Sumber dimuat naik... memuat...

MACD Bollinger Turtle Strategi Perdagangan

Penulis:ChaoZhang, Tarikh: 2023-12-06 14:36:34
Tag:

img

Ringkasan

Strategi ini menggabungkan penunjuk MACD dengan Bollinger Bands dan Peraturan Perdagangan Penyu untuk membentuk sistem penilaian berlapis-lapis, yang bertujuan untuk meningkatkan keuntungan sambil mengawal risiko.

Prinsip

  1. Menentukan trend yang berpotensi menggunakan MACD golden cross dan dead cross, dibantu oleh Bollinger Bands atas dan bawah untuk mengenal pasti keadaan overbought dan oversold sebagai isyarat perdagangan.

  2. Menggabungkan penembusan nilai N untuk hentian trailing dari Peraturan Perdagangan Penyu untuk mengunci keuntungan dan mengawal risiko.

  3. Memanfaatkan ciri-ciri Bollinger Bands untuk menyesuaikan saiz kedudukan awal, kemudian menggunakan prinsip piramid dari Peraturan Perdagangan Penyu untuk masuk dan keluar yang tercetak untuk memperluaskan ruang keuntungan.

Analisis Kelebihan

  1. MACD mempunyai keupayaan pengenalan trend yang kuat dan menggabungkannya dengan petunjuk Bollinger Bands overbought-oversold membentuk sistem penilaian yang berkesan dengan ketepatan yang lebih baik.

  2. Mekanisme penangguhan yang diambil dari Peraturan Penyu berfungsi dengan baik untuk mengunci keuntungan dan mengelakkan pengeluaran yang berlebihan.

  3. Piramida bergelombang dengan hentian menyusul mencapai keseimbangan antara kawalan risiko dan pengembangan keuntungan.

Analisis Risiko

  1. Tetapan parameter Bollinger Bands yang tidak betul boleh menyebabkan peluang yang hilang atau peningkatan isyarat palsu.

  2. Nilai N dari Peraturan Penyu perlu ditetapkan dengan bijak kerana nilai yang terlalu besar atau kecil boleh mempengaruhi prestasi strategi.

  3. Piramida berturut-turut harus dilaksanakan dengan berhati-hati untuk mengelakkan mengejar puncak atau membunuh bahagian bawah.

Pengoptimuman

  1. Sesuaikan parameter Bollinger Bands untuk mengoptimumkan lebar saluran untuk peluang keuntungan yang lebih baik.

  2. Uji nilai N yang berbeza untuk mencari penempatan stop loss yang optimum.

  3. Mengoptimumkan besar dan kekerapan piramida untuk meningkatkan risiko-ganjaran.

Kesimpulan

Strategi ini menggabungkan tiga alat kuantiti utama - MACD, Bollinger Bands dan Peraturan Dagangan Penyu dengan menyesuaikan parameter dengan baik untuk mencapai sinergi yang optimum. Ini sepenuhnya menggunakan kekuatan masing-masing untuk peningkatan bersama sambil meningkatkan prestasi sistem secara keseluruhan. Hentikan kerugian yang ketat dan piramid yang berhati-hati memastikan profil risiko-balasan yang baik. Ringkasnya, strategi menunjukkan keuntungan yang konsisten dengan kestabilan.


/*backtest
start: 2022-11-29 00:00:00
end: 2023-12-05 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
strategy("Tagmaniak MACD Algo", shorttitle="Tagmaniak MACD Algo", overlay=true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital=7000, calc_on_order_fills = true, commission_type=strategy.commission.percent, commission_value=0, currency = currency.USD)
//study("MFI Fresh", shorttitle="MFI Fresh", overlay=true)

//Risk Management Settings
//trategy.risk.max_drawdown(20, strategy.percent_of_equity)
//strategy.risk.max_intraday_loss(10, strategy.percent_of_equity)
//strategy.risk.max_cons_loss_days(3)

/////////////////
ts = input(title="Trailing Stop in cents", defval=50)/100

//Time Inputs
FromMonth = input(defval = 6, title = "From Month", minval = 1)
FromDay   = input(defval = 1, title = "From Day", minval = 1)
FromYear  = input(defval = 2017, title = "From Year", minval = 1)
ToMonth   = input(defval = 1, title = "To Month", minval = 1)
ToDay     = input(defval = 1, title = "To Day", minval = 1)
ToYear    = input(defval = 9999, title = "To Year", minval = 1) 

//Time Variable
testPeriod() =>
    (time > timestamp(FromYear, FromMonth, FromDay, 09, 30)) and (time < timestamp(ToYear, ToMonth, ToDay, 09, 29))

//MA On and MA Colors On? Inputs
switch1=input(false, title="Enable Bar Color?")
switch2=input(true, title="Enable Moving Averages?")
switch3=input(false, title="Enable Background Color?")
switch4=input(false, title="Enable Bolinger Bands?")
switch5=input(false, title="Enable Keltner Channel?")

////////////////////////////////Williams %R
R_length = input(14, minval=1)
R_overBought = input(title="%R Overbought", defval=80)
R_overSold = input(title="%R Oversold", defval=20)
R_upper = highest(R_length)
R_lower = lowest(R_length)
R_out = 100 * (close - R_upper) / (R_upper - R_lower)

WilliamsR_longEntry = crossover(R_out, R_overSold)
WilliamsR_shortEntry = crossunder(R_out, R_overBought)

//plot(R_out)
//R_band1 = hline(R_overSold)
//R_band0 = hline(R_overBought)
//fill(R_band1, R_band0)

////////////////////////////////RSI Variables
rsi_source = close
RSI_Length = input(title="RSI Length", defval=3)
RSI_overBought = input(title="RSI Overbought", defval=80)
RSI_overSold = input(title="RSI Oversold", defval=20)

up = rma(max(change(rsi_source), 0), RSI_Length)
down = rma(-min(change(rsi_source), 0), RSI_Length)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))

RSI_longEntry = rsi > 50
//crossover(rsi, RSI_overSold)
RSI_shortEntry = rsi < 50
//crossunder(rsi, RSI_overBought)

//plot(rsi, color=purple)
//band1 = hline(RSI_overBought)
//band0 = hline(RSI_overSold)
//fill(band1, band0, color=purple, transp=90)


//////////////////////Commodity Channel Index
cci_length = input(20, minval=1)
cci_src = input(close, title="Source")
cci_ma = sma(cci_src, cci_length)
cci = (cci_src - cci_ma) / (0.015 * dev(cci_src, cci_length))


cci_longEntry = crossover(cci, -100)
cci_shortEntry = crossunder(cci, 100)

//plot(cci, color=olive)
//cci_band1 = hline(100, color=gray, linestyle=dashed)
//cci_band0 = hline(-100, color=gray, linestyle=dashed)
//fill(cci_band1, cci_band0, color=olive)



//MFI Inputs
MFI_length = input(title="MFI Length", defval=3)
MFI_overBought = input(title="MFI Overbought", defval=80)
MFI_overSold = input(title="MFI Oversold", defval=20)

//MFI Variables
rawMoneyFlow = hlc3 * volume
positiveMoneyFlow = 0.0
positiveMoneyFlow := hlc3 > hlc3[1] ? positiveMoneyFlow + rawMoneyFlow : positiveMoneyFlow
negativeMoneyFlow = 0.0
negativeMoneyFlow :=  hlc3 < hlc3[1] ? negativeMoneyFlow + rawMoneyFlow : negativeMoneyFlow
moneyFlowRatio = sma(positiveMoneyFlow, MFI_length) / sma(negativeMoneyFlow, MFI_length)
moneyFlowIndex = 100 - 100 / (1 + moneyFlowRatio)

MFI_longEntry = (crossover(moneyFlowIndex, MFI_overSold))
MFI_shortEntry = (crossunder(moneyFlowIndex, MFI_overBought))


///// MFI Plot for STUDY
//plot(moneyFlowIndex, color=#459915)
//MFI_OB=hline(MFI_overBought, title="Overbought", color=#c0c0c0)
//MFI_OS=hline(MFI_overSold, title="Oversold", color=#c0c0c0)
//fill(MFI_overBought, MFI_overSold, color=#9915ff, transp=90)


////VERY SLOW SMA
veryslowLength=input(50,minval=1, title="Very slow SMA")
veryslowSMA = sma(close, veryslowLength)


//MACD Inputs
source = input(close, title="MACD source")
fastLength = input(title="MACD Fast Length", defval=12)
fastLength2 = input(title="MACD Fast Length #2", defval=3)
slowLength = input(title="MACD Slow Length", defval=26)
slowLength2 = input(title="MACD Slow Length #2", defval=7)
MACD_fastsignalSmoothing = input(title="Signal Smoothing", defval=7)
MACD_slowsignalSmoothing = input(title="Signal Smoothing", defval=12)
MACD_fastsignalSmoothing2 = input(title="Signal Smoothing #2", defval=5)
MACD_slowsignalSmoothing2 = input(title="Signal Smoothing #2", defval=9)
MACD_percentthreshold = input(title="MACD % Threshold", defval=-0.0030, step=0.0001)

//MACD variables
fastEMA = ema(source, fastLength)
fastEMA2 = ema(source, fastLength2)
slowEMA = ema(source, slowLength)
slowEMA2 = ema(source, slowLength2)
MACD_Line = fastEMA - slowEMA
MACD_Line2 = fastEMA2 - slowEMA2
MACD_fastsignalLine = ema(MACD_Line, MACD_fastsignalSmoothing)
MACD_slowsignalLine = ema(MACD_Line, MACD_slowsignalSmoothing)
MACD_fastsignalLine2 = ema(MACD_Line2, MACD_fastsignalSmoothing2)
MACD_slowsignalLine2 = ema(MACD_Line2, MACD_slowsignalSmoothing2)
fasthist = MACD_Line - MACD_slowsignalLine
MACD_Histogram2 = MACD_Line2 - MACD_fastsignalLine2
minimum = close * MACD_percentthreshold
SMA = sma(MACD_Line, 10)

// MACD and veryslowSMA Plot for STRATEGY
Fast=plot(switch2?fastEMA:na,color=yellow, linewidth=4)
Slow=plot(switch2?slowEMA:na,color=aqua, linewidth=4)
//VerySlow=plot(switch2?veryslowSMA:na,color=purple,linewidth=4)
//fill(Fast,VerySlow,color=gray)

/////// MACD Plots for STUDY
//plot(fasthist, color=fasthist>0 and fasthist[0]>fasthist[1]?#00ff00:fasthist<=0 and fasthist[0]<fasthist[1]?#f72e2e:fasthist>0 and fasthist[0]<fasthist[1]?#008000:fasthist<0 and fasthist[0]>fasthist[1]?#7f0000:white, style=histogram)
//plot(slowhist, color=slowhist>0 and slowhist[0]>slowhist[1]?#00ff00:slowhist<=0 and slowhist[0]<slowhist[1]?#f72e2e:slowhist>0 and slowhist[0]<slowhist[1]?#008000:slowhist<0 and slowhist[0]>slowhist[1]?#7f0000:white, style=histogram)
//plot(MACD_Line, color=yellow, title="MACD Line")
//plot(MACD_fastsignalSmoothing, color=green, title="Fast Signal Line")
//plot(MACD_slowsignalSmoothing, color=red, title="Slow Signal Line")
//plot(MACD_Line2, color=aqua, title="MACD Line 2")
//plot(MACD_fastsignalSmoothing2, color=orange, title="Fast Signal Line 2")
//plot(MACD_slowsignalSmoothing2, color=white, title="Slow Signal Line 2")
//plot(minimum, color=white, title="% Threshold")
//plot(fasthist, color=fasthist>0 and fasthist[0]>fasthist[1]?#00ff00:fasthist<=0 and fasthist[0]<fasthist[1]?#f72e2e:fasthist>0 and fasthist[0]<fasthist[1]?#008000:fasthist<0 and fasthist[0]>fasthist[1]?#7f0000:white, style=histogram)
//plot(MACD_Histogram2, color=MACD_Histogram2>0?blue:MACD_Histogram2<0?orange:white, style=histogram)
//plot(SMA, color=white, title="SMA")

//MACD Entry Conditions
MACD_longEntry2 = (crossover(MACD_Histogram2, 0))
MACD_shortEntry2 = (crossunder(MACD_Histogram2, 0))
MACD_longEntry = (crossover(fasthist, 0))
MACD_shortEntry = (crossunder(fasthist, 0))



// Colors
//MAtrendcolor = change(veryslowSMA) > 0 ? green : red
//trendcolor = fastEMA > slowEMA and change(veryslowSMA) > 0 and close > slowEMA ? green : fastEMA < slowEMA and change(veryslowSMA) < 0 and close < slowEMA ? red : yellow
//bartrendcolor = close > fastEMA and close > slowEMA and close > veryslowSMA and change(slowEMA) > 0 ? green : close < fastEMA and close < slowEMA and close < veryslowSMA and change(slowEMA) < 0 ? red : yellow
//backgroundcolor = slowEMA > veryslowSMA and MACD_longEntry and MACD_Line > 0 and fastEMA > slowEMA and close[slowLength] > veryslowSMA ? green : slowEMA < veryslowSMA and MACD_shortEntry and MACD_Line < 0 and fastEMA < slowEMA and close[slowLength] < veryslowSMA ? red : na
//barcolor(switch1?bartrendcolor:na)

// Conditional Bar Colors
//backgroundcolor = (MACD_longEntry ? green : MACD_shortEntry ? red : na)
//bgcolor(switch3?backgroundcolor:na,transp=80)





////BOLLINGER BAND Conditions
bb_source = close
bb_length = input(20, minval=1)
bb_mult = input(1.86, minval=0.001, maxval=50)

bb_basis = ema(bb_source, bb_length)
bb_dev = bb_mult * stdev(bb_source, bb_length)

bb_upper = bb_basis + bb_dev
bb_lower = bb_basis - bb_dev

bb_longEntry = crossover(bb_source, bb_lower)
bb_shortEntry = crossunder(bb_source, bb_upper)

plot(switch4?bb_basis:na, color=red, linewidth=4)
p1=plot(switch4?bb_upper:na)
p2=plot(switch4?bb_lower:na)
fill(p1,p2, color=aqua, transp=95)

////KELTNER CHANNEL Inputs/Variables/Plots
KC_useTrueRange = input(true)
KC_length = input(20, minval=1)
KC_mult = input(3.0)
KC_source = input(close, title="Source")

KC_ma = ema(KC_source, KC_length)
KC_range = KC_useTrueRange ? tr : high - low
KC_rangema = ema(KC_range, KC_length)
KC_upper = KC_ma + KC_rangema * KC_mult
KC_lower = KC_ma - KC_rangema * KC_mult

KC_longEntry = crossover(KC_source, KC_lower)
KC_shortEntry = crossunder(KC_source, KC_upper)

plot(switch5?KC_ma:na, color=red, title="Basis")
KC_u = plot(switch5?KC_upper:na, color=red, title="Upper")
KC_l = plot(switch5?KC_lower:na, color=red, title="Lower")
fill(KC_u, KC_l, color=red)

///////////////////ADX
//len = input(title="ADX Length", type=integer, defval=14)
//th = input(title="ADX threshold", type=integer, defval=20)

//TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
//DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
//DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0


//SmoothedTrueRange = nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/len) + TrueRange
//SmoothedDirectionalMovementPlus = nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/len) + DirectionalMovementPlus
//SmoothedDirectionalMovementMinus = nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/len) + DirectionalMovementMinus

//DIPlus = sma(SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100, len)
//DIMinus = sma(SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100, len)
//DX = abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
//ADX = sma(DX, len)


///
//ADX_longEntry = crossover(DIPlus, DIMinus) //or (DIPlus > DIMinus and DIPlus > th and ADX > th)
//ADX_shortEntry = crossover(DIMinus, DIPlus) //or (DIMinus > DIPlus and DIMinus > th and ADX > th)


//DI_long = if DIPlus > DIMinus and ADX > 20 and DIPlus > 20
    
    

//plot(DIPlus, color=green, title="DI+")
//plot(DIMinus, color=red, title="DI-")
//plot(ADX, color=black, title="ADX")
//hline(th, color=black, linestyle=dashed)




//////////////////////////////////Playing with RES


r1 = input("5", "Resolution")
r2 = input("15", "Resolution")
r3 = input("30", "Resolution")
r4 = input("60", "Resolution" )

o1 = request.security(heikinashi(syminfo.tickerid), r1, MACD_Line[1])
c1 = request.security(heikinashi(syminfo.tickerid), r1, MACD_slowsignalLine[1])
o2 = request.security(heikinashi(syminfo.tickerid), r2, MACD_Line[1])
c2 = request.security(heikinashi(syminfo.tickerid), r2, MACD_slowsignalLine[1])
o3 = request.security(heikinashi(syminfo.tickerid), r3, MACD_Line[1])
c3 = request.security(heikinashi(syminfo.tickerid), r3, MACD_slowsignalLine[1])
o4 = request.security(heikinashi(syminfo.tickerid), r4, MACD_Line[1])
c4 = request.security(heikinashi(syminfo.tickerid), r4, MACD_slowsignalLine[1])

res_long = (o4 > c4 and o3 > c3 and o2 > c2 and o1 > c1)
res_short = (o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)

///////////////////// Parabolic SAR (stop and reverse)
start = input(0.02)
increment = input(0.02)
maximum = input(0.2)

psar = sar(start, increment, maximum)
plot(psar, style=circles, color=yellow)

psar_longEntry = close > psar
psar_longExit = crossunder(close, psar)
psar_shortEntry = close < psar//crossunder(close, psar)
psar_shortExit = crossover(close, psar)

mix = (moneyFlowIndex + rsi)/2
RSI_MFI = ema(mix, input(3))
//color = RSI_MFI > 80 ? red :RSI_MFI < 20  ? green : silver
vrsi = RSI_MFI

rsiBuySell = vrsi[1] < 95 and crossover(vrsi, 95) or vrsi[1] < 90 and crossover(vrsi, 90) or vrsi[1] < 85 and crossover(vrsi, 85) or vrsi[1] < 80 and crossover(vrsi, 80)  or vrsi[1] < 75 and crossover(vrsi, 75) or vrsi[1] < 70 and  crossover(vrsi, 70)  or vrsi[1] < 65 and crossover(vrsi, 65) or vrsi[1] < 60 and  crossover(vrsi, 60)  or vrsi[1] < 55 and crossover(vrsi, 55) or vrsi[1] < 50 and crossover(vrsi, 50) or vrsi[1] < 45 and crossover(vrsi, 45) or vrsi[1] < 40 and  crossover(vrsi, 40) or vrsi[1] < 35 and crossover(vrsi, 35) or vrsi[1] < 30 and crossover(vrsi, 30) or vrsi[1] < 25 and crossover(vrsi, 25) or vrsi[1] < 20 and  crossover(vrsi, 20) or vrsi[1] < 15 and crossover(vrsi, 15) or  vrsi[1] < 10 and crossover(vrsi, 10) or  vrsi[1] < 5 and crossover(vrsi, 5)  ? 1 :  vrsi[1] > 95 and  crossunder(vrsi, 95) or vrsi[1] > 90 and  crossunder(vrsi, 90) or  vrsi[1] > 85 and  crossunder(vrsi, 85) or vrsi[1] > 80 and crossunder(vrsi, 80) or  vrsi[1] > 75 and  crossunder(vrsi, 75) or vrsi[1] > 70 and  crossunder(vrsi, 70) or  vrsi[1] > 65 and  crossunder(vrsi, 65) or vrsi[1] > 60 and crossunder(vrsi, 60) or  vrsi[1] > 55 and  crossunder(vrsi, 55) or vrsi[1] > 50 and crossunder(vrsi, 50) or  vrsi[1] > 45 and  crossunder(vrsi, 45) or vrsi[1] > 40 and crossunder(vrsi, 40) or  vrsi[1] > 35 and  crossunder(vrsi, 35) or vrsi[1] > 30 and crossunder(vrsi, 30) or  vrsi[1] > 25 and  crossunder(vrsi, 25) or vrsi[1] > 20 and  crossunder(vrsi, 20) or vrsi[1] > 15 and crossunder(vrsi, 15) or vrsi[1] > 10 and crossunder(vrsi, 10) or  vrsi[1] > 5 and  crossunder(vrsi, 5) ?-1:na 

//////////////////////////////////Entry Conditions
//
MA1 = ema(hlc3, input(3))
MA2 = wma(MA1, input(7))
MA3 = ema(MA2, input(2))
MA4 = wma(MA3, input(1))

buy =  close > MA4 or hlc3[1] < MA4 and hlc3 > MA4 and rsiBuySell == 1
sell = close < MA4 or hlc3[1] > MA4 and hlc3 < MA4 and rsiBuySell == -1

p=14

CO=close-open
HL=high-low

value1 = (CO + 2*CO[1] + 2*CO[2] + CO[3])/6
value2 = (HL + 2*HL[1] + 2*HL[2] + HL[3])/6

num=sum(value1,p)
denom=sum(value2,p)

RVI=denom!=0?num/denom:0

RVIsig=(RVI+ 2*RVI[1] + 2*RVI[2] + RVI[3])/6

//plot(RVI,color=white,style=line,linewidth=1)
//plot(RVIsig,color=orange,style=line,linewidth=1)

Tenkan_periods = input(9, minval=1, title="Conversion Line Periods"),
Kijun_periods = input(26, minval=1, title="Base Line Periods")
Senkou_Span_B_Length = input(50, minval=1, title="Lagging Span 2 Periods"),
Chikou_Span_Length = input(25, minval=1, title="Displacement")

donchian(len) => avg(lowest(len), highest(len))

Tenkan_sen = donchian(Tenkan_periods)
Kijun_sen = donchian(Kijun_periods)
Senkou_Span_A = avg(Tenkan_sen, Kijun_sen)
Senkou_Span_B = donchian(Senkou_Span_B_Length)

plot(Tenkan_sen, color=#0496ff, title="Conversion Line")
plot(Kijun_sen, color=#991515, title="Base Line")
plot(close, offset = -Chikou_Span_Length, color=#459915, title="Lagging Span")

p3 = plot(Senkou_Span_A, offset = Chikou_Span_Length, color=green,
 title="Lead 1")
p4 = plot(Senkou_Span_B, offset = Chikou_Span_Length, color=red, 
 title="Lead 2")
fill(p3, p4, color = Senkou_Span_A > Senkou_Span_B ? green : red, transp=50)

Ichimoku_longEntry = Senkou_Span_B < Senkou_Span_A
Ichimoku_shortEntry = Senkou_Span_A < Senkou_Span_B

len9 = input(9, minval=1, title="Length")
srce = input(hlc3, title="Source")
ema9 = ema(srce, len9)
sma50 = sma(ema9, 80)
sma30 = vwma(sma50, 26)
ema930 = ema(sma30, 9)
//plot(ema930, color=blue, title="MA", linewidth=5, transp=0)

SMA100 = sma(input(ohlc4), input(10))
Lookback = SMA100[input(7)]
sma300 = SMA100 + (SMA100 - Lookback)



//if Ichimoku_longEntry
longEntry = (MACD_longEntry2) //or Stoch_longEntry// or buy //or cci_longEntry  or bb_longEntry or psar_shortExit //or  //// // KC_longEntry// or WilliamsR_longEntry//  // // or RSI_longEntry// // or  or MFI_longEntry// or crossover(close,psar) //(o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)

//if Ichimoku_shortEntry
shortEntry = (MACD_shortEntry2) //or Stoch_shortEntry// or sell//or cci_shortEntry or bb_shortEntry or psar_longExit//   // //or KC_shortEntry// or WilliamsR_shortEntry//  //or cci_shortEntry //  // or  or MFI_shortEntry// or crossunder(close,psar)// (o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)



//longExit = shortEntry or psar_longExit // if not (ADX > th and )
//shortExit = longEntry or psar_shortExit // if not (ADX > th and )

////psar for trailing stops or some other measure? we must have a good trailing stop.

///////////////////////////////Strategy Execution

if testPeriod()
    strategy.entry("Long", strategy.long, when=longEntry)
    strategy.close("Long", when=shortEntry)

//if testPeriod()
//    strategy.entry("Long", strategy.long, when=longEntry)
//    strategy.exit("Exit Long", "Long", when=shortEntry)
//else
//    strategy.cancel("Long")
//if testPeriod()
//    strategy.entry("Short", strategy.short, when=shortEntry)
//    strategy.exit("Exit Short", "Short", when=longEntry)
//else
//    strategy.cancel("Long")

//Other Plots and Alerts
plotshape(MACD_longEntry2,  title= "3,7 Long Open", color=green, style=shape.circle)
plotshape(MACD_shortEntry2,  title= "3,7 Short Open", color=red, style=shape.circle)
//plotshape(Stoch_longEntry,  title= "Stoch Long Open", color=aqua, style=shape.circle)
//plotshape(Stoch_shortEntry,  title= "Stoch Short Open", color=orange, style=shape.circle)
//plotshape(buy,  title= "RES Long Open", color=green, location=location.belowbar, style=shape.circle)
///plotshape(sell,  title= "RES Short Open", color=red, location=location.belowbar, style=shape.circle)
//plotshape(MACD_longEntry, title= "12,26 Long Open", color=green, style=shape.arrowup, size=size.normal, location=location.belowbar)
//plotshape(MACD_shortEntry, title= "12,26 Short Open", color=red, style=shape.arrowdown, size=size.normal, location=location.abovebar)
//plotshape(MACD_longEntry, title= "12,26 Long Open", color=green, style=shape.diamond, size=size.tiny, location=location.belowbar)
//plotshape(MACD_shortEntry, title= "12,26 Short Open", color=red, style=shape.diamond, size=size.tiny, location=location.abovebar)

//plotchar(longCondition, location=bottom char="L", color=green)
//plotchar(shortCondition, char="S", color=red)
//alertcondition(longCondition, title="MFI+MACD Long", message="(MFI crossOver 30) or MACD+")
//alertcondition(shortCondition, title="MFI+MACD Short", message="(MFI crossUnder 70) or MACD-")
plot(sma300, color=purple, linewidth=4)

Lebih lanjut