Ini adalah strategi perdagangan kuantitatif yang menggabungkan beberapa penunjuk teknikal untuk keputusan panjang / pendek. Ia mengambil kira penunjuk momentum, penunjuk trend, awan Ichimoku dan faktor lain untuk membentuk penilaian beli / jual akhir. Strategi ini mempunyai kestabilan yang kuat dan ketahanan risiko.
Strategi ini terdiri daripada komponen utama berikut:
Penunjuk momentum: SAR Parabolik, Leledc, Kaufman Adaptive Moving Average dan lain-lain
Penunjuk trend: Rahul Mohindar Oscillator, Trend Magic dan lain-lain
Awan Ichimoku: Tenkan-sen, Kijun-sen dan lain-lain.
Penunjuk jumlah: Penunjuk aliran jumlah
Penunjuk turun naik: Wave Trend Oscillator
TD berurutan
Indikator ini menilai trend dan momentum pasaran dari perspektif yang berbeza. Parabolic SAR mengesan titik pembalikan trend, Leledc mengukur momentum, Ichimoku Cloud mengenal pasti tahap sokongan / rintangan. Isyarat beli / jual dihasilkan apabila kebanyakan indikator bersetuju dengan arah.
Strategi ini juga menetapkan syarat penapis untuk mengelakkan perdagangan yang tidak cekap di luar julat tarikh yang ditentukan setiap bulan/hari.
Pelbagai faktor meningkatkan ketepatan dan rintangan risiko
Validasi silang dengan jenis penunjuk yang berbeza mengelakkan risiko kegagalan
Keadaan penapis mengelakkan perdagangan yang tidak cekap pada tempoh yang tidak sesuai
Pelaksanaan Pine Script membolehkan penggunaan mudah pada TradingView
Parameter yang boleh disesuaikan boleh dioptimumkan untuk pasaran yang berbeza
Isyarat visual memberikan penilaian struktur pasaran yang intuitif
Gabungan pelbagai faktor memerlukan penyesuaian parameter dan pengoptimuman berat
Penunjuk individu mungkin gagal dalam keadaan pasaran tertentu
Tetapan penapis yang tidak betul boleh kehilangan peluang
Keupayaan yang berlebihan perlu dielakkan
Pedagang harus berhati-hati terhadap risiko kegagalan penunjuk dan menyesuaikan strategi dengan sewajarnya
Tindakan balas:
Mengoptimumkan parameter untuk keberkesanan penunjuk di pasaran semasa
Sesuaikan berat untuk memperkuat penunjuk berkesan dan mengurangkan yang tidak berkesan
Penapis halus untuk mengimbangi peluang dan risiko
Tambah algoritma pembelajaran mesin kepada berat penunjuk penyesuaian automatik
Sertakan lebih banyak faktor seperti sentimen, aliran wang dan lain-lain.
Uji parameter optimum merentasi produk dan jangka masa
Menilai prestasi tempoh penahan yang berbeza
Gabungkan lebih banyak penapis seperti musim, data ekonomi dll.
Tambah strategi stop loss
Strategi ini menggabungkan beberapa penunjuk untuk rintangan risiko yang lebih kuat. Tetapi risiko kegagalan penunjuk perlu dipantau, parameter terus dioptimumkan. Penambahbaikan masa depan mungkin termasuk mengoptimumkan berat penunjuk, menambah lebih banyak faktor, menguji tempoh tahan yang optimum dan sebagainya.
//@version=2 persistent_bull = nz(persistent_bull[1],0) persistent_bear = nz(persistent_bear[1],0) strategy("Strategy for The Bitcoin Buy/Sell Indicator", overlay=true, calc_on_every_tick=true) // ****************************************Inputs*************************************************************** //@fixme if there is a buy and sell signal on the same bar, then it displays the first one and skips the second one. Fix this issue buySellSignal = true // Make this false if you do not want to show Buy/Sell signal inputIndividualSiganlPlot = true // = input (false, "Do you want to display each individual indicator's signal on the chart?") sp = input (false, "Do you want to display Parabolic SAR?") spLines = input (false, "Do you want to display Parabolic SAR on the chart?") sCloud = input(false, "Do you want to display the Tenkan and Kijun lines of Ichimoku lines on the chart?") sL = input (false, "Do you want to display Leledec Exhausion - Leledc on the chart?") sTD = false sRMO = input(false, "Do you want to display Rahul Mohindar Oscillator - RMO on the chart?") inputAma = input(false, title="Do you want to display Kaufman AMA wave - AMA on the chart?") tm = input (false, "Do you want to display Trend Magic signals on the chart?") wtoLB = input (false, "Do you want to display WaveTrend Oscillator - WTO on the chart?") vfiLB = input (false, "Do you want to display Volume Flow Indicator - VFI on the chart?") cogRegionFillTransp = 100 // input(false, "Do you want to display COG Region Fill and ATR Starc+/-") inputNeutralMinorSignals = input (false, title="Do you want to not display the minor or the not so strong signals from Ichimoku") maj=true // input(true,title="Show Major Leledc Exhausion Bar signal") min=input(false,title="Show Minor Leledc Exhausion Bar signal") tenkanPeriods = input(20, minval=9, title="Tenkan Period - Ichimoku [9 or 10 or 20]") kijunPeriods = input(60, minval=26, title="Kijun Period - Ichimoku [26 or 30 or 60]") chikouPeriods = input(120, minval=52, title="Chikou - Ichimoku [52 or 60 or 120]") displacement = input(30, minval=26, title="Displacement - Ichimoku [26 or 30]") // ****************************************General Color Variables*************************************************************** colorLime = #006400 // Warning sign for long trade colorBuy= #2DFF03 // Good sign for long trade colorSell = #733629 // Good sign for short trade colorMaroon =#8b0000 // Warning sign for short trade colorBlue =#0000ff // No clear sign colorGray = #a9a9a9 // Gray Color (For Squeeze momentum indicator) colorBlack = #000000 // Black colorWhite = #ffffff // White colorTenkanViolet = #800000 // Tenkan-sen line color colorKijun = #0000A6 // Kijun-sen line color // TD Sequential bar colors tdSell = #ff6666 tdSellOvershoot = #ff1a1a tdSellOvershoot1 = #cc0000 tdSellOverShoot2 = #990000 tdSellOverShoot3 = #732626 tdBuy = #80ff80 tdBuyOverShoot = #33ff33 tdBuyOvershoot1 = #00cc00 tdBuyOverShoot2 = #008000 tdBuyOvershoot3 = #004d00 // ****************************************Icons*************************************************************** upSign = '↑' // indicates the indicator shows uptrend downSign = '↓' // incicates the indicator showing downtrend exitSign ='x' //indicates the indicator uptrend/downtrend ending // diamond signals weakBullishSignal or weakBearishsignal // flag signals neutralBullishSignal or neutralBearishSignal // ****************************************Parabolic SAR code*************************************************************** start = 2 increment = 2 maximum = 2 sus = true sds = true disc = false startCalc = start * .01 incrementCalc = increment * .01 maximumCalc = maximum * .10 sarUp = sar(startCalc, incrementCalc, maximumCalc) sarDown = sar(startCalc, incrementCalc, maximumCalc) colUp = spLines and close >= sarDown ? colorLime : na colDown = spLines and close <= sarUp ? colorSell : na //@fixme Does not display the correct values for up and down pSAR plot(sp and sus and sarUp ? sarUp : na, title="↓ SAR", style=cross, linewidth=3,color=colUp) plot(sp and sds and sarDown ? sarDown : na, title="↑ SAR", style=circles, linewidth=3,color=colDown) startSAR = 0.02 incrementSAR = 0.02 maximumSAR = 0.2 psar = sar(startSAR, incrementSAR, maximumSAR) bullishPSAR = psar < high and psar[1] > low bearishPSAR= psar > low and psar[1] < high //***********************Leledc Exhausion Bar*********************************************** maj_qual=6 maj_len=30 min_qual=5 min_len=5 lele(qual,len)=> bindex=nz(bindex[1],0) sindex=nz(sindex[1],0) ret=0 if (close>close[4]) bindex:=bindex + 1 if(close<close[4]) sindex:=sindex + 1 if (bindex>qual) and (close<open) and high>=highest(high,len) bindex:=0 ret:=-1 if ((sindex>qual) and (close>open) and (low<= lowest(low,len))) sindex:=0 ret:=1 return=ret major=lele(maj_qual,maj_len) minor=lele(min_qual,min_len) leledecMajorBullish = maj ? (major==1?low:na) : na leledecMajorBearish = maj ? (major==-1?high:na) : na //****************Ichimoku ************************************ donchian(len) => avg(lowest(len), highest(len)) tenkan = donchian(tenkanPeriods) kijun = donchian(kijunPeriods) senkouA = avg(tenkan, kijun) senkouB = donchian(chikouPeriods) displacedSenkouA = senkouA[displacement] displacedSenkouB = senkouB[displacement] bullishSignal = crossover(tenkan, kijun) bearishSignal = crossunder(tenkan, kijun) bullishSignalValues = iff(bullishSignal, tenkan, na) bearishSignalValues = iff(bearishSignal, tenkan, na) strongBullishSignal = crossover(tenkan, kijun) and bullishSignalValues > displacedSenkouA and bullishSignalValues > displacedSenkouB and low > tenkan and displacedSenkouA > displacedSenkouB strongBearishSignal = bearishSignalValues < displacedSenkouA and bearishSignalValues < displacedSenkouB and high < tenkan and displacedSenkouA < displacedSenkouB neutralBullishSignal = (bullishSignalValues > displacedSenkouA and bullishSignalValues < displacedSenkouB) or (bullishSignalValues < displacedSenkouA and bullishSignalValues > displacedSenkouB) weakBullishSignal = bullishSignalValues < displacedSenkouA and bullishSignalValues < displacedSenkouB neutralBearishSignal = (bearishSignalValues > displacedSenkouA and bearishSignalValues < displacedSenkouB) or (bearishSignalValues < displacedSenkouA and bearishSignalValues > displacedSenkouB) weakBearishSignal = bearishSignalValues > displacedSenkouA and bearishSignalValues > displacedSenkouB //*********************Kaufman AMA wave*********************// src=close lengthAMA=20 filterp = 10 d=abs(src-src[1]) s=abs(src-src[lengthAMA]) noise=sum(d, lengthAMA) efratio=s/noise fastsc=0.6022 slowsc=0.0645 smooth=pow(efratio*fastsc+slowsc, 2) ama=nz(ama[1], close)+smooth*(src-nz(ama[1], close)) filter=filterp/100 * stdev(ama-nz(ama), lengthAMA) amalow=ama < nz(ama[1]) ? ama : nz(amalow[1]) amahigh=ama > nz(ama[1]) ? ama : nz(amahigh[1]) bw=(ama-amalow) > filter ? 1 : (amahigh-ama > filter ? -1 : 0) s_color=bw > 0 ? colorBuy : (bw < 0) ? colorSell : colorBlue amaLongConditionEntry = s_color==colorBuy and s_color[1]!=colorBuy amaShortConditionEntry = s_color==colorSell and s_color[1]!=colorSell //***********************Rahul Mohindar Oscillator ******************************// C=close cm2(x) => sma(x,2) ma1=cm2(C) ma2=cm2(ma1) ma3=cm2(ma2) ma4=cm2(ma3) ma5=cm2(ma4) ma6=cm2(ma5) ma7=cm2(ma6) ma8=cm2(ma7) ma9=cm2(ma8) ma10=cm2(ma9) SwingTrd1 = 100 * (close - (ma1+ma2+ma3+ma4+ma5+ma6+ma7+ma8+ma9+ma10)/10)/(highest(C,10)-lowest(C,10)) SwingTrd2=ema(SwingTrd1,30) SwingTrd3=ema(SwingTrd2,30) RMO= ema(SwingTrd1,81) Buy=cross(SwingTrd2,SwingTrd3) Sell=cross(SwingTrd3,SwingTrd2) Bull_Trend=ema(SwingTrd1,81)>0 Bear_Trend=ema(SwingTrd1,81)<0 Ribbon_kol=Bull_Trend ? colorBuy : (Bear_Trend ? colorSell : colorBlue) Impulse_UP= SwingTrd2 > 0 Impulse_Down= RMO < 0 bar_kol=Impulse_UP ? colorBuy : (Impulse_Down ? colorSell : (Bull_Trend ? colorBuy : colorBlue)) rahulMohindarOscilllatorLongEntry = Ribbon_kol==colorBuy and Ribbon_kol[1]!=colorBuy and Ribbon_kol[1]==colorSell and bar_kol==colorBuy rahulMohindarOscilllatorShortEntry = Ribbon_kol==colorSell and Ribbon_kol[1]!=colorSell and Ribbon_kol[1]==colorBuy and bar_kol==colorSell //***********************TD Sequential code ******************************// transp=0 Numbers=false SR=false Barcolor=true TD = close > close[4] ?nz(TD[1])+1:0 TS = close < close[4] ?nz(TS[1])+1:0 TDUp = TD - valuewhen(TD < TD[1], TD , 1 ) TDDn = TS - valuewhen(TS < TS[1], TS , 1 ) priceflip = barssince(close<close[4]) sellsetup = close>close[4] and priceflip sell = sellsetup and barssince(priceflip!=9) sellovershoot = sellsetup and barssince(priceflip!=13) sellovershoot1 = sellsetup and barssince(priceflip!=14) sellovershoot2 = sellsetup and barssince(priceflip!=15) sellovershoot3 = sellsetup and barssince(priceflip!=16) priceflip1 = barssince(close>close[4]) buysetup = close<close[4] and priceflip1 buy = buysetup and barssince(priceflip1!=9) buyovershoot = barssince(priceflip1!=13) and buysetup buyovershoot1 = barssince(priceflip1!=14) and buysetup buyovershoot2 = barssince(priceflip1!=15) and buysetup buyovershoot3 = barssince(priceflip1!=16) and buysetup TDbuyh = valuewhen(buy,high,0) TDbuyl = valuewhen(buy,low,0) TDsellh = valuewhen(sell,high,0) TDselll = valuewhen(sell,low,0) //***********************Volume Flow Indicator [LazyBear] ******************************// lengthVFI = 130 coefVFI = 0.2 vcoefVFI = 2.5 signalLength= 5 smoothVFI=true ma(x,y) => smoothVFI ? sma(x,y) : x typical=hlc3 inter = log( typical ) - log( typical[1] ) vinter = stdev(inter, 30 ) cutoff = coefVFI * vinter * close vave = sma( volume, lengthVFI )[1] vmax = vave * vcoefVFI vc = iff(volume < vmax, volume, vmax) mf = typical - typical[1] vcp = iff( mf > cutoff, vc, iff ( mf < -cutoff, -vc, 0 ) ) vfi = ma(sum( vcp , lengthVFI )/vave, 3) vfima=ema( vfi, signalLength ) dVFI=vfi-vfima bullishVFI = vfi > 0 and vfi[1] <=0 bearishVFI = vfi < 0 and vfi[1] >=0 //***********************WaveTrend Oscillator [WT] ******************************// n1 = 10 n2 = 21 obLevel1 = 60 obLevel2 = 53 osLevel1 = -60 osLevel2 = -53 ap = hlc3 esa = ema(ap, n1) dWTI = ema(abs(ap - esa), n1) ci = (ap - esa) / (0.015 * dWTI) tci = ema(ci, n2) wt1 = tci wt2 = sma(wt1,4) wtiSignal = wt1-wt2 bullishWTI = wt1 > osLevel1 and wt1[1] <= osLevel1 and wtiSignal > 0 bearishWTI = wt1 < obLevel1 and wt1[1] >= obLevel1 and wtiSignal < 0 // **************** Trend Magic code adapted from Glaz ********************* / CCI = 20 // input(20) ATR = 5 // input(5) Multiplier=1 // input(1,title='ATR Multiplier') original=true // input(true,title='original coloring') thisCCI = cci(close, CCI) lastCCI = nz(thisCCI[1]) bufferDn= high + Multiplier * sma(tr,ATR) bufferUp= low - Multiplier * sma(tr,ATR) if (thisCCI >= 0 and lastCCI < 0) bufferUp := bufferDn[1] if (thisCCI <= 0 and lastCCI > 0) bufferDn := bufferUp[1] if (thisCCI >= 0) if (bufferUp < bufferUp[1]) bufferUp := bufferUp[1] else if (thisCCI <= 0) if (bufferDn > bufferDn[1]) bufferDn := bufferDn[1] x=thisCCI >= 0 ?bufferUp:thisCCI <= 0 ?bufferDn:x[1] swap=x>x[1]?1:x<x[1]?-1:swap[1] swap2=swap==1?lime:red swap3=thisCCI >=0 ?lime:red swap4=original?swap3:swap2 bullTrendMagic = swap4 == lime and swap4[1] == red bearTrendMagic = swap4 == red and swap4[1] == lime // ************ Indicator: Custom COG channel by Lazy Bear **************** // srcCOG = close lengthCOG = 34 median=0 multCOG= 2.5 // input(2.5) offset = 20 //input(20) tr_custom() => x1=high-low x2=abs(high-close[1]) x3=abs(low-close[1]) max(x1, max(x2,x3)) atr_custom(x,y) => sma(x,y) dev = (multCOG * stdev(srcCOG, lengthCOG)) basis=linreg(srcCOG, lengthCOG, median) ul = (basis + dev) ll = (basis - dev) tr_v = tr_custom() acustom=(2*atr_custom(tr_v, lengthCOG)) uls=basis+acustom lls=basis-acustom // Plot STDEV channel plot(basis, linewidth=1, color=navy, style=line, linewidth=1, title="Median : STDEV COG") lb=plot(ul, color=red, linewidth=1, title="BB+ : COG", style=hline.style_dashed) tb=plot(ll, color=green, linewidth=1, title="BB- : COG ", style=hline.style_dashed) fill(tb,lb, silver, title="Region fill: STDEV COG", transp=cogRegionFillTransp) // Plot ATR channel plot(basis, linewidth=2, color=navy, style=line, linewidth=2, title="Median : ATR COG ") ls=plot(uls, color=red, linewidth=1, title="Starc+ : ATR COG", style=circles, transp=cogRegionFillTransp) ts=plot(lls, color=green, linewidth=1, title="Star- : ATR COG", style=circles, transp=cogRegionFillTransp) fill(ts,tb, green, title="Region fill : ATR COG", transp=cogRegionFillTransp) fill(ls,lb, red, title="Region fill : ATR COG", transp=cogRegionFillTransp) // Mark SQZ plot_offs_high=0.002 plot_offs_low=0.002 sqz_f=(uls>ul) and (lls<ll) b_color=sqz_f ? colorBlack : na plot(sqz_f ? lls - (lls * plot_offs_low) : na, color=b_color, style=cross, linewidth=3, title="SQZ : COG", trasp=0) plot(sqz_f ? uls + (uls * plot_offs_high) : na, color=b_color, style=cross, linewidth=3, title="SQZ : COG", trasp=0) // ****************************************All the plots and coloring of bars*************************************************************** // Trend Magic plotchar(tm and bullTrendMagic, title="TM", char=upSign, location=location.belowbar, color=colorBuy, transp=0, text="TM", textcolor=colorBuy, size=size.auto) plotchar(tm and bearTrendMagic, title="TM", char=downSign, location=location.abovebar, color=colorSell, transp=0, text="TM", textcolor=colorSell, size=size.auto) // WaveTrend Oscillator plotshape(wtoLB and bullishWTI, color=colorBuy, style=shape.labelup, textcolor=#000000, text="WTI", location=location.belowbar, transp=0) plotshape(wtoLB and bearishWTI, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="WTI", location=location.abovebar, transp=0) // VFI plotshape(vfiLB and bullishVFI, color=colorBuy, style=shape.labelup, textcolor=#000000, text="VFI", location=location.belowbar, transp=0) plotshape(vfiLB and bearishVFI, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="VFI", location=location.abovebar, transp=0) // PSAR plotshape(inputIndividualSiganlPlot and sp and bullishPSAR, color=colorBuy, style=shape.labelup, textcolor=#000000, text="Sar", location=location.belowbar, transp=0) plotshape(inputIndividualSiganlPlot and sp and bearishPSAR, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="Sar", location=location.abovebar, transp=0) // Leledec plotshape(inputIndividualSiganlPlot and sL and leledecMajorBearish, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="Leledec", location=location.abovebar, transp=0) plotshape(inputIndividualSiganlPlot and sL and leledecMajorBullish, color=colorBuy, style=shape.labelup, textcolor=#000000, text="Leledec", location=location.belowbar, transp=0) plotshape(min ? (minor==1?low:na) : na, style=shape.diamond, text="Leledec", size=size.tiny, location=location.belowbar, title="Weak Bullish Signals - Leledec", color=colorLime) plotshape(min ? (minor==-1?high:na) : na, style=shape.diamond, text="Leledec", size=size.tiny, location=location.abovebar, title="Weak Bearish Signals - Leleded", color=colorSell) // Ichimoku plot(tenkan, color=iff(sCloud, colorTenkanViolet, na), title="Tenkan", linewidth=2, transp=0) plot(kijun, color=iff(sCloud, colorKijun, na), title="Kijun", linewidth=2, transp=0) plot(close, offset = -displacement, color=iff(sCloud, colorLime, na), title="Chikou", linewidth=1) p1 = plot(senkouA, offset=displacement, color=colorBuy, title="Senkou A", linewidth=3, transp=0) p2 = plot(senkouB, offset=displacement, color=colorSell, title="Senkou B", linewidth=3, transp=0) fill(p1, p2, color = senkouA > senkouB ? #1eb600 : colorSell) plotshape(inputIndividualSiganlPlot and strongBearishSignal, color=colorSell, style=shape.labelup, textcolor=#000000, text="Ichimoku", location=location.abovebar, transp=0) plotshape(inputIndividualSiganlPlot and strongBullishSignal, color=colorBuy, style=shape.labeldown, textcolor=#ffffff, text="Ichimoku", location=location.belowbar, transp=0) plotshape(inputNeutralMinorSignals and neutralBullishSignal, style=shape.flag, text="Ichimoku", size=size.small, location=location.belowbar, title="Neutral Bullish Signals - Ichimoku", color=colorLime) plotshape(inputNeutralMinorSignals and weakBullishSignal, style=shape.diamond, text="Ichimoku", size=size.tiny, location=location.belowbar, title="Weak Bullish Signals - Ichimoku", color=colorLime) plotshape(inputNeutralMinorSignals and neutralBearishSignal, style=shape.flag, text="Ichimoku", size=size.small, location=location.abovebar, title="Neutral Bearish Signals - Ichimoku", color=colorMaroon) plotshape(inputNeutralMinorSignals and weakBearishSignal, style=shape.diamond, text="Ichimoku", size=size.tiny, location=location.abovebar, title="Weak Bearish Signals - Ichimoku", color=colorMaroon) // AMA plotshape(inputIndividualSiganlPlot and inputAma and amaLongConditionEntry, color=colorBuy, style=shape.labelup, textcolor=#000000, text="AMA", location=location.belowbar, transp=0) plotshape(inputIndividualSiganlPlot and inputAma and amaShortConditionEntry, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="AMA", location=location.abovebar, transp=0) // RMO plotshape(inputIndividualSiganlPlot and sRMO and rahulMohindarOscilllatorLongEntry, color=colorBuy, style=shape.labelup, textcolor=#000000, text="RMO", location=location.belowbar, transp=0) plotshape(inputIndividualSiganlPlot and sRMO and rahulMohindarOscilllatorShortEntry, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="RMO", location=location.abovebar, transp=0) // TD plot(sTD and SR?(TDbuyh ? TDbuyl: na):na,style=circles, linewidth=1, color=red) plot(sTD and SR?(TDselll ? TDsellh : na):na,style=circles, linewidth=1, color=lime) barColour = sell? tdSell : buy? tdBuy : sellovershoot? tdSellOvershoot : sellovershoot1? tdSellOvershoot1 : sellovershoot2?tdSellOverShoot2 : sellovershoot3? tdSellOverShoot3 : buyovershoot? tdBuyOverShoot : buyovershoot1? tdBuyOvershoot1 : buyovershoot2? tdBuyOverShoot2 : buyovershoot3? tdBuyOvershoot3 : na barcolor(color=barColour, title ="TD Sequential Bar Colour") // ****************************************BUY/SELL Signal *************************************************************** bull = leledecMajorBullish or bullishPSAR or strongBullishSignal or amaLongConditionEntry or rahulMohindarOscilllatorLongEntry or bullishVFI bear = leledecMajorBearish or bearishPSAR or strongBearishSignal or amaShortConditionEntry or rahulMohindarOscilllatorShortEntry or bearishVFI if bull persistent_bull := 1 persistent_bear := 0 if bear persistent_bull := 0 persistent_bear := 1 plotshape(bull and persistent_bull[1] != 1, style=shape.labelup, location=location.belowbar, color=colorBuy, text="Buy", textcolor=#000000, transp=0) plotshape(bear and persistent_bear[1] != 1, style=shape.labeldown, color=colorSell, text="Sell", location=location.abovebar, textcolor =#ffffff, transp=0) // ****************************************Alerts*************************************************************** // For global buy/sell alertcondition(bull and persistent_bull[1] != 1, title='Buy', message='Buy') alertcondition(bear and persistent_bear[1] != 1, title='Sell', message='Sell') // Strategy longCondition = leledecMajorBullish or bullishPSAR or strongBullishSignal or amaLongConditionEntry or rahulMohindarOscilllatorLongEntry or bullishVFI closeLongCondition = leledecMajorBearish or bearishPSAR or strongBearishSignal or amaShortConditionEntry or rahulMohindarOscilllatorShortEntry or bearishVFI monthfrom =input(1) monthuntil =input(12) dayfrom=input(1) dayuntil=input(31) yearfrom=input(2017) yearuntil=input(2020) leverage=input(1) if (longCondition ) strategy.entry("Long", strategy.long, leverage, comment="Enter Long") else strategy.close("Long", when=closeLongCondition) //if (closeLongCondition and month>=monthfrom and month <=monthuntil and dayofmonth>=dayfrom and dayofmonth <= dayuntil and year <= yearuntil and year>=yearfrom) // strategy.entry("Short", strategy.short, leverage, comment="Enter Short") //else // strategy.close("Short", when=longCondition)