Medium Long Term Quantitative Trading Strategy Based on Bollinger Bands

/*backtest
start: 2023-08-14 00:00:00
end: 2023-09-13 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

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//
// 『おすすめストラテジーSS１』
// 『BitMEX XBTUSD ３０Split foot directionけFor medium and long termストラテジー』
//  For this episodeストラテジーファイル
//
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//[Description]
// 『おすすめストラテジーSS１』のPineスクリプトです.
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//@version=3
// strategy(title = "『おすすめストラテジーSS１』", shorttitle="Strategy1", initial_capital=1200000, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.05, overlay=true)
 
 
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//
//ストラテジーロジック
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source = close
 
length = input(51, minval = 1, title = "Moving average")
mult = input(3.01, minval = 0.001,step=0.01, maxval = 10, title = "マルチ")
 
Rikaku = input(14.2, minval = 0.1, step=0.1,maxval = 100, title = "Profit taking(％)")
Songiri = input(99, minval = 0.1, maxval = 100, title = "Cutting losses(％)")
 
base = sma(source, length)
range = mult * stdev(source, length)
 
upper = base + range
lower = base - range
 
short_cond = crossover(source, lower)
long_cond = crossunder(source, upper)
 
 
cl = 0.0
cl := na(cl[1]) ? sma(source, length) : (cl[1] * (length - 1) + source) / length
 
plot(cl, color=black)
 
up_plot = plot(upper, color=blue)
low_plot = plot(lower, color=red)
 
fill(up_plot, low_plot,color=#009900)
 
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//
//オーダーProcessing
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if (long_cond)
 
	strategy.entry("Long_Entry", strategy.long, oca_name="BollingerBands", comment="Long")
 
	//BitFlyerのようなJPYBuildてのCaseはBelowのコードをUseいます.OtherのCurrencyペアにするCaseも１ティックがDifferentなるためNumber of beamsのChangeがNecessaryです.
	//strategy.exit("LE Exit", "BBandLE", profit = close*(Rikaku/100)*100, loss = close*(Songiri/100)*100, comment="Close")
	strategy.exit("Long_Exit", "Long_Entry", profit = close*(Rikaku/100)*10, loss = close*(Songiri/100)*10, comment="LongClose")
 
if (short_cond)
 
	strategy.entry("Short_Entry", strategy.short, oca_name="BollingerBands",  comment="Short")
 
    //BitFlyerのようなJPYBuildてのCaseはBelowのコードをUseいます.OtherのCurrencyペアにするCaseも１ティックがDifferentなるためNumber of beamsのChangeがNecessaryです.
    //strategy.exit("SE Exit", "BBandSE", profit = close*(Rikaku/100)*100, loss = close*(Songiri/100)*100, comment="Close")
    strategy.exit("Short_Exit", "Short_Entry", profit = close*(Rikaku/100)*10, loss = close*(Songiri/100)*10, comment="ShortClose")