Different Signals on Different Version about algo_trading_weighted_strategy

[AlbertoCuadra]

Hi @Thuravi,

Thanks for contact me. To be honest, I'm still not sure what's happened here. I'll have to investigate it. As you mentioned, there are no additional changes from 1.4.2 to 1.4.3.

[AlbertoCuadra]

Hello again @thouravi,

There seems to be some difference with the version 1.4.2 released with the one you are using. I just downloaded version 1.4.2 from the repository and the short order has not been executed yet.

[thouravi]

This is the v1.4.2 I have used in the above screenshot, do you mind comparing them both?

// *************************************************************************************************************************************************************************************************************************************************************************
// Acrypto - Weigthed Strategy v1.4.2
// Github: https://github.com/AlbertoCuadra/algo_trading_weighted_strategy
//
//
// You can support the project on https://www.buymeacoffee.com/acuadra
//
// License: © accry - This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License
//                    https://creativecommons.org/licenses/by-nc-sa/4.0/
//
// Last update: 08/03/2022
// *************************************************************************************************************************************************************************************************************************************************************************
//@version=5
strategy(title='Acrypto - Weighted Strategy v1.4.2', overlay=true, precision=2, commission_value=0.075, commission_type=strategy.commission.percent, initial_capital=1000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=100, slippage=1)
// *************************************************************************************************************************************************************************************************************************************************************************
// COMMENTS
// *************************************************************************************************************************************************************************************************************************************************************************
 

// *************************************************************************************************************************************************************************************************************************************************************************
// INPUTS
// *************************************************************************************************************************************************************************************************************************************************************************
// * Type trading
allow_longs = input.bool(true, 'Allow Longs', group='Trading type')
allow_shorts = input.bool(true, 'Allow Shorts', group='Trading type')
// * Datastamp
from_day = input.int(1, 'From Day', minval=1, maxval=31, group='DataStamp')
from_month = input.int(1, 'From Month', minval=1, maxval=12, group='DataStamp')
from_year = input.int(2021, 'From Year', minval=1980, maxval=9999, group='DataStamp')
to_day = input.int(1, 'To Day', minval=1, maxval=31, group='DataStamp')
to_month = input.int(1, 'To Month', minval=1, maxval=12, group='DataStamp')
to_year = input.int(9999, 'To Year', minval=2017, maxval=9999, group='DataStamp')
// * Stop loss
stoploss = input.bool(true, 'Stop loss', group='Stop loss')
movestoploss = input.string('TP-2', 'Move stop loss', options=['None', 'Percentage', 'TP-1', 'TP-2', 'TP-3'], group='Stop loss')
movestoploss_entry = input.bool(false, 'Move stop loss to entry', group='Stop loss')
stoploss_perc = input.float(6.0, 'Stop Loss %', minval=0, maxval=100, group='Stop loss') * 0.01
move_stoploss_factor = input.float(20.0, 'Move stop loss factor %', group='Stop loss') * 0.01 + 1
stop_source = input.source(hl2, 'Stop Source', group='Stop loss')
// * Take profits
take_profits = input.bool(true, 'Take profits', group='Take Profits')
// retrade= input.bool(false, 'Retrade', group='Take Profits')
MAX_TP = input.int(6, 'Max number of TP', minval=1, maxval=6, group='Take Profits')
long_profit_perc = input.float(6.8, 'Long - take profits each x (%)', minval=0.0, maxval=999, step=1, group='Take Profits') * 0.01
long_profit_qty = input.float(15, 'Long - take x (%) from open position', minval=0.0, maxval=100, step=1, group='Take Profits')
short_profit_perc = input.float(13, 'Short - take profits each x (%)', minval=0.0, maxval=999, step=1, group='Take Profits') * 0.01
short_profit_qty = input.float(10, 'Short - take x (%) from open position', minval=0.0, maxval=100, step=1, group='Take Profits')
// * Delays
delay_macd = input.int(1, 'Candles delay MACD', minval=1, group='Delays')
delay_srsi = input.int(2, 'Candles delay Stoch RSI', minval=1, group='Delays')
delay_rsi = input.int(2, 'Candles delay RSI', minval=1, group='Delays')
delay_super = input.int(1, 'Candles delay Supertrend', minval=1, group='Delays')
delay_cross = input.int(1, 'Candles delay MA cross', minval=1, group='Delays')
delay_exit = input.int(7, 'Candles delay exit', minval=1, group='Delays')
// * Inputs Weigthed strategies
str_0 = input.bool(true, 'Strategy 0: Weighted Strategy', group='Weights')
weight_trigger = input.int(2, 'Weight Signal entry [0, 5]', minval=0, maxval=5, step=1, group='Weights')
weight_str1 = input.int(1, 'Weight Strategy 1 [0, 5]', minval=0, maxval=5, step=1, group='Weights')
weight_str2 = input.int(1, 'Weight Strategy 2 [0, 5]', minval=0, maxval=5, step=1, group='Weights')
weight_str3 = input.int(1, 'Weight Strategy 3 [0, 5]', minval=0, maxval=5, step=1, group='Weights')
weight_str4 = input.int(1, 'Weight Strategy 4 [0, 5]', minval=0, maxval=5, step=1, group='Weights')
weight_str5 = input.int(1, 'Weight Strategy 5 [0, 5]', minval=0, maxval=5, step=1, group='Weights')
// * Inputs strategy 1: MACD 
str_1 = input.bool(true, 'Strategy 1: MACD', group='Strategy 1: MACD')
MA1_period_1 = input.int(16, 'MA 1', minval=1, maxval=9999, step=1, group='Strategy 1: MACD')
MA1_type_1 = input.string('EMA', 'MA1 Type', options=['RMA', 'SMA', 'EMA', 'WMA', 'HMA', 'DEMA', 'TEMA', 'VWMA'], group='Strategy 1: MACD')
MA1_source_1 = input.source(hl2, 'MA1 Source', group='Strategy 1: MACD')
MA2_period_1 = input.int(36, 'MA 2', minval=1, maxval=9999, step=1, group='Strategy 1: MACD')
MA2_type_1 = input.string('EMA', 'MA2 Type', options=['RMA', 'SMA', 'EMA', 'WMA', 'HMA', 'DEMA', 'TEMA', 'VWMA'], group='Strategy 1: MACD')
MA2_source_1 = input.source(high, 'MA2 Source', group='Strategy 1: MACD')
// * Inputs strategy 2: Stoch RSI oversold/overbought
str_2 = input.bool(true, 'Strategy 2: Stoch RSI', group='Strategy 2: Stoch RSI')
long_RSI = input.float(70, 'Exit SRSI Long (%)', minval=0.0, step=1, group='Strategy 2: Stoch RSI')
short_RSI = input.float(27, 'Exit SRSI Short (%)', minval=0.0, step=1, group='Strategy 2: Stoch RSI')
length_RSI = input.int(14, 'RSI Length', group='Strategy 2: Stoch RSI')
length_stoch = input.int(14, 'RSI Stochastic', group='Strategy 2: Stoch RSI')
smoothK = input.int(3, 'Smooth k', group='Strategy 2: Stoch RSI')
// * Inputs strategy 3: RSI oversold/overbought
str_3 = input.bool(true, 'Strategy 3: RSI', group='Strategy 3: RSI')
long_RSI2 = input.float(77, 'Exit RSI Long (%)', minval=0.0, step=1, group='Strategy 3: RSI')
short_RSI2 = input.float(30, 'Exit RSI Short (%)', minval=0.0, step=1, group='Strategy 3: RSI')
// * Inputs strategy 4: Supertrend
str_4 = input.bool(true, 'Strategy 4: Supertrend', group='Strategy 4: Supertrend')
periods_4 = input.int(2, 'ATR Period', group='Strategy 4: Supertrend')
source_4 = input.source(hl2, 'Source', group='Strategy 4: Supertrend')
multiplier = input.float(2.4, 'ATR Multiplier', step=0.1, group='Strategy 4: Supertrend')
change_ATR = input.bool(true, 'Change ATR Calculation Method ?', group='Strategy 4: Supertrend')
// * Inputs strategy 5: MA CROSS
str_5 = input.bool(true, 'Strategy 5: MA CROSS', group='Strategy 5: MA CROSS')
MA1_period_5 = input.int(50, 'MA 1', minval=1, maxval=9999, step=1, group='Strategy 5: MA CROSS')
MA1_type_5 = input.string('EMA', 'MA1 Type', options=['RMA', 'SMA', 'EMA', 'WMA', 'HMA', 'DEMA', 'TEMA', 'VWMA'], group='Strategy 5: MA CROSS')
MA1_source_5 = input.source(close, 'MA1 Source', group='Strategy 5: MA CROSS')
MA2_period_5 = input.int(88, 'MA 2', minval=1, maxval=9999, step=1, group='Strategy 5: MA CROSS')
MA2_type_5 = input.string('EMA', 'MA2 Type', options=['RMA', 'SMA', 'EMA', 'WMA', 'HMA', 'DEMA', 'TEMA', 'VWMA'], group='Strategy 5: MA CROSS')
MA2_source_5 = input.source(close, 'MA2 Source', group='Strategy 5: MA CROSS')
// * Inputs Potential TOP/BOTTOM
str_6 = input.bool(false, 'Close order at potential Top/Bottom', group='Potential TOP/BOTTOM')
top_qty = input.float(30, 'Top - take x (%) from the remaining position', minval=0.0, maxval=100, step=1, group='Potential TOP/BOTTOM')
bottom_qty = input.float(30, 'Bottom - take x (%) from the remaining position', minval=0.0, maxval=100, step=1, group='Potential TOP/BOTTOM') 
source_6_top = input.source(close, 'TP-TOP at previous?', group='Potential TOP/BOTTOM')
source_6_bottom = input.source(close, 'TP-BOTTOM at previous?', group='Potential TOP/BOTTOM')
long_trail_perc = input.float(150, 'Trail volume Long (%)', minval=0.0, step=1, group='Potential TOP/BOTTOM') * 0.01
short_trail_perc = input.float(150, 'Trail volume Short (%)', minval=0.0, step=1, group='Potential TOP/BOTTOM') * 0.01
// * Miscellaneous
show_signals = input.bool(true, 'Show Buy/Sell Signals ?', group='Miscellaneous')
// * Alarms
alarm_label_long = input.string('Buy', 'Label open long', group='Basic alarm system')
alarm_label_short = input.string('Sell', 'Label open short', group='Basic alarm system')
alarm_label_close_long = input.string('Close long', 'Label close long', group='Basic alarm system')
alarm_label_close_short = input.string('Close short', 'Label close short', group='Basic alarm system')
alarm_label_TP = input.string('TP', 'Label Take Profit', group='Basic alarm system')
alarm_label_SL = input.string('SL', 'Label Stop-Loss', group='Basic alarm system')
// *************************************************************************************************************************************************************************************************************************************************************************
// ABBREVIATIONS
// *************************************************************************************************************************************************************************************************************************************************************************
// TP: Take profits
// SL: Stop-Loss
// *************************************************************************************************************************************************************************************************************************************************************************
// GLOBAL VARIABLES
// *************************************************************************************************************************************************************************************************************************************************************************
start = timestamp(from_year, from_month, from_day, 00, 00) // backtest start window
end = timestamp(to_year, to_month, to_day, 23, 59)// backtest finish window
var FLAG_FIRST = false
var price_stop_long = 0.
var price_stop_short = 0.
var profit_qty = 0. // Quantity to close per TP from open position
var profit_perc = 0. // Percentage to take profits since open position or last TP
var nextTP = 0. // Next target to take profits
var since_entry = 0 // Number of bars since open last postion
var since_close = 0 // Number of bars since close or TP/STOP last position

// * Compute profit quantity and profit percentage
if strategy.position_size > 0
    profit_qty := long_profit_qty
    profit_perc := long_profit_perc
else if strategy.position_size < 0
    profit_qty := short_profit_qty
    profit_perc := short_profit_perc
else
    nextTP := 0. // Next Take Profit target (out of market)
// *************************************************************************************************************************************************************************************************************************************************************************
// FUNCTIONS
// *************************************************************************************************************************************************************************************************************************************************************************
// * MA type
// *************************************************************************************************************************************************************************************************************************************************************************
ma(MAType, MASource, MAPeriod) =>
    if MAType == 'SMA'
        ta.sma(MASource, MAPeriod)
    else if MAType == 'EMA'
        ta.ema(MASource, MAPeriod)
    else if MAType == 'WMA'
        ta.wma(MASource, MAPeriod)
    else if MAType == 'RMA'
        ta.rma(MASource, MAPeriod)
    else if MAType == 'HMA'
        ta.wma(2 * ta.wma(MASource, MAPeriod / 2) - ta.wma(MASource, MAPeriod), math.round(math.sqrt(MAPeriod)))
    else if MAType == 'DEMA'
        e = ta.ema(MASource, MAPeriod)
        2 * e - ta.ema(e, MAPeriod)
    else if MAType == 'TEMA'
        e = ta.ema(MASource, MAPeriod)
        3 * (e - ta.ema(e, MAPeriod)) + ta.ema(ta.ema(e, MAPeriod), MAPeriod)
    else if MAType == 'VWMA'
        ta.vwma(MASource, MAPeriod)
// *************************************************************************************************************************************************************************************************************************************************************************
// * Number strategies
// *************************************************************************************************************************************************************************************************************************************************************************
n_strategies() =>
    var result = 0.
    if str_1
        result := 1.
    if str_2
        result += 1.
    if str_3
        result += 1.
    if str_4
        result += 1.
    if str_5
        result += 1.
// *************************************************************************************************************************************************************************************************************************************************************************
// * Price take profit
// *************************************************************************************************************************************************************************************************************************************************************************
price_takeProfit(percentage, N) =>
    if strategy.position_size > 0
        strategy.position_avg_price * (1 + N * percentage)
    else
        strategy.position_avg_price * (1 - N * percentage)
// *************************************************************************************************************************************************************************************************************************************************************************
// * Weigthed values
// *************************************************************************************************************************************************************************************************************************************************************************
weight_values(signal) =>
    if signal
        weight = 1.0
    else
        weight = 0.
// *************************************************************************************************************************************************************************************************************************************************************************
// * Weigthed total
// *************************************************************************************************************************************************************************************************************************************************************************
weight_total(signal1, signal2, signal3, signal4, signal5) =>
    weight_str1 * weight_values(signal1) + weight_str2 * weight_values(signal2) + weight_str3 * weight_values(signal3) + weight_str4 * weight_values(signal4) + weight_str5 * weight_values(signal5)
// *************************************************************************************************************************************************************************************************************************************************************************
// * Color
// *************************************************************************************************************************************************************************************************************************************************************************
colors(type, value=0) =>
    switch str.lower(type)
        'buy'=> color.new(color.aqua, value)
        'sell' => color.new(color.gray, value)
        'TP' => color.new(color.aqua, value)
        'SL' => color.new(color.gray, value)
        'signal' => color.new(color.orange, value)
        'profit' => color.new(color.teal, value)
        'loss' => color.new(color.red, value)
        'info' => color.new(color.white, value)
        'highlights' => color.new(color.orange, value)
// *************************************************************************************************************************************************************************************************************************************************************************
// * Bar since last entry
// *************************************************************************************************************************************************************************************************************************************************************************
bars_since_entry() =>
    bar_index - strategy.opentrades.entry_bar_index(0)
// *************************************************************************************************************************************************************************************************************************************************************************
// * Bar since close or TP/STOP
// *************************************************************************************************************************************************************************************************************************************************************************
bars_since_close() =>
    ta.barssince(ta.change(strategy.closedtrades))
// *************************************************************************************************************************************************************************************************************************************************************************
// ADDITIONAL GLOBAL VARIABLES
// *************************************************************************************************************************************************************************************************************************************************************************
// * Compute time since last entry and last close/TP position
since_entry := bars_since_entry()
since_close := bars_since_close()
if strategy.opentrades == 0
    since_entry := delay_exit
if strategy.closedtrades == 0
    since_close := delay_exit
// *************************************************************************************************************************************************************************************************************************************************************************
// STRATEGIES
// *************************************************************************************************************************************************************************************************************************************************************************
// * STRATEGY 1: MACD
// *************************************************************************************************************************************************************************************************************************************************************************
MA1 = ma(MA1_type_1, MA1_source_1, MA1_period_1)
MA2 = ma(MA2_type_1, MA2_source_1, MA2_period_1)

MACD = MA1 - MA2
signal = ma('SMA', MACD, 9)
trend= MACD - signal

long = MACD > signal
short = MACD < signal
proportion = math.abs(MACD / signal)

// * Conditions
long_signal1 = long and long[delay_macd - 1] and not long[delay_macd]
short_signal1 = short and short[delay_macd - 1] and not short[delay_macd]
close_long1 = short and not long[delay_macd]
close_short1 = long and not short[delay_macd]
// *************************************************************************************************************************************************************************************************************************************************************************
// * STRATEGY 2: STOCH RSI
// *************************************************************************************************************************************************************************************************************************************************************************
rsi = ta.rsi(close, length_RSI)
srsi = ta.stoch(rsi, rsi, rsi, length_stoch)
k = ma('SMA', srsi, smoothK)
isRsiOB = k >= long_RSI
isRsiOS = k <= short_RSI

// * Conditions
long_signal2 = isRsiOS[delay_srsi] and not isRsiOB and since_entry >= delay_exit and since_close >= delay_exit
short_signal2 = isRsiOB[delay_srsi] and not isRsiOS and since_entry >= delay_exit and since_close >= delay_exit
// *************************************************************************************************************************************************************************************************************************************************************************
// * STRATEGY 3: RSI
// *************************************************************************************************************************************************************************************************************************************************************************
isRsiOB2 = rsi >= long_RSI2
isRsiOS2 = rsi <= short_RSI2

// * Conditions
long_signal3 = isRsiOS2[delay_rsi] and not isRsiOB2 and since_entry >= delay_exit and since_close >= delay_exit
short_signal3 = isRsiOB2[delay_rsi] and not isRsiOS2 and since_entry >= delay_exit and since_close >= delay_exit
// *************************************************************************************************************************************************************************************************************************************************************************
// * STRATEGY 4: SUPERTREND
// *************************************************************************************************************************************************************************************************************************************************************************
atr2 = ma('SMA', ta.tr, periods_4)
atr = change_ATR ? ta.atr(periods_4) : atr2
up = source_4 - multiplier * atr
up1 = nz(up[1], up)
up := close[1] > up1 ? math.max(up, up1) : up

dn = source_4 + multiplier * atr
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? math.min(dn, dn1) : dn

trend := 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend

// * Conditions
long4 = trend == 1
short4 = trend == -1
long_signal4 = trend == 1 and trend[delay_super - 1] == 1 and trend[delay_super] == -1
short_signal4 = trend == -1 and trend[delay_super - 1] == -1 and trend[delay_super] == 1
changeCond = trend != trend[1]
// *************************************************************************************************************************************************************************************************************************************************************************
// * STRATEGY 5: MA CROSS
// *************************************************************************************************************************************************************************************************************************************************************************
MA12 = ma(MA1_type_5, MA1_source_5, MA1_period_5)
MA22 = ma(MA2_type_5, MA2_source_5, MA2_period_5)

long5 = MA12 > MA22
short5 = MA12 < MA22

// * Conditions
long_signal5 = long5 and long5[delay_cross - 1] and not long5[delay_cross]
short_signal5 = short5 and short5[delay_cross - 1] and not short5[delay_cross]
close_long5 = short5 and not long5[delay_cross]
close_short5 = long5 and not short5[delay_cross]
// *************************************************************************************************************************************************************************************************************************************************************************
// * STRATEGY 6: POTENTIAL TOP/BOTTOM
// *************************************************************************************************************************************************************************************************************************************************************************
// * Combination RSI, Stoch RSI, MACD, volume, and weighted-strategy to detect potential TOP/BOTTOMS areas
volumeRSI_condition = volume[2] > volume[3] and volume[2] > volume[4] and volume[2] > volume[5]
condition_OB1 = isRsiOB2 and (isRsiOB or volume < ma('SMA', volume, 20) / 2) and volumeRSI_condition
condition_OS1 = isRsiOS2 and (isRsiOS or volume < ma('SMA', volume, 20) / 2) and volumeRSI_condition

condition_OB2 = volume[2] / volume[1] > (1.0 + long_trail_perc) and isRsiOB and volumeRSI_condition
condition_OS2 = volume[2] / volume[1] > (1.0 + short_trail_perc) and isRsiOS and volumeRSI_condition

condition_OB3 = weight_total(MACD < signal, isRsiOB, isRsiOB2, short4, short5) >= weight_trigger
condition_OS3 = weight_total(MACD > signal, isRsiOS, isRsiOS2, long4, long5) >= weight_trigger

condition_OB = (condition_OB1 or condition_OB2)
condition_OS = (condition_OS1 or condition_OS2)
condition_OB_several = condition_OB[1] and condition_OB[2] or condition_OB[1] and condition_OB[3] or condition_OB[1] and condition_OB[4] or condition_OB[1] and condition_OB[5] or condition_OB[1] and condition_OB[6] or condition_OB[1] and condition_OB[7] 
condition_OS_several = condition_OS[1] and condition_OS[2] or condition_OS[1] and condition_OS[3] or condition_OS[1] and condition_OS[4] or condition_OS[1] and condition_OS[5] or condition_OS[1] and condition_OS[6] or condition_OS[1] and condition_OS[7] 
// *************************************************************************************************************************************************************************************************************************************************************************
// STRATEGY ENTRIES AND EXITS
// *************************************************************************************************************************************************************************************************************************************************************************
if time >= start and time <= end
    // ***************************************************************************************************************************************************************************
    // * Set Entries
    // ***************************************************************************************************************************************************************************
    if str_0
        if not str_1
            weight_str1 := 0
        if not str_2
            weight_str2 := 0
        if not str_3
            weight_str3 := 0
        if not str_4
            weight_str4 := 0
        if not str_5
            weight_str5 := 0
        if allow_shorts == true
            w_total = weight_total(short_signal1, short_signal2, short_signal3, short_signal4, short_signal5)
            if w_total >= weight_trigger
                strategy.entry('Short', strategy.short, alert_message=alarm_label_short)
        if allow_longs == true
            w_total = weight_total(long_signal1, long_signal2, long_signal3, long_signal4, long_signal5)
            if w_total >= weight_trigger
                strategy.entry('Long', strategy.long, alert_message=alarm_label_long)
    else
        if allow_shorts == true
            if str_1
                strategy.entry('Short', strategy.short, when=short_signal1, alert_message=alarm_label_short)
            if str_2
                strategy.entry('Short', strategy.short, when=short_signal2, alert_message=alarm_label_short)
            if str_3
                strategy.entry('Short', strategy.short, when=short_signal3, alert_message=alarm_label_short)
            if str_4
                strategy.entry('Short', strategy.short, when=short_signal4, alert_message=alarm_label_short)
            if str_5
                strategy.entry('Short', strategy.short, when=short_signal5, alert_message=alarm_label_short)
        if allow_longs == true
            if str_1
                strategy.entry('Long', strategy.long, when=long_signal1, alert_message=alarm_label_long)
            if str_2
                strategy.entry('Long', strategy.long, when=long_signal2, alert_message=alarm_label_long)
            if str_3
                strategy.entry('Long', strategy.long, when=long_signal3, alert_message=alarm_label_long)
            if str_4
                strategy.entry('Long', strategy.long, when=long_signal4, alert_message=alarm_label_long)
            if str_5
                strategy.entry('Long', strategy.long, when=long_signal5, alert_message=alarm_label_long)
    // ***************************************************************************************************************************************************************************
    // * Set Take Profits
    // ***************************************************************************************************************************************************************************
    if strategy.position_size != 0 and take_profits and since_entry == 0
        for i = 1 to MAX_TP
            id = 'TP ' + str.tostring(i)
            strategy.exit(id=id, limit=price_takeProfit(profit_perc, i), qty_percent=profit_qty, comment=id, alert_message=alarm_label_TP)
    // ***************************************************************************************************************************************************************************
    // * Set Stop loss
    // ***************************************************************************************************************************************************************************
    if strategy.position_size > 0
        if since_close == 0
            if high > price_takeProfit(profit_perc, 6) and MAX_TP >= 6
                n = 6
                nextTP := na
                if movestoploss == 'Percentage'
                    price_stop_long := strategy.position_avg_price * (1 + n*profit_perc - stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_long := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_long := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3'
                    price_stop_long := price_takeProfit(profit_perc, n-3)
            else if high > price_takeProfit(profit_perc, 5) and MAX_TP >= 5
                n = 5
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_long := strategy.position_avg_price * (1 + n*profit_perc - stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_long := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_long := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3'
                    price_stop_long := price_takeProfit(profit_perc, n-3)
            else if high > price_takeProfit(profit_perc, 4) and MAX_TP >= 4
                n = 4
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_long := strategy.position_avg_price * (1 + n*profit_perc - stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_long := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_long := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3'
                    price_stop_long := price_takeProfit(profit_perc, n-3)
            else if high > price_takeProfit(profit_perc, 3) and MAX_TP >= 3
                n = 3
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_long := strategy.position_avg_price * (1 + n*profit_perc - stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_long := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_long := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3' and movestoploss_entry
                    price_stop_long := strategy.position_avg_price
            else if high > price_takeProfit(profit_perc, 2) and MAX_TP >= 2
                n = 2
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_long := strategy.position_avg_price * (1 + n*profit_perc - stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_long := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2' and movestoploss_entry
                    price_stop_long := strategy.position_avg_price
                else if movestoploss == 'TP-3' and movestoploss_entry
                    price_stop_long := strategy.position_avg_price
            else if high > price_takeProfit(profit_perc, 1) and MAX_TP >= 1
                n = 1
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_long := strategy.position_avg_price * (1 + n*profit_perc - stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1' and movestoploss_entry
                    price_stop_long := strategy.position_avg_price
                else if movestoploss == 'TP-2' and movestoploss_entry
                    price_stop_long := strategy.position_avg_price
                else if movestoploss == 'TP-3' and movestoploss_entry
                    price_stop_long := strategy.position_avg_price
        if since_entry == 0
            n = 0
            nextTP := price_takeProfit(profit_perc, n + 1)
            price_stop_long := strategy.position_avg_price * (1 - stoploss_perc) 
    if strategy.position_size < 0
        if since_close == 0
            if low < price_takeProfit(profit_perc, 6) and MAX_TP >= 6
                n = 6
                nextTP := na
                if movestoploss == 'Percentage'
                    price_stop_short := strategy.position_avg_price * (1 - n*profit_perc + stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_short := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_short := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3'
                    price_stop_short := price_takeProfit(profit_perc, n-3)
            else if low < price_takeProfit(profit_perc, 5) and MAX_TP >= 5
                n = 5
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_short := strategy.position_avg_price * (1 - n*profit_perc + stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_short := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_short := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3'
                    price_stop_short := price_takeProfit(profit_perc, n-3)
            else if low < price_takeProfit(profit_perc, 4) and MAX_TP >= 4
                n = 4
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_short := strategy.position_avg_price * (1 - n*profit_perc + stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_short := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_short := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3'
                    price_stop_short := price_takeProfit(profit_perc, n-3)
            else if low < price_takeProfit(profit_perc, 3) and MAX_TP >= 3
                n = 3
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_short := strategy.position_avg_price * (1 - n*profit_perc + stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_short := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2'
                    price_stop_short := price_takeProfit(profit_perc, n-2)
                else if movestoploss == 'TP-3' and movestoploss_entry
                    price_stop_short := strategy.position_avg_price
            else if low < price_takeProfit(profit_perc, 2) and MAX_TP >= 2
                n = 2
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_short := strategy.position_avg_price * (1 - n*profit_perc + stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1'
                    price_stop_short := price_takeProfit(profit_perc, n-1)
                else if movestoploss == 'TP-2' and movestoploss_entry
                    price_stop_short := strategy.position_avg_price
                else if movestoploss == 'TP-3' and movestoploss_entry
                    price_stop_short := strategy.position_avg_price
            else if low < price_takeProfit(profit_perc, 1) and MAX_TP >= 1
                n = 1 
                nextTP := price_takeProfit(profit_perc, n + 1)
                if movestoploss == 'Percentage'
                    price_stop_short := strategy.position_avg_price * (1 - n*profit_perc + stoploss_perc * move_stoploss_factor)
                else if movestoploss == 'TP-1' and movestoploss_entry
                    price_stop_short := strategy.position_avg_price
                else if movestoploss == 'TP-2' and movestoploss_entry
                    price_stop_short := strategy.position_avg_price
                else if movestoploss == 'TP-3' and movestoploss_entry
                    price_stop_short := strategy.position_avg_price
        if since_entry == 0
            n = 0
            nextTP := price_takeProfit(profit_perc, n + 1)
            price_stop_short := strategy.position_avg_price * (1 + stoploss_perc)
    // ***************************************************************************************************************************************************************************
    // * Set Exits
    // ***************************************************************************************************************************************************************************
    if allow_longs == true and allow_shorts == false
        strategy.close('Long', when=close_long1 or close_long5, qty_percent=100, comment='LONG', alert_message=alarm_label_close_long)
    if allow_longs == false and allow_shorts == true
        strategy.close('Short', when=close_short1 or close_short5, qty_percent=100, comment='SHORT', alert_message=alarm_label_close_long)
    if allow_shorts == true and strategy.position_size < 0 and stoploss and since_entry > 0
        strategy.close('Short', when=stop_source >= price_stop_short, qty_percent=100, comment='STOP', alert_message=alarm_label_close_short)
        if str_6
            if top_qty == 100
                strategy.close('Short', when=condition_OS_several, qty_percent=bottom_qty, comment='STOP', alert_message=alarm_label_close_short)
            else    
                strategy.exit('Short', when=condition_OS_several, limit=source_6_bottom[1], qty_percent=bottom_qty, comment='TP-B', alert_message=alarm_label_TP)
    if allow_longs == true and strategy.position_size > 0 and stoploss and since_entry > 0
        strategy.close('Long', when=stop_source <= price_stop_long, qty_percent=100, comment='STOP', alert_message=alarm_label_SL)
        if str_6
            if top_qty == 100
                strategy.close('Long', when=condition_OB_several, qty_percent=top_qty, comment='STOP', alert_message=alarm_label_SL)
            else
                strategy.exit('Long', when=condition_OB_several, limit=source_6_top[1], qty_percent=top_qty, comment='TP-T', alert_message=alarm_label_TP)
// *************************************************************************************************************************************************************************************************************************************************************************
// * Data window - debugging
// *************************************************************************************************************************************************************************************************************************************************************************
price_stop = strategy.position_size > 0 ? price_stop_long : price_stop_short

plotchar(volume[2] / volume[1], "Volume 2 / Volume 1", "", location.top, size = size.tiny, color=color.new(color.orange, 0))
plotchar(since_entry, "Since entry [bars]", "", location.top, size = size.tiny, color=color.new(color.orange, 0))
plotchar(since_close, "Since close/TP [bars]", "", location.top, size = size.tiny, color=color.new(color.orange, 0))
plotchar(strategy.position_avg_price, "Average position price", "", location.top, size = size.tiny, color=color.new(color.orange, 0))
plotchar(strategy.position_size, "Position size", "", location.top, size = size.tiny, color=color.new(color.orange, 0))
plotchar(nextTP, "Next TP target", "", location.top, size = size.tiny, color=color.new(color.teal, 0))
plotchar(price_stop, "STOP Price", "", location.top, size = size.tiny, color=color.new(color.gray, 0))
plotchar(strategy.opentrades, "Open trades", "", location.top, size = size.tiny, color=strategy.position_size > 0 ? color.blue : color.gray)
plotchar(strategy.netprofit, "Net profit [$]", "", location.top, size = size.tiny, color=strategy.netprofit > 0 ? color.blue : color.gray)
plotchar(strategy.grossprofit, "Gross profit [$]", "", location.top, size = size.tiny, color=color.blue) 
plotchar(strategy.grossloss, "Gross loss [$]", "", location.top, size = size.tiny, color=color.gray) 
plotchar(strategy.openprofit, "Unrealized P&L [$]", "", location.top, size = size.tiny, color=strategy.openprofit > 0 ? color.blue : color.gray)
plotchar(strategy.closedtrades, "Closed trades", "", location.top, size = size.tiny, color=color.orange) 
plotchar(strategy.wintrades/strategy.closedtrades*100, "Winrate [%]", "", location.top, size = size.tiny, color=strategy.wintrades/strategy.closedtrades > 60 ? color.blue : color.gray) 
// *************************************************************************************************************************************************************************************************************************************************************************
// PLOTS
// *************************************************************************************************************************************************************************************************************************************************************************
// * strategy 1: MACD
// *************************************************************************************************************************************************************************************************************************************************************************
plot(trend, 'Trend', style=plot.style_columns, color=MACD > signal ? color.teal : color.gray, display=display.none, transp=30)
plot(MACD, 'MACD', color=color.new(color.blue, 0), display=display.none)
plot(signal, 'Signal', color=color.new(color.orange, 0), display=display.none)
plotshape(long_signal1 and show_signals ? up : na, 'Buy MACD', text='MACD', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0), display=display.none)
plotshape(short_signal1 and show_signals ? dn : na, 'Sell MACD', text='MACD', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.gray, 0), textcolor=color.new(color.white, 0), display=display.none)
// *************************************************************************************************************************************************************************************************************************************************************************
// * strategy 2: Stoch RSI
// *************************************************************************************************************************************************************************************************************************************************************************
plotshape(long_signal2 and show_signals ? up : na, title='Buy Stoch RSI', text='SRSI', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0), display=display.none)
plotshape(short_signal2 and show_signals ? dn : na, title='Sell Stoch RSI', text='SRSI', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.gray, 0), textcolor=color.new(color.white, 0), display=display.none)
// *************************************************************************************************************************************************************************************************************************************************************************
// * strategy 3: RSI
// *************************************************************************************************************************************************************************************************************************************************************************
plotshape(long_signal3 and show_signals ? up : na, title='Buy RSI', text='RSI', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0), display=display.none)
plotshape(short_signal3 and show_signals ? dn : na, title='Sell RSI', text='RSI', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.gray, 0), textcolor=color.new(color.white, 0), display=display.none)
// *************************************************************************************************************************************************************************************************************************************************************************
// * strategy 4: Supertrend
// *************************************************************************************************************************************************************************************************************************************************************************
plotshape(long_signal4 and show_signals ? up : na, title='Buy Supertrend', text='Supertrend', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0), display=display.none)
plotshape(short_signal4 and show_signals ? dn : na, title='Sell Supertrend', text='Supertrend', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.gray, 0), textcolor=color.new(color.white, 0), display=display.none)
// *************************************************************************************************************************************************************************************************************************************************************************
// * strategy 5: MA CROSS
// *************************************************************************************************************************************************************************************************************************************************************************
plotshape(long_signal5 and show_signals ? up : na, title='Buy MA CROSS', text='MA CROSS', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0), display=display.none)
plotshape(short_signal5 and show_signals ? dn : na, title='Sell MA CROSS', text='MA CROSS', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.gray, 0), textcolor=color.new(color.white, 0), display=display.none)
// *************************************************************************************************************************************************************************************************************************************************************************
// * STRATEGY 6: POTENTIAL TOP/BOTTOM
// *************************************************************************************************************************************************************************************************************************************************************************
plotshape(condition_OB_several ? dn : na, title='Top', text='T', location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0))
plotshape(condition_OS_several ? up : na, title='Bottom', text='B', location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0))
// *************************************************************************************************************************************************************************************************************************************************************************
// * Buy/Sell signals
// *************************************************************************************************************************************************************************************************************************************************************************
w_total_long = weight_total(long_signal1, long_signal2, long_signal3, long_signal4, long_signal5)
w_total_short = weight_total(short_signal1, short_signal2, short_signal3, short_signal4, short_signal5)
plotshape(w_total_long >= weight_trigger and show_signals ? up : na, title='Buy Weigthed strategy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.teal, 0), textcolor=color.new(color.white, 0))
plotshape(w_total_short >= weight_trigger and show_signals ? dn : na, title='Sell Weigthed strategy', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.gray, 0), textcolor=color.new(color.white, 0))
// *************************************************************************************************************************************************************************************************************************************************************************
// * Stop loss targets
// *************************************************************************************************************************************************************************************************************************************************************************
plot(series=(strategy.position_size > 0) ? price_stop_long : na, color=color.gray, style=plot.style_cross, linewidth=2, transp=30, title="Long Stop Loss")
plot(series=(strategy.position_size < 0) ? price_stop_short : na, color=color.gray, style=plot.style_cross, linewidth=2, transp=30, title="Short Stop Loss")
// *************************************************************************************************************************************************************************************************************************************************************************
// * TP targets
// *************************************************************************************************************************************************************************************************************************************************************************
plot(strategy.position_size > 0 or strategy.position_size < 0 ? nextTP : na, color=color.aqua, style=plot.style_cross, linewidth=2, transp=30, title="Next TP")
// *************************************************************************************************************************************************************************************************************************************************************************
// * All strategies
// *************************************************************************************************************************************************************************************************************************************************************************
mPlot = plot(ohlc4, title='Price ohlc4', style=plot.style_circles, linewidth=0, display=display.none)
upPlot = plot((long_signal1 or long_signal2 or long_signal3 or long_signal4 or long_signal5) and (w_total_long > w_total_short) ? up : na, title='Up Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.aqua, 0), display=display.none)
dnPlot = plot((short_signal1 or short_signal2 or short_signal3 or short_signal4 or short_signal5) and (w_total_short > w_total_long) ? dn : na, title='Down Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.gray, 0), display=display.none)
plotchar(weight_trigger, "Trigger strategies", "", location.top, size = size.tiny, color=color.new(color.orange, 0))
plotchar(w_total_long, "Satisfied Long strategies", "", location.top, size = size.tiny, color=w_total_long >= weight_trigger ? color.orange : color.gray)
plotchar(w_total_short, "Satisfied Short strategies", "", location.top, size = size.tiny, color=w_total_long >= weight_trigger ? color.orange : color.gray)
plotshape((long_signal1 or long_signal2 or long_signal3 or long_signal4 or long_signal5) and (w_total_long > w_total_short) ? up : na, title='UpTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.aqua, 0), size=size.tiny, display=display.none)
plotshape((short_signal1 or short_signal2 or short_signal3 or short_signal4 or short_signal5) and (w_total_short > w_total_long) ? dn : na, title='DownTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.gray, 0), size=size.tiny, display=display.none)
fill(mPlot, upPlot, title='UpTrend Highligter', color=colors('buy', 80))
fill(mPlot, dnPlot, title='DownTrend Highligter', color=colors('sell', 80))
// *************************************************************************************************************************************************************************************************************************************************************************
// MONTHLY TABLE PERFORMANCE - Developed by @QuantNomad
// *************************************************************************************************************************************************************************************************************************************************************************
show_performance = input.bool(true, 'Show Monthly Performance ?', group='Performance - credits: @QuantNomad')
prec = input(2, 'Return Precision', group='Performance - credits: @QuantNomad')

if show_performance
    new_month = month(time) != month(time[1])
    new_year  = year(time)  != year(time[1])
    
    eq = strategy.equity
    
    bar_pnl = eq / eq[1] - 1
    
    cur_month_pnl = 0.0
    cur_year_pnl  = 0.0
    
    // Current Monthly P&L
    cur_month_pnl := new_month ? 0.0 : 
                     (1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1 
    
    // Current Yearly P&L
    cur_year_pnl := new_year ? 0.0 : 
                     (1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1  
    
    // Arrays to store Yearly and Monthly P&Ls
    var month_pnl  = array.new_float(0)
    var month_time = array.new_int(0)
    
    var year_pnl  = array.new_float(0)
    var year_time = array.new_int(0)
    
    last_computed = false
    
    if (not na(cur_month_pnl[1]) and (new_month or barstate.islastconfirmedhistory))
        if (last_computed[1])
            array.pop(month_pnl)
            array.pop(month_time)
            
        array.push(month_pnl , cur_month_pnl[1])
        array.push(month_time, time[1])
    
    if (not na(cur_year_pnl[1]) and (new_year or barstate.islastconfirmedhistory))
        if (last_computed[1])
            array.pop(year_pnl)
            array.pop(year_time)
            
        array.push(year_pnl , cur_year_pnl[1])
        array.push(year_time, time[1])
    
    last_computed := barstate.islastconfirmedhistory ? true : nz(last_computed[1])
    
    // Monthly P&L Table    
    var monthly_table = table(na)
    
    if (barstate.islastconfirmedhistory)
        monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, border_width = 1)
    
        table.cell(monthly_table, 0,  0, "",     bgcolor = #cccccc)
        table.cell(monthly_table, 1,  0, "Jan",  bgcolor = #cccccc)
        table.cell(monthly_table, 2,  0, "Feb",  bgcolor = #cccccc)
        table.cell(monthly_table, 3,  0, "Mar",  bgcolor = #cccccc)
        table.cell(monthly_table, 4,  0, "Apr",  bgcolor = #cccccc)
        table.cell(monthly_table, 5,  0, "May",  bgcolor = #cccccc)
        table.cell(monthly_table, 6,  0, "Jun",  bgcolor = #cccccc)
        table.cell(monthly_table, 7,  0, "Jul",  bgcolor = #cccccc)
        table.cell(monthly_table, 8,  0, "Aug",  bgcolor = #cccccc)
        table.cell(monthly_table, 9,  0, "Sep",  bgcolor = #cccccc)
        table.cell(monthly_table, 10, 0, "Oct",  bgcolor = #cccccc)
        table.cell(monthly_table, 11, 0, "Nov",  bgcolor = #cccccc)
        table.cell(monthly_table, 12, 0, "Dec",  bgcolor = #cccccc)
        table.cell(monthly_table, 13, 0, "Year", bgcolor = #999999)
    
    
        for yi = 0 to array.size(year_pnl) - 1
            table.cell(monthly_table, 0,  yi + 1, str.tostring(year(array.get(year_time, yi))), bgcolor = #cccccc)
            
            y_color = array.get(year_pnl, yi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.gray, transp = 40)
            table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, prec)), bgcolor = y_color, text_color=color.new(color.white, 0))
            
        for mi = 0 to array.size(month_time) - 1
            m_row   = year(array.get(month_time, mi))  - year(array.get(year_time, 0)) + 1
            m_col   = month(array.get(month_time, mi)) 
            m_color = array.get(month_pnl, mi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.gray, transp = 40)
            
            table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, prec)), bgcolor = m_color, text_color=color.new(color.white, 0))

[thouravi]

Oh, I have just reset the settings and there was no short signal on it.
Maybe something wrong with my settings then, sorry about it.

[AlbertoCuadra]

Don't worry mate ;)