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Strategi Dagangan Kuantitatif Berimbang Berbilang Tahap

Penulis:ChaoZhang, Tarikh: 2024-10-14 11:23:45
Tag:MACDRSIEMA

Ringkasan

Strategi Dagangan Kuantitatif Seimbang Berbilang Tahap adalah sistem dagangan yang kompleks yang menggabungkan pelbagai penunjuk teknikal dan tahap harga. Strategi ini menggunakan penunjuk seperti MACD, RSI, EMA, dan Bollinger Bands, bersama dengan tahap retracement Fibonacci, untuk melaksanakan taktik dagangan yang berbeza pada pelbagai julat harga, mencapai perdagangan seimbang pelbagai peringkat. Idea teras strategi adalah untuk meningkatkan ketepatan dagangan melalui pelbagai pengesahan sambil mengoptimumkan pengurusan modal melalui pembinaan kedudukan secara beransur-ansur.

Prinsip Strategi

Prinsip-prinsip utama strategi ini termasuk:

Menggunakan penunjuk MACD, RSI, dan EMA untuk menentukan trend dan momentum pasaran.
Menggunakan Bollinger Bands dan tahap retracement Fibonacci untuk mengenal pasti tahap sokongan dan rintangan utama.
Menetapkan beberapa titik masuk pada tahap harga yang berbeza untuk mencapai pembinaan kedudukan secara beransur-ansur.
Menguruskan risiko melalui tahap mengambil keuntungan dan stop-loss yang berbeza.
Menggunakan lilin Heikin Ashi untuk memberikan maklumat struktur pasaran tambahan.

Strategi ini menganalisis faktor-faktor ini secara menyeluruh untuk mengambil tindakan perdagangan yang sesuai di bawah keadaan pasaran yang berbeza, bertujuan untuk mencapai pulangan yang stabil.

Kelebihan Strategi

Pelbagai Pengesahan: Menggabungkan beberapa penunjuk teknikal meningkatkan kebolehpercayaan isyarat perdagangan.
Pengurusan Modal Fleksibel: Pendekatan pembinaan kedudukan secara beransur-ansur membolehkan kawalan risiko yang lebih baik dan pengoptimuman penggunaan modal.
Kebolehsesuaian yang tinggi: Strategi dapat menyesuaikan tingkah laku perdagangan mengikut keadaan pasaran yang berbeza.
Pengurusan Risiko yang Komprehensif: Multiple tahap mekanisme stop-loss dan mengambil keuntungan secara berkesan mengawal risiko.
Tahap Automasi yang Tinggi: Strategi boleh sepenuhnya automatik, mengurangkan campur tangan manusia.

Risiko Strategi

Perdagangan berlebihan: Pelbagai tahap perdagangan boleh membawa kepada perdagangan yang kerap, meningkatkan kos transaksi.
Sensitiviti Parameter: Strategi menggunakan pelbagai penunjuk dan parameter, yang memerlukan penyesuaian yang teliti untuk menyesuaikan diri dengan persekitaran pasaran yang berbeza.
Risiko Penarikan: Dalam pasaran yang sangat tidak menentu, strategi mungkin menghadapi risiko penarikan yang besar.
Kebergantungan Teknikal: Strategi ini sangat bergantung kepada penunjuk teknikal, yang mungkin gagal dalam keadaan pasaran tertentu.
Risiko Pengurusan Modal: Pendekatan pembinaan kedudukan secara beransur-ansur boleh membawa kepada pendedahan berlebihan dalam situasi tertentu.

Arahan Pengoptimuman Strategi

Penyesuaian Parameter Dinamik: Memperkenalkan algoritma pembelajaran mesin untuk menyesuaikan parameter strategi secara automatik berdasarkan keadaan pasaran.
Analisis Sentimen Pasaran: Mengintegrasikan penunjuk sentimen pasaran, seperti indeks VIX, untuk meningkatkan kebolehsesuaian strategi.
Analisis Multi-Timeframe: Memperkenalkan analisis multi-timeframe untuk meningkatkan kebolehpercayaan isyarat perdagangan.
Penyesuaian Volatiliti: Sesuaikan secara dinamik jumlah dagangan dan tahap stop-loss berdasarkan turun naik pasaran.
Pengoptimuman Kos Transaksi: Memperkenalkan model kos transaksi untuk mengoptimumkan kekerapan dan saiz perdagangan.

Ringkasan

Strategi Perdagangan Kuantitatif Berimbang Berbilang Tahap adalah sistem perdagangan yang komprehensif dan beradaptasi. Dengan menggabungkan beberapa penunjuk teknikal dan tahap harga, strategi ini dapat mengekalkan kestabilan dalam persekitaran pasaran yang berbeza. Walaupun terdapat beberapa risiko, mereka dapat dikawal dengan berkesan melalui pengoptimuman dan penyesuaian berterusan. Pada masa akan datang, dengan memperkenalkan teknologi yang lebih maju seperti pembelajaran mesin dan analisis sentimen, strategi ini berpotensi untuk mencapai prestasi yang lebih baik. Bagi pelabur yang mencari penyelesaian perdagangan komprehensif dan automatik, ini adalah pilihan yang layak untuk dipertimbangkan.

/*backtest
start: 2019-12-23 08:00:00
end: 2024-10-12 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy(title='Incremental Order size +', shorttitle='TradingPost', overlay=true, default_qty_value=1, pyramiding=10)

//Heiken Ashi
isHA = input(false, 'HA Candles')

//MACD
fastLength = 12
slowlength = 26
MACDLength = 9

MACD = ta.ema(close, fastLength) - ta.ema(close, slowlength)
aMACD = ta.ema(MACD, MACDLength)
delta = MACD - aMACD

//Bollinger Bands Exponential
src = open
len = 18
e = ta.ema(src, len)
evar = (src - e) * (src - e)
evar2 = math.sum(evar, len) / len
std = math.sqrt(evar2)
Multiplier = input.float(3, minval=0.01, title='# of STDEV\'s')
upband = e + Multiplier * std
dnband = e - Multiplier * std

//EMA
ema3 = ta.ema(close, 3)

//RSIplot
length = 45
overSold = 90
overBought = 10
price = close

vrsi = ta.rsi(price, length)

notna = not na(vrsi)

macdlong = ta.crossover(delta, 0)
macdshort = ta.crossunder(delta, 0)
rsilong = notna and ta.crossover(vrsi, overSold)
rsishort = notna and ta.crossunder(vrsi, overBought)

lentt = input(14, 'Pivot Length')
    //The length defines how many periods a high or low must hold to be a "relevant pivot"

h = ta.highest(lentt)
    //The highest high over the length
h1 = ta.dev(h, lentt) ? na : h
    //h1 is a pivot of h if it holds for the full length
hpivot = fixnan(h1)
    //creates a series which is equal to the last pivot

l = ta.lowest(lentt)
l1 = ta.dev(l, lentt) ? na : l
lpivot = fixnan(l1)
    //repeated for lows

last_hpivot = 0.0
last_lpivot = 0.0
last_hpivot := h1 ? time : nz(last_hpivot[1])
last_lpivot := l1 ? time : nz(last_lpivot[1])

long_time = last_hpivot > last_lpivot ? 0 : 1

//FIBS

z = input(100, 'Z-Index')
p_offset = 2
transp = 60
a = (ta.lowest(z) + ta.highest(z)) / 2
b = ta.lowest(z)
c = ta.highest(z)
fibonacci = input(0, 'Fibonacci') / 100

//Fib Calls
fib0 = (hpivot - lpivot) * fibonacci + lpivot
fib1 = (hpivot - lpivot) * .21 + lpivot
fib2 = (hpivot - lpivot) * .3 + lpivot
fib3 = (hpivot - lpivot) * .5 + lpivot
fib4 = (hpivot - lpivot) * .62 + lpivot
fib5 = (hpivot - lpivot) * .7 + lpivot
fib6 = (hpivot - lpivot) * 1.00 + lpivot
fib7 = (hpivot - lpivot) * 1.27 + lpivot
fib8 = (hpivot - lpivot) * 2 + lpivot
fib9 = (hpivot - lpivot) * -.27 + lpivot
fib10 = (hpivot - lpivot) * -1 + lpivot

//Heiken Ashi Candles

heikenashi_1 = ticker.heikinashi(syminfo.tickerid)
data2 = isHA ? heikenashi_1 : syminfo.tickerid
res5 = input.timeframe('5', 'Resolution')

//HT Fibs

hfib0 = request.security(data2, res5, fib0[1])
hfib1 = request.security(data2, res5, fib1[1])
hfib2 = request.security(data2, res5, fib2[1])
hfib3 = request.security(data2, res5, fib3[1])
hfib4 = request.security(data2, res5, fib4[1])
hfib5 = request.security(data2, res5, fib5[1])
hfib6 = request.security(data2, res5, fib6[1])
hfib7 = request.security(data2, res5, fib7[1])
hfib8 = request.security(data2, res5, fib8[1])
hfib9 = request.security(data2, res5, fib9[1])
hfib10 = request.security(data2, res5, fib10[1])

vrsiup = vrsi > vrsi[1] and vrsi[1] > vrsi[2]
vrsidown = vrsi < vrsi[1] and vrsi[1] < vrsi[2]

long = ta.cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup
short = ta.cross(close, fib6) and delta < 0 and vrsi > overBought and vrsidown

 // long2 =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
 // short2 = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown
// long =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
// short = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown
// long =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
// short = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown
// long =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
// short = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown
// long =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
// short = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown
// long =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
// short = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown
// long =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
// short = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown
// long =  cross(close, fib0) and delta > 0 and vrsi < overSold and vrsiup 
// short = cross(close, fib6) and delta < 0  and vrsi > overBought and vrsidown

reverseOpens = input(false, 'Reverse Orders')
if reverseOpens
    tmplong = long
    long := short
    short := tmplong
    short

//Strategy
ts = input(99999, 'TS')
tp = input(30, 'TP')
sl = input(15, 'SL')

last_long = 0.0
last_short = 0.0
last_long := long ? time : nz(last_long)
last_short := short ? time : nz(last_short)

in_long = last_long > last_short
in_short = last_short > last_long

long_signal = ta.crossover(last_long, last_short)
short_signal = ta.crossover(last_short, last_long)

last_open_long = 0.0
last_open_short = 0.0
last_open_long := long ? open : nz(last_open_long[1])
last_open_short := short ? open : nz(last_open_short[1])

last_open_long_signal = 0.0
last_open_short_signal = 0.0
last_open_long_signal := long_signal ? open : nz(last_open_long_signal[1])
last_open_short_signal := short_signal ? open : nz(last_open_short_signal[1])

last_high = 0.0
last_low = 0.0
last_high := not in_long ? na : in_long and (na(last_high[1]) or high > nz(last_high[1])) ? high : nz(last_high[1])
last_low := not in_short ? na : in_short and (na(last_low[1]) or low < nz(last_low[1])) ? low : nz(last_low[1])

long_ts = not na(last_high) and high <= last_high - ts and high >= last_open_long_signal
short_ts = not na(last_low) and low >= last_low + ts and low <= last_open_short_signal

long_tp = high >= last_open_long + tp and long[1] == 0
short_tp = low <= last_open_short - tp and short[1] == 0

long_sl = low <= last_open_long - sl and long[1] == 0
short_sl = high >= last_open_short + sl and short[1] == 0

last_hfib_long = 0.0
last_hfib_short = 0.0
last_hfib_long := long_signal ? fib1 : nz(last_hfib_long[1])
last_hfib_short := short_signal ? fib5 : nz(last_hfib_short[1])

last_fib7 = 0.0
last_fib10 = 0.0
last_fib7 := long ? fib7 : nz(last_fib7[1])
last_fib10 := long ? fib10 : nz(last_fib10[1])

last_fib8 = 0.0
last_fib9 = 0.0
last_fib8 := short ? fib8 : nz(last_fib8[1])
last_fib9 := short ? fib9 : nz(last_fib9[1])

last_long_signal = 0.0
last_short_signal = 0.0
last_long_signal := long_signal ? time : nz(last_long_signal[1])
last_short_signal := short_signal ? time : nz(last_short_signal[1])

last_long_tp = 0.0
last_short_tp = 0.0
last_long_tp := long_tp ? time : nz(last_long_tp[1])
last_short_tp := short_tp ? time : nz(last_short_tp[1])

last_long_ts = 0.0
last_short_ts = 0.0
last_long_ts := long_ts ? time : nz(last_long_ts[1])
last_short_ts := short_ts ? time : nz(last_short_ts[1])

long_ts_signal = ta.crossover(last_long_ts, last_long_signal)
short_ts_signal = ta.crossover(last_short_ts, last_short_signal)

last_long_sl = 0.0
last_short_sl = 0.0
last_long_sl := long_sl ? time : nz(last_long_sl[1])
last_short_sl := short_sl ? time : nz(last_short_sl[1])

long_tp_signal = ta.crossover(last_long_tp, last_long)
short_tp_signal = ta.crossover(last_short_tp, last_short)

long_sl_signal = ta.crossover(last_long_sl, last_long)
short_sl_signal = ta.crossover(last_short_sl, last_short)

last_long_tp_signal = 0.0
last_short_tp_signal = 0.0
last_long_tp_signal := long_tp_signal ? time : nz(last_long_tp_signal[1])
last_short_tp_signal := short_tp_signal ? time : nz(last_short_tp_signal[1])

last_long_sl_signal = 0.0
last_short_sl_signal = 0.0
last_long_sl_signal := long_sl_signal ? time : nz(last_long_sl_signal[1])
last_short_sl_signal := short_sl_signal ? time : nz(last_short_sl_signal[1])

last_long_ts_signal = 0.0
last_short_ts_signal = 0.0
last_long_ts_signal := long_ts_signal ? time : nz(last_long_ts_signal[1])
last_short_ts_signal := short_ts_signal ? time : nz(last_short_ts_signal[1])

true_long_signal = long_signal and last_long_sl_signal > last_long_signal[1] or long_signal and last_long_tp_signal > last_long_signal[1] or long_signal and last_long_ts_signal > last_long_signal[1]
true_short_signal = short_signal and last_short_sl_signal > last_short_signal[1] or short_signal and last_short_tp_signal > last_short_signal[1] or short_signal and last_short_ts_signal > last_short_signal[1]


// strategy.entry("BLUE", strategy.long, when=long)
// strategy.entry("RED", strategy.short, when=short)

g = delta > 0 and vrsi < overSold and vrsiup
r = delta < 0 and vrsi > overBought and vrsidown

long1 = ta.cross(close, fib1) and g and last_long_signal[1] > last_short_signal  // and last_long_signal > long
short1 = ta.cross(close, fib5) and r and last_short_signal[1] > last_long_signal  // and last_short_signal > short

last_long1 = 0.0
last_short1 = 0.0
last_long1 := long1 ? time : nz(last_long1[1])
last_short1 := short1 ? time : nz(last_short1[1])

last_open_long1 = 0.0
last_open_short1 = 0.0
last_open_long1 := long1 ? open : nz(last_open_long1[1])
last_open_short1 := short1 ? open : nz(last_open_short1[1])

long1_signal = ta.crossover(last_long1, last_long_signal)
short1_signal = ta.crossover(last_short1, last_short_signal)

last_long1_signal = 0.0
last_short1_signal = 0.0
last_long1_signal := long1_signal ? time : nz(last_long1_signal[1])
last_short1_signal := short1_signal ? time : nz(last_short1_signal[1])

long2 = ta.cross(close, fib2) and g and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short2 = ta.cross(close, fib4) and r and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal

last_long2 = 0.0
last_short2 = 0.0
last_long2 := long2 ? time : nz(last_long2[1])
last_short2 := short2 ? time : nz(last_short2[1])

last_open_short2 = 0.0
last_open_short2 := short2 ? open : nz(last_open_short2[1])

long2_signal = ta.crossover(last_long2, last_long1_signal) and long1_signal == 0
short2_signal = ta.crossover(last_short2, last_short1_signal) and short1_signal == 0

last_long2_signal = 0.0
last_short2_signal = 0.0
last_long2_signal := long2_signal ? time : nz(last_long2_signal[1])
last_short2_signal := short2_signal ? time : nz(last_short2_signal[1])

//Trade 4

long3 = ta.cross(close, fib3) and g and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short3 = ta.cross(close, fib3) and r and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal

last_long3 = 0.0
last_short3 = 0.0
last_long3 := long3 ? time : nz(last_long3[1])
last_short3 := short3 ? time : nz(last_short3[1])

last_open_short3 = 0.0
last_open_short3 := short3 ? open : nz(last_open_short3[1])

long3_signal = ta.crossover(last_long3, last_long2_signal) and long2_signal == 0
short3_signal = ta.crossover(last_short3, last_short2_signal) and short2_signal == 0

last_long3_signal = 0.0
last_short3_signal = 0.0
last_long3_signal := long3_signal ? time : nz(last_long3_signal[1])
last_short3_signal := short3_signal ? time : nz(last_short3_signal[1])


//Trade 5
long4 = long and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short4 = short and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal
last_long4 = 0.0
last_short4 = 0.0
last_long4 := long4 ? time : nz(last_long4[1])
last_short4 := short4 ? time : nz(last_short4[1])

long4_signal = ta.crossover(last_long4, last_long3_signal) and long2_signal == 0 and long3_signal == 0
short4_signal = ta.crossover(last_short4, last_short3_signal) and short2_signal == 0 and short3_signal == 0
last_long4_signal = 0.0
last_short4_signal = 0.0
last_long4_signal := long4_signal ? time : nz(last_long4_signal[1])
last_short4_signal := short4_signal ? time : nz(last_short4_signal[1])

//Trade 6
long5 = long and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short5 = short and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal

last_long5 = 0.0
last_short5 = 0.0
last_long5 := long5 ? time : nz(last_long5[1])
last_short5 := short5 ? time : nz(last_short5[1])

long5_signal = ta.crossover(last_long5, last_long4_signal) and long3_signal == 0 and long4_signal == 0
short5_signal = ta.crossover(last_short5, last_short4_signal) and short3_signal == 0 and short4_signal == 0

last_long5_signal = 0.0
last_short5_signal = 0.0
last_long5_signal := long5_signal ? time : nz(last_long5_signal[1])
last_short5_signal := short5_signal ? time : nz(last_short5_signal[1])

//Trade 7
long6 = long and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short6 = short and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal

last_long6 = 0.0
last_short6 = 0.0
last_long6 := long6 ? time : nz(last_long6[1])
last_short6 := short6 ? time : nz(last_short6[1])

long6_signal = ta.crossover(last_long6, last_long5_signal) and long2_signal == 0 and long4_signal == 0 and long5_signal == 0
short6_signal = ta.crossover(last_short6, last_short5_signal) and short2_signal == 0 and short4_signal == 0 and short5_signal == 0

last_long6_signal = 0.0
last_short6_signal = 0.0
last_long6_signal := long6_signal ? time : nz(last_long6_signal[1])
last_short6_signal := short6_signal ? time : nz(last_short6_signal[1])


//Trade 8
long7 = long and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short7 = short and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal

last_long7 = 0.0
last_short7 = 0.0
last_long7 := long7 ? time : nz(last_long7[1])
last_short7 := short7 ? time : nz(last_short7[1])

long7_signal = ta.crossover(last_long7, last_long6_signal) and long2_signal == 0 and long4_signal == 0 and long5_signal == 0 and long6_signal == 0
short7_signal = ta.crossover(last_short7, last_short6_signal) and short2_signal == 0 and short4_signal == 0 and short5_signal == 0 and short6_signal == 0

last_long7_signal = 0.0
last_short7_signal = 0.0
last_long7_signal := long7_signal ? time : nz(last_long7_signal[1])
last_short7_signal := short7_signal ? time : nz(last_short7_signal[1])


//Trade 9
long8 = long and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short8 = short and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal
last_long8 = 0.0
last_short8 = 0.0
last_long8 := long8 ? time : nz(last_long8[1])
last_short8 := short8 ? time : nz(last_short8[1])

long8_signal = ta.crossover(last_long8, last_long7_signal) and long2_signal == 0 and long4_signal == 0 and long5_signal == 0 and long6_signal == 0 and long7_signal == 0
short8_signal = ta.crossover(last_short8, last_short7_signal) and short2_signal == 0 and short4_signal == 0 and short5_signal == 0 and short6_signal == 0 and short7_signal == 0

last_long8_signal = 0.0
last_short8_signal = 0.0
last_long8_signal := long8_signal ? time : nz(last_long8_signal[1])
last_short8_signal := short8_signal ? time : nz(last_short8_signal[1])

//Trade 10
long9 = long and last_long1_signal > last_long_signal[1] and long1_signal == 0 and last_long_signal[1] > last_short_signal
short9 = short and last_short1_signal > last_short_signal[1] and short1_signal == 0 and last_short_signal[1] > last_long_signal
last_long9 = 0.0
last_short9 = 0.0
last_long9 := long9 ? time : nz(last_long9[1])
last_short9 := short9 ? time : nz(last_short9[1])

long9_signal = ta.crossover(last_long9, last_long8_signal) and long2_signal == 0 and long4_signal == 0 and long5_signal == 0 and long6_signal == 0 and long7_signal == 0 and long8_signal == 0
short9_signal = ta.crossover(last_short9, last_short8_signal) and short2_signal == 0 and short4_signal == 0 and short5_signal == 0 and short6_signal == 0 and short7_signal == 0 and short8_signal == 0
last_long9_signal = 0.0
last_short9_signal = 0.0
last_long9_signal := long9_signal ? time : nz(last_long9_signal[1])
last_short9_signal := short9_signal ? time : nz(last_short9_signal[1])


strategy.entry('Long', strategy.long, qty=1, when=long_signal)
strategy.entry('Short', strategy.short, qty=1, when=short_signal)
strategy.entry('Long', strategy.long, qty=2, when=long1_signal)
strategy.entry('Short1', strategy.short, qty=2, when=short1_signal)
strategy.entry('Long', strategy.long, qty=4, when=long2_signal)
strategy.entry('Short2', strategy.short, qty=4, when=short2_signal)
strategy.entry('Long', strategy.long, qty=8, when=long3_signal)
strategy.entry('Short3', strategy.short, qty=8, when=short3_signal)
strategy.entry('Long', strategy.long, qty=5, when=long4_signal)
strategy.entry('Short', strategy.short, qty=5, when=short4_signal)
strategy.entry('Long', strategy.long, qty=6, when=long5_signal)
strategy.entry('Short', strategy.short, qty=6, when=short5_signal)
strategy.entry('Long', strategy.long, qty=7, when=long6_signal)
strategy.entry('Short', strategy.short, qty=7, when=short6_signal)
strategy.entry('Long', strategy.long, qty=8, when=long7_signal)
strategy.entry('Short', strategy.short, qty=8, when=short7_signal)
strategy.entry('Long', strategy.long, qty=9, when=long8_signal)
strategy.entry('Short', strategy.short, qty=9, when=short8_signal)
strategy.entry('Long', strategy.long, qty=10, when=long9_signal)
strategy.entry('Short', strategy.short, qty=10, when=short9_signal)

short1_tp = low <= last_open_short1 - tp and short1[1] == 0
short2_tp = low <= last_open_short2 - tp and short2[1] == 0
short3_tp = low <= last_open_short3 - tp and short3[1] == 0
short1_sl = high >= last_open_short1 + sl and short1[1] == 0
short2_sl = high >= last_open_short2 + sl and short2[1] == 0
short3_sl = high >= last_open_short3 + sl and short3[1] == 0

close_long = ta.cross(close, fib6)
close_short = ta.cross(close, fib0)

// strategy.close("Long", when=close_long)
// strategy.close("Long", when=long_tp)
// strategy.close("Long", when=long_sl)

// strategy.close("Short", when=long_signal)
// strategy.close("Short1", when=long_signal)
// strategy.close("Short2", when=long_signal)
// strategy.close("Short3", when=long_signal)
strategy.close('Short', when=short_tp)
strategy.close('Short1', when=short1_tp)
strategy.close('Short2', when=short2_tp)
strategy.close('Short3', when=short3_tp)
strategy.close('Short', when=short_sl)
strategy.close('Short1', when=short1_sl)
strategy.close('Short2', when=short2_sl)
strategy.close('Short3', when=short3_sl)

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