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2. Chiến lược tổng hợp các chỉ số đa dạng

Chiến lược tổng hợp các chỉ số đa dạng

Tác giả:ChaoZhang, Ngày: 2023-09-27 17:05:34
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---

---

/*backtest
start: 2022-09-26 00:00:00
end: 2023-09-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_37",1],["v_input_38",2]]
*/

//@version=4

//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//

strategy(title="Fancy Bollinger Bands Strategy [BigBitsIO]", shorttitle="Fancy Bollinger Bands Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0, initial_capital=100)

MAPeriod = input(20, title="Middle Band Period", minval=1, step=1)
MAType = input(title="Middle Band Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MASource = input(title="Middle Band Source", type=input.source, defval=close)
MAResolution = input(title="Middle Band Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MACandleType = input(title="Middle Band Candle Type", defval="00 Current", options=["00 Current", "01 Heikin Ashi", "02 Renko", "03 Line Break", "04 Kagi", "05 Point & Figure"])
MAVisible = input(title="Middle Band Visible", type=input.bool, defval=true) 

UpperBandMultiplier = input(title="Upper Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
LowerBandMultiplier = input(title="Lower Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
UseATRDeviation = input(false, title="Use ATR Deviation Instead of Standard Deviation?")
ATRPeriod = input(14, title="ATR Deviation Period", minval=1, step=1)

HighlightInclusion = input(title="Highlight Inclusions", type=input.bool, defval=true)
ShowGhostTrail = input(title="Show Inclusion Ghost Trail", type=input.bool, defval=true)

ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecast = input(title="Show Forecasts", type=input.bool, defval=true)

HideFill = input(false, title="Hide Fill")
UseBasicFill = input(true, title="Use Basic Fill - No Gradient")
ShowBBDetails = input(false, title="Show Details")

UpperBandSmoothingMAPeriod = input(1, title="Upper Band Smoothing Period", minval=1, step=1)
UpperBandSmoothingMAType = input(title="Upper Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])

LowerBandSmoothingMAPeriod = input(1, title="Lower Band Smoothing Period", minval=1, step=1)
LowerBandSmoothingMAType = input(title="Lower Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])


// Begin Citation - Allanster backtest period
// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1,    title = "From Month",      type = input.integer, minval = 1, maxval = 12)
fromDay   = input(defval = 1,    title = "From Day",        type = input.integer, minval = 1, maxval = 31)
fromYear  = input(defval = 2020, title = "From Year",       type = input.integer, minval = 1970)
thruMonth = input(defval = 1,    title = "Thru Month",      type = input.integer, minval = 1, maxval = 12)
thruDay   = input(defval = 1,    title = "Thru Day",        type = input.integer, minval = 1, maxval = 31)
thruYear  = input(defval = 2112, title = "Thru Year",       type = input.integer, minval = 1970)

// === INPUT SHOW PLOT ===
showDate  = input(defval = true, title = "Show Date Range", type = input.bool)

// === FUNCTION EXAMPLE ===
start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)        // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)        // backtest finish window
window()  => true       // create function "within window of time"

// === PLOTTING ===
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)    
// End Citation - uses the window() funciton later on

takeProfitPercent = input(100, title="Take Profit %", type=input.float, step=.25)
stopLossPercent = input(100, title="Stop Loss %", type=input.float, step=.25)

OpenConditionsRequirement = input(title="Open Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
OpenConditionsMinimumCount = input(1, title="Open Conditions Minimum Count", minval=1, type=input.integer)
CloseConditionsRequirement = input(title="Close Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
CloseConditionsMinimumCount = input(1, title="Close Conditions Minimum Count", minval=1, type=input.integer)

CrossoverUpperBand = input(title="Crossover Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverMiddleBand = input(title="Crossover Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverLowerBand = input(title="Crossover Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

CrossunderUpperBand = input(title="Crossunder Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderMiddleBand = input(title="Crossunder Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderLowerBand = input(title="Crossunder Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceAboveUpperBand = input(title="Price Above Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveMiddleBand = input(title="Price Above Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveLowerBand = input(title="Price Above Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceBelowUpperBand = input(title="Price Below Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowMiddleBand = input(title="Price Below Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowLowerBand = input(title="Price Below Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidth1 = input(.020, title="Band Width Condition Value 1", minval=0.005, maxval=20, step=0.005)
BandWidth2 = input(.040, title="Band Width Condition Value 2", minval=0.005, maxval=20, step=0.005)

BandWidthCrossoverBandValue1 = input(title="Band Width Crossover Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossoverBandValue2 = input(title="Band Width Crossover Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthCrossunderBandValue1 = input(title="Band Width Crossunder Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue2 = input(title="Band Width Crossunder Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthAboveBandValue1 = input(title="Band Width Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue2 = input(title="Band Width Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthBelowBandValue1 = input(title="Band Width Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue2 = input(title="Band Width Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentB1 = input(.35, title="Percent B Condition Value 1", step=0.05)
PercentB2 = input(.70, title="Percent B Condition Value 2", step=0.05)

PercentBCrossoverPercentBValue1 = input(title="Percent B Crossover Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossoverPercentBValue2 = input(title="Percent B Crossover Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBCrossunderPercentBValue1 = input(title="Percent B Crossunder Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue2 = input(title="Percent B Crossunder Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBAbovePercentBValue1 = input(title="Percent B Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue2 = input(title="Percent B Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBBelowPercentBValue1 = input(title="Percent B Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue2 = input(title="Percent B Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])





// A bit of borrowed code, modified here using @PineCoders gradient Framework
f_cRedLime(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF35 : _g <= 0 ? #FF000035 : _g <= .25 ? #FF000020 : _g <= .5 ? #FF000010 : _g <= .75 ? #00FF0010 : _g <= 1 ? #00FF0020 : #00FF0035
f_cRedLimeShadow(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF09 : _g <= 0 ? #FF000009 : _g <= .25 ? #FF000006 : _g <= .5 ? #FF000003 : _g <= .75 ? #00FF0009 : _g <= 1 ? #00FF0006 : #00FF0003

ma(MAType, MASource, MAPeriod) =>
    if MAPeriod > 0
        if MAType == "SMA"
            sma(MASource, MAPeriod)
        else
            if MAType == "EMA"
                ema(MASource, MAPeriod)
            else
                if MAType == "WMA"
                    wma(MASource, MAPeriod)
                else
                    if MAType == "RMA"
                        rma(MASource, MAPeriod)
                    else
                        if MAType == "HMA"
                            hma(MASource, MAPeriod)
                        else
                            if MAType == "DEMA"
                                e = ema(MASource, MAPeriod)
                                2 * e - ema(e, MAPeriod)
                            else
                                if MAType == "TEMA"
                                    e = ema(MASource, MAPeriod)
                                    3 * (e - ema(e, MAPeriod)) + ema(ema(e, MAPeriod), MAPeriod)
                                else
                                    if MAType == "VWMA"
                                        vwma(MASource, MAPeriod)
                                
res(MAResolution) =>
    if MAResolution == "00 Current"
        timeframe.period
    else
        if MAResolution == "01 1m"
            "1"
        else
            if MAResolution == "02 3m"
                "3"
            else
                if MAResolution == "03 5m"
                    "5"
                else
                    if MAResolution == "04 15m"
                        "15"
                    else
                        if MAResolution == "05 30m"
                            "30"
                        else
                            if MAResolution == "06 45m"
                                "45"
                            else
                                if MAResolution == "07 1h"
                                    "60"
                                else
                                    if MAResolution == "08 2h"
                                        "120"
                                    else
                                        if MAResolution == "09 3h"
                                            "180"
                                        else
                                            if MAResolution == "10 4h"
                                                "240"
                                            else
                                                if MAResolution == "11 1D"
                                                    "1D"
                                                else
                                                    if MAResolution == "12 1W"
                                                        "1W"
                                                    else
                                                        if MAResolution == "13 1M"
                                                            "1M"
                                                             
gettickerid(MACandleType) =>
    if MACandleType == "00 Current"
        syminfo.tickerid
    else
        if MACandleType == "01 Heikin Ashi"
            heikinashi(syminfo.tickerid) 
        else
            if MACandleType == "02 Renko"
                renko(syminfo.tickerid, "ATR", 10)  
            else
                if MACandleType == "03 Line Break"
                    linebreak(syminfo.tickerid, 3)
                else
                    if MACandleType == "04 Kagi"
                        kagi(syminfo.tickerid, 3) 
                    else
                        if MACandleType == "05 Point & Figure"
                            pointfigure(syminfo.tickerid, "hl", "Traditional", 1, 3)

MA = security(gettickerid(MACandleType), res(MAResolution), ma(MAType, MASource, MAPeriod))

plot(MAVisible ? MA : na, color=color.white, linewidth=2, title="Middle Band", show_last= HighlightInclusion ? MAPeriod : 0)
plot(MAVisible and HighlightInclusion and ShowGhostTrail ? MA[MAPeriod-1] : na, color=color.black, linewidth=2, title="MA Trail", offset=((MAPeriod-1)*-1), transp=10)


Deviation = UseATRDeviation ? security(gettickerid(MACandleType), res(MAResolution), atr(ATRPeriod)) :  security(gettickerid(MACandleType), res(MAResolution), stdev(MASource, MAPeriod))

UpperBand = MA + (Deviation * UpperBandMultiplier)
LowerBand = MA - (Deviation * LowerBandMultiplier)

SmoothedUpperBand = ma(UpperBandSmoothingMAType, UpperBand, UpperBandSmoothingMAPeriod)
SmoothedLowerBand = ma(LowerBandSmoothingMAType, LowerBand, LowerBandSmoothingMAPeriod)

UpperPlot = plot(SmoothedUpperBand, color=color.white, linewidth=1, title="Upper Band", show_last= HighlightInclusion ? MAPeriod : 0)
UpperShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedUpperBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Upper Band Trail", offset=((MAPeriod-1)*-1), transp=10)
LowerPlot = plot(SmoothedLowerBand, color=color.white, linewidth=1, title="Lower Band", show_last= HighlightInclusion ? MAPeriod : 0)
LowerShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedLowerBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Lower Band Trail", offset=((MAPeriod-1)*-1), transp=10)

PercentB = (security(gettickerid(MACandleType), res(MAResolution), close) - LowerBand) / (UpperBand - LowerBand)

fill(UpperPlot, LowerPlot, color = f_cRedLime(PercentB, HideFill, UseBasicFill), show_last= HighlightInclusion ? MAPeriod : 100000000)
fill(UpperShadowPlot, LowerShadowPlot, color = f_cRedLimeShadow(PercentB[MAPeriod-1], HideFill, UseBasicFill))

BBWidth = (UpperBand - LowerBand) / MA


if(ShowBBDetails)
    label Label = label.new(bar_index, na, "\nFancy Bollinger Band Details:\n\nUpper Band: " + tostring(UpperBand) + "\nMid Band: " + tostring(MA) + "\nLower Band: " + tostring(LowerBand) + "\n%B: " + tostring(PercentB) + "\nBollinger Band Width: " + tostring(BBWidth) + "\n\nHide this message in settings.\nUncheck Show Details", 
      color=color.black, 
      textcolor=color.white,
      style=label.style_label_down, size=size.normal, textalign=text.align_left)
    label.set_y(Label, high > UpperBand ? high : UpperBand)
    label.delete(Label[1])


// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
//              it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
bias(Bias, BiasPeriod) =>
    if Bias == "Neutral"
        0
    else
        if Bias == "Bullish"
            (atr(BiasPeriod) * ForecastBiasMagnitude)
        else
            if Bias == "Bearish"
                ((atr(BiasPeriod)  * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias

// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MAForecast1 = MAPeriod > 1 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 1)) * (MAPeriod - 1) + ((MASource * 1) + (Bias * 1))) / MAPeriod : na
MAForecast2 = MAPeriod > 2 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 2)) * (MAPeriod - 2) + ((MASource * 2) + (Bias * 2))) / MAPeriod : na
MAForecast3 = MAPeriod > 3 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 3)) * (MAPeriod - 3) + ((MASource * 3) + (Bias * 3))) / MAPeriod : na
MAForecast4 = MAPeriod > 4 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 4)) * (MAPeriod - 4) + ((MASource * 4) + (Bias * 4))) / MAPeriod : na
MAForecast5 = MAPeriod > 5 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 5)) * (MAPeriod - 5) + ((MASource * 5) + (Bias * 5))) / MAPeriod : na

plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast1 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 1", offset=1, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast2 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 2", offset=2, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast3 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 3", offset=3, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast4 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 4", offset=4, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast5 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 5", offset=5, show_last=1)


// Take Profit and Stop Loss
profitTarget = (close * (takeProfitPercent / 100)) / syminfo.mintick
lossTarget = (close * (stopLossPercent / 100)) / syminfo.mintick

float longOpen = 0
float longOpenCount = 0
float longClose = 0
float longCloseCount =0

bool validLongOpen = true 
bool validLongClose = true


testLongOpen(Conditionlo)=>
    if Conditionlo
        if OpenConditionsRequirement == "All" and validLongOpen
            [1, longOpenCount, true]
        else if OpenConditionsRequirement == "Any"
            [1, longOpenCount, validLongOpen]
        else if OpenConditionsRequirement == "Minimum count"
            [0, longOpenCount + 1, validLongOpen]
        else
            [longOpen, longOpenCount, validLongOpen]
    else
        [0, longOpenCount, false]
        
testLongClose(Conditionlc)=>
    if Conditionlc
        if CloseConditionsRequirement == "All" and validLongClose
            [1, longCloseCount, true]
        else if CloseConditionsRequirement == "Any"
            [1, longCloseCount, validLongClose]
        else if CloseConditionsRequirement == "Minimum count"
            [0, int(longCloseCount + 1), validLongClose]
        else
            [longClose, longCloseCount, validLongClose]
    else
        [0, longCloseCount, false]
        
        




//------------------------------CONDITIONS-----------------------------
bool isCrossoverUpperBand = crossover(close, UpperBand)

if CrossoverUpperBand == "Long Open" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverUpperBand == "Long Close" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverUpperBand)
    longClose := a
    longCloseCount := b
    validLongClose := c
            
bool isCrossunderUpperBand = crossunder(close, UpperBand)            
            
if CrossunderUpperBand == "Long Open" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderUpperBand) 
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderUpperBand == "Long Close" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c        
            
bool isCrossoverMiddleBand = crossover(close, MA)

if CrossoverMiddleBand == "Long Open" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverMiddleBand == "Long Close" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderMiddleBand = crossunder(close, MA)            
            
if CrossunderMiddleBand == "Long Open" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderMiddleBand == "Long Close" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isCrossoverLowerBand = crossover(close, LowerBand)

if CrossoverLowerBand == "Long Open" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverLowerBand == "Long Close" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderLowerBand = crossunder(close, LowerBand)            
            
if CrossunderLowerBand == "Long Open" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderLowerBand == "Long Close" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
            
            
            
bool isPriceAboveUpperBand = close > UpperBand

if PriceAboveUpperBand == "Long Open" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveUpperBand == "Long Close" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowUpperBand = close < UpperBand            
            
if PriceBelowUpperBand == "Long Open" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowUpperBand == "Long Close" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c              
            
bool isPriceAboveMiddleBand = close > MA

if PriceAboveMiddleBand == "Long Open" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveMiddleBand == "Long Close" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowMiddleBand = close < MA          
            
if PriceBelowMiddleBand == "Long Open" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowMiddleBand == "Long Close" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isPriceAboveLowerBand = close > LowerBand

if PriceAboveLowerBand == "Long Open" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveLowerBand == "Long Close" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowLowerBand = close < LowerBand           
            
if PriceBelowLowerBand == "Long Open" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowLowerBand == "Long Close" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c       
            
            
bool isBandWidthCrossoverBandValue1 = crossover(BBWidth, BandWidth1)           
            
if BandWidthCrossoverBandValue1 == "Long Open" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue1 == "Long Close" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isBandWidthCrossoverBandValue2 = crossover(BBWidth, BandWidth2)           
            
if BandWidthCrossoverBandValue2 == "Long Open" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue2 == "Long Close" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthCrossunderBandValue1 = crossunder(BBWidth, BandWidth1)           
            
if BandWidthCrossunderBandValue1 == "Long Open" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue1 == "Long Close" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthCrossunderBandValue2 = crossunder(BBWidth, BandWidth2)           
            
if BandWidthCrossunderBandValue2 == "Long Open" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue2 == "Long Close" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


bool isBandWidthAboveBandValue1 = BBWidth > BandWidth1          
            
if BandWidthAboveBandValue1 == "Long Open" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue1 == "Long Close" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
bool isBandWidthAboveBandValue2 = BBWidth > BandWidth2           
            
if BandWidthAboveBandValue2 == "Long Open" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue2 == "Long Close" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthBelowBandValue1 = BBWidth < BandWidth1           
            
if BandWidthBelowBandValue1 == "Long Open" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue1 == "Long Close" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthBelowBandValue2 = BBWidth < BandWidth2         
            
if BandWidthBelowBandValue2 == "Long Open" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue2 == "Long Close" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     





bool isPercentBCrossoverPercentBValue1 = crossover(PercentB, PercentB1)           
            
if PercentBCrossoverPercentBValue1 == "Long Open" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue1 == "Long Close" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isPercentBCrossoverPercentBValue2 = crossover(PercentB, PercentB2)           
            
if PercentBCrossoverPercentBValue2 == "Long Open" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue2 == "Long Close" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
            
            
            
bool isPercentBCrossunderPercentBValue1 = crossunder(PercentB, PercentB1)           
            
if PercentBCrossunderPercentBValue1 == "Long Open" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue1 == "Long Close" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c      
            
bool isPercentBCrossunderPercentBValue2 = crossunder(PercentB, PercentB2)           
            
if PercentBCrossunderPercentBValue2 == "Long Open" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue2 == "Long Close" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


// bool isPercentBAbovePercentBValue1 = PercentB > PercentB1          
            
// if PercentBAbovePercentBValue1 == "Long Open" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue1 == "Long Close" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     
            
// bool isPercentBAbovePercentBValue2 = PercentB > PercentB2           
            
// if PercentBAbovePercentBValue2 == "Long Open" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue2 == "Long Close" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c      
             
            
            
            
// bool isPercentBBelowPercentBValue1 = PercentB < PercentB1           
            
// if PercentBBelowPercentBValue1 == "Long Open" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue1 == "Long Close" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c    
            
// bool isPercentBBelowPercentBValue2 = PercentB < PercentB2         
            
// if PercentBBelowPercentBValue2 == "Long Open" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue2 == "Long Close" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     



//-------------------------------------END CONDITIONS-------------------------------------------        


    
if OpenConditionsRequirement == "Minimum count"
    if longOpenCount >= OpenConditionsMinimumCount
        longOpen := 1
if CloseConditionsRequirement == "Minimum count"
    if longCloseCount >= CloseConditionsMinimumCount
        longClose := 1

// Tie breaker
if longClose == 1 and longOpen == 1
    longOpen := 0

if longOpen == 1 and window()
    strategy.entry("Long", true) // buy by market
    strategy.exit("Take Profit or Stop Loss", "Long", profit = profitTarget, loss = lossTarget)
else if longClose == 1 and window()
    strategy.close("Long")
else if not window()
    strategy.close("Long")

---

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