Ini adalah sistem silang purata bergerak untuk menjana isyarat perdagangan. Strategi ini membolehkan memilih pelbagai jenis purata bergerak dan mengkonfigurasi parameter purata bergerak jangka pendek dan panjang untuk menghasilkan isyarat beli dan jual. Ia juga menyediakan pilihan penapisan trend untuk menyelaraskan isyarat perdagangan dengan arah trend.
Logik teras strategi ini adalah berdasarkan persilangan dua purata bergerak untuk menjana isyarat perdagangan.
Isyarat beli dihasilkan apabila purata bergerak jangka pendek melintasi di atas purata bergerak jangka panjang.
Isyarat jual dihasilkan apabila purata bergerak jangka pendek melintasi di bawah purata bergerak jangka panjang.
Di samping itu, strategi ini menyediakan pilihan untuk memilih dari empat jenis purata bergerak, termasuk Purata Bergerak Sederhana (SMA), Purata Bergerak Eksponen (EMA), Purata Bergerak Bertimbang (WMA) dan Purata Bergerak Bertimbang Volume (VWMA).
Selain itu, strategi ini menawarkan tiga mod operasi: hanya panjang, hanya pendek dan panjang/pendek. Ini membolehkan pengguna memilih arah perdagangan yang sesuai mengikut keadaan pasaran yang berbeza.
Akhirnya, pilihan penapisan trend disertakan. Ini memerlukan isyarat dagangan sejajar dengan arah trend, jika tidak isyarat akan diabaikan. Khususnya, apabila pilihan ditetapkan pada
Kelebihan terbesar strategi ini adalah bahawa ia adalah parameter dan fleksibel. purata bergerak, sebagai salah satu penunjuk teknikal yang paling asas, digunakan secara meluas dalam perdagangan kuantitatif. Strategi ini menyediakan sistem crossover purata bergerak yang sangat boleh dikonfigurasi, supaya pengguna dapat menyesuaikan parameter dengan fleksibel untuk memenuhi keadaan pasaran yang berbeza.
Khususnya, kelebihan termasuk:
Menyediakan pelbagai jenis purata bergerak untuk dipilih, yang membolehkan mengoptimumkan sistem dengan menyesuaikan parameter purata bergerak
Tempoh purata bergerak jangka pendek dan jangka panjang yang boleh dikonfigurasi untuk menyesuaikan diri dengan kitaran pasaran yang berbeza
Arahan perdagangan panjang/pendek pilihan untuk mengelakkan pasaran yang tidak menguntungkan
Penapisan trend pilihan untuk mengelakkan dagangan menentang trend
Logik strategi yang mudah dan jelas yang mudah difahami dan dioptimumkan
Ringkasnya, ini adalah sistem crossover purata bergerak yang sangat fleksibel dan boleh disesuaikan. Pengguna boleh menyesuaikan dengan pandangan pasaran mereka sendiri dengan menyesuaikan parameter, tanpa terhad kepada corak tetap.
Risiko utama strategi ini berasal dari:
Purata bergerak sebagai penunjuk yang ketinggalan mungkin terlepas perubahan harga awal
Gabungan parameter yang tidak betul boleh mengakibatkan perdagangan berlebihan dan keuntungan yang lebih rendah
Mengekalkan corak tetap mungkin gagal apabila rejim pasaran berubah
Untuk menangani risiko ini, penyelesaian berikut boleh diterima pakai:
Menggabungkan penunjuk utama seperti jumlah dan turun naik untuk mengesan perubahan harga awal
Mengoptimumkan parameter untuk keuntungan yang lebih tinggi dan mengawal kekerapan perdagangan
Sesuaikan parameter strategi secara dinamik untuk menyesuaikan diri dengan tren dan pasaran yang berbeza
Arah pengoptimuman utama untuk strategi ini adalah:
Tambah penunjuk teknikal lain seperti jumlah dan Bollinger Bands untuk meningkatkan kecekapan
Menggabungkan stop loss untuk mengawal kerugian perdagangan tunggal
Gunakan algoritma pembelajaran mesin untuk mengoptimumkan parameter secara dinamik
Mengenal pasti trend berdasarkan struktur pasaran dan bukannya purata bergerak mudah
Menggabungkan penunjuk turun naik untuk saiz kedudukan dinamik
Dengan pengoptimuman ini, sistem boleh mempunyai pengurusan risiko yang lebih baik, ketahanan, dan kesesuaian dengan pasaran yang berkembang.
Kesimpulannya, strategi crossover purata bergerak ini adalah sistem trend berikut yang sangat tipikal. Ia mudah, fleksibel, mudah difahami, dan menyediakan kerangka kerja yang sangat boleh dikonfigurasikan. Pengguna boleh menyesuaikan dengan pandangan mereka mengenai keadaan pasaran dengan memilih purata bergerak yang sesuai, menyesuaikan parameter, dan mengkonfigurasi perdagangan panjang / pendek. Sudah tentu, mereka juga boleh memperkaya sistem dengan menggabungkan penunjuk teknikal lain sambil mengekalkan merit trend berikut terasnya. Dengan peningkatan yang betul, ia boleh menjadi strategi perdagangan kuantitatif yang lebih komprehensif dan boleh dipercayai.
/*backtest
start: 2023-09-08 00:00:00
end: 2023-10-08 00:00:00
period: 3h
basePeriod: 15m
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: Moving Average Crossover Strategy", overlay=true)
LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
MAs1 = input(title="Which Moving Average? (1)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"])
MAs2 = input(title="Which Moving Average? (2)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"])
MA1 = input(title="Moving Average Length 1", type = input.integer ,defval=10)
MAL2 = input(title="Moving Average Length 2", type = input.integer ,defval=20)
AboveBelow = input(title="Trend SMA Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
TLen = input(title="Trend SMA Length", type = input.integer ,defval=200)
////////////////////////
///////LONG ONLY////////
////////////////////////
//ABOVE
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))
// BELOW
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))
// DONT INCLUDE
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) )
strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) )
strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) )
strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) )
strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) )
strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) )
strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) )
strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) )
strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) )
strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) )
strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) )
strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) )
strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) )
strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) )
strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) )
strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) )
strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2)))
////////////////////////
///////SHORT ONLY///////
////////////////////////
//ABOVE
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))
// BELOW
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))
// DONT INCLUDE
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) )
strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) )
strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) )
strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) )
strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) )
strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) )
strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) )
strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) )
strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) )
strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) )
strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) )
strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) )
strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) )
strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) )
strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) )
strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) )
strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2)))
////////////////////////
/////// BOTH ///////////
////////////////////////
//ABOVE
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))
// BELOW
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen))
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))
// DONT INCLUDE
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)))
///--///
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)))
if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA"
strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) )
strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))