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Triple Indikator Sentimen Diarahkan Breakout Strategi

Penulis:ChaoZhang, Tarikh: 2024-01-17 17:53:55
Tag:

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Ringkasan

Strategi ini menggabungkan penunjuk QQE Mod, penunjuk SSL Hybrid dan penunjuk Ledakan Waddah Attar, membentuk isyarat perdagangan dan tergolong dalam pelbagai indikator yang didorong oleh strategi breakout sentimen. Ia boleh menilai sentimen pasaran sebelum pecah, mengelakkan pecah palsu, yang merupakan strategi breakout yang agak berkualiti tinggi.

Logika Strategi

Logik teras strategi ini adalah berdasarkan keputusan perdagangan yang dibentuk oleh tiga penunjuk:

Penunjuk Mod QQE: Indikator ini meningkatkan penunjuk RSI untuk menjadikannya lebih sensitif dalam menilai sentimen pasaran. Strategi ini menggunakannya untuk menentukan isyarat pembalikan bawah dan pembalikan atas.

Penunjuk hibrid SSL: Indikator ini secara komprehensif mempertimbangkan situasi terobosan pelbagai purata bergerak untuk menentukan tanda pasaran.

Waddah Attar Ledakan Indikator: Indikator ini menilai kekuatan letupan harga dalam saluran. Strategi ini menggunakannya untuk menentukan sama ada momentum semasa pecah mencukupi.

Apabila penunjuk QQE mengeluarkan isyarat pembalikan bawah, penunjuk SSL menunjukkan penembusan atas saluran, dan penunjuk Waddah Attar menentukan momentum letupan, strategi ini menghasilkan keputusan beli. Apabila tiga penunjuk mengeluarkan isyarat bertentangan secara serentak, ia membuat keputusan jual.

Strategi ini juga menetapkan stop loss yang tepat dan mengambil keuntungan untuk mengunci keuntungan sejauh mungkin, yang merupakan strategi breakout yang didorong oleh sentimen yang berkualiti tinggi.

Analisis Kelebihan

Strategi ini mempunyai kelebihan berikut:

  1. Mengintegrasikan pelbagai penunjuk untuk menentukan sentimen pasaran dan mengelakkan risiko pecah palsu
  2. Mempertimbangkan secara komprehensif penunjuk pembalikan, penunjuk saluran dan penunjuk momentum untuk memastikan tahap pengesahan yang tinggi semasa pecah
  3. Mengambil langkah stop loss bergerak dengan ketepatan tinggi untuk mengurangkan risiko dan mengunci keuntungan
  4. Parameter telah melalui banyak ujian pengoptimuman dengan kestabilan yang baik, sesuai untuk jangka sederhana dan jangka panjang memegang
  5. Parameter penunjuk boleh dikonfigurasi untuk menyesuaikan gaya strategi untuk memenuhi keadaan pasaran yang lebih luas

Analisis Risiko

Risiko utama strategi ini termasuk:

  1. Ia cenderung menghasilkan lebih banyak perdagangan kecil yang rugi semasa penurunan berterusan
  2. Ia bergantung kepada beberapa isyarat penunjuk serentak yang mungkin gagal luar biasa di beberapa pasaran
  3. Risiko terlalu optimum wujud untuk beberapa penunjuk seperti QQE, parameter harus ditetapkan dengan berhati-hati
  4. Memindahkan stop loss tidak boleh memainkan peranan biasa dalam beberapa keadaan pasaran yang luar biasa

Untuk menangani risiko di atas, disyorkan untuk menyesuaikan parameter penunjuk supaya lebih stabil, dan dengan sewajarnya meningkatkan tempoh pegangan untuk mendapatkan kadar keuntungan yang lebih tinggi.

Arahan pengoptimuman

Strategi ini boleh dioptimumkan lagi dalam aspek berikut:

  1. Sesuaikan parameter penunjuk untuk menjadikannya lebih stabil atau sensitif
  2. Tambah modul pengoptimuman saiz kedudukan berdasarkan turun naik
  3. Tambah modul kawalan risiko pembelajaran mesin untuk menilai keadaan pasaran secara dinamik
  4. Menggunakan model pembelajaran mendalam untuk meramalkan corak penunjuk dan meningkatkan ketepatan keputusan
  5. Memperkenalkan analisis jangka masa silang untuk mengurangkan kebarangkalian pecah palsu

Kesimpulan

Strategi ini mengintegrasikan kelebihan pelbagai penunjuk sentimen arus perdana untuk membina strategi breakout yang didorong sentimen yang cekap. Ia berjaya mengelakkan risiko yang dibawa oleh banyak breakout berkualiti rendah, dan mempunyai konsep stop loss yang tepat untuk mengunci keuntungan. Ini adalah strategi breakout yang matang dan boleh dipercayai yang patut dipelajari dan dimanfaatkan. Dengan pengoptimuman parameter berterusan dan ramalan model, ia berpotensi menghasilkan pulangan yang berlebihan yang lebih konsisten.


/*backtest
start: 2023-12-17 00:00:00
end: 2024-01-16 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// Strategy based on the 3 indicators:
//  - QQE MOD
//  - SSL Hybrid
//  - Waddah Attar Explosion
//
// Strategy was designed for the purpose of back testing. 
// See strategy documentation for info on trade entry logic.
// 
// Credits:
//  - QQE MOD: Mihkel00 (https://www.tradingview.com/u/Mihkel00/)
//  - SSL Hybrid: Mihkel00 (https://www.tradingview.com/u/Mihkel00/)
//  - Waddah Attar Explosion: shayankm (https://www.tradingview.com/u/shayankm/)

//@version=5
strategy("QQE MOD + SSL Hybrid + Waddah Attar Explosion", overlay=false)

// =============================================================================
// STRATEGY INPUT SETTINGS
// =============================================================================

// ---------------
// Risk Management
// ---------------
swingLength = input.int(10, "Swing High/Low Lookback Length", group='Strategy: Risk Management', tooltip='Stop Loss is calculated by the swing high or low over the previous X candles')
accountRiskPercent = input.float(2, "Account percent loss per trade", step=0.1, group='Strategy: Risk Management', tooltip='Each trade will risk X% of the account balance')

// ----------
// Date Range
// ----------
start_year = input.int(title='Start Date', defval=2022, minval=2010, maxval=3000, group='Strategy: Date Range', inline='1')
start_month = input.int(title='', defval=1, group='Strategy: Date Range', inline='1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
start_date = input.int(title='', defval=1, group='Strategy: Date Range', inline='1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
end_year = input.int(title='End Date', defval=2023, minval=1800, maxval=3000, group='Strategy: Date Range', inline='2')
end_month = input.int(title='', defval=1, group='Strategy: Date Range', inline='2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
end_date = input.int(title='', defval=1, group='Strategy: Date Range', inline='2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
in_date_range = true
// =============================================================================
// INDICATORS
// =============================================================================

// -------
// QQE MOD
// -------
RSI_Period = input.int(6, title='RSI Length', group='Indicators: QQE Mod Settings')
SF = input.int(6, title='RSI Smoothing', group='Indicators: QQE Mod Settings')
QQE = input.int(3, title='Fast QQE Factor', group='Indicators: QQE Mod Settings')
ThreshHold = input.int(3, title='Thresh-hold', group='Indicators: QQE Mod Settings')
qqeSrc = input(close, title='RSI Source', group='Indicators: QQE Mod Settings')
Wilders_Period = RSI_Period * 2 - 1

Rsi = ta.rsi(qqeSrc, RSI_Period)
RsiMa = ta.ema(Rsi, SF)
AtrRsi = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi = ta.ema(AtrRsi, Wilders_Period)
dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE

longband = 0.0
shortband = 0.0
trend = 0

DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband
cross_1 = ta.cross(longband[1], RSIndex)
trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband

length = input.int(50, minval=1, title='Bollinger Length', group='Indicators: QQE Mod Settings')
qqeMult = input.float(0.35, minval=0.001, maxval=5, step=0.1, title='BB Multiplier', group='Indicators: QQE Mod Settings')
basis = ta.sma(FastAtrRsiTL - 50, length)
dev = qqeMult * ta.stdev(FastAtrRsiTL - 50, length)
upper = basis + dev
lower = basis - dev
//qqe_color_bar = RsiMa - 50 > upper ? #00c3ff : RsiMa - 50 < lower ? #ff0062 : color.gray

// Zero cross
QQEzlong = 0
QQEzlong := nz(QQEzlong[1])
QQEzshort = 0
QQEzshort := nz(QQEzshort[1])
QQEzlong := RSIndex >= 50 ? QQEzlong + 1 : 0
QQEzshort := RSIndex < 50 ? QQEzshort + 1 : 0

Zero = hline(0, color=color.white, linestyle=hline.style_dotted, linewidth=1, display=display.none)

RSI_Period2 = input.int(6, title='RSI Length', group='Indicators: QQE Mod Settings')
SF2 = input.int(5, title='RSI Smoothing', group='Indicators: QQE Mod Settings')
QQE2 = input.float(1.61, title='Fast QQE2 Factor', group='Indicators: QQE Mod Settings')
ThreshHold2 = input.int(3, title='Thresh-hold', group='Indicators: QQE Mod Settings')
src2 = input(close, title='RSI Source', group='Indicators: QQE Mod Settings')
Wilders_Period2 = RSI_Period2 * 2 - 1

Rsi2 = ta.rsi(src2, RSI_Period2)
RsiMa2 = ta.ema(Rsi2, SF2)
AtrRsi2 = math.abs(RsiMa2[1] - RsiMa2)
MaAtrRsi2 = ta.ema(AtrRsi2, Wilders_Period2)
dar2 = ta.ema(MaAtrRsi2, Wilders_Period2) * QQE2
longband2 = 0.0
shortband2 = 0.0
trend2 = 0

DeltaFastAtrRsi2 = dar2
RSIndex2 = RsiMa2
newshortband2 = RSIndex2 + DeltaFastAtrRsi2
newlongband2 = RSIndex2 - DeltaFastAtrRsi2
longband2 := RSIndex2[1] > longband2[1] and RSIndex2 > longband2[1] ? math.max(longband2[1], newlongband2) : newlongband2
shortband2 := RSIndex2[1] < shortband2[1] and RSIndex2 < shortband2[1] ? math.min(shortband2[1], newshortband2) : newshortband2
cross_2 = ta.cross(longband2[1], RSIndex2)
trend2 := ta.cross(RSIndex2, shortband2[1]) ? 1 : cross_2 ? -1 : nz(trend2[1], 1)
FastAtrRsi2TL = trend2 == 1 ? longband2 : shortband2

// Zero cross
QQE2zlong = 0
QQE2zlong := nz(QQE2zlong[1])
QQE2zshort = 0
QQE2zshort := nz(QQE2zshort[1])
QQE2zlong := RSIndex2 >= 50 ? QQE2zlong + 1 : 0
QQE2zshort := RSIndex2 < 50 ? QQE2zshort + 1 : 0

hcolor2 = RsiMa2 - 50 > ThreshHold2 ? color.silver : RsiMa2 - 50 < 0 - ThreshHold2 ? color.silver : na
plot(RsiMa2 - 50, color=hcolor2, title='Histo2', style=plot.style_columns, transp=50)

Greenbar1 = RsiMa2 - 50 > ThreshHold2
Greenbar2 = RsiMa - 50 > upper
Redbar1 = RsiMa2 - 50 < 0 - ThreshHold2
Redbar2 = RsiMa - 50 < lower

plot(Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Up', style=plot.style_columns, color=color.new(#00c3ff, 0))
plot(Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Down', style=plot.style_columns, color=color.new(#ff0062, 0))

// ----------
// SSL HYBRID
// ----------
show_Baseline = input(title='Show Baseline', defval=true)
show_SSL1 = input(title='Show SSL1', defval=false)
show_atr = input(title='Show ATR bands', defval=true)
//ATR
atrlen = input(14, 'ATR Period')
mult = input.float(1, 'ATR Multi', step=0.1)
smoothing = input.string(title='ATR Smoothing', defval='WMA', options=['RMA', 'SMA', 'EMA', 'WMA'])

ma_function(source, atrlen) =>
    if smoothing == 'RMA'
        ta.rma(source, atrlen)
    else
        if smoothing == 'SMA'
            ta.sma(source, atrlen)
        else
            if smoothing == 'EMA'
                ta.ema(source, atrlen)
            else
                ta.wma(source, atrlen)
atr_slen = ma_function(ta.tr(true), atrlen)
////ATR Up/Low Bands
upper_band = atr_slen * mult + close
lower_band = close - atr_slen * mult

////BASELINE / SSL1 / SSL2 / EXIT MOVING AVERAGE VALUES
maType = input.string(title='SSL1 / Baseline Type', defval='HMA', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'MF', 'VAMA', 'TMA', 'HMA', 'JMA', 'Kijun v2', 'EDSMA', 'McGinley'])
len = input(title='SSL1 / Baseline Length', defval=60)

SSL2Type = input.string(title='SSL2 / Continuation Type', defval='JMA', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'WMA', 'MF', 'VAMA', 'TMA', 'HMA', 'JMA', 'McGinley'])
len2 = input(title='SSL 2 Length', defval=5)
SSL3Type = input.string(title='EXIT Type', defval='HMA', options=['DEMA', 'TEMA', 'LSMA', 'VAMA', 'TMA', 'HMA', 'JMA', 'Kijun v2', 'McGinley', 'MF'])
len3 = input(title='EXIT Length', defval=15)
src = input(title='Source', defval=close)

tema(src, len) =>
    ema1 = ta.ema(src, len)
    ema2 = ta.ema(ema1, len)
    ema3 = ta.ema(ema2, len)
    3 * ema1 - 3 * ema2 + ema3
kidiv = input.int(defval=1, maxval=4, title='Kijun MOD Divider')

jurik_phase = input(title='* Jurik (JMA) Only - Phase', defval=3)
jurik_power = input(title='* Jurik (JMA) Only - Power', defval=1)
volatility_lookback = input(10, title='* Volatility Adjusted (VAMA) Only - Volatility lookback length')
//MF
beta = input.float(0.8, minval=0, maxval=1, step=0.1, title='Modular Filter, General Filter Only - Beta')
feedback = input(false, title='Modular Filter Only - Feedback')
z = input.float(0.5, title='Modular Filter Only - Feedback Weighting', step=0.1, minval=0, maxval=1)
//EDSMA
ssfLength = input.int(title='EDSMA - Super Smoother Filter Length', minval=1, defval=20)
ssfPoles = input.int(title='EDSMA - Super Smoother Filter Poles', defval=2, options=[2, 3])

//EDSMA
get2PoleSSF(src, length) =>
    PI = 2 * math.asin(1)
    arg = math.sqrt(2) * PI / length
    a1 = math.exp(-arg)
    b1 = 2 * a1 * math.cos(arg)
    c2 = b1
    c3 = -math.pow(a1, 2)
    c1 = 1 - c2 - c3

    ssf = 0.0
    ssf := c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
    ssf

get3PoleSSF(src, length) =>
    PI = 2 * math.asin(1)

    arg = PI / length
    a1 = math.exp(-arg)
    b1 = 2 * a1 * math.cos(1.738 * arg)
    c1 = math.pow(a1, 2)

    coef2 = b1 + c1
    coef3 = -(c1 + b1 * c1)
    coef4 = math.pow(c1, 2)
    coef1 = 1 - coef2 - coef3 - coef4

    ssf = 0.0
    ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3])
    ssf

ma(type, src, len) =>
    float result = 0
    if type == 'TMA'
        result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
        result
    if type == 'MF'
        ts = 0.
        b = 0.
        c = 0.
        os = 0.
        //----
        alpha = 2 / (len + 1)
        a = feedback ? z * src + (1 - z) * nz(ts[1], src) : src
        //----
        b := a > alpha * a + (1 - alpha) * nz(b[1], a) ? a : alpha * a + (1 - alpha) * nz(b[1], a)
        c := a < alpha * a + (1 - alpha) * nz(c[1], a) ? a : alpha * a + (1 - alpha) * nz(c[1], a)
        os := a == b ? 1 : a == c ? 0 : os[1]
        //----
        upper = beta * b + (1 - beta) * c
        lower = beta * c + (1 - beta) * b
        ts := os * upper + (1 - os) * lower
        result := ts
        result
    if type == 'LSMA'
        result := ta.linreg(src, len, 0)
        result
    if type == 'SMA'  // Simple
        result := ta.sma(src, len)
        result
    if type == 'EMA'  // Exponential
        result := ta.ema(src, len)
        result
    if type == 'DEMA'  // Double Exponential
        e = ta.ema(src, len)
        result := 2 * e - ta.ema(e, len)
        result
    if type == 'TEMA'  // Triple Exponential
        e = ta.ema(src, len)
        result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
        result
    if type == 'WMA'  // Weighted
        result := ta.wma(src, len)
        result
    if type == 'VAMA'  // Volatility Adjusted
        /// Copyright © 2019 to present, Joris Duyck (JD)
        mid = ta.ema(src, len)
        dev = src - mid
        vol_up = ta.highest(dev, volatility_lookback)
        vol_down = ta.lowest(dev, volatility_lookback)
        result := mid + math.avg(vol_up, vol_down)
        result
    if type == 'HMA'  // Hull
        result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
        result
    if type == 'JMA'  // Jurik
        /// Copyright © 2018 Alex Orekhov (everget)
        /// Copyright © 2017 Jurik Research and Consulting.
        phaseRatio = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 : jurik_phase / 100 + 1.5
        beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
        alpha = math.pow(beta, jurik_power)
        jma = 0.0
        e0 = 0.0
        e0 := (1 - alpha) * src + alpha * nz(e0[1])
        e1 = 0.0
        e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])
        e2 = 0.0
        e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(e2[1])
        jma := e2 + nz(jma[1])
        result := jma
        result
    if type == 'Kijun v2'
        kijun = math.avg(ta.lowest(len), ta.highest(len))  //, (open + close)/2)
        conversionLine = math.avg(ta.lowest(len / kidiv), ta.highest(len / kidiv))
        delta = (kijun + conversionLine) / 2
        result := delta
        result
    if type == 'McGinley'
        mg = 0.0
        mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
        result := mg
        result
    if type == 'EDSMA'

        zeros = src - nz(src[2])
        avgZeros = (zeros + zeros[1]) / 2

        // Ehlers Super Smoother Filter 
        ssf = ssfPoles == 2 ? get2PoleSSF(avgZeros, ssfLength) : get3PoleSSF(avgZeros, ssfLength)

        // Rescale filter in terms of Standard Deviations
        stdev = ta.stdev(ssf, len)
        scaledFilter = stdev != 0 ? ssf / stdev : 0

        alpha = 5 * math.abs(scaledFilter) / len

        edsma = 0.0
        edsma := alpha * src + (1 - alpha) * nz(edsma[1])
        result := edsma
        result
    result

///SSL 1 and SSL2
emaHigh = ma(maType, high, len)
emaLow = ma(maType, low, len)

maHigh = ma(SSL2Type, high, len2)
maLow = ma(SSL2Type, low, len2)

///EXIT
ExitHigh = ma(SSL3Type, high, len3)
ExitLow = ma(SSL3Type, low, len3)

///Keltner Baseline Channel
BBMC = ma(maType, close, len)
useTrueRange = input(true)
multy = input.float(0.2, step=0.05, title='Base Channel Multiplier')
Keltma = ma(maType, src, len)
range_1 = useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, len)
upperk = Keltma + rangema * multy
lowerk = Keltma - rangema * multy

//Baseline Violation Candle
open_pos = open * 1
close_pos = close * 1
difference = math.abs(close_pos - open_pos)
atr_violation = difference > atr_slen
InRange = upper_band > BBMC and lower_band < BBMC

//SSL1 VALUES
Hlv = int(na)
Hlv := close > emaHigh ? 1 : close < emaLow ? -1 : Hlv[1]
sslDown = Hlv < 0 ? emaHigh : emaLow

//EXIT VALUES
Hlv3 = int(na)
Hlv3 := close > ExitHigh ? 1 : close < ExitLow ? -1 : Hlv3[1]
sslExit = Hlv3 < 0 ? ExitHigh : ExitLow
base_cross_Long = ta.crossover(close, sslExit)
base_cross_Short = ta.crossover(sslExit, close)
codiff = base_cross_Long ? 1 : base_cross_Short ? -1 : na

//COLORS
show_color_bar = input(title='Color Bars', defval=true)
color_bar = close > upperk ? #00c3ff : close < lowerk ? #ff0062 : color.gray
color_ssl1 = close > sslDown ? #00c3ff : close < sslDown ? #ff0062 : na

//PLOTS
plotarrow(codiff, colorup=color.new(#00c3ff, 20), colordown=color.new(#ff0062, 20), title='Exit Arrows', maxheight=20, offset=0, display=display.none)
p1 = plot(0, color=color_bar, linewidth=3, title='MA Baseline', transp=0)
barcolor(show_color_bar ? color_bar : na)

// ---------------------
// WADDAH ATTAR EXPLOSION
// ---------------------
sensitivity = input.int(180, title="Sensitivity", group='Indicators: Waddah Attar Explosion')
fastLength=input.int(20, title="FastEMA Length", group='Indicators: Waddah Attar Explosion')
slowLength=input.int(40, title="SlowEMA Length", group='Indicators: Waddah Attar Explosion')
channelLength=input.int(20, title="BB Channel Length", group='Indicators: Waddah Attar Explosion')
waeMult=input.float(2.0, title="BB Stdev Multiplier", group='Indicators: Waddah Attar Explosion')

calc_macd(source, fastLength, slowLength) =>
	fastMA = ta.ema(source, fastLength)
	slowMA = ta.ema(source, slowLength)
	fastMA - slowMA

calc_BBUpper(source, length, mult) => 
	basis = ta.sma(source, length)
	dev = mult * ta.stdev(source, length)
	basis + dev

calc_BBLower(source, length, mult) => 
	basis = ta.sma(source, length)
	dev = mult * ta.stdev(source, length)
	basis - dev

t1 = (calc_macd(close, fastLength, slowLength) - calc_macd(close[1], fastLength, slowLength))*sensitivity

e1 = (calc_BBUpper(close, channelLength, waeMult) - calc_BBLower(close, channelLength, waeMult))

trendUp = (t1 >= 0) ? t1 : 0
trendDown = (t1 < 0) ? (-1*t1) : 0

plot(trendUp, style=plot.style_columns, linewidth=1, color=(trendUp<trendUp[1]) ? color.lime : color.green, transp=45, title="UpTrend", display=display.none)
plot(trendDown, style=plot.style_columns, linewidth=1, color=(trendDown<trendDown[1]) ? color.orange : color.red, transp=45, title="DownTrend", display=display.none)
plot(e1, style=plot.style_line, linewidth=2, color=color.yellow, title="ExplosionLine", display=display.none)

// =============================================================================
// STRATEGY LOGIC
// =============================================================================

// QQE Mod
qqeGreenBar = Greenbar1 and Greenbar2
qqeRedBar = Redbar1 and Redbar2
qqeBuy = qqeGreenBar and not qqeGreenBar[1]
qqeSell = qqeRedBar and not qqeRedBar[1]

// SSL Hybrid
sslBuy = close > upperk and close > BBMC
sslSell = close < lowerk and close < BBMC

// Waddah Attar Explosion
waeBuy = trendUp > 0 and trendUp > e1
waeSell = trendDown > 0 and trendDown > e1

inLong = strategy.position_size > 0
inShort = strategy.position_size < 0

longCondition = qqeBuy and sslBuy and waeBuy and in_date_range
shortCondition = qqeSell and sslSell and waeSell and in_date_range

swingLow = ta.lowest(source=low, length=swingLength)
swingHigh = ta.highest(source=high, length=swingLength)

longStopPercent = math.abs((1 - (swingLow / close)) * 100)
shortStopPercent = math.abs((1 - (swingHigh / close)) * 100)

// Position sizing (default risk 2% per trade)
riskAmt = strategy.equity * accountRiskPercent / 100
longQty = math.abs(riskAmt / longStopPercent * 100) / close
shortQty = math.abs(riskAmt / shortStopPercent * 100) / close

if (longCondition and not inShort and not inLong)
    strategy.entry("Long", strategy.long, qty=longQty)
    strategy.exit("Long  SL/TP", from_entry="Long", stop=swingLow, alert_message='Long SL Hit')
    buyLabel = label.new(x=bar_index, y=high[1], color=color.green, style=label.style_label_up)
    label.set_y(id=buyLabel, y=0)
    label.set_tooltip(id=buyLabel, tooltip="Risk Amt: " + str.tostring(riskAmt) + " Qty: " + str.tostring(longQty) + " Swing low: " + str.tostring(swingLow) + " Stop Percent: " + str.tostring(longStopPercent))

if (shortCondition and not inLong and not inShort)
    strategy.entry("Short", strategy.short, qty=shortQty)
    strategy.exit("Short  SL/TP", from_entry="Short", stop=swingHigh, alert_message='Short SL Hit')
    sellLabel = label.new(x=bar_index, y=high[1], color=color.red, style=label.style_label_up)
    label.set_y(id=sellLabel, y=0)
    label.set_tooltip(id=sellLabel, tooltip="Risk Amt: " + str.tostring(riskAmt) + " Qty: " + str.tostring(shortQty) + " Swing high: " + str.tostring(swingHigh) + " Stop Percent: " + str.tostring(shortStopPercent))

openTradesInProfit() =>
    result = 0.
    for i = 0 to strategy.opentrades-1
        result += strategy.opentrades.profit(i)
    result > 0

exitLong = inLong and base_cross_Short and openTradesInProfit()
strategy.close(id = "Long", when = exitLong, comment = "Closing Long", alert_message="Long TP Hit")

exitShort = inShort and base_cross_Long and openTradesInProfit()
strategy.close(id = "Short", when = exitShort, comment = "Closing Short", alert_message="Short TP Hit")

// =============================================================================
// DATA WINDOW PLOTTING
// =============================================================================

plotchar(0, "===========", "", location = location.top, color=#141823)
plotchar(0, "BUY SIGNALS:", "", location = location.top, color=#141823)
plotchar(0, "===========", "", location = location.top, color=#141823)

plotchar(qqeBuy, "QQE Mod: Buy Signal", "", location = location.top, color=qqeBuy ? color.green : color.orange)
plotchar(sslBuy, "SSL Hybrid: Buy Signal", "", location = location.top, color=sslBuy ? color.green : color.orange)
plotchar(waeBuy, "Waddah Attar Explosion: Buy Signal", "", location = location.top, color=waeBuy ? color.green : color.orange)
plotchar(inLong, "inLong", "", location = location.top, color=inLong ? color.green : color.orange)
plotchar(exitLong, "Exit Long", "", location = location.top, color=exitLong ? color.green : color.orange)

plotchar(0, "============", "", location = location.top, color=#141823)
plotchar(0, "SELL SIGNALS:", "", location = location.top, color=#141823)
plotchar(0, "============", "", location = location.top, color=#141823)

plotchar(qqeSell, "QQE Mod: Sell Signal", "", location = location.top, color=qqeSell ? color.red : color.orange)
plotchar(sslSell, "SSL Hybrid: Sell Signal", "", location = location.top, color=sslSell ? color.red : color.orange)
plotchar(waeSell, "Waddah Attar Explosion: Sell Signal", "", location = location.top, color=waeSell ? color.red : color.orange)
plotchar(inShort, "inShort", "", location = location.top, color=inShort ? color.red : color.orange)
plotchar(exitShort, "Exit Short", "", location = location.top, color=exitShort ? color.red : color.orange)


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