この戦略は,最も柔軟なボリンジャーバンド戦略を作成することを目的とし,さまざまなトレーダーのニーズに合わせて幅広いカスタマイズ可能なオプションを提供します.
この戦略は,単一のカスタム移動平均を中間帯として使用します.移動平均期間,種類,価格ソースをカスタマイズすることができます.
上部および下部帯は,カスタマイズ可能な倍数を持つ中部帯の標準偏差に基づいて計算されます.上部および下部帯の位置を計算するために,標準偏差の代わりにATRも選択できます.
この戦略は,以下を含む複数のオープン条件と閉鎖条件の組み合わせを提供します.
オープン・クローズ・コンディションは,単独または組み合わせで,カスタマイズ可能な戦略ウィンドウで使用できます.
利益とストップロスは パーソナライズ可能な割合です
この戦略は,豊富なカスタマイズ可能なオプションを通じて大きな柔軟性を提供し,異なる品種と市場条件に合わせて個別最適化することで,より良いパフォーマンスを達成することができます.
次の対策が可能である.
この戦略は,ボリンジャーバンドの深層拡張を通じて非常に柔軟で包括的な取引ソリューションを提供します. テストを必要とする多くのパラメータ組み合わせがあるにもかかわらず,個々のニーズに合わせてカスタマイズすることができます. 全体的に,この戦略は,ボリンジャーバンド戦略の高品質な代表として大きなアプリケーション価値を持っています. 継続的な最適化,特に定量および機械学習方法の導入により,さらに優れた取引パフォーマンスを達成する可能性があります. それはトレーダーに強力で創造的なツールを提供します.
/*backtest
start: 2022-09-26 00:00:00
end: 2023-09-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_37",1],["v_input_38",2]]
*/
//@version=4
//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//
strategy(title="Fancy Bollinger Bands Strategy [BigBitsIO]", shorttitle="Fancy Bollinger Bands Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0, initial_capital=100)
MAPeriod = input(20, title="Middle Band Period", minval=1, step=1)
MAType = input(title="Middle Band Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MASource = input(title="Middle Band Source", type=input.source, defval=close)
MAResolution = input(title="Middle Band Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MACandleType = input(title="Middle Band Candle Type", defval="00 Current", options=["00 Current", "01 Heikin Ashi", "02 Renko", "03 Line Break", "04 Kagi", "05 Point & Figure"])
MAVisible = input(title="Middle Band Visible", type=input.bool, defval=true)
UpperBandMultiplier = input(title="Upper Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
LowerBandMultiplier = input(title="Lower Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
UseATRDeviation = input(false, title="Use ATR Deviation Instead of Standard Deviation?")
ATRPeriod = input(14, title="ATR Deviation Period", minval=1, step=1)
HighlightInclusion = input(title="Highlight Inclusions", type=input.bool, defval=true)
ShowGhostTrail = input(title="Show Inclusion Ghost Trail", type=input.bool, defval=true)
ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecast = input(title="Show Forecasts", type=input.bool, defval=true)
HideFill = input(false, title="Hide Fill")
UseBasicFill = input(true, title="Use Basic Fill - No Gradient")
ShowBBDetails = input(false, title="Show Details")
UpperBandSmoothingMAPeriod = input(1, title="Upper Band Smoothing Period", minval=1, step=1)
UpperBandSmoothingMAType = input(title="Upper Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
LowerBandSmoothingMAPeriod = input(1, title="Lower Band Smoothing Period", minval=1, step=1)
LowerBandSmoothingMAType = input(title="Lower Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
// Begin Citation - Allanster backtest period
// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12)
fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31)
fromYear = input(defval = 2020, title = "From Year", type = input.integer, minval = 1970)
thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12)
thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31)
thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970)
// === INPUT SHOW PLOT ===
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
// === FUNCTION EXAMPLE ===
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => true // create function "within window of time"
// === PLOTTING ===
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)
// End Citation - uses the window() funciton later on
takeProfitPercent = input(100, title="Take Profit %", type=input.float, step=.25)
stopLossPercent = input(100, title="Stop Loss %", type=input.float, step=.25)
OpenConditionsRequirement = input(title="Open Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
OpenConditionsMinimumCount = input(1, title="Open Conditions Minimum Count", minval=1, type=input.integer)
CloseConditionsRequirement = input(title="Close Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
CloseConditionsMinimumCount = input(1, title="Close Conditions Minimum Count", minval=1, type=input.integer)
CrossoverUpperBand = input(title="Crossover Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverMiddleBand = input(title="Crossover Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverLowerBand = input(title="Crossover Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderUpperBand = input(title="Crossunder Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderMiddleBand = input(title="Crossunder Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderLowerBand = input(title="Crossunder Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveUpperBand = input(title="Price Above Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveMiddleBand = input(title="Price Above Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveLowerBand = input(title="Price Above Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowUpperBand = input(title="Price Below Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowMiddleBand = input(title="Price Below Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowLowerBand = input(title="Price Below Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidth1 = input(.020, title="Band Width Condition Value 1", minval=0.005, maxval=20, step=0.005)
BandWidth2 = input(.040, title="Band Width Condition Value 2", minval=0.005, maxval=20, step=0.005)
BandWidthCrossoverBandValue1 = input(title="Band Width Crossover Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossoverBandValue2 = input(title="Band Width Crossover Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue1 = input(title="Band Width Crossunder Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue2 = input(title="Band Width Crossunder Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue1 = input(title="Band Width Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue2 = input(title="Band Width Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue1 = input(title="Band Width Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue2 = input(title="Band Width Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentB1 = input(.35, title="Percent B Condition Value 1", step=0.05)
PercentB2 = input(.70, title="Percent B Condition Value 2", step=0.05)
PercentBCrossoverPercentBValue1 = input(title="Percent B Crossover Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossoverPercentBValue2 = input(title="Percent B Crossover Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue1 = input(title="Percent B Crossunder Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue2 = input(title="Percent B Crossunder Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue1 = input(title="Percent B Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue2 = input(title="Percent B Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue1 = input(title="Percent B Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue2 = input(title="Percent B Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
// A bit of borrowed code, modified here using @PineCoders gradient Framework
f_cRedLime(_g, _hide, _basic) => _hide ? #00000000 : _basic ? #0080FF35 : _g <= 0 ? #FF000035 : _g <= .25 ? #FF000020 : _g <= .5 ? #FF000010 : _g <= .75 ? #00FF0010 : _g <= 1 ? #00FF0020 : #00FF0035
f_cRedLimeShadow(_g, _hide, _basic) => _hide ? #00000000 : _basic ? #0080FF09 : _g <= 0 ? #FF000009 : _g <= .25 ? #FF000006 : _g <= .5 ? #FF000003 : _g <= .75 ? #00FF0009 : _g <= 1 ? #00FF0006 : #00FF0003
ma(MAType, MASource, MAPeriod) =>
if MAPeriod > 0
if MAType == "SMA"
sma(MASource, MAPeriod)
else
if MAType == "EMA"
ema(MASource, MAPeriod)
else
if MAType == "WMA"
wma(MASource, MAPeriod)
else
if MAType == "RMA"
rma(MASource, MAPeriod)
else
if MAType == "HMA"
hma(MASource, MAPeriod)
else
if MAType == "DEMA"
e = ema(MASource, MAPeriod)
2 * e - ema(e, MAPeriod)
else
if MAType == "TEMA"
e = ema(MASource, MAPeriod)
3 * (e - ema(e, MAPeriod)) + ema(ema(e, MAPeriod), MAPeriod)
else
if MAType == "VWMA"
vwma(MASource, MAPeriod)
res(MAResolution) =>
if MAResolution == "00 Current"
timeframe.period
else
if MAResolution == "01 1m"
"1"
else
if MAResolution == "02 3m"
"3"
else
if MAResolution == "03 5m"
"5"
else
if MAResolution == "04 15m"
"15"
else
if MAResolution == "05 30m"
"30"
else
if MAResolution == "06 45m"
"45"
else
if MAResolution == "07 1h"
"60"
else
if MAResolution == "08 2h"
"120"
else
if MAResolution == "09 3h"
"180"
else
if MAResolution == "10 4h"
"240"
else
if MAResolution == "11 1D"
"1D"
else
if MAResolution == "12 1W"
"1W"
else
if MAResolution == "13 1M"
"1M"
gettickerid(MACandleType) =>
if MACandleType == "00 Current"
syminfo.tickerid
else
if MACandleType == "01 Heikin Ashi"
heikinashi(syminfo.tickerid)
else
if MACandleType == "02 Renko"
renko(syminfo.tickerid, "ATR", 10)
else
if MACandleType == "03 Line Break"
linebreak(syminfo.tickerid, 3)
else
if MACandleType == "04 Kagi"
kagi(syminfo.tickerid, 3)
else
if MACandleType == "05 Point & Figure"
pointfigure(syminfo.tickerid, "hl", "Traditional", 1, 3)
MA = security(gettickerid(MACandleType), res(MAResolution), ma(MAType, MASource, MAPeriod))
plot(MAVisible ? MA : na, color=color.white, linewidth=2, title="Middle Band", show_last= HighlightInclusion ? MAPeriod : 0)
plot(MAVisible and HighlightInclusion and ShowGhostTrail ? MA[MAPeriod-1] : na, color=color.black, linewidth=2, title="MA Trail", offset=((MAPeriod-1)*-1), transp=10)
Deviation = UseATRDeviation ? security(gettickerid(MACandleType), res(MAResolution), atr(ATRPeriod)) : security(gettickerid(MACandleType), res(MAResolution), stdev(MASource, MAPeriod))
UpperBand = MA + (Deviation * UpperBandMultiplier)
LowerBand = MA - (Deviation * LowerBandMultiplier)
SmoothedUpperBand = ma(UpperBandSmoothingMAType, UpperBand, UpperBandSmoothingMAPeriod)
SmoothedLowerBand = ma(LowerBandSmoothingMAType, LowerBand, LowerBandSmoothingMAPeriod)
UpperPlot = plot(SmoothedUpperBand, color=color.white, linewidth=1, title="Upper Band", show_last= HighlightInclusion ? MAPeriod : 0)
UpperShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedUpperBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Upper Band Trail", offset=((MAPeriod-1)*-1), transp=10)
LowerPlot = plot(SmoothedLowerBand, color=color.white, linewidth=1, title="Lower Band", show_last= HighlightInclusion ? MAPeriod : 0)
LowerShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedLowerBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Lower Band Trail", offset=((MAPeriod-1)*-1), transp=10)
PercentB = (security(gettickerid(MACandleType), res(MAResolution), close) - LowerBand) / (UpperBand - LowerBand)
fill(UpperPlot, LowerPlot, color = f_cRedLime(PercentB, HideFill, UseBasicFill), show_last= HighlightInclusion ? MAPeriod : 100000000)
fill(UpperShadowPlot, LowerShadowPlot, color = f_cRedLimeShadow(PercentB[MAPeriod-1], HideFill, UseBasicFill))
BBWidth = (UpperBand - LowerBand) / MA
if(ShowBBDetails)
label Label = label.new(bar_index, na, "\nFancy Bollinger Band Details:\n\nUpper Band: " + tostring(UpperBand) + "\nMid Band: " + tostring(MA) + "\nLower Band: " + tostring(LowerBand) + "\n%B: " + tostring(PercentB) + "\nBollinger Band Width: " + tostring(BBWidth) + "\n\nHide this message in settings.\nUncheck Show Details",
color=color.black,
textcolor=color.white,
style=label.style_label_down, size=size.normal, textalign=text.align_left)
label.set_y(Label, high > UpperBand ? high : UpperBand)
label.delete(Label[1])
// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
// it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
bias(Bias, BiasPeriod) =>
if Bias == "Neutral"
0
else
if Bias == "Bullish"
(atr(BiasPeriod) * ForecastBiasMagnitude)
else
if Bias == "Bearish"
((atr(BiasPeriod) * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias
// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MAForecast1 = MAPeriod > 1 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 1)) * (MAPeriod - 1) + ((MASource * 1) + (Bias * 1))) / MAPeriod : na
MAForecast2 = MAPeriod > 2 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 2)) * (MAPeriod - 2) + ((MASource * 2) + (Bias * 2))) / MAPeriod : na
MAForecast3 = MAPeriod > 3 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 3)) * (MAPeriod - 3) + ((MASource * 3) + (Bias * 3))) / MAPeriod : na
MAForecast4 = MAPeriod > 4 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 4)) * (MAPeriod - 4) + ((MASource * 4) + (Bias * 4))) / MAPeriod : na
MAForecast5 = MAPeriod > 5 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 5)) * (MAPeriod - 5) + ((MASource * 5) + (Bias * 5))) / MAPeriod : na
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast1 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 1", offset=1, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast2 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 2", offset=2, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast3 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 3", offset=3, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast4 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 4", offset=4, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast5 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 5", offset=5, show_last=1)
// Take Profit and Stop Loss
profitTarget = (close * (takeProfitPercent / 100)) / syminfo.mintick
lossTarget = (close * (stopLossPercent / 100)) / syminfo.mintick
float longOpen = 0
float longOpenCount = 0
float longClose = 0
float longCloseCount =0
bool validLongOpen = true
bool validLongClose = true
testLongOpen(Conditionlo)=>
if Conditionlo
if OpenConditionsRequirement == "All" and validLongOpen
[1, longOpenCount, true]
else if OpenConditionsRequirement == "Any"
[1, longOpenCount, validLongOpen]
else if OpenConditionsRequirement == "Minimum count"
[0, longOpenCount + 1, validLongOpen]
else
[longOpen, longOpenCount, validLongOpen]
else
[0, longOpenCount, false]
testLongClose(Conditionlc)=>
if Conditionlc
if CloseConditionsRequirement == "All" and validLongClose
[1, longCloseCount, true]
else if CloseConditionsRequirement == "Any"
[1, longCloseCount, validLongClose]
else if CloseConditionsRequirement == "Minimum count"
[0, int(longCloseCount + 1), validLongClose]
else
[longClose, longCloseCount, validLongClose]
else
[0, longCloseCount, false]
//------------------------------CONDITIONS-----------------------------
bool isCrossoverUpperBand = crossover(close, UpperBand)
if CrossoverUpperBand == "Long Open" or CrossoverUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverUpperBand == "Long Close" or CrossoverUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderUpperBand = crossunder(close, UpperBand)
if CrossunderUpperBand == "Long Open" or CrossunderUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderUpperBand == "Long Close" or CrossunderUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossoverMiddleBand = crossover(close, MA)
if CrossoverMiddleBand == "Long Open" or CrossoverMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverMiddleBand == "Long Close" or CrossoverMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderMiddleBand = crossunder(close, MA)
if CrossunderMiddleBand == "Long Open" or CrossunderMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderMiddleBand == "Long Close" or CrossunderMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossoverLowerBand = crossover(close, LowerBand)
if CrossoverLowerBand == "Long Open" or CrossoverLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossoverLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossoverLowerBand == "Long Close" or CrossoverLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossoverLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isCrossunderLowerBand = crossunder(close, LowerBand)
if CrossunderLowerBand == "Long Open" or CrossunderLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isCrossunderLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if CrossunderLowerBand == "Long Close" or CrossunderLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isCrossunderLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveUpperBand = close > UpperBand
if PriceAboveUpperBand == "Long Open" or PriceAboveUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveUpperBand == "Long Close" or PriceAboveUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowUpperBand = close < UpperBand
if PriceBelowUpperBand == "Long Open" or PriceBelowUpperBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowUpperBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowUpperBand == "Long Close" or PriceBelowUpperBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowUpperBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveMiddleBand = close > MA
if PriceAboveMiddleBand == "Long Open" or PriceAboveMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveMiddleBand == "Long Close" or PriceAboveMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowMiddleBand = close < MA
if PriceBelowMiddleBand == "Long Open" or PriceBelowMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowMiddleBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowMiddleBand == "Long Close" or PriceBelowMiddleBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowMiddleBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceAboveLowerBand = close > LowerBand
if PriceAboveLowerBand == "Long Open" or PriceAboveLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceAboveLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceAboveLowerBand == "Long Close" or PriceAboveLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceAboveLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isPriceBelowLowerBand = close < LowerBand
if PriceBelowLowerBand == "Long Open" or PriceBelowLowerBand == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPriceBelowLowerBand)
longOpen := a
longOpenCount := b
validLongOpen := c
if PriceBelowLowerBand == "Long Close" or PriceBelowLowerBand == "Long Open and Long Close"
[a,b,c] = testLongClose(isPriceBelowLowerBand)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossoverBandValue1 = crossover(BBWidth, BandWidth1)
if BandWidthCrossoverBandValue1 == "Long Open" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossoverBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossoverBandValue1 == "Long Close" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossoverBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossoverBandValue2 = crossover(BBWidth, BandWidth2)
if BandWidthCrossoverBandValue2 == "Long Open" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossoverBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossoverBandValue2 == "Long Close" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossoverBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossunderBandValue1 = crossunder(BBWidth, BandWidth1)
if BandWidthCrossunderBandValue1 == "Long Open" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossunderBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossunderBandValue1 == "Long Close" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossunderBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthCrossunderBandValue2 = crossunder(BBWidth, BandWidth2)
if BandWidthCrossunderBandValue2 == "Long Open" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthCrossunderBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthCrossunderBandValue2 == "Long Close" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthCrossunderBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthAboveBandValue1 = BBWidth > BandWidth1
if BandWidthAboveBandValue1 == "Long Open" or BandWidthAboveBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthAboveBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthAboveBandValue1 == "Long Close" or BandWidthAboveBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthAboveBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthAboveBandValue2 = BBWidth > BandWidth2
if BandWidthAboveBandValue2 == "Long Open" or BandWidthAboveBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthAboveBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthAboveBandValue2 == "Long Close" or BandWidthAboveBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthAboveBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthBelowBandValue1 = BBWidth < BandWidth1
if BandWidthBelowBandValue1 == "Long Open" or BandWidthBelowBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthBelowBandValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthBelowBandValue1 == "Long Close" or BandWidthBelowBandValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthBelowBandValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isBandWidthBelowBandValue2 = BBWidth < BandWidth2
if BandWidthBelowBandValue2 == "Long Open" or BandWidthBelowBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isBandWidthBelowBandValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if BandWidthBelowBandValue2 == "Long Close" or BandWidthBelowBandValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isBandWidthBelowBandValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossoverPercentBValue1 = crossover(PercentB, PercentB1)
if PercentBCrossoverPercentBValue1 == "Long Open" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossoverPercentBValue1 == "Long Close" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossoverPercentBValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossoverPercentBValue2 = crossover(PercentB, PercentB2)
if PercentBCrossoverPercentBValue2 == "Long Open" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossoverPercentBValue2 == "Long Close" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossoverPercentBValue2)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossunderPercentBValue1 = crossunder(PercentB, PercentB1)
if PercentBCrossunderPercentBValue1 == "Long Open" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue1)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossunderPercentBValue1 == "Long Close" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossunderPercentBValue1)
longClose := a
longCloseCount := b
validLongClose := c
bool isPercentBCrossunderPercentBValue2 = crossunder(PercentB, PercentB2)
if PercentBCrossunderPercentBValue2 == "Long Open" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue2)
longOpen := a
longOpenCount := b
validLongOpen := c
if PercentBCrossunderPercentBValue2 == "Long Close" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
[a,b,c] = testLongClose(isPercentBCrossunderPercentBValue2)
longClose := a
longCloseCount := b
validLongClose := c
// bool isPercentBAbovePercentBValue1 = PercentB > PercentB1
// if PercentBAbovePercentBValue1 == "Long Open" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBAbovePercentBValue1)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBAbovePercentBValue1 == "Long Close" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBAbovePercentBValue1)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBAbovePercentBValue2 = PercentB > PercentB2
// if PercentBAbovePercentBValue2 == "Long Open" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBAbovePercentBValue2)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBAbovePercentBValue2 == "Long Close" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBAbovePercentBValue2)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBBelowPercentBValue1 = PercentB < PercentB1
// if PercentBBelowPercentBValue1 == "Long Open" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBBelowPercentBValue1)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBBelowPercentBValue1 == "Long Close" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBBelowPercentBValue1)
// longClose := a
// longCloseCount := b
// validLongClose := c
// bool isPercentBBelowPercentBValue2 = PercentB < PercentB2
// if PercentBBelowPercentBValue2 == "Long Open" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongOpen(isPercentBBelowPercentBValue2)
// longOpen := a
// longOpenCount := b
// validLongOpen := c
// if PercentBBelowPercentBValue2 == "Long Close" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
// [a,b,c] = testLongClose(isPercentBBelowPercentBValue2)
// longClose := a
// longCloseCount := b
// validLongClose := c
//-------------------------------------END CONDITIONS-------------------------------------------
if OpenConditionsRequirement == "Minimum count"
if longOpenCount >= OpenConditionsMinimumCount
longOpen := 1
if CloseConditionsRequirement == "Minimum count"
if longCloseCount >= CloseConditionsMinimumCount
longClose := 1
// Tie breaker
if longClose == 1 and longOpen == 1
longOpen := 0
if longOpen == 1 and window()
strategy.entry("Long", true) // buy by market
strategy.exit("Take Profit or Stop Loss", "Long", profit = profitTarget, loss = lossTarget)
else if longClose == 1 and window()
strategy.close("Long")
else if not window()
strategy.close("Long")