Chiến lược dài hạn trong thị trường biến động


Ngày tạo: 2023-09-22 12:21:43 sửa đổi lần cuối: 2023-09-22 12:21:43
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Chiến lược này sử dụng một số chỉ số kỹ thuật để xác định các biến động trong thị trường, và sử dụng các điểm thấp của biến động để nắm bắt các cơ hội ngắn trong các biến động.

Nguyên tắc chiến lược

Chiến lược này kết hợp một số chỉ số kỹ thuật để xác định cơ hội rung động. Đầu tiên, sử dụng ROC thay đổi để xác định thị trường đang ở giai đoạn rung động, sau đó là các chỉ số như RSI, StochRSI, MACD xác nhận rung động thấp, và cuối cùng kết hợp với các tín hiệu lọc như băng tròn, chỉ số rung động.

Có một số trường hợp mà chiến lược này có thể được áp dụng:

  1. ROC giảm, RSI giảm, StochRSI bán quá mức, MACD giảm, chỉ số biến động VIX giảm. Điều này cho thấy thị trường đang ở giai đoạn dao động giảm, thời gian để nhiều bên can thiệp.

  2. ROC giảm, RSI thấp hơn, StochRSI bán quá mức, MACD tiếp tục đi xuống, Burin mở rộng, TEMA thu hẹp.

  3. Chỉ số dao động của Chaikin được điều chỉnh, TRIX hỗ trợ điều chỉnh. Cả hai kết hợp với xác nhận cơ hội phục hồi của đường ngắn.

  4. MACD hình thành Gold Fork, ROC và CMO hỗ trợ điều chỉnh. Nhiều chỉ số cộng hưởng cho thấy cơ hội đảo ngược xu hướng ngắn.

Ngoài ra, chiến lược cũng đặt lệnh dừng lỗ ở phía dưới vùng Brin để kiểm soát rủi ro hiệu quả.

Phân tích lợi thế

Lợi thế lớn nhất của chiến lược này là sử dụng nhiều chỉ số xác nhận, có thể xác định hiệu quả các cơ hội đảo ngược trong thị trường chấn động, tăng cường độ tin cậy của tín hiệu. Các lợi thế cụ thể bao gồm:

  1. Nhiều chỉ số cộng hưởng, xác nhận nhiều lần, tránh tín hiệu giả.

  2. Thời gian nhập cảnh chính xác, có thể mua ở điểm thấp, rủi ro có thể kiểm soát được

  3. Sử dụng dây đai Brin để kiểm soát nguy cơ trượt xuống.

  4. Hành động ngắn, nhanh chóng nắm bắt cơ hội sóng chấn động.

  5. Các tham số chỉ số được tối ưu hóa để phù hợp với sự biến động của mọi môi trường thị trường.

  6. Nó được thực hiện theo chương trình, được kiểm tra lại và không bị ảnh hưởng bởi cảm xúc.

Phân tích rủi ro

Chiến lược này cũng có một số rủi ro cần lưu ý:

  1. Khi thị trường có xu hướng theo hướng dài hạn, chiến lược chấn động sẽ có nguy cơ bị đánh giá. Có thể xác định xu hướng bằng các chỉ số kỹ thuật đường dài.

  2. Khi một sự kiện bất ngờ dẫn đến thị trường xảy ra một hành động đơn phương nhanh chóng, dừng lỗ có thể bị phá vỡ trực tiếp, gây ra tổn thất lớn. Các tham số dừng lỗ nên được nới lỏng thích hợp.

  3. Thời gian phản hồi không đầy đủ, có thể dẫn đến quá phù hợp. Các chu kỳ thời gian phản hồi nên được mở rộng và xác minh thực tế.

  4. Việc sử dụng nhiều chỉ số kết hợp không đúng cách, có thể xảy ra sự cản trở lẫn nhau, bỏ lỡ tín hiệu.

  5. Những thay đổi trong cấu trúc thị trường có thể khiến các tham số ban đầu không còn phù hợp và cần phải được tối ưu hóa liên tục.

Hướng tối ưu hóa

Chiến lược này có thể được tối ưu hóa theo các hướng sau:

  1. Kiểm tra nhiều chỉ số kỹ thuật hơn để tìm ra sự kết hợp tốt nhất. Các chỉ số khác như KD, OBV có thể được xem xét.

  2. Tối ưu hóa các tham số của chỉ số để phù hợp hơn với các môi trường thị trường khác nhau. Có thể sử dụng thuật toán di truyền để tối ưu hóa các tham số đa chiều.

  3. Theo kết quả kiểm tra lại, điều chỉnh logic điều kiện nhập học, giảm tín hiệu giả. Các phương pháp học máy có thể được áp dụng.

  4. Tối ưu hóa chiến lược dừng lỗ, giảm thiểu tối đa các trường hợp dừng lỗ không hiệu quả được xóa trong khi đảm bảo kiểm soát rủi ro.

  5. Tối ưu hóa quản lý vị trí, tăng lợi nhuận chiến lược bằng cách điều chỉnh vị trí động.

  6. Thực hiện đầy đủ xác minh phản hồi và xác minh thực tế, kiểm tra tính ổn định của chiến lược.

  7. Sử dụng phương pháp lập trình để kiểm tra và tối ưu hóa thường xuyên để duy trì chiến lược tối ưu.

Tóm tắt

Chiến lược đa đầu của thị trường chấn động này, sử dụng nhiều công cụ công nghệ để xác định cơ hội điểm thấp của chấn động, có thể thu được các cơ hội giao dịch ngắn hạn trong tình trạng chấn động. Bằng các phương pháp tối ưu hóa tham số, tối ưu hóa dừng lỗ, quản lý vị trí và các phương pháp khác, bạn có thể liên tục nâng cao sự ổn định và lợi nhuận của chiến lược. Đồng thời cần phòng ngừa rủi ro trong xu hướng đa đầu, thực hiện các biện pháp bảo vệ lợi nhuận.

Overview

This strategy uses multiple technical indicators to identify oscillating markets and long at oscillation lows, aiming to capture short-term opportunities in oscillating markets.

Strategy Logic

The strategy combines multiple technical indicators to identify oscillation low opportunities. Firstly, ROC is used to determine if the market is oscillating. Then indicators like RSI, StochRSI, MACD confirm the oscillation lows. Finally, Bollinger Bands, oscillators etc. filter the signals.

The strategy entries under several scenarios:

  1. ROC falling, RSI oversold, StochRSI oversold, MACD divergence at low, VIX falling. Indicates a downward oscillation for long entry.

  2. ROC falling more, RSI more oversold, StochRSI extreme oversold, MACD further divergence, BB expanding, TEMA contracting. Further confirms above signal.

  3. Chaikin oscillator turning up, TRIX turning up in support. Both confirm short-term bottom.

  4. MACD golden cross, ROC and CMO turning up in support. Confluence suggests short-term trend reversal.

In addition, stops are set at the lower Bollinger Band to control risk.

Advantage Analysis

The biggest advantage of this strategy is using multiple indicators to confirm signals, which improves reliability in identifying reversal opportunities in oscillating markets. Specific advantages include:

  1. Confluence with multiple indicators prevents false signals.

  2. Precise entry timing allows buying at oscillation lows, with controllable risk.

  3. BB stop loss effectively limits downside risk.

  4. Short-term operations allow quickly capturing oscillation swings.

  5. Optimized indicator parameters match various oscillation environments.

  6. Automated execution and backtest verification prevent emotional influences.

Risk Analysis

Some risks to note with this strategy:

  1. Long term trending markets risk getting stopped out at loss. Confirm trends with long-term indicators.

  2. Sudden one-sided markets may penetrate stops, causing large losses. Relax stops appropriately.

  3. Insufficient backtest periods risk overfitting. Expand test timeframe and trade live.

  4. Improper indicator combos risk missing signals. Test each thoroughly.

  5. Market regime changes may invalidate parameters. Continual optimization needed.

Optimization Directions

Some ways to optimize the strategy:

  1. Test more technical indicators to find best combinations. Consider RSI, OBV etc.

  2. Optimize indicator parameters to fit different market environments. Use genetic algorithms for multidimensional optimization.

  3. Adjust entry logic based on backtest results to reduce false signals. Consider machine learning.

  4. Optimize stops to reduce unnecessary stop outs while controlling risk.

  5. Optimize position sizing models to maximize returns.

  6. Conduct robust backtesting and forward testing to verify consistency.

  7. Adopt programmatic checks and optimization for continuous improvement.

Conclusion

This oscillating market long strategy effectively identifies oscillation lows using technical indicator confluence. Returns can be improved via parameter optimization, stop optimization, position sizing etc, while managing risks in trending markets. Overall it has strong practical application potential.

Mã nguồn chiến lược 
/*backtest
start: 2022-09-15 00:00:00
end: 2023-09-21 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3

//*****************************************************************************************************************************************//
// @sahilmpatel1
// Idea was to create a script that would capture common oscillations in the market.
// This script contains 10 active cases. Cases start at around line 1020.
// OC1, OC2, STB1, STB2 are shorter trend buy cases
// MTB3 and MTB4 are medium trend buy cases
// LTB1 is a long trend buy case
// SC1, SC2, SC3 are shorting cases
// You can toggle the cases (and plots) on and off from the format menu to see which cases work best for you. (Which I suggest)
// Pyramiding is set at 4. 
// Credit to many of the public indicators that helped me create this case study. 
// Reach out with any recommendations or questions.
//*****************************************************************************************************************************************//

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Case Study//////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

strategy("Oscillating Market Case Study",pyramiding=4, overlay=true)
source = close

////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////TOGGLE ON/OFF CASES//////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
longcases= input(title="Long Cases - On/Off", type=bool, defval=true)
shortcases= input(title="Short Cases - On/Off", type=bool, defval=true)
STcases= input(title="ST Cases - On/Off", type=bool, defval=true)
MTcases= input(title="MT Cases - On/Off", type=bool, defval=true)
LTcases= input(title="LT Cases - On/Off", type=bool, defval=true)

longcasesplot= input(title="Long Cases Plot - On/Off", type=bool, defval=true)
shortcasesplot= input(title="Short Cases Plot - On/Off", type=bool, defval=true)
STcasesplot= input(title="ST Cases Plot - On/Off", type=bool, defval=true)
MTcasesplot= input(title="MT Cases Plot - On/Off", type=bool, defval=true)
LTcasesplot= input(title="LT Cases Plot - On/Off", type=bool, defval=true)

BREAKt= input(title="**********BREAK**********", type=bool, defval=false)

aOC1 = input(title="OC1 - On/Off", type=bool, defval=true)
aOC1p = input(title="OC1 Plot - On/Off", type=bool, defval=true)
aOC2 = input(title="OC2 - On/Off", type=bool, defval=true)
aOC2p = input(title="OC2 Plot - On/Off", type=bool, defval=true)

aST1 = input(title="STB1 - On/Off", type=bool, defval=true)
aST1p = input(title="STB1 Plot - On/Off", type=bool, defval=true)
aST2 = input(title="STB2 - On/Off", type=bool, defval=true)
aST2p = input(title="STB2 Plot - On/Off", type=bool, defval=true)

// aMT1 = input(title="On/Off MTB1", type=bool, defval=true)
// aMT1p = input(title="On/Off MTB1 Plot", type=bool, defval=true)
// aMT2 = input(title="On/Off MTB2", type=bool, defval=true)
// aMT2p = input(title="On/Off MTB2 Plot", type=bool, defval=true)
aMT3 = input(title="MTB3 - On/Off", type=bool, defval=true)
aMT3p = input(title="MTB3 Plot - On/Off", type=bool, defval=true)
aMT4 = input(title="MTB4 - On/Off", type=bool, defval=true)
aMT4p = input(title="MTB4 Plot - On/Off", type=bool, defval=true)


aLT1 = input(title="LTB1 - On/Off", type=bool, defval=true)
aLT1p = input(title="LTB1 Plot - On/Off", type=bool, defval=true)
// aLT2 = input(title="On/Off LTB2", type=bool, defval=true)
// aLT2p = input(title="On/Off LTB2 Plot", type=bool, defval=true)

aSC1 = input(title="SC1 - On/Off", type=bool, defval=true)
aSC2 = input(title="SC2 - On/Off", type=bool, defval=true)
aSC3 = input(title="SC3 - On/Off", type=bool, defval=true)

////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////


//////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////Butterworth Filter Application////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

//POLE CALCULATION
lenBW1 = 1
lenBW2 = 2
lenBW5 = 5
lenBW7 = 7
lenBW10=10
lenBW20=20
lenBW25=25
lenBW30=30
lenBW40=40
lenBW50=50
pi=3.14159265
DTR=pi/180     // To convert degrees to radians multiply by this DTR


// 2 Poles BW 1
a21BW1=exp(-sqrt(2)*pi/lenBW1) //Use input length
b21BW1=2*a21BW1*cos(DTR*(sqrt(2)*180/lenBW1))
cf21BW1=(1-b21BW1+a21BW1*a21BW1)/4
cf22BW1=b21BW1
cf23BW1=-a21BW1*a21BW1

// 2 Poles BW 2
a21BW2=exp(-sqrt(2)*pi/lenBW2) //Use input length
b21BW2=2*a21BW2*cos(DTR*(sqrt(2)*180/lenBW2))
cf21BW2=(1-b21BW2+a21BW2*a21BW2)/4
cf22BW2=b21BW2
cf23BW2=-a21BW2*a21BW2

// 2 Poles BW 5
a21BW5=exp(-sqrt(2)*pi/lenBW5) //Use input length
b21BW5=2*a21BW5*cos(DTR*(sqrt(2)*180/lenBW5))
cf21BW5=(1-b21BW5+a21BW5*a21BW5)/4
cf22BW5=b21BW5
cf23BW5=-a21BW5*a21BW5

// 2 Poles BW 7
a21BW7=exp(-sqrt(2)*pi/lenBW7) //Use input length
b21BW7=2*a21BW7*cos(DTR*(sqrt(2)*180/lenBW7))
cf21BW7=(1-b21BW7+a21BW7*a21BW7)/4
cf22BW7=b21BW7
cf23BW7=-a21BW7*a21BW7

// 2 Poles BW 10
a21BW10=exp(-sqrt(2)*pi/lenBW10) //Use input length
b21BW10=2*a21BW10*cos(DTR*(sqrt(2)*180/lenBW10))
cf21BW10=(1-b21BW10+a21BW10*a21BW10)/4
cf22BW10=b21BW10
cf23BW10=-a21BW10*a21BW10

// 2 Poles BW 20
a21BW20=exp(-sqrt(2)*pi/lenBW20) //Use input length
b21BW20=2*a21BW20*cos(DTR*(sqrt(2)*180/lenBW20))
cf21BW20=(1-b21BW20+a21BW20*a21BW20)/4
cf22BW20=b21BW20
cf23BW20=-a21BW20*a21BW20

// 2 Poles BW 25
a21BW25=exp(-sqrt(2)*pi/lenBW25) //Use input length
b21BW25=2*a21BW25*cos(DTR*(sqrt(2)*180/lenBW25))
cf21BW25=(1-b21BW25+a21BW25*a21BW25)/4
cf22BW25=b21BW25
cf23BW25=-a21BW25*a21BW25

// 2 Poles BW 30
a21BW30=exp(-sqrt(2)*pi/lenBW30) //Use input length
b21BW30=2*a21BW30*cos(DTR*(sqrt(2)*180/lenBW30))
cf21BW30=(1-b21BW30+a21BW30*a21BW30)/4
cf22BW30=b21BW30
cf23BW30=-a21BW30*a21BW30

// 2 Poles BW 40
a21BW40=exp(-sqrt(2)*pi/lenBW40) //Use input length
b21BW40=2*a21BW40*cos(DTR*(sqrt(2)*180/lenBW40))
cf21BW40=(1-b21BW40+a21BW40*a21BW40)/4
cf22BW40=b21BW40
cf23BW40=-a21BW40*a21BW40

// 2 Poles BW 50
a21BW50=exp(-sqrt(2)*pi/lenBW50) //Use input length
b21BW50=2*a21BW50*cos(DTR*(sqrt(2)*180/lenBW50))
cf21BW50=(1-b21BW50+a21BW50*a21BW50)/4
cf22BW50=b21BW50
cf23BW50=-a21BW50*a21BW50

//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////


////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////***************************INDICATORS***************************/////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

///////////////////////////////////////BOLLINGER BANDS/////////////////////////////////////
length = input(20,minval=1)
mult = input(2.5,minval=0.001,maxval=50)
basis = sma(source,length)
dev = mult * stdev(source,length)
upperbb = basis + dev
lowerbb = basis - dev
diffTo20MA=abs(source-basis)
diffTolowerbb=abs(source-lowerbb)
percentGapBB=abs(upperbb-lowerbb)/lowerbb*100

//Bollinger Bands Error
error = 0.0
error := (abs(source - lowerbb)/lowerbb)*100


///////////////////////////////////////////RATE OF CHANGE//////////////////////////////////
//Template
//ROC Length ###
// lenROC = input(9,minval=1)
// ROC = 0.0
// ROC := 100*(source-source[lenROC])/source[lenROC]
// //BW ROC Short Period - BW Length = ##
// butROC = 0.0
// butROC := cf21BW*(ROC+2*nz(ROC[1])+nz(ROC[2]))+cf22BW*nz(butROC[1])+cf23BW*nz(butROC[2])
// //BW Slope Derivations
// slopeROC = nz(butROC[1]) - nz(butROC[2]) - (nz(butROC[2]) - nz(butROC[3]) )
// slopeROC2 = (butROC - butROC[2])/2

//Short Period - ROC(9)
lenROCshort = input(9,minval=1)
ROCshort = 0.0
ROCshort := 100*(source-source[lenROCshort])/source[lenROCshort]
//BW ROC Short Period: BW Length = 5
butROCshort = 0.0
butROCshort := cf21BW1*(ROCshort+2*nz(ROCshort[1])+nz(ROCshort[2]))+cf22BW1*nz(butROCshort[1])+cf23BW1*nz(butROCshort[2])
//BW Short Slope Derivations
slopeROCshort = nz(butROCshort[1]) - nz(butROCshort[2]) - (nz(butROCshort[2]) - nz(butROCshort[3]) )
slopeROCshort2 = (butROCshort - butROCshort[2])/2

//Medium Period - ROC(30)
lenROCmed=input(30,minval=1)
ROCmed = 0.0
ROCmed := 100*(source-source[lenROCmed])/source[lenROCmed]
//BW ROC Medium Period - BW Length = 30
butROCmed = 0.0
butROCmed := cf21BW30*(ROCmed+2*nz(ROCmed[1])+nz(ROCmed[2]))+cf22BW30*nz(butROCmed[1])+cf23BW30*nz(butROCmed[2])
//BW Medium Slope Derivations
slopeROCmed = nz(butROCmed[1]) - nz(butROCmed[2]) - (nz(butROCmed[2]) - nz(butROCmed[3]) )
slopeROCmed2 = (butROCmed - butROCmed[2])/2

//Long Period - ROC(100)
lenROClong=input(100,minval=1)
ROClong = 0.0
ROClong := 100*(source-source[lenROClong])/source[lenROClong]
//BW ROC Long Period - BW Length = 50
butROClong = 0.0
butROClong := cf21BW50*(ROClong+2*nz(ROClong[1])+nz(ROClong[2]))+cf22BW50*nz(butROClong[1])+cf23BW50*nz(butROClong[2])
//BW Long Slope Derivations
slopeROClong = nz(butROClong[1]) - nz(butROClong[2]) - (nz(butROClong[2]) - nz(butROClong[3]) )
slopeROClong2 = (butROClong - butROClong[2])/2


/////////////////////////////////CHANDE MOMENTUM OSCILLATOR////////////////////////////////
//CONSTANTS
momm = change(source)
f1(m) => m >= 0.0 ? m : 0.0
f2(m) => m >= 0.0 ? 0.0 : -m
m1 = f1(momm)
m2 = f2(momm)

//TEMPLATE - CMO(#)
// lenMO = input(9, minval=1)
// sm1 = sum(m1, lenMO)
// sm2= sum(m2, lenMO)
// percent(nom, div) => 100 * nom / div
// chandeMO = percent(sm1-sm2, sm1short+sm2)
// //BW CMO Period: BW Length = 5
// butCMO = 0.0
// butCMO := cf21BW*(chandeMO+2*nz(chandeMO[1])+nz(chandeMO[2]))+cf22BW*nz(butCMO[1])+cf23BW*nz(butCMO[2])
// //BW CMO Slope Analysis
// slopeCMO = nz(butCMO[1]) - nz(butCMO[2]) - (nz(butCMO[2]) - nz(butCMO[3]) )
// slopeCMO2 = (butCMO - butCMO[2])/2

//Short - CMO(9)
lenMOshort = input(9, minval=1)
sm1short = sum(m1, lenMOshort)
sm2short = sum(m2, lenMOshort)
percent(nom, div) => 100 * nom / div
chandeMOshort = percent(sm1short-sm2short, sm1short+sm2short)
//BW CMO short Period: BW Length = 5
butCMOshort = 0.0
butCMOshort := cf21BW1*(chandeMOshort+2*nz(chandeMOshort[1])+nz(chandeMOshort[2]))+cf22BW1*nz(butCMOshort[1])+cf23BW1*nz(butCMOshort[2])
//BW CMO Long Slope Analysis
slopeCMOshort = nz(butCMOshort[1]) - nz(butCMOshort[2]) - (nz(butCMOshort[2]) - nz(butCMOshort[3]) )
slopeCMOshort2 = (butCMOshort - butCMOshort[2])/2

//Medium - CMO(30)
lenMOmed = input(30, minval=1)
sm1med = sum(m1, lenMOmed)
sm2med = sum(m2, lenMOmed)
chandeMOmed = percent(sm1med-sm2med, sm1med+sm2med)
//BW CMO Long Period - BW Length = 20
butCMOmed = 0.0
butCMOmed := cf21BW20*(chandeMOmed+2*nz(chandeMOmed[1])+nz(chandeMOmed[2]))+cf22BW50*nz(butCMOmed[1])+cf23BW20*nz(butCMOmed[2])
//BW CMO Long Slope Analysis
slopeCMOmed = nz(butCMOmed[1]) - nz(butCMOmed[2]) - (nz(butCMOmed[2]) - nz(butCMOmed[3]) )
slopeCMOmed2 = (butCMOmed - butCMOmed[2])/2

//Long - CMO(50)
lenMOlong = input(50, minval=1)
sm1long = sum(m1, lenMOlong)
sm2long = sum(m2, lenMOlong)
chandeMOlong = percent(sm1long-sm2long, sm1long+sm2long)
//BW CMO Long Period - BW Length = 20
butCMOlong = 0.0
butCMOlong := cf21BW20*(chandeMOlong+2*nz(chandeMOlong[1])+nz(chandeMOlong[2]))+cf22BW50*nz(butCMOlong[1])+cf23BW20*nz(butCMOlong[2])
//BW CMO Long Slope Analysis
slopeCMOlong = nz(butCMOlong[1]) - nz(butCMOlong[2]) - (nz(butCMOlong[2]) - nz(butCMOlong[3]) )
slopeCMOlong2 = (butCMOlong - butCMOlong[2])/2

/////////////////////////////////////////RSI///////////////////////////////////////////////
//TEMPLATE
// lengthRSI=input(14,minval=1)
// upRSI = rma(max(change(source), 0), lengthRSI)
// downRSI = rma(-min(change(source), 0), lengthRSI)
// RSI = downRSI == 0 ? 100 : upRSI == 0 ? 0 : 100 - (100 / (1 + upRSI / downRSI))
// butRSI = 0.0
// butRSI := cf21BW1*(RSI+2*nz(RSI[1])+nz(RSI[2]))+cf22BW1*nz(butRSI[1])+cf23BW1*nz(butRSI[2])
// slopeRSIpt1 = (butRSI - butRSI[2])/2

//Default - RSI(14)
lengthRSI=input(14,minval=1)
upRSI = rma(max(change(source), 0), lengthRSI)
downRSI = rma(-min(change(source), 0), lengthRSI)
RSI = downRSI == 0 ? 100 : upRSI == 0 ? 0 : 100 - (100 / (1 + upRSI / downRSI))
butRSI = 0.0
butRSI := cf21BW1*(RSI+2*nz(RSI[1])+nz(RSI[2]))+cf22BW1*nz(butRSI[1])+cf23BW1*nz(butRSI[2])
slopeRSIpt = (butRSI - butRSI[2])/2


//////////////////////////////////STOCHASTIC RSI///////////////////////////////////////////
smoothK = input(3, minval=1)
smoothD = input(3, minval=1)

//Short Period - StochRSI(3, 3, 14, 14)
lenRSIshort = input(14, minval=1)
lenStochshort = input(14, minval=1)
RSIshort = rsi(source,lenRSIshort)
kshort = sma(stoch(RSIshort, RSIshort, RSIshort, lenStochshort), smoothK)
dshort = sma(kshort, smoothD)

//Medium Period - StochRSI(3, 3, 50, 50) BW20
lenRSImed = input(50, minval=1)
lenStochmed = input(50, minval=1)
RSImed = rsi(source,lenRSImed)
kmed = sma(stoch(RSImed, RSImed, RSImed, lenStochmed), smoothK)
dmed = sma(kmed, smoothD)
//K and D BW Values - BW Length = 30
butKmed=0.0
butDmed=0.0
butKmed:=cf21BW20*(kmed+2*nz(kmed[1])+nz(kmed[2]))+cf22BW20*nz(butKmed[1])+cf23BW20*nz(butKmed[2])
butDmed:=cf21BW20*(dmed+2*nz(dmed[1])+nz(dmed[2]))+cf22BW20*nz(butDmed[1])+cf23BW20*nz(butDmed[2])
//BW Slopes
slopeKmed = nz(butKmed[1]) - nz(butKmed[2]) - (nz(butKmed[2]) - nz(butKmed[3]) ) > 0
slopeK2med = butKmed - butKmed[5]
slopeDmed = nz(butDmed[1]) - nz(butDmed[2]) - (nz(butDmed[2]) - nz(butDmed[3]) ) > 0
slopeD2med = (butDmed - butDmed[2])/2

//Long Period - StochRSI(3, 3, 100, 100)
lenRSIlong = input(100, minval=1)
lenStochlong = input(100, minval=1)
RSIlong = rsi(source,lenRSIlong)
klong = sma(stoch(RSIlong, RSIlong, RSIlong, lenStochlong), smoothK)
dlong = sma(klong, smoothD)


///////////////////////////////////////MACD////////////////////////////////////////////////
//Moving Average Convergence Divergence
//TEMPLATE - MACD(##, ##, ##)
// fastlen = input(50, minval=1)
// slowlen = input(100,minval=1)
// signallen = input(5,minval=1)
// fastMA = ema(source, fastlen)
// slowMA = ema(source, slowlen)
// MACD = fastMA - slowMA //blue
// MACDslope = (MACD-MACD[1])
// signal = ema(MACD, signallen) //orange
// hist = MACD - signal
// //BW MACD and Signal: BW Length = 
// butMACD=0.0
// butMACD:=cf21BW*(MACD+2*nz(MACD[1])+nz(MACD[2]))+cf22BW*nz(butMACD[1])+cf23BW*nz(butMACD[2])
// butSignal = 0.0
// butSignal:=cf21BW*(signal+2*nz(signal[1])+nz(signal[2]))+cf22BW*nz(butSignal[1])+cf23BW*nz(butSignal[2])
// //BW Slope Analysis
// slopeMACD = nz(butMACD[1]) - nz(butMACD[2]) - (nz(butMACD[2]) - nz(butMACD[3]) ) > 0
// slopeMACD2 = (butMACD - butMACD[2])/2
// slopeSignal = nz(butSignal[1]) - nz(butSignal[2]) - (nz(butSignal[2]) - nz(butSignal[3]) ) > 0
// slopeSignal2 = (butSignal - butSignal[2])/2
//BW MACD Percent Gap
// BWpercentGapMACD = 0.0
// BWpercentGapMACD := (abs(butMACD-butSignal)/butSignal)*100

//Short - MACD(5,10, 5)
fastlenshort = input(5, minval=1)
slowlenshort =input(10,minval=1)
signallenshort = input(5,minval=1)
fastMAshort = ema(source, fastlenshort)
slowMAshort = ema(source, slowlenshort)
MACDshort = fastMAshort - slowMAshort //blue
signalshort = ema(MACDshort, signallenshort) //orange
hist = MACDshort - signalshort
MACDslopeshort = (MACDshort-MACDshort[2])/2

//Medium - MACD(20, 40, 5)
fastlenmed = input(20, minval=1)
slowlenmed = input(40,minval=1)
signallenmed = input(5,minval=1)
fastMAmed = ema(source, fastlenmed)
slowMAmed = ema(source, slowlenmed)
MACDmed = fastMAmed - slowMAmed //blue
MACDslopemed = (MACDmed-MACDmed[2])/2
signalmed = ema(MACDmed, signallenmed) //orange
histmed = MACDmed - signalmed

//Long - MACD(50,100, 20)
fastlenlong = input(50, minval=1)
slowlenlong = input(100,minval=1)
signallenlong = input(20,minval=1)
fastMAlong = ema(source, fastlenlong)
slowMAlong = ema(source, slowlenlong)
MACDlong = fastMAlong - slowMAlong //blue
MACDslopelong = (MACDlong-MACDlong[2])/2
signallong = ema(MACDlong, signallenlong) //orange
histlong = MACDlong - signallong
//BW MACD and Signal: BW Length = 40
butMACDlong=0.0
butMACDlong:=cf21BW40*(MACDlong+2*nz(MACDlong[1])+nz(MACDlong[2]))+cf22BW40*nz(butMACDlong[1])+cf23BW40*nz(butMACDlong[2])
butSignallong=0.0
butSignallong:=cf21BW40*(signallong+2*nz(signallong[1])+nz(signallong[2]))+cf22BW40*nz(butSignallong[1])+cf23BW40*nz(butSignallong[2])
//BW Slope long
slopeMACDlong = nz(butMACDlong[1]) - nz(butMACDlong[2]) - (nz(butMACDlong[2]) - nz(butMACDlong[3]) ) > 0
slopeMACD2long = (butMACDlong - butMACDlong[2])/2
slopeSignallong = nz(butSignallong[1]) - nz(butSignallong[2]) - (nz(butSignallong[2]) - nz(butSignallong[3]) ) > 0
slopeSignal2long = (butSignallong - butSignallong[2])/2

//MACD Default 12, 26, close, 9
fastlendef = input(12, minval=1)
slowlendef = input(26,minval=1)
signallendef = input(9,minval=1)
fastMAdef = ema(source, fastlendef)
slowMAdef = ema(source, slowlendef)
MACDdef = fastMAdef - slowMAdef //blue
MACDslopedef = (MACDdef-MACDdef[2])/2
signaldef = ema(MACDdef, signallendef) //orange
histdef = MACDdef - signaldef
//BW MACD and Signal: BW Length = 1
butMACDdef=0.0
butMACDdef:=cf21BW1*(MACDdef+2*nz(MACDdef[1])+nz(MACDdef[2]))+cf22BW1*nz(butMACDdef[1])+cf23BW1*nz(butMACDdef[2])
butSignaldef = 0.0
butSignaldef:=cf21BW1*(signaldef+2*nz(signaldef[1])+nz(signaldef[2]))+cf22BW1*nz(butSignaldef[1])+cf23BW1*nz(butSignaldef[2])
//BW Slope Analysis
slopeMACDdef = nz(butMACDdef[1]) - nz(butMACDdef[2]) - (nz(butMACDdef[2]) - nz(butMACDdef[3]) ) > 0
slopeMACD2def = (butMACDdef - butMACDdef[2])/2
slopeSignaldef = nz(butSignaldef[1]) - nz(butSignaldef[2]) - (nz(butSignaldef[2]) - nz(butSignaldef[3]) ) > 0
slopeSignal2def = (butSignaldef - butSignaldef[2])/2
//BW MACD Def Percent Gap
BWpercentGapMACDdef = 0.0
BWpercentGapMACDdef := (abs(butMACDdef)-abs(butSignaldef))/abs(butSignaldef)*100


///////////////////////////////////////VORTEX INDICATOR////////////////////////////////////
//TEMPLATE
// period_ = input(100, minval=2)
// VMP = sum( abs( high - low[1]), period_ )
// VMM = sum( abs( low - high[1]), period_ )
// STR = sum( atr(1), period_ )
// VIP = VMP / STR //blue
// VIM = VMM / STR //pink
// percentGapVI = 0.0
// percentGapVI := (abs(VIP-VIM)/VIM)*100
// //BW VI Long Period - BW Length = 20
// butVIP = 0.0
// butVIM = 0.0
// butVIP := cf21BW*(VIP+2*nz(VIP[1])+nz(VIP[2]))+cf22BW*nz(butVIP[1])+cf23BW*nz(butVIP[2])
// butVIM := cf21BW*(VIM+2*nz(VIM[1])+nz(VIM[2]))+cf22BW*nz(butVIM[1])+cf23BW*nz(butVIM[2])
// //BW VI Long Slope Analysis
// slopeVIM = nz(butVIM[1]) - nz(butVIM[2]) - (nz(butVIM[2]) - nz(butVIM[3]) )
// slopeVIM2 = (butVIM - butVIM[2])/2
// slopeVIP = nz(butVIP[1]) - nz(butVIP[2]) - (nz(butVIP[2]) - nz(butVIP[3]) )
// slopeVIP2 = (butVIP - butVIP[2])/2
// //BW VI Long percent gap
// BWpercentGapVI = 0.0
// BWpercentGapVI := (abs(butVIP-butVIM)/butVIM)*100

//////////////SHORT////////////// (14)
period_short = input(14, minval=2)
VMPshort = sum( abs( high - low[1]), period_short )
VMMshort = sum( abs( low - high[1]), period_short )
STRshort = sum( atr(1), period_short )
VIPshort = VMPshort / STRshort //blue
VIMshort = VMMshort / STRshort //pink
percentGapVIshort = 0.0
percentGapVIshort := (abs(VIPshort-VIMshort)/VIMshort)*100

//////////////MEDIUM////////////// (30, BW20)
period_med = input(30, minval=2)
VMPmed = sum( abs( high - low[1]), period_med )
VMMmed = sum( abs( low - high[1]), period_med )
STRmed = sum( atr(1), period_med )
VIPmed = VMPmed / STRmed //blue
VIMmed = VMMmed / STRmed //pink
percentGapVImed = 0.0
percentGapVImed := (abs(VIPmed-VIMmed)/VIMmed)*100
//BW VI Med Period - BW Length = 20
butVIPmed = 0.0
butVIMmed = 0.0
butVIPmed := cf21BW20*(VIPmed+2*nz(VIPmed[1])+nz(VIPmed[2]))+cf22BW20*nz(butVIPmed[1])+cf23BW20*nz(butVIPmed[2])
butVIMmed := cf21BW20*(VIMmed+2*nz(VIMmed[1])+nz(VIMmed[2]))+cf22BW20*nz(butVIMmed[1])+cf23BW20*nz(butVIMmed[2])
//BW DI Med Slope Analysis
slopeVIMmed = nz(butVIMmed[1]) - nz(butVIMmed[2]) - (nz(butVIMmed[2]) - nz(butVIMmed[3]) )
slopeVIMmed2 = (butVIMmed - butVIMmed[2])/2
slopeVIPmed = nz(butVIPmed[1]) - nz(butVIPmed[2]) - (nz(butVIPmed[2]) - nz(butVIPmed[3]) )
slopeVIPmed2 = (butVIPmed - butVIPmed[2])/2
//BW DI Med percent gap
BWpercentGapVImed = 0.0
BWpercentGapVImed := (abs(butVIPmed-butVIMmed)/butVIMmed)*100

//////////////LONG////////////// (100, BW30)
period_long = input(100, minval=2)
VMPlong = sum( abs( high - low[1]), period_long )
VMMlong = sum( abs( low - high[1]), period_long )
STRlong = sum( atr(1), period_long )
VIPlong = VMPlong / STRlong //blue
VIMlong = VMMlong / STRlong //pink
percentGapVIlong = 0.0
percentGapVIlong := (abs(VIPlong-VIMlong)/VIMlong)*100
//BW VI Long Period - BW Length = 20
butVIPlong = 0.0
butVIMlong = 0.0
butVIPlong := cf21BW30*(VIPlong+2*nz(VIPlong[1])+nz(VIPlong[2]))+cf22BW30*nz(butVIPlong[1])+cf23BW30*nz(butVIPlong[2])
butVIMlong := cf21BW30*(VIMlong+2*nz(VIMlong[1])+nz(VIMlong[2]))+cf22BW30*nz(butVIMlong[1])+cf23BW30*nz(butVIMlong[2])
//BW VI Long Slope Analysis
slopeVIMlong = nz(butVIMlong[1]) - nz(butVIMlong[2]) - (nz(butVIMlong[2]) - nz(butVIMlong[3]) )
slopeVIMlong2 = (butVIMlong - butVIMlong[2])/2
slopeVIPlong = nz(butVIPlong[1]) - nz(butVIPlong[2]) - (nz(butVIPlong[2]) - nz(butVIPlong[3]) )
slopeVIPlong2 = (butVIPlong - butVIPlong[2])/2
//BW VI Long percent gap
BWpercentGapVIlong = 0.0
BWpercentGapVIlong := (abs(butVIPlong-butVIMlong)/butVIMlong)*100

//Length 14, BW 1
period_14 = input(14, minval=2)
VMP14 = sum( abs( high - low[1]), period_14 )
VMM14 = sum( abs( low - high[1]), period_14 )
STR14 = sum( atr(1), period_14 )
VIP14 = VMP14 / STR14 //blue
VIM14 = VMM14 / STR14 //pink
percentGapVI14 = 0.0
percentGapVI14 := (abs(VIP14-VIM14)/VIM14)*100
//BW VI Long Period - BW Length = 20
butVIP14 = 0.0
butVIM14 = 0.0
butVIP14 := cf21BW1*(VIP14+2*nz(VIP14[1])+nz(VIP14[2]))+cf22BW1*nz(butVIP14[1])+cf23BW1*nz(butVIP14[2])
butVIM14 := cf21BW1*(VIM14+2*nz(VIM14[1])+nz(VIM14[2]))+cf22BW1*nz(butVIM14[1])+cf23BW1*nz(butVIM14[2])
//BW VI Long Slope Analysis
slopeVIM14 = nz(butVIM14[1]) - nz(butVIM14[2]) - (nz(butVIM14[2]) - nz(butVIM14[3]) )
slopeVIM142 = (butVIM14 - butVIM14[2])/2
slopeVIP14 = nz(butVIP14[1]) - nz(butVIP14[2]) - (nz(butVIP14[2]) - nz(butVIP14[3]) )
slopeVIP142 = (butVIP14 - butVIP14[2])/2
//BW VI Long percent gap
BWpercentGapVI14 = 0.0
BWpercentGapVI14 := (abs(butVIP14-butVIM14)/butVIM14)*100

//Length 50, BW 30
period_50 = input(50, minval=2)
VMP50 = sum( abs( high - low[1]), period_50 )
VMM50 = sum( abs( low - high[1]), period_50 )
STR50 = sum( atr(1), period_50 )
VIP50 = VMP50 / STR50 //blue
VIM50 = VMM50 / STR50 //pink
percentGapVI50 = 0.0
percentGapVI50 := (abs(VIP50-VIM50)/VIM50)*100
//BW VI Long Period - BW Length = 25
butVIP50 = 0.0
butVIM50 = 0.0
butVIP50 := cf21BW30*(VIP50+2*nz(VIP50[1])+nz(VIP50[2]))+cf22BW30*nz(butVIP50[1])+cf23BW30*nz(butVIP50[2])
butVIM50 := cf21BW30*(VIM50+2*nz(VIM50[1])+nz(VIM50[2]))+cf22BW30*nz(butVIM50[1])+cf23BW30*nz(butVIM50[2])
//BW VI Long Slope Analysis
slopeVIM50 = nz(butVIM50[1]) - nz(butVIM50[2]) - (nz(butVIM50[2]) - nz(butVIM50[3]) )
slopeVIM502 = (butVIM50 - butVIM50[2])/2
slopeVIP50 = nz(butVIP50[1]) - nz(butVIP50[2]) - (nz(butVIP50[2]) - nz(butVIP50[3]) )
slopeVIP502 = (butVIP50 - butVIP50[2])/2
//BW VI Long percent gap
BWpercentGapVI50 = 0.0
BWpercentGapVI50 := (abs(butVIP50-butVIM50))/butVIM50*100

//Length 20, BW 10
period_20 = input(20, minval=2)
VMP20 = sum( abs( high - low[1]), period_20 )
VMM20 = sum( abs( low - high[1]), period_20 )
STR20 = sum( atr(1), period_20 )
VIP20 = VMP20 / STR20 //blue
VIM20 = VMM20 / STR20 //pink
percentGapVI20 = 0.0
percentGapVI20 := (abs(VIP20-VIM20)/VIM20)*100
//BW VI Long Period - BW Length = 25
butVIP20 = 0.0
butVIM20 = 0.0
butVIP20 := cf21BW10*(VIP20+2*nz(VIP20[1])+nz(VIP20[2]))+cf22BW10*nz(butVIP20[1])+cf23BW10*nz(butVIP20[2])
butVIM20 := cf21BW10*(VIM20+2*nz(VIM20[1])+nz(VIM20[2]))+cf22BW10*nz(butVIM20[1])+cf23BW10*nz(butVIM20[2])
//BW VI Long Slope Analysis
slopeVIM20 = nz(butVIM20[1]) - nz(butVIM20[2]) - (nz(butVIM20[2]) - nz(butVIM20[3]) )
slopeVIM202 = (butVIM20 - butVIM20[2])/2
slopeVIP20 = nz(butVIP20[1]) - nz(butVIP20[2]) - (nz(butVIP20[2]) - nz(butVIP20[3]) )
slopeVIP202 = (butVIP20 - butVIP20[2])/2
//BW VI Long percent gap
BWpercentGapVI20 = 0.0
BWpercentGapVI20 := (abs(butVIP20-butVIM20))/butVIM20*100


///////////////////////////////////ADX & DI////////////////////////////////////////////////
TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0

//TEMPLATE
// len = input(title="Length",  defval=9)
// SmoothedTrueRange = 0.0
// SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/len) + TrueRange
// SmoothedDirectionalMovementPlus = 0.0
// SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/len) + DirectionalMovementPlus
// SmoothedDirectionalMovementMinus = 0.0
// SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/len) + DirectionalMovementMinus
// DIPlus = 0.0
// DIPlus := SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100 //green
// DIMinus = 0.0
// DIMinus := SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100 //red
// DX = 0.0
// DX := abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
// ADX = sma(DX, len) //black
// ADXslope = (ADX-ADX[1])
// DIpercentgap =  abs(DIPlus-DIMinus)/DIMinus* 100
// //BW DI Long Period - BW Length = ###
// butDIP = 0.0
// butDIM = 0.0
// butDIP := cf21BW*(DIPlus+2*nz(DIPlus[1])+nz(DIPlus[2]))+cf22BW*nz(butDIP[1])+cf23BW*nz(butDIP[2])
// butDIM := cf21BW*(DIMinus+2*nz(DIMinus[1])+nz(DIMinus[2]))+cf22BW*nz(butDIM[1])+cf23BW*nz(butDIM[2])
// //BW DI Long Slope Analysis
// slopeDIM = nz(butDIM[1]) - nz(butDIM[2]) - (nz(butDIM[2]) - nz(butDIM[3]) )
// slopeDIM2 = (butDIM- butDIM[2])/2
// slopeDIP = nz(butDIP[1]) - nz(butDIP[2]) - (nz(butDIP[2]) - nz(butDIP[3]) )
// slopeDIP2 = (butDIP - butDIP[2])/2
// //BW DI percent gap
// BWpercentGapDI = 0.0
// BWpercentGapDI := (abs(butDIP-butDIM)/butDIM)*100

//////////////SHORT//////////////
lenshort = input(title="Length",  defval=9)
SmoothedTrueRangeshort = 0.0
SmoothedTrueRangeshort := nz(SmoothedTrueRangeshort[1]) - (nz(SmoothedTrueRangeshort[1])/lenshort) + TrueRange
SmoothedDirectionalMovementPlusshort = 0.0
SmoothedDirectionalMovementPlusshort := nz(SmoothedDirectionalMovementPlusshort[1]) - (nz(SmoothedDirectionalMovementPlusshort[1])/lenshort) + DirectionalMovementPlus
SmoothedDirectionalMovementMinusshort = 0.0
SmoothedDirectionalMovementMinusshort := nz(SmoothedDirectionalMovementMinusshort[1]) - (nz(SmoothedDirectionalMovementMinusshort[1])/lenshort) + DirectionalMovementMinus
DIPlusshort = 0.0
DIPlusshort := SmoothedDirectionalMovementPlusshort / SmoothedTrueRangeshort * 100 //green
DIMinusshort = 0.0
DIMinusshort := SmoothedDirectionalMovementMinusshort / SmoothedTrueRangeshort * 100 //red
DXshort = 0.0
DXshort := abs(DIPlusshort-DIMinusshort) / (DIPlusshort+DIMinusshort)*100
ADXshort = sma(DXshort, lenshort) //black
ADXslopeshort = (ADXshort-ADXshort[2])/2
DIpercentgapshort =  abs(DIPlusshort-DIMinusshort)/DIMinusshort * 100 

//////////////MEDIUM//////////////
lenmed = input(title="Length",  defval=30)
SmoothedTrueRangemed = 0.0
SmoothedTrueRangemed := nz(SmoothedTrueRangemed[1]) - (nz(SmoothedTrueRangemed[1])/lenmed) + TrueRange
SmoothedDirectionalMovementPlusmed = 0.0
SmoothedDirectionalMovementPlusmed := nz(SmoothedDirectionalMovementPlusmed[1]) - (nz(SmoothedDirectionalMovementPlusmed[1])/lenmed) + DirectionalMovementPlus
SmoothedDirectionalMovementMinusmed = 0.0
SmoothedDirectionalMovementMinusmed := nz(SmoothedDirectionalMovementMinusmed[1]) - (nz(SmoothedDirectionalMovementMinusmed[1])/lenmed) + DirectionalMovementMinus
DIPlusmed = 0.0
DIPlusmed := SmoothedDirectionalMovementPlusmed / SmoothedTrueRangemed * 100 //green
DIMinusmed = 0.0
DIMinusmed := SmoothedDirectionalMovementMinusmed / SmoothedTrueRangemed * 100 //red
DXmed = 0.0
DXmed := abs(DIPlusmed-DIMinusmed) / (DIPlusmed+DIMinusmed)*100
ADXmed = sma(DXmed, lenmed) //black
slopeADXmed = nz(ADXmed[1]) - nz(ADXmed[2]) - (nz(ADXmed[2]) - nz(ADXmed[3]) ) > 0
slopeADXmed2 = (ADXmed - ADXmed[2])/2
DIpercentgapmed =  abs(DIPlusmed-DIMinusmed)/DIMinusmed * 100 
//BW DI Med Period - BW Length = 20
butDIPmed = 0.0
butDIMmed = 0.0
butDIPmed := cf21BW20*(DIPlusmed+2*nz(DIPlusmed[1])+nz(DIPlusmed[2]))+cf22BW20*nz(butDIPmed[1])+cf23BW20*nz(butDIPmed[2])
butDIMmed := cf21BW20*(DIMinusmed+2*nz(DIMinusmed[1])+nz(DIMinusmed[2]))+cf22BW20*nz(butDIMmed[1])+cf23BW20*nz(butDIMmed[2])
//BW DI Med Slope Analysis
slopeDIMmed = nz(butDIMmed[1]) - nz(butDIMmed[2]) - (nz(butDIMmed[2]) - nz(butDIMmed[3]) )
slopeDIMmed2 = (butDIMmed - butDIMmed[2])/2
slopeDIPmed = nz(butDIPmed[1]) - nz(butDIPmed[2]) - (nz(butDIPmed[2]) - nz(butDIPmed[3]) )
slopeDIPmed2 = (butDIPmed - butDIPmed[2])/2
//BW DI Med percent gap
BWpercentGapDImed = 0.0
BWpercentGapDImed := (abs(butDIPmed-butDIMmed)/butDIMmed)*100

///////////////LONG/////////////////
lenlong = input(title="Length",  defval=100)
SmoothedTrueRangelong = 0.0
SmoothedTrueRangelong := nz(SmoothedTrueRangelong[1]) - (nz(SmoothedTrueRangelong[1])/lenlong) + TrueRange
SmoothedDirectionalMovementPluslong = 0.0
SmoothedDirectionalMovementPluslong := nz(SmoothedDirectionalMovementPluslong[1]) - (nz(SmoothedDirectionalMovementPluslong[1])/lenlong) + DirectionalMovementPlus
SmoothedDirectionalMovementMinuslong = 0.0
SmoothedDirectionalMovementMinuslong := nz(SmoothedDirectionalMovementMinuslong[1]) - (nz(SmoothedDirectionalMovementMinuslong[1])/lenlong) + DirectionalMovementMinus
DIPluslong = 0.0
DIPluslong := SmoothedDirectionalMovementPluslong / SmoothedTrueRangelong * 100 //green
DIMinuslong = 0.0
DIMinuslong := SmoothedDirectionalMovementMinuslong / SmoothedTrueRangelong * 100 //red
DXlong = 0.0
DXlong := abs(DIPluslong-DIMinuslong) / (DIPluslong+DIMinuslong)*100
ADXlong = sma(DXlong, lenlong) //black
//Derived Values
ADXslopelongpt = (ADXlong-ADXlong[5])/5 //Point Slope
ADXslopelongLT = (ADXlong-ADXlong[20])/20 //Long term slope
DIpercentgaplong =  abs(DIPluslong-DIMinuslong)/DIMinuslong * 100 
//BW DI Long Period - BW Length = 30
butDIPlong = 0.0
butDIMlong = 0.0
butDIPlong := cf21BW30*(DIPluslong+2*nz(DIPluslong[1])+nz(DIPluslong[2]))+cf22BW30*nz(butDIPlong[1])+cf23BW30*nz(butDIPlong[2])
butDIMlong := cf21BW30*(DIMinuslong+2*nz(DIMinuslong[1])+nz(DIMinuslong[2]))+cf22BW30*nz(butDIMlong[1])+cf23BW30*nz(butDIMlong[2])
//BW DI Long Slope Analysis
slopeDIMlong = nz(butDIMlong[1]) - nz(butDIMlong[2]) - (nz(butDIMlong[2]) - nz(butDIMlong[3]) )
slopeDIMlong2 = (butDIMlong - butDIMlong[2])/2
slopeDIPlong = nz(butDIPlong[1]) - nz(butDIPlong[2]) - (nz(butDIPlong[2]) - nz(butDIPlong[3]) )
slopeDIPlong2 = (butDIPlong - butDIPlong[2])/2
//BW DI percent gap
BWpercentGapDIlong = 0.0
BWpercentGapDIlong := (abs(butDIPlong-butDIMlong)/butDIMlong)*100

//ADX&DI Length 14
len14 = input(title="Length",  defval=14)
SmoothedTrueRange14 = 0.0
SmoothedTrueRange14 := nz(SmoothedTrueRange14[1]) - (nz(SmoothedTrueRange14[1])/len14) + TrueRange
SmoothedDirectionalMovementPlus14 = 0.0
SmoothedDirectionalMovementPlus14 := nz(SmoothedDirectionalMovementPlus14[1]) - (nz(SmoothedDirectionalMovementPlus14[1])/len14) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus14 = 0.0
SmoothedDirectionalMovementMinus14 := nz(SmoothedDirectionalMovementMinus14[1]) - (nz(SmoothedDirectionalMovementMinus14[1])/len14) + DirectionalMovementMinus
DIPlus14 = 0.0
DIPlus14 := SmoothedDirectionalMovementPlus14 / SmoothedTrueRange14 * 100 //green
DIMinus14 = 0.0
DIMinus14 := SmoothedDirectionalMovementMinus14 / SmoothedTrueRange14 * 100 //red
DX14 = 0.0
DX14 := abs(DIPlus14-DIMinus14) / (DIPlus14+DIMinus14)*100
ADX14 = sma(DX14, len14) //black
ADXslope14 = (ADX14-ADX14[1])
DIpercentgap14 =  abs(DIPlus14-DIMinus14)/DIMinus14* 100
//BW DI Long Period - BW Length = ###
butDIP14 = 0.0
butDIM14 = 0.0
butDIP14 := cf21BW20*(DIPlus14+2*nz(DIPlus14[1])+nz(DIPlus14[2]))+cf22BW20*nz(butDIP14[1])+cf23BW20*nz(butDIP14[2])
butDIM14 := cf21BW20*(DIMinus14+2*nz(DIMinus14[1])+nz(DIMinus14[2]))+cf22BW20*nz(butDIM14[1])+cf23BW20*nz(butDIM14[2])
//BW DI Long Slope Analysis
slopeDIM14 = nz(butDIM14[1]) - nz(butDIM14[2]) - (nz(butDIM14[2]) - nz(butDIM14[3]) )
slopeDIM142 = (butDIM14- butDIM14[2])/2
slopeDIP14 = nz(butDIP14[1]) - nz(butDIP14[2]) - (nz(butDIP14[2]) - nz(butDIP14[3]) )
slopeDIP142 = (butDIP14 - butDIP14[2])/2
//BW DI percent gap
BWpercentGapDI14 = 0.0
BWpercentGapDI14 := (abs(butDIP14-butDIM14)/butDIM14)*100


//////////////////////////////////////CHOPPINESS///////////////////////////////////////////
//TEMPLATE
//Length, BW - (##, ##)
// lengthCI = input(50, minval=1)
// logb10=log10(lengthCI)
// sumATR=sum(atr(1),lengthCI)
// maxhi=highest(lengthCI)
// minlo=lowest(lengthCI)
// chop=100*log10(sumATR/(maxhi-minlo))/logb10
// butChoppiness=0.0
// butChoppiness:=cf21BW*(chop+2*nz(chop[1])+nz(chop[2]))+cf22BW*nz(butChoppiness[1])+cf23BW*nz(butChoppiness[2])

//Short - CI(20)
lengthCIshort = input(20, minval=1),
logb10short=log10(lengthCIshort)
sumATRshort=sum(atr(1),lengthCIshort)
maxhishort=highest(lengthCIshort)
minloshort=lowest(lengthCIshort)
chopshort=100*log10(sumATRshort/(maxhishort-minloshort))/logb10short

//Medium - CI(30)
lengthCImed = input(30, minval=1),
logb10med=log10(lengthCImed)
sumATRmed=sum(atr(1),lengthCImed)
maxhimed=highest(lengthCImed)
minlomed=lowest(lengthCImed)
chopmed=100*log10(sumATRmed/(maxhimed-minlomed))/logb10med
 
//Long - CI(200)
lengthCIlong = input(200, minval=1)
logb10long=log10(lengthCIlong)
sumATRlong=sum(atr(1),lengthCIlong)
maxhilong=highest(lengthCIlong)
minlolong=lowest(lengthCIlong)
choplong=100*log10(sumATRlong/(maxhilong-minlolong))/logb10long

//(50, 20)
lengthCI50 = input(50, minval=1)
logb1050=log10(lengthCI50)
sumATR50=sum(atr(1),lengthCI50)
maxhi50=highest(lengthCI50)
minlo50=lowest(lengthCI50)
chop50=100*log10(sumATR50/(maxhi50-minlo50))/logb1050
butChoppiness50=0.0
butChoppiness50:=cf21BW20*(chop50+2*nz(chop50[1])+nz(chop50[2]))+cf22BW20*nz(butChoppiness50[1])+cf23BW20*nz(butChoppiness50[2])


///////////////////////////////////KLINGER OSCILLATOR//////////////////////////////////////
signalLine = input(13, minval=1)
fastLength = input(34, minval=1)
slowLength= input(55, minval=1)
sv = change(hlc3) >= 0 ? volume : -volume
kvo = ema(sv, fastLength) - ema(sv, slowLength)
sig = ema(kvo, signalLine)
//Add BW?


//////////////////////////////////COPPOCK CURVE////////////////////////////////////////////
//TEMPLATE
//(WMA, Long ROC, Short ROC) - (###, ###, ###)
// wmaLength = input(title="WMA Length",  defval=200)
// longRoCLength = input(title="Long RoC Length",  defval=100)
// shortRoCLength = input(title="Short RoC Length",  defval=10)
// curve = wma(roc(source, shortRoCLength) + roc(source, longRoCLength), wmaLength)
// curveslopept = (curve-curve[1]) //Point Slope
// curveslope10pt = (curve-curve[5])/5 //5 Point Slope
// curveslopeLT = (curve-curve[20])/20 //Long Term Slope

//Short - CC(10,10,10)
wmaLengthshort = input(title="WMA Length",  defval=10)
longRoCLengthshort = input(title="Long RoC Length",  defval=10)
shortRoCLengthshort = input(title="Short RoC Length",  defval=10)
curveshort = wma(roc(source, longRoCLengthshort) + roc(source, shortRoCLengthshort), wmaLengthshort)
curveshortslope = (curveshort-curveshort[2])/2

//Medium - CC(20,20,20)
wmaLengthmed = input(title="WMA Length",  defval=20)
longRoCLengthmed = input(title="Long RoC Length",  defval=20)
shortRoCLengthmed = input(title="Short RoC Length",  defval=20)
curvemed = wma(roc(source, longRoCLengthmed) + roc(source, shortRoCLengthmed), wmaLengthmed)
curvemedslope = (curvemed-curvemed[2])/2

//Long - CC(200,200,20)
wmaLengthlong = input(title="WMA Length",  defval=200)
longRoCLengthlong = input(title="Long RoC Length",  defval=200)
shortRoCLengthlong = input(title="Short RoC Length",  defval=50)
curvelong = wma(roc(source, longRoCLengthlong) + roc(source, shortRoCLengthlong), wmaLengthlong)
curvelongslopept = (curvelong-curvelong[1]) //Point Slope
curvelongslope2pt = (curvelong-curvelong[2])/2 // 2 Point Slope
curvelongslope5pt = (curvelong-curvelong[5])/5 //5 Point Slope
curvelongslope10pt = (curvelong-curvelong[10])/10 //10 Point Slope
curvelongslopeLT = (curvelong-curvelong[20])/20 //Long Term Slope


//CC(200, 100, 10)
wmaLength20010010 = input(title="WMA Length",  defval=200)
longRoCLength20010010 = input(title="Long RoC Length",  defval=100)
shortRoCLength20010010 = input(title="Short RoC Length",  defval=10)
curve20010010 = wma(roc(source, shortRoCLength20010010) + roc(source, longRoCLength20010010), wmaLength20010010)
curveslopept20010010 = (curve20010010-curve20010010[1]) //Point Slope
curveslope5pt20010010 = (curve20010010-curve20010010[5])/5 //5 Point Slope
curveslopeLT20010010 = (curve20010010-curve20010010[20])/20 //Long Term Slope

//(WMA, Long ROC, Short ROC) - (100, 100, 20)
// wmaLength = input(title="WMA Length",  defval=200)
// longRoCLength = input(title="Long RoC Length",  defval=100)
// shortRoCLength = input(title="Short RoC Length",  defval=10)
// curve = wma(roc(source, shortRoCLength) + roc(source, longRoCLength), wmaLength)
// curveslopept = (curve-curve[1]) //Point Slope
// curveslope10pt = (curve-curve[5])/5 //5 Point Slope
// curveslopeLT = (curve-curve[20])/20 //Long Term Slope

//(WMA, Long ROC, Short ROC) - (50, 50, 20)
// wmaLength = input(title="WMA Length",  defval=200)
// longRoCLength = input(title="Long RoC Length",  defval=100)
// shortRoCLength = input(title="Short RoC Length",  defval=10)
// curve = wma(roc(source, shortRoCLength) + roc(source, longRoCLength), wmaLength)
// curveslopept = (curve-curve[1]) //Point Slope
// curveslope10pt = (curve-curve[5])/5 //5 Point Slope
// curveslopeLT = (curve-curve[20])/20 //Long Term Slope


/////////////////////////////////////TRIX//////////////////////////////////////////////////
//Short
lengthTRIXshort = input(5, minval=1)
TRIXshort = 10000* change(ema(ema(ema(log(close), lengthTRIXshort), lengthTRIXshort), lengthTRIXshort))
TRIXshortslope = (TRIXshort-TRIXshort[2])/2

//Medium
lengthTRIXmed = input(20, minval=1)
TRIXmed = 10000* change(ema(ema(ema(log(close), lengthTRIXmed), lengthTRIXmed), lengthTRIXmed))
TRIXmedslope = (TRIXmed-TRIXmed[2])/2

//Long
lengthTRIXlong = input(100, minval=1)
TRIXlong = 10000* change(ema(ema(ema(log(close), lengthTRIXlong), lengthTRIXlong), lengthTRIXlong))
TRIXlongslopept = (TRIXlong-TRIXlong[2])/2 //Point Slope
TRIXlongslopeLT = (TRIXlong-TRIXlong[10])/10 //Long Term Slope

//TRIX 10
lengthTRIX10 = input(10, minval=1)
TRIX10 = 10000* change(ema(ema(ema(log(close), lengthTRIX10), lengthTRIX10), lengthTRIX10))
TRIX10slope = (TRIX10-TRIX10[2])/2

//TRIX 30
lengthTRIX30 = input(30, minval=1)
TRIX30 = 10000* change(ema(ema(ema(log(close), lengthTRIX30), lengthTRIX30), lengthTRIX30))
TRIX30slope = (TRIX30-TRIX30[2])/2

//TRIX 40
lengthTRIX40 = input(40, minval=1)
TRIX40 = 10000* change(ema(ema(ema(log(close), lengthTRIX40), lengthTRIX40), lengthTRIX40))
TRIX40slope = (TRIX40-TRIX40[2])/2

//TRIX 50
lengthTRIX50 = input(50, minval=1)
TRIX50 = 10000* change(ema(ema(ema(log(close), lengthTRIX50), lengthTRIX50), lengthTRIX50))
TRIX50slope = (TRIX50-TRIX50[2])/2

//TRIX 80
lengthTRIX80 = input(80, minval=1)
TRIX80 = 10000* change(ema(ema(ema(log(close), lengthTRIX80), lengthTRIX80), lengthTRIX80))
TRIX80slope = (TRIX80-TRIX80[2])/2


////////////////////////////////////AWESOME OSCILLATOR/////////////////////////////////////
//Short
lengthAO1short=input(34,minval=1)
lengthAO2short=input(7,minval=1)
AOshortp1 = sma(hl2, lengthAO2short)
AOshortp2 = sma(hl2, lengthAO1short)
AOshort = 0.0
AOshort := AOshortp1 - AOshortp2
AOshortper = AOshort/close*100

//Medium
lengthAO1med=input(40,minval=1)
lengthAO2med=input(20,minval=1)
AOmed=0.0
AOmed := sma((high+low)/2, lengthAO1med) - sma((high+low/2), lengthAO2med)

//Long
lengthAO1long=input(200,minval=1)
lengthAO2long=input(50,minval=1)
AOlong=0.0
AOlong := sma((high+low)/2, lengthAO1long) - sma((high+low/2), lengthAO2long)
//reversalptAO is AOlong > AOlong[1] and AOlong[1]<AOlong[2]


/////////////////////////////////////////OBV & PVT//////////////////////////////////////////
//TEMPLATE - BW Length ###
// butOBVPVT = cf21BW*(xOBVPVT+2*nz(xOBVPVT[1])+nz(xOBVPVT[2]))+cf22BW*nz(butxOBVPVT[1])+cf23BW*nz(butxOBVPVT[2])
// slopeOBVPVT = butOBVPVT - butOBVPVT[5]

//CONSTANTS
OBVPVT = volume * (close - (close[1]))
xOBVPVT = cum(OBVPVT)


/////////////////////////////////ACCUMULATION/DISTRIBUTION//////////////////////////////////
//CONSTANTS
// ACDST = cum(close==high and close==low or high==low ? 0 : ((2*close-low-high)/(high-low))*volume)

//TEMPLATE
// ACDST BWLength ##
// butACDST=cf21BW*(ACDST+2*nz(ACDST[1])+nz(ACDST[2]))+cf22BW*nz(butACDST[1])+cf23BW*nz(butACDST[2])
// slopeACDST2 = butACDST - butACDST[5]


/////////////////////////////////////CHAIKIN OSCILLATOR/////////////////////////////////////
//TEMPLATE
//(Short, Long, BW) - (###, ###, ###)
// fastlenChOsc = input(3,minval=1)
// slowlenChOsc = input(10,minval=1)
// chOscshort10 = ema(accdist, fastlenChOsc) - ema(accdist, slowlenChOsc)
// //BW Chaikin Oscillator - Length BW = 1
// butchOsc = 0.0
// butchOsc := cf21BW1*(chOscshort+2*nz(chOsc[1])+nz(chOsc[2]))+cf22BW1*nz(butchOsc[1])+cf23BW1*nz(butchOsc[2])
// //BW Chaikin Osc Slope Analysis
// slopechOsc = nz(butchOsc[1]) - nz(butchOsc[2]) - (nz(butchOsc[2]) - nz(butchOsc[3]) ) > 0
// slopechOsc2 = (butchOsc - butchOsc[2])/2

//Short
fastlenshortChOsc = input(5,minval=1)
slowlenshortChOsc = input(10,minval=1)
chOscshort = ema(accdist, fastlenshortChOsc) - ema(accdist, slowlenshortChOsc)
//BW Chaikin Oscillator - Length BW = 1
butchOscshort = 0.0
butchOscshort := cf21BW1*(chOscshort+2*nz(chOscshort[1])+nz(chOscshort[2]))+cf22BW1*nz(butchOscshort[1])+cf23BW1*nz(butchOscshort[2])
//BW Chaikin Osc Slope Analysis
slopechOscshort = nz(butchOscshort[1]) - nz(butchOscshort[2]) - (nz(butchOscshort[2]) - nz(butchOscshort[3]) ) > 0
slopechOscshort2 = (butchOscshort - butchOscshort[2])/2

//Medium


//Large

//(10, 100, 1)
fastlenChOsc101001 = input(10,minval=1)
slowlenChOsc101001 = input(100,minval=1)
chOsc101001 = ema(accdist, fastlenChOsc101001) - ema(accdist, slowlenChOsc101001)
// BW Chaikin Oscillator - Length BW = 1
butchOsc101001 = 0.0
butchOsc101001 := cf21BW1*(chOsc101001+2*nz(chOsc101001[1])+nz(chOsc101001[2]))+cf22BW1*nz(butchOsc101001[1])+cf23BW1*nz(butchOsc101001[2])
// BW Chaikin Osc Slope Analysis
slopechOsc101001 = nz(butchOsc101001[1]) - nz(butchOsc101001[2]) - (nz(butchOsc101001[2]) - nz(butchOsc101001[3]) ) > 0
slopechOsc1010012 = (butchOsc101001 - butchOsc101001[2])/2

//(20, 40, 20)
fastlenChOsc204020 = input(20,minval=1)
slowlenChOsc204020 = input(40,minval=1)
chOsc204020 = ema(accdist, fastlenChOsc204020) - ema(accdist, slowlenChOsc204020)
// BW Chaikin Oscillator - Length BW = 20
butchOsc204020 = 0.0
butchOsc204020 := cf21BW20*(chOsc204020+2*nz(chOsc204020[1])+nz(chOsc204020[2]))+cf22BW20*nz(butchOsc204020[1])+cf23BW20*nz(butchOsc204020[2])
// BW Chaikin Osc Slope Analysis
slopechOsc204020 = nz(butchOsc204020[1]) - nz(butchOsc204020[2]) - (nz(butchOsc204020[2]) - nz(butchOsc204020[3]) ) > 0
slopechOsc2040202 = (butchOsc204020 - butchOsc204020[2])/2


/////////////////////////////////ADVANCE CHAIKIN MONEY FLOW/////////////////////////////////
// //CONSTANTS
// srcACMF=input(hlc3)
// mvsACMF = input(false, "Factor in Price (Money Volume)")
// trlACMF = min(low,close[1])
// trhACMF = max(high,close[1])

// //TEMPLATE
// lenACMF = input(20, minval=1)
// eACMF = input(10.0, minval=1) //Volume Exponent - (0-10 reduces & 10+ increases volume effect)
// wvACMF = pow(volume,eACMF/10.0)*(mvsACMF ? srcACMF : 1)
// adACMF = (trhACMF==trlACMF ? 0 : (2*close-(trhACMF+trlACMF))/tr(true))*wvACMF
// cmACMF = sum(adACMF, lenACMF)/sum(wvACMF, lenACMF)
// butACMF = 0.0
// butACMF := cf21BW*(ACMF+2*nz(ACMF[1])+nz(ACMF[2]))+cf22BW*nz(butACMF[1])+cf23BW*nz(butACMF[2])
// slopeACMF2 = butACMF - butACMF[5]


//Short


//Medium


//Large


/////////////////////////////////////////VOLATILITY//////////////////////////////////////////
//TEMPLATE
// lenVolt = input(10, minval=1)
// volATR = atr(lenVolt)
// volRes = ((lenVolt - 1) * nz(volRes[1], 0) + volATR) / lenVolt
// slopevolRes = volRes - volRes[5]

//Short


//Medium


//Large


//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

//////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////***************************MOVING AVERAGES***************************////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

//McGinley Dynamic
lengthMGD = input(14, minval=1)
mgd = 0.0
mgd := na(mgd[1]) ? ema(source, lengthMGD) : mgd[1] + (source - mgd[1]) / (lengthMGD * pow(source/mgd[1], 4))

//TEMA
lengthTEMA = input(9, minval=1)
ema1 = ema(close, lengthTEMA)
ema2 = ema(ema1, lengthTEMA)
ema3 = ema(ema2, lengthTEMA)
outTEMA = 3 * (ema1 - ema2) + ema3

//LSMA
lengthLSMA = input(title="Length",  defval=15)
offsetLSMA = input(title="Offset",  defval=0)
LSMA = linreg(source, lengthLSMA, offsetLSMA)

//SMAs
len10 = input(10,minval=1)
len20 = input(20,minval=1)
len50 = input(50,minval=1)
len100 = input(100,minval=1)
len200 = input(200,minval=1)
MA10 = sma(source,len10)
MA20 = sma(source,len20)
MA50 = sma(source,len50)
MA100 = sma(source,len100)
MA200 = sma(source,len200)

//MA Calculations
LSTEMAdiff= abs(LSMA-outTEMA)
LSTEMApercentdiff=(abs(outTEMA-LSMA)/outTEMA)*100


////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////




////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////**************************************************************CASES****************************************************************/////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

//////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////*************************OLD BUY CASES*************************//////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

//GIVE ALL THESE CASES DESCRIPTIONS w/ L/M/S TREND CLASSIFICATION//

///////////////////////////////BUY CASES////////////////////////////////

//*******************************************************************************************************************//
//************************************Use OC2 in conjunction with OC1************************************************//
//*******************************************************************************************************************//

//*************Carry Over 1 - OC1 (Previously Buy 1B): Downtrend Oscillations captured by ROC, RSI, MACD*************//
//**********************************//
// ROCshort(9, BW1)
// RSI(14)
// StochRSI(3, 3, 14, 14)
// ChandeMOshort(9, BW1)
// MACDdef(12, 26, 9)
// VI(14)
//**********************************//
if (ROCshort <= 0.0 and butRSI <= 49.00 and kshort <= 20.00 and dshort <= 20.00 and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort<0.0 and VIP14<VIM14 and VIM14<VIM14[1])
    strategy.entry("OC1", longcases ? (STcases ? (aOC1 ? strategy.long : na) : na) : na, stop=lowerbb,comment="OC1")
else
    strategy.cancel(id="OC1")
OC1= ROCshort <= 0.0 and RSI <= 40.00 and RSI >= 25.00 and kshort <= 20.00 and dshort <= 20.00 and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort<0.0 and VIP14<VIM14 and VIM14<VIM14[1]
plotshape(longcasesplot ? (STcasesplot ? (aOC1p ? OC1 : na) : na) : na, color=#FF00FF, text='OC1')

//*************Carry Over 2 - OC2 (Previously Buy 10): Less Frequent OC1; to be used as support for each other*************//
//**********************************//
// ROCshort(9, BW1)
// RSI(14)
// StochRSI(3, 3, 14, 14)
// ChandeMOshort(9, BW1)
// MACDdef(12, 26, 9)
// VI(14)
// Bollinger Bands(20, 2.5)
// TEMA(9)
//**********************************//
if (ROCshort<0.0 and RSI <= 35.00 and (kshort <= 10.00 or dshort <= 10.00) and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort < 0.0 and chandeMOshort[1]<chandeMOshort and LSTEMAdiff[1]>LSTEMAdiff and VIP14 < VIM14  and percentGapBB > 5.50)
    strategy.entry("OC2", longcases ? (STcases ? (aOC2 ? strategy.long : na) : na) : na, stop=lowerbb,comment="OC2")
else
    strategy.cancel(id="OC2")
OC2 = ROCshort<0.0 and RSI <= 35.00 and (kshort <= 10.00 or dshort <= 10.00) and histdef<0.0 and MACDdef<0.0 and signaldef<0.0 and chandeMOshort < 0.0 and chandeMOshort[1]<chandeMOshort and LSTEMAdiff[1]>LSTEMAdiff and VIP14 < VIM14  and percentGapBB > 5.50
plotshape(longcasesplot ? (STcasesplot ? (aOC2p ? OC2 : na) : na) : na, color=#FF00FF, text='OC2')

//*******************************************************************************************************************//
//*******************************************************************************************************************//
//*******************************************************************************************************************//

/////////////////////////CLOSE BUY CASES////////////////////////////////

strategy.close("OC1", when = (kshort>75 or dshort>75))
strategy.close("OC2", when = (kshort>75 or dshort>75))


//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////*************************SHORT TRENDS*************************//////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

///////////////////////////////TEMPLATE/////////////////////////////////

//# - Short Trend Buy #: 
//if ()
//    strategy.entry("STB#", strategy.long, stop=lowerbb,comment="STB#")
//else
//    strategy.cancel(id="STB#")
//STB# = 
//plotshape(STB#, color=green, text='STB#') 


///////////////////////////////BUY CASES////////////////////////////////

//*************1 - Short Trend Buy 1: Chaikin Oscillator Reversal with TRIX5 Support*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further details-----//
//**********************************//
// Chaikin Oscillator(5, 10, BW1)
// TRIX(5)
//**********************************//
if ((slopechOscshort2>0.0 and slopechOscshort2[1]<0.0 and TRIXshortslope > 0.0 and TRIXshort < 0.0) or (slopechOscshort2>0.0 and TRIXshortslope > 0.0 and TRIXshortslope[1] < 0.0 and TRIXshort < 0.0))
    strategy.entry("STB1", longcases ? (STcases ? (aST1 ? strategy.long : na) : na) : na, stop=lowerbb,comment="STB1")
else
    strategy.cancel(id="STB1")
STB1 = ((slopechOscshort2>0.0 and slopechOscshort2[1]<0.0 and TRIXshortslope > 0.0 and TRIXshort < 0.0) or (slopechOscshort2>0.0 and TRIXshortslope > 0.0 and TRIXshortslope[1] < 0.0 and TRIXshort < 0.0))
plotshape(longcasesplot ? (STcasesplot ? (aST1p ? STB1 : na) : na) : na, location.belowbar, color=green, text='STB1')


//*************2 - Short Trend Buy 2: MACD Reversal with ROC/CMO Support*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further details-----//
//**********************************//
// ROC(9, BW1)
// ChandeMO(9, BW1)
// MACD(12, 26, 9)
//**********************************//
if ((butROCshort[1]<0.0 or butCMOshort[1]<0.0) and ((slopeROCshort2>0.0 and slopeROCshort2[1]<0.0) or (slopeCMOshort2>0.0 and slopeCMOshort2[1]<0.0)) and MACDdef < signaldef and BWpercentGapMACDdef[1]>BWpercentGapMACDdef)
    strategy.entry("STB2", longcases ? (STcases ? (aST2 ? strategy.long : na) : na) : na, stop=lowerbb,comment="STB2")
else
    strategy.cancel(id="STB2")
STB2 = ((butROCshort[1]<0.0 or butCMOshort[1]<0.0) and ((slopeROCshort2>0.0 and slopeROCshort2[1]<0.0) or (slopeCMOshort2>0.0 and slopeCMOshort2[1]<0.0)) and MACDdef < signaldef and BWpercentGapMACDdef[1]>BWpercentGapMACDdef)
plotshape(longcasesplot ? (STcasesplot ? (aST2p ? STB2 : na) : na) : na, color=green, text='STB2') 


/////////////////////////CLOSE BUY CASES////////////////////////////////

//**********************************STB1***********************************//
if (TRIXshortslope > 0.0 and TRIX10slope < 0.0)
    strategy.close("STB1", when = (TRIXshortslope < 0.0))
else 
    if (TRIXshortslope > 0.0 and TRIX10slope > 0.0)
        strategy.close("STB1", when = (TRIX10slope<0.0))
    else 
        strategy.close("STB1", when = (TRIXshortslope<0.0))
        
//**********************************STB2***********************************//
strategy.close("STB2", when = (kshort>90 or (slopeRSIpt < 0.0 and kshort > 75.0)))

//**********************************STB3***********************************//
//strategy.close("STB3", when = ())


//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

//////////////////////////////////////////////////////////////////////////////////////////////////////
/////////////////*************************MEDIUM TRENDS*************************//////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

///////////////////////////////TEMPLATE/////////////////////////////////

//# - Medium Trend Buy #: 
//if ()
//    strategy.entry("MTB#", strategy.long, stop=lowerbb,comment="MTB#")
//else
//    strategy.cancel(id="MTB#")
//MTB# = 
//plotshape(MTB#, color=green, text='MTB#') 


///////////////////////////////BUY CASES////////////////////////////////

//*************3 - Medium Trend Buy 3: Vortex Indicator Oscillations on Uptrends*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further details-----//
//**********************************//
// VI(20, BW10)
//**********************************//
if (VIP20<VIM20 and slopeVIM202[1]>0.0 and slopeVIP202>0.0) //and BWpercentGapVI20 > ##
    strategy.entry("MTB3", longcases ? (MTcases ? (aMT3 ? strategy.long : na) : na) : na, stop=lowerbb,comment="MTB3")
else
    if (VIP20<VIM20 and slopeVIM202[2]>0.0 and slopeVIP202>0.0)
        strategy.entry("MTB3", longcases ? (MTcases ? (aMT3 ? strategy.long : na) : na) : na, stop=lowerbb,comment="MTB3")
    else
        strategy.cancel(id="MTB3")
MTB3 = (VIP20<VIM20 and (slopeVIM202[1]>0.0 or slopeVIM202[2]>0.0) and slopeVIP202>0.0)// and BWpercentGapVI20 > 5.0)
plotshape(longcasesplot ? (MTcasesplot ? (aMT3p ? MTB3 : na) : na) : na, color=red, text='MTB3')


//*************4 - Medium Trend Buy 4: MACD Crossover*************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further development-----//
//**********************************//
// MACD Long - (50, 100, 20)
// Choppiness - (50, BW20)
// BW MACD Long - BW40
//**********************************//
if (MACDlong < 0.0 and MACDlong[1]<signallong[1] and MACDlong>signallong and butChoppiness50<53.0 and TRIX40slope>0.0)// and butChoppiness50<50.0)
    strategy.entry("MTB4", longcases ? (MTcases ? (aMT4 ? strategy.long : na) : na) : na, stop=lowerbb,comment="MTB4")
else
    strategy.cancel(id="MTB4")
MTB4 = MACDlong < 0.0 and MACDlong[1]<signallong[1] and MACDlong>signallong and butChoppiness50<50.0 and TRIX40slope>0.0
plotshape(longcasesplot ? (MTcasesplot ? (aMT4p ? MTB4 : na) : na) : na, color=blue, text='MTB4')


//////////IDEAS//////////
// //5 - Medium Trend Buy 5: ADX & DI
// if (ADXslopelongpt > 0.0 and slopeDIPlong2 > 0.0)
//     strategy.entry("MTB4", strategy.long, stop=lowerbb,comment="MTB5")
// else
//     strategy.cancel(id="MTB4")
// MTB5 = ADXslopelongpt > 0.0 and slopeDIPlong2 > 0.0
// plotshape(MTB5, color=red, text='MTB5')


/////////////////////////CLOSE BUY CASES////////////////////////////////

strategy.close("MTB3", when = (butVIP20>butVIM20 and slopeVIP202 < 0.0))
strategy.close("MTB4", when = (slopechOsc2040202[1]>0.0 and slopechOsc2040202<0.0 and chOsc204020>0.0))
//strategy.close("MTB5", when = (slopeDIPlong2<0.0))

//OLD//
//strategy.close("MTB4", when = (signallong >0.0 and signallong[1] < MACDlong [1] and signallong > MACDlong))


//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////


//////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////*************************LONG TRENDS*************************///////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////

///////////////////////////////TEMPLATE/////////////////////////////////

//# - Long Trend Buy #: 
//if ()
//    strategy.entry("LTB#", strategy.long, stop=lowerbb,comment="LTB#")
//else
//    strategy.cancel(id="LTB#")
//LTB# = 
//plotshape(LTB1, color=green, text='LTB#') 


///////////////////////////////BUY CASES////////////////////////////////

//*************1 - Long Trend Buy 1: Coppock Curve Bottom*************//
//**********************************//
// Coppock Curve - (200, 200, 100)
// KEEP eye on Choppiness(200, BW100) - upward slope means no solid trend
//**********************************//
//-----Completed; refer to Algorithm Development excel sheet, tab Case Documentation for further development-----//
if (curvelongslope2pt>0.0 and curvelongslope2pt[2]<0.0 and curvelong < 0.0)
    strategy.entry("LTB1", longcases ? (LTcases ? (aLT1 ? strategy.long : na) : na) : na, stop=lowerbb,comment="LTB1")
else
    strategy.cancel(id="LTB1")
LTB1 = curvelongslope2pt>0.0 and curvelongslope2pt[1]<0.0 and curvelong < 0.0
plotshape(longcasesplot ? (MTcasesplot ? (aLT1p ? LTB1 : na) : na) : na , color=blue, text='LTB1')


/////////IDEAS//////////

//3 - Long Trend Buy 1: ROC Reversal
//ROC Reversal with low ROC
//ROC Slope
//BW VI and DI Percent Gap
//DIP. DIM, VIP, VIM comparisons

//4
//ROC Reversal where DIP > DIM
//BW VI and DI Percent Gap
//DIP. DIM, VIP, VIM comparisons

//5 - Long Trend Buy 1: ADX Led LT Buy
//ADX slope reversal
//DI percent gap decrease
//DIP > DIM 
//CC bottom out curve barssince
//TRIX barssince cross over baseline

//6 TRIX100 slope pos and negtaive start with CC curve sell (50, 50, 20)


/////////////////////////CLOSE BUY CASES////////////////////////////////

strategy.close("LTB1", when = (curvelongslope2pt < 0.0 and curvelongslope2pt[1] > 0.0))


////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////



////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////********************************SHORTING CASES********************************////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

///////////////////////BUY SHORTING CASES///////////////////////////////

//if (RSI>=70 and (k >= 80.0 or d>=80.0))
//    strategy.entry("Sell", strategy.short, stop=upperbb,comment="Sell")
//else
//    strategy.cancel(id="Sell")


//2 - Medium Trend Buy 2 works better as a Shorting Case?
if (butDIPmed[1]<butDIMmed[1] and butDIPmed>butDIMmed and slopeADXmed2>0.0 and butROCmed < 0.0)
    strategy.entry("SC1", shortcases ? (aSC1 ? strategy.short : na) : na, stop=lowerbb,comment="SC1")
else
    strategy.cancel(id="SC1")
SC1 = butDIPmed[1]<butDIMmed[1] and butDIPmed>butDIMmed and slopeADXmed2>0.0 and butROCmed < 0.0
plotshape(shortcasesplot ? (aSC1 ? SC1 : na) : na, color=red, text='SC1')



//*************2 - Shorting Short Trend Case 1: AO Crossover*************//
//**********************************//
// AO(34, 7)
// StochRSI(3,3,14,14)
// ROC(9)
// CMO(9)
//**********************************//
//Shorting Case 2 - AO Crossover Margin
if ((AOshortper>-0.80 and AOshortper<0.80) and AOshort[1]<AOshort and kshort>80.0 and dshort>80.0 and ROCshort>0.0 and chandeMOshort>0.0)
    strategy.entry("SC2", shortcases ? (aSC2 ? strategy.short : na) : na, stop=lowerbb,comment="SC2")
else
    strategy.cancel(id="SC2")
SC2 = AOshortper>-0.80 and AOshortper<0.80 and AOshort[1]<AOshort and kshort>80.0 and dshort>80.0 and ROCshort>0.0 and chandeMOshort>0.0
plotshape(shortcasesplot ? (aSC2 ? SC2 : na) : na, color=#cfb53b, text='SC2')
//#cfb53b



//*************3 - Shorting Short Trend Case 2: AO Peak Reversal*************//
//**********************************//
// AO(34, 7)
// StochRSI(3,3,14,14)
// ROC(9)
// CMO(9)
//**********************************//
if (AOshortper>2.0 and AOshort[1]>AOshort and (kshort>80.0 or dshort>80.0) and ROCshort>0.0 and chandeMOshort>0.0)
    strategy.entry("SC3", shortcases ? (aSC3 ? strategy.short : na) : na, stop=lowerbb,comment="SC3")
else
    strategy.cancel(id="SC3")
SC3 = AOshortper>2.0 and AOshort[1]>AOshort and (kshort>80.0 or dshort>80.0) and ROCshort>0.0 and chandeMOshort>0.0
plotshape(shortcasesplot ? (aSC3 ? SC3 : na) : na, color=#ff8c00, text='SC3')


/////////////////////CLOSE SHORTING CASES///////////////////////////////
strategy.close("SC1", when = (kshort<=20 or dshort<=20))
strategy.close("SC2", when = (kshort<=13 or dshort<=13))
strategy.close("SC3", when = (kshort<=13 or dshort<=13))
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