Consecutive Candlestick Reversal Strategy

/*backtest
start: 2022-10-07 00:00:00
end: 2023-10-07 00:00:00
period: 3d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//This is part of a series of strategies developed automatically by a online software. I cannot share the site url, which is not related to me in any way, because it is against the TV reules.
//
//This strategy was optimized for GBPUSD, timeframe 1D, fixed lots 0.1, initial balance 1000€
//LOGIC:
//- LONG ENTRY when previous candle is bear
//- LONG EXIT: RVI > signal line
//- SHORT ENTRY when previous candle is bull
//- SHORT EXIT: RVI <  signal line
//
//NOTE: I considered the open of actual candle instead of close otherwise there will be a back shift of 1 candle in pine script
//
//Take profit = no
//Stop loss = no

// strategy("Expert studio strategy 1 - GBPUSD", overlay=false, precision=6, initial_capital=1000,calc_on_every_tick=true, pyramiding=0, default_qty_type=strategy.fixed, default_qty_value=10000, currency=currency.EUR)

//INPUTS
src = input(close, "source")
min_body_height = input(42, "Minimum body height", type=input.float)
//bars_back=input(2, "Consecutive bars of same color")
rvi_period = input(55, "RVI period")

//CALCULATIONS_____________________________
//candle color
body_height = abs(open - close) / syminfo.mintick
body_color = open > close ? color.red : color.green

//da migliorare for i=0 to bars_back-1

//RVI -------- thanks to hecate
p = rvi_period

CO = close - open
HL = high - low

value1 = (CO + 2 * CO[1] + 2 * CO[2] + CO[3]) / 6
value2 = (HL + 2 * HL[1] + 2 * HL[2] + HL[3]) / 6

num = sum(value1, p)
denom = sum(value2, p)

RVI = denom != 0 ? num / denom : 0

RVIsig = (RVI + 2 * RVI[1] + 2 * RVI[2] + RVI[3]) / 6

plot(RVI, color=color.green, style=plot.style_line, linewidth=1)
plot(RVIsig, color=color.red, style=plot.style_line, linewidth=1)

//----------------------------------

longCondition = body_height[1] >= min_body_height and body_color[1] == color.red and 
   body_height[0] >= min_body_height and body_color[0] == color.red and 
   RVIsig > RVI
exitLong = RVI > RVIsig

shortCondition = body_height[1] >= min_body_height and body_color[1] == color.green and 
   body_height[0] >= min_body_height and body_color[0] == color.green and 
   RVIsig < RVI
exitShort = RVI < RVIsig

if longCondition and strategy.opentrades == 0
    strategy.entry("Long", strategy.long)

strategy.close("Long", when=exitLong)

if shortCondition and strategy.opentrades == 0
    strategy.entry("Short", strategy.short)

strategy.close("Short", when=exitShort)

// === Backtesting Dates === thanks to Trost

testPeriodSwitch = input(false, "Custom Backtesting Dates")
testStartYear = input(2011, "Backtest Start Year")
testStartMonth = input(10, "Backtest Start Month")
testStartDay = input(7, "Backtest Start Day")
testStartHour = input(0, "Backtest Start Hour")
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, testStartHour, 0)
testStopYear = input(2018, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testStopHour = input(23, "Backtest Stop Hour")
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, testStopHour, 0)
testPeriod() =>
    time >= testPeriodStart and time <= testPeriodStop ? true : false
testPeriod_1 = testPeriod()
isPeriod = testPeriodSwitch == true ? testPeriod_1 : true
// === /END

if not isPeriod
    strategy.cancel_all()
    strategy.close_all()