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Estrategia de confluencia de dos medias móviles

El autor:¿ Qué pasa?, Fecha: 2024-01-30 17:13:10
Las etiquetas:

Resumen general

La estrategia de confluencia de dos medias móviles es una estrategia de seguimiento de tendencias que construye un grupo de líneas rápidas y un grupo de líneas lentas calculando dos conjuntos de medias móviles y juzga la dirección de la tendencia en función de la relación entre los precios y las medias móviles.

Cuando la línea rápida cruza por encima de la línea lenta, es una señal larga. Cuando la línea rápida cruza por debajo de la línea lenta, es una señal corta. Esta estrategia combina la dirección de los promedios móviles rápidos y lentos, el número de velas de ruptura de precios y otras condiciones para determinar el momento específico de entrada y salida.

Estrategia lógica

La estrategia de confluencia de medias móviles dobles calcula dos conjuntos de medias móviles, que representan criterios de juicio de tendencia a corto y largo plazo respectivamente.

Grupo de medias móviles rápidas, incluidas la línea rápida inferior y la línea rápida superior, que representan tendencias a corto plazo;
Grupo de promedios móviles lentos, que incluye la línea lenta inferior y la línea lenta superior, que representan tendencias a largo plazo.

La estrategia juzga la racionalidad de las tendencias a corto y largo plazo y el calendario específico de entrada y salida basándose en la relación de precios entre el grupo de línea rápida y el grupo de línea lenta.

Elcondiciones de entradason:

Cuando la línea rápida superior se rompe por encima de la línea lenta superior para 2 o más velas, es una entrada larga.
Cuando la línea rápida inferior se rompe por debajo de la línea lenta inferior para 2 o más velas, es una entrada corta.

Elcondiciones de salidason:

Para las posiciones largas, salga cuando el MA rápido se cruce por debajo del MA lento.
Para las posiciones cortas, salga cuando el MA rápido se cruce por encima del MA lento.

Además, la estrategia también establece la toma de ganancias, el stop loss, el trailing stop loss y otras funciones para controlar los riesgos.

Análisis de ventajas

Las principales ventajas de la estrategia de doble convergencia de medias móviles son:

Mediante el doble juicio de la media móvil, puede filtrar eficazmente el ruido del mercado y bloquear la dirección de la tendencia.
Combinando medias móviles rápidas y lentas y relaciones de precios, la fiabilidad de las señales es mayor.
Las reglas de la estrategia son simples y claras, fáciles de entender e implementar, adecuadas para el comercio cuantitativo.
Las medidas de control de riesgos incluyen la toma de ganancias, el stop loss, el trailing stop loss y otros medios de control de riesgos que pueden controlar eficazmente los riesgos comerciales.

Análisis de riesgos

La estrategia de doble convergencia de medias móviles también presenta algunos riesgos, que se reflejan principalmente en:

En los mercados de rango, pueden generarse señales falsas, lo que resulta en operaciones innecesarias.
Los sistemas de promedios móviles reaccionan lentamente a eventos repentinos (como grandes noticias bajistas o alcistas), lo que puede llevar a mayores pérdidas.
En determinadas condiciones de mercado, el stop loss de seguimiento puede romperse, lo que aumenta las pérdidas.

Para controlar los riesgos anteriores, se pueden utilizar métodos como la optimización de los parámetros de las medias móviles, la combinación con otros indicadores para el filtrado, etc., para mejorar.

Direcciones de optimización

La estrategia de confluencia de dos medias móviles se puede optimizar en las siguientes dimensiones:

Optimizar los parámetros de la media móvil, ajustar el ciclo medio para adaptarse a los diferentes mercados de ciclo.
Aumentar otros filtros de indicadores para formar estrategias combinadas de múltiples indicadores para mejorar la precisión de la señal.
Optimice la configuración de stop loss, toma de ganancias, establezca umbrales para controlar las pérdidas máximas.
Introducir modelos de aprendizaje automático para predecir tendencias y ayudar a determinar el momento de entrada.

Resumen de las actividades

En resumen, la estrategia de confluencia de la media móvil dual es una tendencia muy práctica después de la estrategia. Sus reglas de juicio son simples y claras, con una base teórica sólida de controlar los riesgos a través del sistema de media móvil dual.

/*backtest
start: 2023-12-01 00:00:00
end: 2023-12-31 23:59:59
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3

strategy(title="[Autoview][BackTest]Dual MA Ribbons R0.12 by JustUncleL", shorttitle="[BT]DualRibbons R0.12", overlay=true )

//study(title="[Autoview][Alerts]Dual MA Ribbons R0.12 by JustUncleL", shorttitle="[AL]DualRibbons R0.12", overlay=true)

//
//  Author:   JustUncleL
//  Revision: R0.12 Beta
//  Date:     30-Apr-2018
//
//  Description:
//  ============
//  This is an implementaion of a strategy based on two MA Ribbonn, a Fast Ribbon
//  and a Slow Ribbon.
//  The strategy revolves around a pair of scripts: One to generate alerts signals for
//  Autoview and one for Backtesting, to tune your settings.
//  The risk management options are performed within the script to set SL(StopLoss),
//  TP(TargetProfit), TSL(Trailing Stop Loss) and TTP (Trailing Target Profit).
//  The only requirement for Autoview is to Buy and Sell as directed by this script,
//  no complicated syntax is required.
//
//  The Dual Ribbons are designed to capture the inferred behaviour of traders and 
//  investors by using two groups of averages:
//  > Traders MA Ribbon: 
//    Lower MA and Upper MA  (Aqua=Uptrend, Blue=downtrend, Gray=Neutral), with
//    centre line Avg MA (Orange dotted line).
//  > Investors MAs Ribbon: 
//    Lower MA and Upper MA  (Green=Uptrend, Red=downtrend, Gray=Neutral), with
//    centre line Avg MA (Fuchsia dotted line).
//  > Anchor time frame (0=current). This is the time frame that the MAs are
//    calculated for. This way 60m MA Ribbons can be viewed on a 15 min chart to establish
//    tighter Stop Loss conditions. 
//
//   Trade Management options:
//   -------------------------
//   - Option to specify Backtest start and end time.
//   - Trailing Stop, with Activate Level (as % of price) and Trailing Stop (as % of price)
//   - Target Profit Level, (as % of price)
//   - Stop Loss Level, (as % of price)
//   - BUY green triandles and SELL dark red triangles
//   - Trade Order closed colour coded Label:
//       > Dark Red = Stop Loss Hit
//       > Green  = Target Profit Hit
//       > Purple = Trailing Stop Hit
//       > Orange = Opposite (Sell) Order Close
//
//   Trade Management Indication:
//   ----------------------------
//   - Trailing Stop Activate Price = Blue dotted line
//   - Trailing Stop Price =  Fuschia solid stepping line
//   - Target Profit Price = Lime '+' line
//   - Stop Loss Price = Red '+' line
//
//   Dealing With Renko Charts:
//   --------------------------
//   - If you choose to use Renko charts, make sure you have enabled the "IS This a RENKO Chart"
//     option, (I have not so far found a way to Detect the type of chart that is running).
//   - If you want non-repainting Renko charts you MUST use TRADITIONAL Renko Bricks. This
//     type of brick is fixed and will not change size.
//   - Also use Renko bricks with WICKS DISABLED. Wicks are not part of Renko, the whole
//     idea of using Renko bricks is not to see the wick noise.
//   - Set you chart Time Frame to the lowest possible one that will build enough bricks
//     to give a reasonable history, start at 1min TimeFrame. Renko bricks are not dependent
//     on time, they represent a movement in price. But the chart candlestick data is used
//     to create the bricks, so lower TF gives more accurate Brick creation.
//   - You want to size your bricks to 2/1000 of the pair price, so for ETHBTC the price is say 0.0805
//     then your Renko Brick size should be about 2*0.0805/1000 = 0.0002 (round up).
//   - You may find there is some slippage in value, but this can be accounted for in the Backtes
//     by setting your commission a bit higher, for Binance for example I use 0.2
//
//  References:
//  ===========
//  - MA Ribbon R#.# by JustUncleL
//  - "How to automate this strategy for free using a chrome extension" by CryptoRox
//
//  Revisions:
//  ==========
//  R0.12   - Beta 2 Version
//
//
//
// -----------------------------------------------------------------------------
// Copyright 2018 JustUncleL
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
// 
// The GNU General Public License can be found here
// <http://www.gnu.org/licenses/>.
//
// -----------------------------------------------------------------------------
//


//
// Use Alternate Anchor TF for MAs 
uRenko    = input(true, title="IS This a RENKO Chart")
//
anchor     = input(0,minval=0,maxval=1440,title="Alternate TimeFrame Multiplier (0=none)")
//
src          = close //input(close, title="EMA Source")
showRibbons  = input(true,title="Show Coloured MA Ribbons")
showAvgs     = input(true,title="Show Ribbon Median MA Lines")

//
// Fast Ribbon MAs
// Lower MA - type, length
typeF1    = input(defval="EMA", title="FAST MA Ribbon Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "LAGMA", "HullMA", "ZEMA", "TMA", "SSMA"])
lenF1     = input(defval=5, title="FAST Ribbon Lower MA Length", minval=1)
gammaF1   = 0.33 //input(defval=0.33,title="Fast MA - Gamma for LAGMA")

// Upper MA - type, length
typeF11   = typeF1 //input(defval="WMA", title="FAST Ribbon Upper MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "LAGMA", "HullMA", "ZEMA", "TMA", "SSMA"])
lenF11    = input(defval=25, title="FAST Ribbon Upper Length", minval=2)
gammaF11  = 0.77 //input(defval=0.77,title="Slow MA - Gamma for LAGMA")

// Slow Ribbon MAs
// Lower MA - type, length
typeS1   = input(defval="EMA", title="SLOW MA Ribbon Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "LAGMA", "HullMA", "ZEMA", "TMA", "SSMA"])
lenS1    = input(defval=28, title="SLOW Ribbon Lower MA Length", minval=1)
gammaS1  = 0.33 //input(defval=0.33,title="Fast MA - Gamma for LAGMA")

// Upper MA - type, length
typeS16   = typeS1 //input(defval="WMA", title="SLOW Ribbon Upper MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "LAGMA", "HullMA", "ZEMA", "TMA", "SSMA"])
lenS16    = input(defval=72, title="SLOW Ribbon Upper Length", minval=2)
gammaS16  = 0.77 //input(defval=0.77,title="Slow MA - Gamma for LAGMA")

// - Constants
gold = #FFD700

// - FUNCTIONS

// - variant(type, src, len, gamma)
// Returns MA input selection variant, default to SMA if blank or typo.

// SuperSmoother filter
// © 2013  John F. Ehlers
variant_supersmoother(src,len) =>
    a1 = exp(-1.414*3.14159 / len)
    b1 = 2*a1*cos(1.414*3.14159 / len)
    c2 = b1
    c3 = (-a1)*a1
    c1 = 1 - c2 - c3
    v9 = 0.0
    v9 := c1*(src + nz(src[1])) / 2 + c2*nz(v9[1]) + c3*nz(v9[2])
    v9
    
variant_smoothed(src,len) =>
    v5 = 0.0
    v5 := na(v5[1]) ? sma(src, len) : (v5[1] * (len - 1) + src) / len
    v5

variant_zerolagema(src,len) =>
    ema1 = ema(src, len)
    ema2 = ema(ema1, len)
    v10 = ema1+(ema1-ema2)
    v10
    
variant_doubleema(src,len) =>
    v2 = ema(src, len)
    v6 = 2 * v2 - ema(v2, len)
    v6

variant_tripleema(src,len) =>
    v2 = ema(src, len)
    v7 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len)               // Triple Exponential
    v7
    
//calc Laguerre
variant_lag(p,g) =>
    L0 = 0.0
    L1 = 0.0
    L2 = 0.0
    L3 = 0.0
    L0 := (1 - g)*p+g*nz(L0[1])
    L1 := -g*L0+nz(L0[1])+g*nz(L1[1])
    L2 := -g*L1+nz(L1[1])+g*nz(L2[1])
    L3 := -g*L2+nz(L2[1])+g*nz(L3[1])
    f = (L0 + 2*L1 + 2*L2 + L3)/6
    f

// return variant, defaults to SMA 
variant(type, src, len, g) =>
    type=="EMA"     ? ema(src,len) : 
      type=="WMA"   ? wma(src,len): 
      type=="VWMA"  ? vwma(src,len) : 
      type=="SMMA"  ? variant_smoothed(src,len) : 
      type=="DEMA"  ? variant_doubleema(src,len): 
      type=="TEMA"  ? variant_tripleema(src,len): 
      type=="LAGMA" ? variant_lag(src,g) :
      type=="HullMA"? wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) :
      type=="SSMA"  ? variant_supersmoother(src,len) : 
      type=="ZEMA"  ? variant_zerolagema(src,len) : 
      type=="TMA"   ? sma(sma(src,len),len) : 
                      sma(src,len)

// - /variant 

// If have anchor specified, calculate the base multiplier.
//mult  = isintraday ? anchor==0 or interval<=0 or interval>=anchor or anchor>1440? 1 : round(anchor/interval) : 1
//mult := isdwm?  1 : mult  // Only available Daily or less
mult = anchor>0 ? anchor : 1 

//
high_  = uRenko? max(close,open) : high
low_   = uRenko? min(close,open) : low


//adjust MA lengths with Anchor Multiplier

//Fast MA Ribbon
emaF1 = variant(typeF1, src, lenF1*mult, gammaF1)
emaF11 = variant(typeF11, src, lenF11*mult,gammaF11)
emafast = (emaF1+emaF11)/2 // Average of Upper and Lower MAs
//
//Slow MA Ribbon
emaS1 = variant(typeS1,src, lenS1*mult,gammaS1)
emaS16 = variant(typeS16, src, lenS16*mult, gammaS16)
emaslow = (emaS1+emaS16)/2 // Average of Upper and Lower MAs
//
// Count crossover candles
xup = 0
xdn = 0
fup = 0
fdn = 0
sup = 0
sdn = 0
// 
xup := (emafast-emaslow)>0 and (emafast-emaslow)>(emafast[1]-emaslow[1]) ? nz(xup[1])+1 : 0
xdn := (emafast-emaslow)<0 and (emafast-emaslow)<(emafast[1]-emaslow[1]) ? nz(xdn[1])+1 : 0
fup := (emaF1-emaF11)>0 and (emaF1-emaF11)>(emaF1[1]-emaF11[1]) ? nz(fup[1])+1 : 0
fdn := (emaF1-emaF11)<0 and (emaF1-emaF11)<(emaF1[1]-emaF11[1]) ? nz(fdn[1])+1 : 0
sup := (emaS1-emaS16)>0 and (emaS1-emaS16)>(emaS1[1]-emaS16[1]) ? nz(sup[1])+1 : 0
sdn := (emaS1-emaS16)<0 and (emaS1-emaS16)<(emaS1[1]-emaS16[1]) ? nz(sdn[1])+1 : 0

//Fast EMA Final Color Rules
colFinal = fup>=2 ? aqua : fdn>=2 ? blue : gray
//Slow EMA Final Color Rules
colFinal2 = sup>=2 ? lime : sdn>=2 ? red : gray

//Fast EMA Plots
p1=plot(showRibbons?emaF1:na, title="Fast Ribbon Lower MA", style=line, linewidth=1, color=colFinal,transp=10)
p2=plot(showRibbons?emaF11:na, title="Fast Ribbon Upper MA", style=line, linewidth=1, color=colFinal,transp=10)
plot(showAvgs?emafast:na, title="Fast Ribbon Avg MA", style=circles,join=true, linewidth=1, color=gold,transp=10)

//
fill(p1,p2,color=colFinal, transp=90)

//Slow EMA Plots
p3=plot(showRibbons?emaS1:na, title="Slow Ribbon Lower MA", style=line, linewidth=1, color=colFinal2,transp=10)
p4=plot(showRibbons?emaS16:na, title="Slow Ribbon Upper MA", style=line, linewidth=1, color=colFinal2,transp=10)
plot(showAvgs?emaslow:na, title="Slow Ribbon Avg MA", style=circles,join=true, linewidth=1, color=fuchsia,transp=10)
//
fill(p3,p4, color=colFinal2, transp=90)

// Generate Buy Sell signals, 
buy = 0
sell=0
//
buy  := xup>=2 and sup>=2 and fup>=2 ? nz(buy[1])>0?buy[1]+1:1 : 0
sell := xdn>=2 and sdn>=2 and fdn>=2 ? nz(sell[1])>0?sell[1]+1 :1 : 0
//

//////////////////////////////////////////////////
//* Put Entry and special Exit conditions here *//
//////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////
//*** This Trade Management Section of code is a modified version of that found in   ***//
//*** "How to automate this strategy for free using a chrome extension" by CryptoRox ***//
//*** Modifications made by JustUncleL.                                              ***// 
//////////////////////////////////////////////////////////////////////////////////////////
//


///////////////////////////////////////////////
//* Backtesting Period Selector | Component *//
///////////////////////////////////////////////

//* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *//
//* https://www.tradingview.com/u/pbergden/ *//
//* Modifications made by JustUncleL*//

testStartYear = input(2018, "Backtest Start Year",minval=1980)
testStartMonth = input(1, "Backtest Start Month",minval=1,maxval=12)
testStartDay = input(1, "Backtest Start Day",minval=1,maxval=31)
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)

testStopYear = 9999 //input(9999, "Backtest Stop Year",minval=1980)
testStopMonth = 12 // input(12, "Backtest Stop Month",minval=1,maxval=12)
testStopDay = 31 //input(31, "Backtest Stop Day",minval=1,maxval=31)
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)

testPeriod() => true

///////////////////////////////////////////////
//* Place Entry and Special Exit Logic here *//
///////////////////////////////////////////////

AQUA = #00FFFFFF
BLUE = #0000FFFF
RED  = #FF0000FF
LIME = #00FF00FF
GRAY = #808080FF
DARKRED   = #8B0000FF
DARKGREEN = #006400FF

// Keep current state until opposite signal detected.
bsState = 0, bsState := nz(bsState[1])
bsState := buy==1 and bsState<=0? 1 : 
           sell==1 and bsState>=0? -1 : 
           bsState

//Entry Conditions, when state changes direction.
longLogic  = change(bsState) and bsState==1  and (barstate.isconfirmed or barstate.ishistory) 
shortLogic = change(bsState) and bsState==-1  and (barstate.isconfirmed or barstate.ishistory) 

// Exit on Sell signal
longExitC = 0
shortExitC = 0
longExitC   := (emafast<emaslow and close<emaslow)
                  and (barstate.isconfirmed or barstate.ishistory) ? nz(longExitC[1])+1 : 0
shortExitC  := (emafast>emaslow and close>emaslow)
                  and (barstate.isconfirmed or barstate.ishistory) ? nz(shortExitC[1])+1 : 0

// Exit condition for no SL.
longExit = change(longExitC) and longExitC==1
shortExit = change(shortExitC) and shortExitC==1


//////////////////////////
//* Strategy Component *//
//////////////////////////

fastExit  = input(false,title="Use Opposite Trade as a Close Signal")
clrBars   = input(true,title="Colour Candles to Trade Order state")

orderType = input("LongsOnly",title="What type of Orders", options=["Longs+Shorts","LongsOnly","ShortsOnly","Flip"])

//
isLong   = (orderType != "ShortsOnly")
isShort  = (orderType != "LongsOnly")
//
long = longLogic
short = shortLogic

if orderType=="Flip"
    long := shortLogic
    short := longLogic


////////////////////////////////
//======[ Signal Count ]======//
////////////////////////////////

sectionLongs = 0
sectionLongs := nz(sectionLongs[1])
sectionShorts = 0
sectionShorts := nz(sectionShorts[1])

if long and isLong
    sectionLongs := sectionLongs + 1
    sectionShorts := 0

if short and isShort
    sectionLongs := 0
    sectionShorts := sectionShorts + 1

longCondition  = (long and isLong)
shortCondition = (short and isShort)

////////////////////////////////
//======[ Entry Prices ]======//
////////////////////////////////

last_open_longCondition = na
last_open_shortCondition = na
last_open_longCondition := longCondition ? close : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? close : nz(last_open_shortCondition[1])

///////////////////////////////////////////////
//======[ Position Check (long/short) ]======//
///////////////////////////////////////////////

last_longCondition = na
last_shortCondition = na
last_longCondition  := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])

in_longCondition  = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition

/////////////////////////////////
//======[ Trailing Stop ]======//
/////////////////////////////////

isTS = input(true, "Trailing Stop")
ts = input(3.0, "Trailing Stop (%)", minval=0,step=0.1, type=float) /100

last_high = na
last_low = na
last_high_short = na
last_low_long = na
last_high := not in_longCondition ? na : in_longCondition and (na(last_high[1]) or high_ > nz(last_high[1])) ? high_ : nz(last_high[1])
last_high_short := not in_shortCondition ? na : in_shortCondition and (na(last_high[1]) or high_ > nz(last_high[1])) ? high_ : nz(last_high[1])
last_low := not in_shortCondition ? na : in_shortCondition and (na(last_low[1]) or low_ < nz(last_low[1])) ? low_ : nz(last_low[1])
last_low_long := not in_longCondition ? na : in_longCondition and (na(last_low[1]) or low_ < nz(last_low[1])) ? low_ : nz(last_low[1])

long_ts = isTS and not na(last_high) and (low_ <= last_high - last_high * ts) //and (last_high >= last_open_longCondition + last_open_longCondition * tsi)
short_ts = isTS and not na(last_low) and (high_ >= last_low + last_low * ts) //and (last_low <= last_open_shortCondition - last_open_shortCondition * tsi)


///////////////////////////////
//======[ Take Profit ]======//
///////////////////////////////

isTP = input(true, "Take Profit")
tp = input(3.0, "Take Profit (%)",minval=0,step=0.1,type=float) / 100
ttp = input(1.0, "Trailing Profit (%)",minval=0,step=0.1,type=float) / 100
ttp := ttp>tp ? tp : ttp

long_tp = isTP and (last_high >= last_open_longCondition + last_open_longCondition * tp)   and (low_ <= last_high - last_high * ttp)
short_tp = isTP and (last_low <= last_open_shortCondition - last_open_shortCondition * tp) and (high_ >= last_low + last_low * ttp)

/////////////////////////////
//======[ Stop Loss ]======//
/////////////////////////////

isSL = input(false, "Stop Loss")
sl = input(3.0, "Stop Loss (%)", minval=0,step=0.1, type=float) / 100
long_sl = isSL and (low_ <= last_open_longCondition - last_open_longCondition * sl)
short_sl = isSL and (high_ >= last_open_shortCondition + last_open_shortCondition * sl)

////////////////////////////////////
//======[ Stop on Opposite ]======//
////////////////////////////////////

//NOTE Short exit signal is non-repainting, no need to force it, if Pyramiding keep going
long_sos = (fastExit or (not isTS and not isSL)) and longExit
short_sos = (fastExit or (not isTS and not isSL)) and shortExit

/////////////////////////////////
//======[ Close Signals ]======//
/////////////////////////////////

// Create a single close for all the different closing conditions, all conditions here are non-repainting
longClose = isLong and (long_tp or long_sl or long_ts or long_sos) and not longCondition
shortClose = isShort and (short_tp or short_sl or short_ts or short_sos) and not shortCondition

in_closeLong = longClose
in_closeLong := not isLong? false : longClose ? true : longCondition? false : in_closeLong[1] 
in_closeShort = shortClose
in_closeShort := not isShort? false : shortClose ? true : shortCondition? false : in_closeShort[1] 

///////////////////////////////
//======[ Plot Colors ]======//
///////////////////////////////

longCloseCol = na
shortCloseCol = na
longCloseCol := long_tp ? green : long_sl ? maroon : long_ts ? purple : long_sos ? orange :longCloseCol[1]
shortCloseCol := short_tp ? green : short_sl ? maroon : short_ts ? purple : short_sos ? orange : shortCloseCol[1]
//
tpColor = isTP and in_longCondition ? lime : isTP and in_shortCondition ? lime : na
slColor = isSL and in_longCondition ? red : isSL and in_shortCondition ? red : na


//////////////////////////////////
//======[ Strategy Plots ]======//
//////////////////////////////////

plot(isTS and in_longCondition and isLong and not in_closeLong?
     last_high - last_high * ts : na, "Long Trailing", fuchsia, style=2, linewidth=2,offset=1)
plot(isTP and in_longCondition and isLong and not in_closeLong and last_high < last_open_longCondition + last_open_longCondition * tp ? 
     last_open_longCondition + last_open_longCondition * tp : na, "Long TP Active", tpColor, style=3,join=false, linewidth=2,offset=1)
plot(isTP and in_longCondition and isLong and not in_closeLong and last_high >= last_open_longCondition +  last_open_longCondition * tp ? 
     last_high - last_high * ttp : na, "Long Trailing", black, style=2, linewidth=2,offset=1)
plot(isSL and in_longCondition and isLong and not in_closeLong and last_low_long > last_open_longCondition - last_open_longCondition * sl ? 
     last_open_longCondition - last_open_longCondition * sl : na, "Long SL", slColor, style=3,join=false, linewidth=2,offset=1)
//
plot(isTS and in_shortCondition and isShort and not in_closeShort?
     last_low + last_low * ts : na, "Short Trailing", fuchsia, style=2, linewidth=2,offset=1)
plot(isTP and in_shortCondition and isShort and not in_closeShort and last_low > last_open_shortCondition - last_open_shortCondition * tp ? 
     last_open_shortCondition - last_open_shortCondition * tp : na, "Short TP Active", tpColor, style=3,join=false, linewidth=2,offset=1)
plot(isTP and in_shortCondition and isShort and not in_closeShort and last_low <= last_open_shortCondition -  last_open_shortCondition * tp ? 
     last_low + last_low * ttp : na, "Short Trailing", black, style=2, linewidth=2,offset=1)
plot(isSL and in_shortCondition and isShort and not in_closeShort and last_high_short < last_open_shortCondition + last_open_shortCondition * sl ? 
     last_open_shortCondition + last_open_shortCondition * sl : na, "Short SL", slColor, style=3,join=false, linewidth=2,offset=1)
//
bclr = not clrBars ? na : in_closeLong and in_closeShort ? GRAY : 
                          in_longCondition and not in_closeLong and isLong ? close<last_open_longCondition? DARKGREEN : LIME :
                          in_shortCondition and not in_closeShort and isShort ? close>last_open_shortCondition? DARKRED : RED : GRAY
barcolor(bclr,title="Trade State Bar Colouring")


///////////////////////////////
//======[ Alert Plots ]======//
///////////////////////////////

//plotshape(longCondition?close:na, title="Long", color=green, textcolor=green, transp=0, 
//          style=shape.triangleup, location=location.belowbar, size=size.small,text="LONG",offset=0)
//plotshape(longClose and not in_closeLong[1]?close:na, title="Long Close", color=longCloseCol, textcolor=white, transp=0, 
//          style=shape.labeldown, location=location.abovebar, size=size.small,text="Long\nClose",offset=0)

//plotshape(shortCondition?close:na, title="Short", color=red, textcolor=red, transp=0, 
//          style=shape.triangledown, location=location.abovebar, size=size.small,text="SHORT",offset=0)
//plotshape(shortClose and not in_closeShort[1]?close:na, title="Short Close", color=shortCloseCol, textcolor=white, transp=0, 
//          style=shape.labelup, location=location.belowbar, size=size.small,text="Short\nClose",offset=0)

// Autoview alert syntax - This assumes you are trading coins BUY and SELL on Binance Exchange
// WARNING*** Only use Autoview to automate a strategy after you've sufficiently backtested and forward tested the strategy.
// You can learn more about the syntax here:
//      http://autoview.with.pink/#syntax and you can watch this video here: https://www.youtube.com/watch?v=epN5Tjinuxw

// For the opens you will want to trigger BUY orders on LONGS (eg ETHBTC) with alert option "Once Per Bar Close"
// and SELL orders on SHORTS (eg BTCUSDT)
//      b=buy q=0.001 e=binance s=ethbtc t=market  ( LONG )
// or   b=sell q=0.001 e=binance s=btcusdt t=market ( SHORT )
//alertcondition(longCondition, "Open Long", "LONG")
//alertcondition(shortCondition, "Open Short", "SHORT")

// For the closes you will want to trigger these alerts on condition with alert option "Once Per Bar"
// (NOTE: with Renko you can only use "Once Per Bar Close" option)
//      b=sell q=99% e=binance s=ethbtc t=market  ( CLOSE LONGS )
// or   b=buy q=99% e=binance s=btcusdt t=market  ( CLOSE SHORTS )
// This gets it as it happens and typically results in a better exit live than in the backtest. 
// It works really well for counteracting some market slippage
//alertcondition(longClose and not in_closeLong[1], "Close Longs", "CLOSE LONGS")
//alertcondition(shortClose and not in_closeShort[1], "Close Shorts", "CLOSE SHORTS")

////////////////////////////////////////////
//======[ Strategy Entry and Exits ]======//
////////////////////////////////////////////

if testPeriod() and isLong
    strategy.entry("Long", 1, when=longCondition)
    strategy.close("Long", when=longClose and not in_closeLong[1])

if testPeriod() and isShort
    strategy.entry("Short", 0,  when=shortCondition)
    strategy.close("Short", when=shortClose and not in_closeShort[1])
    
// --- Debugs
//plotchar(longExit,location=location.bottom)
//plotchar(longCondition,location=location.bottom)
//plotchar(in_longCondition,location=location.bottom)
//plotchar(longClose,location=location.bottom)
//plotchar(in_closeLong,location=location.bottom)
// --- /Debugs

///////////////////////////////////
//======[ Reset Variables ]======//
///////////////////////////////////

if longClose or not in_longCondition or not isLong
    last_high := na
    last_high_short := na
    sectionLongs := 0
    
if longClose and isLong and not in_closeLong[1] and bsState==1
    bsState := 0
    
if shortClose or not in_shortCondition or not isShort
    last_low := na
    last_low_long := na
    sectionShorts := 0

if shortClose and isShort and not in_closeShort[1] and bsState==-1
    bsState := 0
    
    
//plotchar(bsState,location=location.bottom)
// EOF

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