Esta é uma estratégia quantitativa de negociação que combina vários indicadores técnicos para decisões longas/cortas. Ela leva em conta indicadores de impulso, indicadores de tendência, nuvem Ichimoku e outros fatores para formar os julgamentos finais de compra/venda. A estratégia tem forte estabilidade e resistência ao risco.
A estratégia consiste nos seguintes componentes principais:
Indicadores de ímpeto: SAR parabólico, Leledc, Kaufman Adaptive Moving Average, etc.
Indicadores de tendência: oscilador Rahul Mohindar, Trend Magic etc.
Nuvem Ichimoku: Tenkan-sen, Kijun-sen etc.
Indicadores de volume: Indicador de fluxo de volume
Indicadores de volatilidade: Oscilador de tendência de onda
TD Sequencial
Estes indicadores julgam a tendência e o ímpeto do mercado a partir de diferentes perspectivas. Parabólico SAR detecta pontos de inversão de tendência, Leledc mede o ímpeto, Ichimoku Cloud identifica níveis de suporte / resistência.
A estratégia também estabelece condições de filtragem para evitar operações ineficientes fora de intervalos de datas especificados por mês/dia.
Vários factores melhoram a precisão e a resistência ao risco
A validação cruzada com diferentes tipos de indicadores evita o risco de falha
Condições de filtragem evitar negociações ineficientes em períodos inadequados
Implementação do Pine Script permite fácil uso no TradingView
Os parâmetros personalizáveis podem ser otimizados para diferentes mercados
Os sinais visuais fornecem juízos intuitivos sobre a estrutura do mercado
A combinação de múltiplos fatores requer ajuste de parâmetros e otimização de peso
Indicadores individuais podem falhar em determinadas condições de mercado
Configurações de filtro incorretas podem perder oportunidades
É necessário evitar a otimização excessiva
Os operadores devem estar atentos aos riscos de falha do indicador e ajustar a estratégia em conformidade
Contramedidas:
Otimizar os parâmetros de eficácia dos indicadores no mercado actual
Ajustar os pesos para aumentar os indicadores eficazes e reduzir os ineficazes
Filtros de ajuste fino para equilibrar oportunidades e riscos
Adicionar algoritmos de aprendizagem de máquina aos pesos do indicador de ajuste automático
Incorporar mais fatores como sentimento, fluxo de caixa, etc.
Ensaiar parâmetros ótimos em produtos e prazos
Avaliação dos diferentes resultados dos períodos de detenção
Combine mais filtros como estacionalidade, dados económicos, etc.
Adicionar estratégias de stop loss
A estratégia combina múltiplos indicadores para uma maior resistência ao risco. Mas os riscos de falha dos indicadores precisam ser monitorados, os parâmetros continuamente otimizados. Melhorias futuras podem incluir a otimização de pesos de indicadores, adição de mais fatores, teste de períodos de retenção ideais, etc.
//@version=2 persistent_bull = nz(persistent_bull[1],0) persistent_bear = nz(persistent_bear[1],0) strategy("Strategy for The Bitcoin Buy/Sell Indicator", overlay=true, calc_on_every_tick=true) // ****************************************Inputs*************************************************************** //@fixme if there is a buy and sell signal on the same bar, then it displays the first one and skips the second one. Fix this issue buySellSignal = true // Make this false if you do not want to show Buy/Sell signal inputIndividualSiganlPlot = true // = input (false, "Do you want to display each individual indicator's signal on the chart?") sp = input (false, "Do you want to display Parabolic SAR?") spLines = input (false, "Do you want to display Parabolic SAR on the chart?") sCloud = input(false, "Do you want to display the Tenkan and Kijun lines of Ichimoku lines on the chart?") sL = input (false, "Do you want to display Leledec Exhausion - Leledc on the chart?") sTD = false sRMO = input(false, "Do you want to display Rahul Mohindar Oscillator - RMO on the chart?") inputAma = input(false, title="Do you want to display Kaufman AMA wave - AMA on the chart?") tm = input (false, "Do you want to display Trend Magic signals on the chart?") wtoLB = input (false, "Do you want to display WaveTrend Oscillator - WTO on the chart?") vfiLB = input (false, "Do you want to display Volume Flow Indicator - VFI on the chart?") cogRegionFillTransp = 100 // input(false, "Do you want to display COG Region Fill and ATR Starc+/-") inputNeutralMinorSignals = input (false, title="Do you want to not display the minor or the not so strong signals from Ichimoku") maj=true // input(true,title="Show Major Leledc Exhausion Bar signal") min=input(false,title="Show Minor Leledc Exhausion Bar signal") tenkanPeriods = input(20, minval=9, title="Tenkan Period - Ichimoku [9 or 10 or 20]") kijunPeriods = input(60, minval=26, title="Kijun Period - Ichimoku [26 or 30 or 60]") chikouPeriods = input(120, minval=52, title="Chikou - Ichimoku [52 or 60 or 120]") displacement = input(30, minval=26, title="Displacement - Ichimoku [26 or 30]") // ****************************************General Color Variables*************************************************************** colorLime = #006400 // Warning sign for long trade colorBuy= #2DFF03 // Good sign for long trade colorSell = #733629 // Good sign for short trade colorMaroon =#8b0000 // Warning sign for short trade colorBlue =#0000ff // No clear sign colorGray = #a9a9a9 // Gray Color (For Squeeze momentum indicator) colorBlack = #000000 // Black colorWhite = #ffffff // White colorTenkanViolet = #800000 // Tenkan-sen line color colorKijun = #0000A6 // Kijun-sen line color // TD Sequential bar colors tdSell = #ff6666 tdSellOvershoot = #ff1a1a tdSellOvershoot1 = #cc0000 tdSellOverShoot2 = #990000 tdSellOverShoot3 = #732626 tdBuy = #80ff80 tdBuyOverShoot = #33ff33 tdBuyOvershoot1 = #00cc00 tdBuyOverShoot2 = #008000 tdBuyOvershoot3 = #004d00 // ****************************************Icons*************************************************************** upSign = '↑' // indicates the indicator shows uptrend downSign = '↓' // incicates the indicator showing downtrend exitSign ='x' //indicates the indicator uptrend/downtrend ending // diamond signals weakBullishSignal or weakBearishsignal // flag signals neutralBullishSignal or neutralBearishSignal // ****************************************Parabolic SAR code*************************************************************** start = 2 increment = 2 maximum = 2 sus = true sds = true disc = false startCalc = start * .01 incrementCalc = increment * .01 maximumCalc = maximum * .10 sarUp = sar(startCalc, incrementCalc, maximumCalc) sarDown = sar(startCalc, incrementCalc, maximumCalc) colUp = spLines and close >= sarDown ? colorLime : na colDown = spLines and close <= sarUp ? colorSell : na //@fixme Does not display the correct values for up and down pSAR plot(sp and sus and sarUp ? sarUp : na, title="↓ SAR", style=cross, linewidth=3,color=colUp) plot(sp and sds and sarDown ? sarDown : na, title="↑ SAR", style=circles, linewidth=3,color=colDown) startSAR = 0.02 incrementSAR = 0.02 maximumSAR = 0.2 psar = sar(startSAR, incrementSAR, maximumSAR) bullishPSAR = psar < high and psar[1] > low bearishPSAR= psar > low and psar[1] < high //***********************Leledc Exhausion Bar*********************************************** maj_qual=6 maj_len=30 min_qual=5 min_len=5 lele(qual,len)=> bindex=nz(bindex[1],0) sindex=nz(sindex[1],0) ret=0 if (close>close[4]) bindex:=bindex + 1 if(close<close[4]) sindex:=sindex + 1 if (bindex>qual) and (close<open) and high>=highest(high,len) bindex:=0 ret:=-1 if ((sindex>qual) and (close>open) and (low<= lowest(low,len))) sindex:=0 ret:=1 return=ret major=lele(maj_qual,maj_len) minor=lele(min_qual,min_len) leledecMajorBullish = maj ? (major==1?low:na) : na leledecMajorBearish = maj ? (major==-1?high:na) : na //****************Ichimoku ************************************ donchian(len) => avg(lowest(len), highest(len)) tenkan = donchian(tenkanPeriods) kijun = donchian(kijunPeriods) senkouA = avg(tenkan, kijun) senkouB = donchian(chikouPeriods) displacedSenkouA = senkouA[displacement] displacedSenkouB = senkouB[displacement] bullishSignal = crossover(tenkan, kijun) bearishSignal = crossunder(tenkan, kijun) bullishSignalValues = iff(bullishSignal, tenkan, na) bearishSignalValues = iff(bearishSignal, tenkan, na) strongBullishSignal = crossover(tenkan, kijun) and bullishSignalValues > displacedSenkouA and bullishSignalValues > displacedSenkouB and low > tenkan and displacedSenkouA > displacedSenkouB strongBearishSignal = bearishSignalValues < displacedSenkouA and bearishSignalValues < displacedSenkouB and high < tenkan and displacedSenkouA < displacedSenkouB neutralBullishSignal = (bullishSignalValues > displacedSenkouA and bullishSignalValues < displacedSenkouB) or (bullishSignalValues < displacedSenkouA and bullishSignalValues > displacedSenkouB) weakBullishSignal = bullishSignalValues < displacedSenkouA and bullishSignalValues < displacedSenkouB neutralBearishSignal = (bearishSignalValues > displacedSenkouA and bearishSignalValues < displacedSenkouB) or (bearishSignalValues < displacedSenkouA and bearishSignalValues > displacedSenkouB) weakBearishSignal = bearishSignalValues > displacedSenkouA and bearishSignalValues > displacedSenkouB //*********************Kaufman AMA wave*********************// src=close lengthAMA=20 filterp = 10 d=abs(src-src[1]) s=abs(src-src[lengthAMA]) noise=sum(d, lengthAMA) efratio=s/noise fastsc=0.6022 slowsc=0.0645 smooth=pow(efratio*fastsc+slowsc, 2) ama=nz(ama[1], close)+smooth*(src-nz(ama[1], close)) filter=filterp/100 * stdev(ama-nz(ama), lengthAMA) amalow=ama < nz(ama[1]) ? ama : nz(amalow[1]) amahigh=ama > nz(ama[1]) ? ama : nz(amahigh[1]) bw=(ama-amalow) > filter ? 1 : (amahigh-ama > filter ? -1 : 0) s_color=bw > 0 ? colorBuy : (bw < 0) ? colorSell : colorBlue amaLongConditionEntry = s_color==colorBuy and s_color[1]!=colorBuy amaShortConditionEntry = s_color==colorSell and s_color[1]!=colorSell //***********************Rahul Mohindar Oscillator ******************************// C=close cm2(x) => sma(x,2) ma1=cm2(C) ma2=cm2(ma1) ma3=cm2(ma2) ma4=cm2(ma3) ma5=cm2(ma4) ma6=cm2(ma5) ma7=cm2(ma6) ma8=cm2(ma7) ma9=cm2(ma8) ma10=cm2(ma9) SwingTrd1 = 100 * (close - (ma1+ma2+ma3+ma4+ma5+ma6+ma7+ma8+ma9+ma10)/10)/(highest(C,10)-lowest(C,10)) SwingTrd2=ema(SwingTrd1,30) SwingTrd3=ema(SwingTrd2,30) RMO= ema(SwingTrd1,81) Buy=cross(SwingTrd2,SwingTrd3) Sell=cross(SwingTrd3,SwingTrd2) Bull_Trend=ema(SwingTrd1,81)>0 Bear_Trend=ema(SwingTrd1,81)<0 Ribbon_kol=Bull_Trend ? colorBuy : (Bear_Trend ? colorSell : colorBlue) Impulse_UP= SwingTrd2 > 0 Impulse_Down= RMO < 0 bar_kol=Impulse_UP ? colorBuy : (Impulse_Down ? colorSell : (Bull_Trend ? colorBuy : colorBlue)) rahulMohindarOscilllatorLongEntry = Ribbon_kol==colorBuy and Ribbon_kol[1]!=colorBuy and Ribbon_kol[1]==colorSell and bar_kol==colorBuy rahulMohindarOscilllatorShortEntry = Ribbon_kol==colorSell and Ribbon_kol[1]!=colorSell and Ribbon_kol[1]==colorBuy and bar_kol==colorSell //***********************TD Sequential code ******************************// transp=0 Numbers=false SR=false Barcolor=true TD = close > close[4] ?nz(TD[1])+1:0 TS = close < close[4] ?nz(TS[1])+1:0 TDUp = TD - valuewhen(TD < TD[1], TD , 1 ) TDDn = TS - valuewhen(TS < TS[1], TS , 1 ) priceflip = barssince(close<close[4]) sellsetup = close>close[4] and priceflip sell = sellsetup and barssince(priceflip!=9) sellovershoot = sellsetup and barssince(priceflip!=13) sellovershoot1 = sellsetup and barssince(priceflip!=14) sellovershoot2 = sellsetup and barssince(priceflip!=15) sellovershoot3 = sellsetup and barssince(priceflip!=16) priceflip1 = barssince(close>close[4]) buysetup = close<close[4] and priceflip1 buy = buysetup and barssince(priceflip1!=9) buyovershoot = barssince(priceflip1!=13) and buysetup buyovershoot1 = barssince(priceflip1!=14) and buysetup buyovershoot2 = barssince(priceflip1!=15) and buysetup buyovershoot3 = barssince(priceflip1!=16) and buysetup TDbuyh = valuewhen(buy,high,0) TDbuyl = valuewhen(buy,low,0) TDsellh = valuewhen(sell,high,0) TDselll = valuewhen(sell,low,0) //***********************Volume Flow Indicator [LazyBear] ******************************// lengthVFI = 130 coefVFI = 0.2 vcoefVFI = 2.5 signalLength= 5 smoothVFI=true ma(x,y) => smoothVFI ? sma(x,y) : x typical=hlc3 inter = log( typical ) - log( typical[1] ) vinter = stdev(inter, 30 ) cutoff = coefVFI * vinter * close vave = sma( volume, lengthVFI )[1] vmax = vave * vcoefVFI vc = iff(volume < vmax, volume, vmax) mf = typical - typical[1] vcp = iff( mf > cutoff, vc, iff ( mf < -cutoff, -vc, 0 ) ) vfi = ma(sum( vcp , lengthVFI )/vave, 3) vfima=ema( vfi, signalLength ) dVFI=vfi-vfima bullishVFI = vfi > 0 and vfi[1] <=0 bearishVFI = vfi < 0 and vfi[1] >=0 //***********************WaveTrend Oscillator [WT] ******************************// n1 = 10 n2 = 21 obLevel1 = 60 obLevel2 = 53 osLevel1 = -60 osLevel2 = -53 ap = hlc3 esa = ema(ap, n1) dWTI = ema(abs(ap - esa), n1) ci = (ap - esa) / (0.015 * dWTI) tci = ema(ci, n2) wt1 = tci wt2 = sma(wt1,4) wtiSignal = wt1-wt2 bullishWTI = wt1 > osLevel1 and wt1[1] <= osLevel1 and wtiSignal > 0 bearishWTI = wt1 < obLevel1 and wt1[1] >= obLevel1 and wtiSignal < 0 // **************** Trend Magic code adapted from Glaz ********************* / CCI = 20 // input(20) ATR = 5 // input(5) Multiplier=1 // input(1,title='ATR Multiplier') original=true // input(true,title='original coloring') thisCCI = cci(close, CCI) lastCCI = nz(thisCCI[1]) bufferDn= high + Multiplier * sma(tr,ATR) bufferUp= low - Multiplier * sma(tr,ATR) if (thisCCI >= 0 and lastCCI < 0) bufferUp := bufferDn[1] if (thisCCI <= 0 and lastCCI > 0) bufferDn := bufferUp[1] if (thisCCI >= 0) if (bufferUp < bufferUp[1]) bufferUp := bufferUp[1] else if (thisCCI <= 0) if (bufferDn > bufferDn[1]) bufferDn := bufferDn[1] x=thisCCI >= 0 ?bufferUp:thisCCI <= 0 ?bufferDn:x[1] swap=x>x[1]?1:x<x[1]?-1:swap[1] swap2=swap==1?lime:red swap3=thisCCI >=0 ?lime:red swap4=original?swap3:swap2 bullTrendMagic = swap4 == lime and swap4[1] == red bearTrendMagic = swap4 == red and swap4[1] == lime // ************ Indicator: Custom COG channel by Lazy Bear **************** // srcCOG = close lengthCOG = 34 median=0 multCOG= 2.5 // input(2.5) offset = 20 //input(20) tr_custom() => x1=high-low x2=abs(high-close[1]) x3=abs(low-close[1]) max(x1, max(x2,x3)) atr_custom(x,y) => sma(x,y) dev = (multCOG * stdev(srcCOG, lengthCOG)) basis=linreg(srcCOG, lengthCOG, median) ul = (basis + dev) ll = (basis - dev) tr_v = tr_custom() acustom=(2*atr_custom(tr_v, lengthCOG)) uls=basis+acustom lls=basis-acustom // Plot STDEV channel plot(basis, linewidth=1, color=navy, style=line, linewidth=1, title="Median : STDEV COG") lb=plot(ul, color=red, linewidth=1, title="BB+ : COG", style=hline.style_dashed) tb=plot(ll, color=green, linewidth=1, title="BB- : COG ", style=hline.style_dashed) fill(tb,lb, silver, title="Region fill: STDEV COG", transp=cogRegionFillTransp) // Plot ATR channel plot(basis, linewidth=2, color=navy, style=line, linewidth=2, title="Median : ATR COG ") ls=plot(uls, color=red, linewidth=1, title="Starc+ : ATR COG", style=circles, transp=cogRegionFillTransp) ts=plot(lls, color=green, linewidth=1, title="Star- : ATR COG", style=circles, transp=cogRegionFillTransp) fill(ts,tb, green, title="Region fill : ATR COG", transp=cogRegionFillTransp) fill(ls,lb, red, title="Region fill : ATR COG", transp=cogRegionFillTransp) // Mark SQZ plot_offs_high=0.002 plot_offs_low=0.002 sqz_f=(uls>ul) and (lls<ll) b_color=sqz_f ? colorBlack : na plot(sqz_f ? lls - (lls * plot_offs_low) : na, color=b_color, style=cross, linewidth=3, title="SQZ : COG", trasp=0) plot(sqz_f ? uls + (uls * plot_offs_high) : na, color=b_color, style=cross, linewidth=3, title="SQZ : COG", trasp=0) // ****************************************All the plots and coloring of bars*************************************************************** // Trend Magic plotchar(tm and bullTrendMagic, title="TM", char=upSign, location=location.belowbar, color=colorBuy, transp=0, text="TM", textcolor=colorBuy, size=size.auto) plotchar(tm and bearTrendMagic, title="TM", char=downSign, location=location.abovebar, color=colorSell, transp=0, text="TM", textcolor=colorSell, size=size.auto) // WaveTrend Oscillator plotshape(wtoLB and bullishWTI, color=colorBuy, style=shape.labelup, textcolor=#000000, text="WTI", location=location.belowbar, transp=0) plotshape(wtoLB and bearishWTI, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="WTI", location=location.abovebar, transp=0) // VFI plotshape(vfiLB and bullishVFI, color=colorBuy, style=shape.labelup, textcolor=#000000, text="VFI", location=location.belowbar, transp=0) plotshape(vfiLB and bearishVFI, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="VFI", location=location.abovebar, transp=0) // PSAR plotshape(inputIndividualSiganlPlot and sp and bullishPSAR, color=colorBuy, style=shape.labelup, textcolor=#000000, text="Sar", location=location.belowbar, transp=0) plotshape(inputIndividualSiganlPlot and sp and bearishPSAR, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="Sar", location=location.abovebar, transp=0) // Leledec plotshape(inputIndividualSiganlPlot and sL and leledecMajorBearish, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="Leledec", location=location.abovebar, transp=0) plotshape(inputIndividualSiganlPlot and sL and leledecMajorBullish, color=colorBuy, style=shape.labelup, textcolor=#000000, text="Leledec", location=location.belowbar, transp=0) plotshape(min ? (minor==1?low:na) : na, style=shape.diamond, text="Leledec", size=size.tiny, location=location.belowbar, title="Weak Bullish Signals - Leledec", color=colorLime) plotshape(min ? (minor==-1?high:na) : na, style=shape.diamond, text="Leledec", size=size.tiny, location=location.abovebar, title="Weak Bearish Signals - Leleded", color=colorSell) // Ichimoku plot(tenkan, color=iff(sCloud, colorTenkanViolet, na), title="Tenkan", linewidth=2, transp=0) plot(kijun, color=iff(sCloud, colorKijun, na), title="Kijun", linewidth=2, transp=0) plot(close, offset = -displacement, color=iff(sCloud, colorLime, na), title="Chikou", linewidth=1) p1 = plot(senkouA, offset=displacement, color=colorBuy, title="Senkou A", linewidth=3, transp=0) p2 = plot(senkouB, offset=displacement, color=colorSell, title="Senkou B", linewidth=3, transp=0) fill(p1, p2, color = senkouA > senkouB ? #1eb600 : colorSell) plotshape(inputIndividualSiganlPlot and strongBearishSignal, color=colorSell, style=shape.labelup, textcolor=#000000, text="Ichimoku", location=location.abovebar, transp=0) plotshape(inputIndividualSiganlPlot and strongBullishSignal, color=colorBuy, style=shape.labeldown, textcolor=#ffffff, text="Ichimoku", location=location.belowbar, transp=0) plotshape(inputNeutralMinorSignals and neutralBullishSignal, style=shape.flag, text="Ichimoku", size=size.small, location=location.belowbar, title="Neutral Bullish Signals - Ichimoku", color=colorLime) plotshape(inputNeutralMinorSignals and weakBullishSignal, style=shape.diamond, text="Ichimoku", size=size.tiny, location=location.belowbar, title="Weak Bullish Signals - Ichimoku", color=colorLime) plotshape(inputNeutralMinorSignals and neutralBearishSignal, style=shape.flag, text="Ichimoku", size=size.small, location=location.abovebar, title="Neutral Bearish Signals - Ichimoku", color=colorMaroon) plotshape(inputNeutralMinorSignals and weakBearishSignal, style=shape.diamond, text="Ichimoku", size=size.tiny, location=location.abovebar, title="Weak Bearish Signals - Ichimoku", color=colorMaroon) // AMA plotshape(inputIndividualSiganlPlot and inputAma and amaLongConditionEntry, color=colorBuy, style=shape.labelup, textcolor=#000000, text="AMA", location=location.belowbar, transp=0) plotshape(inputIndividualSiganlPlot and inputAma and amaShortConditionEntry, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="AMA", location=location.abovebar, transp=0) // RMO plotshape(inputIndividualSiganlPlot and sRMO and rahulMohindarOscilllatorLongEntry, color=colorBuy, style=shape.labelup, textcolor=#000000, text="RMO", location=location.belowbar, transp=0) plotshape(inputIndividualSiganlPlot and sRMO and rahulMohindarOscilllatorShortEntry, color=colorSell, style=shape.labeldown, textcolor=#ffffff, text="RMO", location=location.abovebar, transp=0) // TD plot(sTD and SR?(TDbuyh ? TDbuyl: na):na,style=circles, linewidth=1, color=red) plot(sTD and SR?(TDselll ? TDsellh : na):na,style=circles, linewidth=1, color=lime) barColour = sell? tdSell : buy? tdBuy : sellovershoot? tdSellOvershoot : sellovershoot1? tdSellOvershoot1 : sellovershoot2?tdSellOverShoot2 : sellovershoot3? tdSellOverShoot3 : buyovershoot? tdBuyOverShoot : buyovershoot1? tdBuyOvershoot1 : buyovershoot2? tdBuyOverShoot2 : buyovershoot3? tdBuyOvershoot3 : na barcolor(color=barColour, title ="TD Sequential Bar Colour") // ****************************************BUY/SELL Signal *************************************************************** bull = leledecMajorBullish or bullishPSAR or strongBullishSignal or amaLongConditionEntry or rahulMohindarOscilllatorLongEntry or bullishVFI bear = leledecMajorBearish or bearishPSAR or strongBearishSignal or amaShortConditionEntry or rahulMohindarOscilllatorShortEntry or bearishVFI if bull persistent_bull := 1 persistent_bear := 0 if bear persistent_bull := 0 persistent_bear := 1 plotshape(bull and persistent_bull[1] != 1, style=shape.labelup, location=location.belowbar, color=colorBuy, text="Buy", textcolor=#000000, transp=0) plotshape(bear and persistent_bear[1] != 1, style=shape.labeldown, color=colorSell, text="Sell", location=location.abovebar, textcolor =#ffffff, transp=0) // ****************************************Alerts*************************************************************** // For global buy/sell alertcondition(bull and persistent_bull[1] != 1, title='Buy', message='Buy') alertcondition(bear and persistent_bear[1] != 1, title='Sell', message='Sell') // Strategy longCondition = leledecMajorBullish or bullishPSAR or strongBullishSignal or amaLongConditionEntry or rahulMohindarOscilllatorLongEntry or bullishVFI closeLongCondition = leledecMajorBearish or bearishPSAR or strongBearishSignal or amaShortConditionEntry or rahulMohindarOscilllatorShortEntry or bearishVFI monthfrom =input(1) monthuntil =input(12) dayfrom=input(1) dayuntil=input(31) yearfrom=input(2017) yearuntil=input(2020) leverage=input(1) if (longCondition ) strategy.entry("Long", strategy.long, leverage, comment="Enter Long") else strategy.close("Long", when=closeLongCondition) //if (closeLongCondition and month>=monthfrom and month <=monthuntil and dayofmonth>=dayfrom and dayofmonth <= dayuntil and year <= yearuntil and year>=yearfrom) // strategy.entry("Short", strategy.short, leverage, comment="Enter Short") //else // strategy.close("Short", when=longCondition)