Strategi Dagangan S/R Dua Arah TD Berurutan
Penulis:ChaoZhang, Tarikh: 2024-02-06 12:13:22Tag:
Ringkasan
Strategi ini mengenal pasti tahap sokongan dan rintangan dengan mengesan bar harga yang berturut-turut dan turun, dan menggabungkan purata bergerak sebagai isyarat kemasukan dan hentian kerugian untuk membina strategi perdagangan panjang dan pendek.
Prinsip-prinsip
- Pengiktirafan S/R
- Apabila harga penutupan lebih tinggi daripada penutupan 4 hari yang lalu selama 4 hari berturut-turut, tanda titik sebagai sokongan ke bawah
- Apabila harga penutupan lebih rendah daripada penutupan 4 hari yang lalu selama 4 hari berturut-turut, tanda titik sebagai rintangan menaik
- Penjanaan isyarat
- Selepas mengenal pasti tahap sokongan, jika jumlah bar naik mencapai ambang (default 9 hari), menjana isyarat panjang
- Selepas mengenal pasti tahap rintangan, jika jumlah bar ke bawah mencapai ambang (default 9 hari), menjana isyarat pendek
- Penapis MA dan stop loss
- Memerlukan harga untuk melintasi garisan MA semasa masuk, untuk menapis isyarat
- Tetapkan stop loss pada garis MA pada permulaan
Kelebihan
- Penghakiman berdasarkan S/R agak boleh dipercayai, tidak mudah disesatkan oleh turun naik jangka pendek
- Menggabungkan penapis MA boleh mengurangkan isyarat palsu
- Pergi panjang dan pendek untuk meningkatkan kekerapan dan peluang keuntungan
- Parameter boleh diselaraskan, boleh dioptimumkan untuk produk dan situasi pasaran yang berbeza
Risiko dan Penyelesaian
- Mungkin mengalami kerugian berturut-turut di pasaran trend
- Meningkatkan tempoh MA untuk mengurangkan kekerapan perdagangan
- Kemungkinan penilaian S/R yang salah
- Sempadan penyesuaian halus untuk pengenalan S/R
- Stop loss boleh diaktifkan terlalu kerap di pasaran whipsaw
- Julat Stop Loss yang longgar
- Tambah penunjuk trend
Arahan pengoptimuman
- Tambah lebih banyak penunjuk teknikal untuk meningkatkan ketahanan
- Trend, momentum dan lain-lain
- Mengoptimumkan logik pengenalan S/R
- Kesan ujian parameter yang berbeza
- Penyesuaian parameter untuk produk dan jangka masa tertentu
- Julat yang boleh diselaraskan berbeza-beza antara produk
- Membangunkan mekanisme hentian rugi yang bersesuaian
- Mengatur stop loss secara dinamik berdasarkan turun naik pasaran
Kesimpulan
Strategi ini agak mudah dan boleh dipercayai. Dengan mengenal pasti tahap S / R dengan betul, ia menangkap peluang pembalikan harga dengan kebarangkalian yang tinggi. Menggabungkan dengan MA memastikan masa kemasukan yang betul dan mengelakkan perangkap. Akhirnya, penghakiman arah konservatif tetapi dapat disesuaikan. Pengguna boleh mengoptimumkan parameter mengikut pemahaman pasaran mereka dan mencapai hasil yang lebih baik.
/*backtest
start: 2023-01-30 00:00:00
end: 2024-02-05 00:00:00
period: 1d
basePeriod: 1h
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: TD Sequential Strategy", overlay=true)
LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"])
PriceFlipL = input(title="TD Sequential Long Price Flip", type = input.integer ,defval=9)
PriceFlipS = input(title="TD Sequential Short Price Flip", type = input.integer ,defval=9)
MAs1 = input(title="Long MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
MAs2 = input(title="Short MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
SMAlenL = input(title="Long MA Exit Length", type = input.integer ,defval=10)
SMAlenS = input(title="Short MA Exit Length", type = input.integer ,defval=10)
AboveBelowL = input(title="Long Trend Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"])
AboveBelowS = input(title="Short Trend Filter?", type=input.string, defval="Below", options=["Above", "Below", "Don't Include"])
TLma = input(title="Trend MA", type=input.string, defval="SMA", options=["SMA", "EMA", "VWMA"])
TrendLength = input(title="Trend MA Length", type = input.integer ,defval=200)
PTbutton = input(title="Profit Target On/Off", type=input.bool, defval=true)
ProfitTarget = input(title="Profit Target %", type=input.float, defval=1, step=0.1, minval=0)
SLbutton = input(title="Stop Loss On/Off", type=input.bool, defval=true)
StopLoss = input(title="Stop Loss %", type=input.float, defval=-1, step=0.1, maxval=0)
//PROFIT TARGET & STOPLOSS
if PTbutton == true and SLbutton == true
strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
if PTbutton == true and SLbutton == false
strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick))
else
if PTbutton == false and SLbutton == true
strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick))
else
strategy.cancel("PT EXIT")
// S/R Code By johan.gradin (lines 36-46)
// Buy setup//
priceflip1 = barssince(close>close[4])
buysetup = close<close[4] and priceflip1
buy = buysetup and barssince(priceflip1!=9)
buyovershoot = barssince(priceflip1!=13) and buysetup
// Sell Setup //
priceflip = barssince(close<close[4])
sellsetup = close>close[4] and priceflip
sell = sellsetup and barssince(priceflip!=9)
sellovershoot = sellsetup and barssince(priceflip!=13)
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<sma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "SMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<sma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "SMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<ema(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "EMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<ema(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "EMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////
/////// SMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "SMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<sma(close,SMAlenL) )
strategy.close("LONG", when = close>sma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<sma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "SMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>sma(close,SMAlenS) )
strategy.close("SHORT", when = close<sma(close,SMAlenS))
///////
/////// EMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "EMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<ema(close,SMAlenL) )
strategy.close("LONG", when = close>ema(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<ema(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "EMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>ema(close,SMAlenS) )
strategy.close("SHORT", when = close<ema(close,SMAlenS))
///////
/////// VWMA
///////
if LongShort =="Long Only" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Long Only" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
///////
if LongShort =="Short Only" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Short Only" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
///////
if LongShort =="Both" and AboveBelowL == "Above" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close>vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Below" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) and close<vwma(close,TrendLength))
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowL == "Don't Include" and MAs1 == "VWMA" and TLma == "VWMA"
strategy.entry("LONG", true, when = buysetup and barssince(priceflip1!=PriceFlipL) and close<vwma(close,SMAlenL) )
strategy.close("LONG", when = close>vwma(close,SMAlenL))
if LongShort =="Both" and AboveBelowS == "Above" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close>vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Below" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) and close<vwma(close,TrendLength))
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
if LongShort =="Both" and AboveBelowS == "Don't Include" and MAs2 == "VWMA" and TLma == "VWMA"
strategy.entry("SHORT", false, when = sellsetup and barssince(priceflip!=PriceFlipS) and close>vwma(close,SMAlenS) )
strategy.close("SHORT", when = close<vwma(close,SMAlenS))
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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