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Stratégie de négociation quantitative à facteurs multiples

Auteur:ChaoZhang est là., Date: 2023-10-24 11h15 et 54 min
Les étiquettes:

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Il s'agit d'une stratégie de trading quantitative qui combine plusieurs indicateurs techniques pour des décisions longues/courtes. Elle prend en compte les indicateurs de dynamique, les indicateurs de tendance, le nuage Ichimoku et d'autres facteurs pour former les jugements finaux d'achat/vente. La stratégie a une forte stabilité et une résistance au risque.

Analyse des principes

La stratégie est composée des principales composantes suivantes:

  1. Indicateurs de dynamique: SAR parabolique, Leledc, moyenne mobile adaptative de Kaufman, etc.

  2. Indicateurs de tendance: Oscillateur Rahul Mohindar, Magie de tendance, etc.

  3. Le nuage Ichimoku: Tenkan-sen, Kijun-sen et ainsi de suite.

  4. Indicateurs de volume: indicateur de débit de volume

  5. Indicateurs de volatilité: oscillateur de tendance à la vague

  6. TD séquentielle

Ces indicateurs jugent la tendance et l'élan du marché sous différents angles. SAR parabolique détecte les points d'inversion de tendance, Leledc mesure l'élan, Ichimoku Cloud identifie les niveaux de support/résistance. Les signaux d'achat/vente sont générés lorsque la plupart des indicateurs s'accordent sur la direction.

La stratégie fixe également des conditions de filtrage pour éviter des transactions inefficaces en dehors des plages de dates spécifiées par mois/jour.

Analyse des avantages

  • Plusieurs facteurs améliorent la précision et la résistance aux risques

  • La validation croisée avec différents types d'indicateurs évite le risque d'échec

  • Les conditions de filtrage permettent d'éviter des transactions inefficaces à des périodes inappropriées

  • La mise en œuvre de Pine Script permet une utilisation facile sur TradingView

  • Les paramètres personnalisables peuvent être optimisés pour différents marchés

  • Les signaux visuels fournissent des jugements intuitifs sur la structure du marché

Analyse des risques

  • Une combinaison de facteurs multiples nécessite un réglage des paramètres et une optimisation du poids

  • Les indicateurs individuels peuvent échouer dans certaines conditions de marché

  • Des paramètres de filtrage incorrects peuvent manquer des opportunités

  • Il faut éviter une optimisation excessive

  • Les traders doivent faire attention aux risques de défaillance des indicateurs et ajuster leur stratégie en conséquence

Les contre-mesures:

  • Optimiser les paramètres d'efficacité des indicateurs sur le marché actuel

  • Ajuster les poids pour amplifier les indicateurs efficaces et réduire les indicateurs inefficaces

  • Filtres à affiner pour équilibrer les opportunités et les risques

Directions d'optimisation

  • Ajouter des algorithmes d'apprentissage automatique aux poids d'indicateur à réglage automatique

  • Incorporer plus de facteurs tels que le sentiment, le flux de trésorerie, etc.

  • Test des paramètres optimaux pour tous les produits et tous les délais

  • Évaluer les performances des différentes périodes de détention

  • Combinez plus de filtres comme la saisonnalité, les données économiques, etc.

  • Ajouter des stratégies de stop loss

Conclusion

La stratégie combine plusieurs indicateurs pour une résistance au risque plus forte. Mais les risques de défaillance des indicateurs doivent être surveillés, les paramètres continuellement optimisés. Les améliorations futures peuvent inclure l'optimisation des poids des indicateurs, l'ajout de plus de facteurs, le test de périodes de détention optimales, etc.


//@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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