length=input(17) p=input(10) ema1=input(5) ema2=input(2) s1=ema(ema(rsi(close, length), ema1),ema2) s2=s1 - sma(s1,p) length1 = input(1, minval=1) length2 = input(1, minval=1) length3 = input(1, minval=1) length4 = input(1, minval=1) upper = highest(length1) lower = lowest(length2) upper3 = highest(length3) lower3 = lowest(length4) break_Above = close > upper[1] ? 1 : 0 break_Below = close < lower[1] ? 1 : 0 break_Above2 = close > upper3[1] ? 1 : 0 break_Below2 = close < lower3[1] ? 1 : 0 lengthi=input(20, title="Length") rwh=(high-low[lengthi])/(atr(lengthi)*sqrt(lengthi)) rwl=(high[lengthi]-low)/(atr(lengthi)*sqrt(lengthi)) pk=wma((rwh-rwl),3) mn=sma(pk,lengthi) sd=stdev(pk,lengthi) v1=iff(mn+(1.33*sd)>2.08,mn+(1.33*sd),2.08) v2=iff(mn-(1.33*sd)<-1.92,mn-(1.33*sd),-1.92) ln=iff(pk[1]>=0 and pk>0,v1,iff(pk[1]<=0 and pk<0,v2,0)) ys=input(0.0) pnl = ((close - strategy.position_avg_price) / strategy.position_avg_price)*100 pnl2 = -((close - strategy.position_avg_price) / strategy.position_avg_price)*100 z= input(0.0) ze = input(0.0) q2 = input(1000) q3_pos_size = input(1000, title='q3') v = input(1) ll = valuewhen(break_Below, close, v) lll = valuewhen(break_Above, close, v)