Stratégie de négociation S/R à double sens séquentielle TD
Auteur:ChaoZhang est là., Date: 2024-02-06 12h13 et 22hLes étiquettes:
Résumé
Cette stratégie identifie les niveaux de support et de résistance en suivant les barres ascendantes et descendantes consécutives des prix, et combine les moyennes mobiles comme signaux d'entrée et de stop-loss pour construire des stratégies de trading longues et courtes.
Principaux
- Identification du S/R
- Lorsque le prix de clôture est supérieur à celui de la clôture il y a 4 jours pendant 4 jours consécutifs, marquer le point comme support à la baisse
- Lorsque le prix de clôture est inférieur à celui de la clôture il y a 4 jours pendant 4 jours consécutifs, marquer le point comme une résistance à la hausse
- Génération de signal
- Après avoir identifié un niveau de support, si le nombre de barres ascendantes atteint le seuil (par défaut 9 jours), générer un signal long
- Après avoir identifié un niveau de résistance, si le nombre de barres descendantes atteint le seuil (défaut 9 jours), générer un signal court
- Filtre MA et arrêt des pertes
- Exiger que le prix franchisse la ligne MA à l'entrée, pour filtrer les signaux
- Définir le stop-loss sur la ligne MA à l'entrée
Les avantages
- Les jugements fondés sur les S/R sont relativement fiables et ne sont pas facilement induits en erreur par les fluctuations à court terme.
- La combinaison du filtre MA peut réduire les faux signaux
- Optez pour les options longues et courtes afin d'améliorer la fréquence et les opportunités de profit
- Paramètres réglables, pouvant être optimisés pour différents produits et situations de marché
Risques et solutions
- Peut subir des pertes consécutives sur les marchés tendance
- Augmentation de la période d'autorisation pour réduire la fréquence des échanges
- Probabilité d'erreur de jugement S/R
- seuils de réglage fin pour l'identification des S/R
- Le stop-loss peut être déclenché trop souvent sur les marchés à piqûres
- Plage d'arrêt des pertes relâchée
- Ajouter un indicateur de tendance
Directions d'optimisation
- Ajouter plus d'indicateurs techniques pour améliorer la robustesse
- Tendance, dynamique, etc.
- Optimiser la logique d'identification S/R
- Impact de l'essai sur les différents paramètres
- Adaptation des paramètres pour des produits et des délais spécifiques
- La gamme réglable varie selon les produits
- Développer un mécanisme d'arrêt adaptatif des pertes
- Réglage dynamique du stop loss en fonction de la volatilité du marché
Conclusion
La stratégie est relativement simple et fiable. En identifiant correctement les niveaux S/R, elle capte les opportunités d'inversion de prix avec une forte probabilité. La combinaison avec MA assure un bon timing d'entrée et évite les pièges. Enfin, le jugement directionnel est conservateur mais adaptable. Les utilisateurs peuvent optimiser les paramètres en fonction de leur compréhension du marché et obtenir de meilleurs résultats.
/*backtest
start: 2023-01-30 00:00:00
end: 2024-02-05 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © GlobalMarketSignals
//@version=4
strategy("GMS: TD Sequential Strategy", overlay=true)
LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
PriceFlipL = input(title="TD Sequential Long Price Flip", type = input.integer ,defval=9)
PriceFlipS = input(title="TD Sequential Short Price Flip", type = input.integer ,defval=9)
MAs1 = input(title="Long MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
MAs2 = input(title="Short MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
SMAlenL = input(title="Long MA Exit Length", type = input.integer ,defval=10)
SMAlenS = input(title="Short MA Exit Length", type = input.integer ,defval=10)
AboveBelowL = input(title="Long Trend Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
AboveBelowS = input(title="Short Trend Filter?", type=input.string, defval="Below", options=["Above", "Below", "Don't Include"])
TLma = input(title="Trend MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
TrendLength = input(title="Trend MA Length", type = input.integer ,defval=200)
PTbutton = input(title="Profit Target On/Off", type=input.bool, defval=true)
ProfitTarget = input(title="Profit Target %", type=input.float, defval=1, step=0.1, minval=0)
SLbutton = input(title="Stop Loss On/Off", type=input.bool, defval=true)
StopLoss = input(title="Stop Loss %", type=input.float, defval=-1, step=0.1, maxval=0)
//PROFIT TARGET & STOPLOSS
if PTbutton == true and SLbutton == true
strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
if PTbutton == true and SLbutton == false
strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick))
else
if PTbutton == false and SLbutton == true
strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
strategy.cancel("PT EXIT")
// S/R Code By johan.gradin (lines 36-46)
// Buy setup//
priceflip1 = barssince(close>close[4])
buysetup = close<close[4] and priceflip1
buy = buysetup and barssince(priceflip1!=9)
buyovershoot = barssince(priceflip1!=13) and buysetup
// Sell Setup //
priceflip = barssince(close<close[4])
sellsetup = close>close[4] and priceflip
sell = sellsetup and barssince(priceflip!=9)
sellovershoot = sellsetup and barssince(priceflip!=13)
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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