100 := 60
else if rvi_100 >= 70 and rvi_100 <80
    p_rvi_100 := 70
else if rvi_100 >= 80 and rvi_100 <90
    p_rvi_100 := 80
else if rvi_100 >= 90 and rvi_100 <100
    p_rvi_100 := 90

// Money flow index
len_mfi_10 = input.int(defval = 10, minval=1, maxval = 10, step = 1, title="Length - MFI", group = "MFI Indicator - 10")
src_mfi_10 = input(high, title = "source", group = "MFI Indicator - 10")
mf_10 = ta.mfi(src_mfi_10, len_mfi_10)

var p_mfi_10 = 0

if mf_10>= 0 and mf_10<10
    p_mfi_10 := 0
else if mf_10>= 10 and mf_10<20
    p_mfi_10 := 10
else if mf_10>= 20 and mf_10<30
    p_mfi_10 := 20
else if mf_10>= 30 and mf_10<40
    p_mfi_10 := 30
else if mf_10>= 40 and mf_10<50
    p_mfi_10 := 40
else if mf_10>= 50 and mf_10<60
    p_mfi_10 := 50
else if mf_10>= 60 and mf_10<70
    p_mfi_10 := 60
else if mf_10>= 70 and mf_10<80
    p_mfi_10 := 70
else if mf_10>= 80 and mf_10<90
    p_mfi_10 := 80
else if mf_10>= 90 and mf_10<100
    p_mfi_10 := 90

len_mfi_50 = input.int(defval = 50, minval=11, maxval = 50, step = 1, title="Length - MFI", group = "MFI Indicator - 50")
src_mfi_50 = input(high, title = "source", group = "MFI Indicator - 50")
mf_50 = ta.mfi(src_mfi_50, len_mfi_50)

var p_mfi_50 = 0

if mf_50>= 0 and mf_50<10
    p_mfi_50 := 0
else if mf_50>= 10 and mf_50<20
    p_mfi_50 := 10
else if mf_50>= 20 and mf_50<30
    p_mfi_50 := 20
else if mf_50>= 30 and mf_50<40
    p_mfi_50 := 30
else if mf_50>= 40 and mf_50<50
    p_mfi_50 := 40
else if mf_50>= 50 and mf_50<60
    p_mfi_50 := 50
else if mf_50>= 60 and mf_50<70
    p_mfi_50 := 60
else if mf_50>= 70 and mf_50<80
    p_mfi_50 := 70
else if mf_50>= 80 and mf_50<90
    p_mfi_50 := 80
else if mf_50>= 90 and mf_50<100
    p_mfi_50 := 90

len_mfi_100 = input.int(defval = 100, minval=51, maxval = 200, step = 10, title="Length - MFI", group = "MFI Indicator - 100")
src_mfi_100 = input(high, title = "source", group = "MFI Indicator - 100")
mf_100 = ta.mfi(src_mfi_100, len_mfi_100)

var p_mfi_100 = 0

if mf_100>= 0 and mf_100<10
    p_mfi_100 := 0
else if mf_100>= 10 and mf_100<20
    p_mfi_100 := 10
else if mf_100>= 20 and mf_100<30
    p_mfi_100 := 20
else if mf_100>= 30 and mf_100<40
    p_mfi_100 := 30
else if mf_100>= 40 and mf_100<50
    p_mfi_100 := 40
else if mf_100>= 50 and mf_100<60
    p_mfi_100 := 50
else if mf_100>= 60 and mf_100<70
    p_mfi_100 := 60
else if mf_100>= 70 and mf_100<80
    p_mfi_100 := 70
else if mf_100>= 80 and mf_100<90
    p_mfi_100 := 80
else if mf_100>= 90 and mf_100<100
    p_mfi_100 := 90

//Balance of power indicator
bop = ((((close - open) / (high - low))*100)+50)
bop_sma_100 = ta.sma(bop,100)


// Buy and Sell lavels based on Indicators
l_val_rsi = input.int (defval = 40, title = "Lower value of RSI", maxval = 100, minval = 0, step = 10, group = 'Indicator Values')
l_val_rvi = input.int (defval = 40, title = "Lower value of RVI", maxval = 100, minval = 0, step = 10, group = 'Indicator Values')
l_val_mfi = input.int (defval = 40, title = "Lower value of MFI", maxval = 100, minval = 0, step = 10, group = 'Indicator Values')

//h_val_rsi = input.int (defval = 60, title = "Higher value of RSI", maxval = 100, minval = 0, step = 10, group = 'Indicator Values')
//h_val_rvi = input.int (defval = 50, title = "Higher value of RVI", maxval = 100, minval = 0, step = 10, group = 'Indicator Values')
//h_val_mfi = input.int (defval = 50, title = "Higher value of MFI", maxval = 100, minval = 0, step = 10, group = 'Indicator Values')

buy_rsi = p_rsi_100 <= l_val_rsi and p_rsi_50<p_rsi_100 and p_rsi<=p_rsi_50
buy_rvi = p_rvi_100 <= l_val_rvi and p_rvi_50<=p_rvi_100 and p_rvi_10<=p_rvi_50
buy_mfi = p_mfi_100 <= l_val_mfi and p_mfi_50<=p_mfi_100 and p_mfi_10<=p_mfi_50

buy_compound = buy_rsi and buy_rvi and buy_mfi ? 100 : 0

var float  buy_compound_f = na
if (buy_compound[1] == 100 and buy_compound == 0) //and open > close
    buy_compound_f := 1
else 
    buy_compound_f := na

ma_9 = ta.ema(close,2)
co_l1 = strategy.position_avg_price*0.95
co_l2 = strategy.position_avg_price*0.90
co_l3 = strategy.position_avg_price*0.85
co_l4 = strategy.position_avg_price*0.80

//Take profit in Market bottoms
profit_f = 1.0 + (profit_cal/100)


// Trading 
var final_option = UP_DOWN == 'Uptrend and down trend' ? 1 : 2

if final_option == 1
    if  ((buy_compound_f ==1 or ta.crossover(ma_9, co_l1) or ta.crossover(ma_9, co_l2) or ta.crossover(ma_9, co_l3) or ta.crossover(ma_9, co_l4)) and window())
        strategy.entry("long", strategy.long,comment = "BUY")
    else if ( comp_sell1 and window()) and strategy.position_avg_price * profit_f < close
        strategy.close("long", qty_percent = 100, comment = "SELL")
else if final_option == 2
    if (b1 or b2 or b3) and window()
        strategy.entry("long", strategy.long, comment = "BUY")
    else if (comp_sell1 or op_sell1 or op_sell2 or op_sell3 or op_sell4 ) and window() 
        strategy.close("long", qty_percent = 100, comment = "SELL")



bool PM_visible = input(false, "Show Profit marjin and average price", group = 'Safty Margins')
bool SM_visible = input(false, "Show Safty Grids", group = 'Safty Margins' )


//Graphs

plot(PM_visible or final_option == 1 ? strategy.position_avg_price : na, color = color.green, title = "Average Cost", style = plot.style_circles)
plot(PM_visible or final_option == 1 ? strategy.position_avg_price* profit_f :na, color = color.aqua, title = "Expected Profit", style = plot.style_circles)
plot(SM_visible ? strategy.position_avg_price*0.95 : na, color = color.gray, title = "SAFTY MARGIN - 95%", linewidth = 1, style = plot.style_circles)
plot(SM_visible ? strategy.position_avg_price*0.90 : na, color = color.gray, title = "SAFTY MARGIN - 90%", linewidth = 1, style = plot.style_circles)
plot(SM_visible ? strategy.position_avg_price*0.85 : na, color = color.gray, title = "SAFTY MARGIN - 85%", linewidth = 1, style = plot.style_circles)
plot(SM_visible ? strategy.position_avg_price*0.80 : na, color = color.gray, title = "SAFTY MARGIN - 80%", linewidth = 1, style = plot.style_circles)

plot(ST_visible or final_option == 2 ? down_trend:na, "Down trend", color = plotcolor2,  linewidth=2)
plot(ST_visible or final_option == 2 ? up_trend: na , "Up direction", color = plotcolor3, linewidth=2)
plot(sar_visible or final_option == 2 ? sar:na, title='SAR', color=plotcolor4, linewidth=2)
plot(sma500_visible or final_option == 2 ? SMA500:na,title='SMA500', color=plotcolor5, linewidth=3)

Más.