یہ حکمت عملی قیمتوں کی لگاتار اوپر اور نیچے کی سلاخوں کو ٹریک کرکے سپورٹ اور مزاحمت کی سطح کی نشاندہی کرتی ہے ، اور طویل اور مختصر تجارتی حکمت عملیوں کی تعمیر کے لئے انٹری اور اسٹاپ نقصان سگنل کے طور پر چلتی اوسط کو جوڑتی ہے۔ حکمت عملی طویل اور مختصر ، یا صرف ایک طرف جاسکتی ہے۔
یہ حکمت عملی نسبتا simple آسان اور قابل اعتماد ہے۔ ایس / آر کی سطحوں کی درست شناخت کرکے یہ قیمتوں میں الٹ جانے کے مواقع کو اعلی امکان کے ساتھ حاصل کرتا ہے۔ ایم اے کے ساتھ مل کر مناسب انٹری ٹائمنگ کو یقینی بناتا ہے اور پھندوں سے بچتا ہے۔ آخر میں ، سمت کا فیصلہ قدامت پسند لیکن موافقت پذیر ہے۔ صارفین اپنی مارکیٹ کی تفہیم کے مطابق پیرامیٹرز کو بہتر بنا سکتے ہیں اور اس سے بھی بہتر نتائج حاصل کرسکتے ہیں۔
/*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)) ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////