Multiple Moving Average Trading Strategy

/*backtest
start: 2023-02-22 00:00:00
end: 2024-02-28 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("MACD ZLSMA_izumi⑤(4つのcondition,MCDがクロスしてたら)", overlay=true)

fast_length = input(title = "Fast Length", defval = 12)
slow_length = input(title = "Slow Length", defval = 26)
src = input(title = "Source", defval = close)
signal_length = input.int(title = "Signal Smoothing",  minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title = "Oscillator MA Type",  defval = "EMA", options = ["SMA", "EMA"])
sma_signal = input.string(title = "Signal Line MA Type", defval = "EMA", options = ["SMA", "EMA"])
// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src, fast_length) : ta.ema(src, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src, slow_length) : ta.ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal

alertcondition(hist[1] >= 0 and hist < 0, title = 'Rising to falling', message = 'The MACD histogram switched from a rising to falling state')
alertcondition(hist[1] <= 0 and hist > 0, title = 'Falling to rising', message = 'The MACD histogram switched from a falling to rising state')

hline(0, "Zero Line", color = color.new(#787B86, 50))
plot(hist, title = "Histogram", style = plot.style_columns, color = (hist >= 0 ? (hist[1] < hist ? #26A69A : #B2DFDB) : (hist[1] < hist ? #FFCDD2 : #FF5252)))
plot(macd,   title = "MACD",   color = #2962FF)
plot(signal, title = "Signal", color = #FF6D00)

//MACDクロスSettings
enterLong = ta.crossover(macd, signal)
enterShort = ta.crossunder(macd, signal)

//Moving average lineのPeriodをSettings
ema5 = input(5, title="maPeriod5")
ema25 = input(25, title="maPeriod25")
ema45 = input(45, title="maPeriod45")
ema100 = input(100, title="maPeriod100")

//Moving average lineをCalculate
//smaFunctionで「ema25」バーMinuteのcloseをMoving average lineとして「Kema」にSettings
Kema5 = ta.sma(close,ema5)
Kema25 = ta.sma(close,ema25)
Kema45 = ta.sma(close,ema45)
Kema100 = ta.sma(close,ema100)



//Moving average lineをプロット
plot(Kema5, color=color.rgb(82, 249, 255),title="ema5")
plot(Kema25, color=color.red,title="ema25")
plot(Kema45, color=color.blue,title="ema45")
plot(Kema100, color=color.green,title="ema100")

//emaComradesのDistanceが30AboveのHourに「distancOK」にTureをReturnす
//distance1 = math.abs(Kema5-Kema25)
distance2 = math.abs(Kema25-Kema45)
distanceValue1 = input(0.030, title ="emaDisparity value among peers") 
//distanceOk1 = distance1 > distanceValue1
distanceOk2 = distance2 > distanceValue1

//2IntervalのemaComradesのDistanceが30AboveのHourに「distanceOKK」にTrueをReturnす
//distanceOkK1 = distanceOk1 and distanceOk2
distanceOkK1 = distanceOk2

//5EMAとロウソクのDeviation judgment
//DistanceValue5ema = input(0.03, title ="5emaとロウソクのDeviation rate")
//emaDistance = math.abs(Kema5 - close)
//emaDistance5ema = emaDistance < DistanceValue5ema

//ZLSMAAddのコード
length = input.int(32, title="Length")
offset = input.int(0, title="offset")
src2 = input(close, title="Source")
lsma = ta.linreg(src2, length, offset)
lsma2 = ta.linreg(lsma, length, offset)
eq= lsma-lsma2
zlsma = lsma+eq
//ZLSMAのプロット
plot(zlsma, color=color.yellow, linewidth=3)

//ZLSMAのPrevious highをInspectSO
//var float zlsmaHigh = na
//var float zlsmaHighValue = na
//if ta.highest(zlsma,35) == zlsma[3]
//    zlsmaHighValue := zlsmaHigh
//    zlsmaHigh := zlsma[3]

//if (na(zlsmaHighValue))
 //   zlsmaHighValue := zlsmaHigh

//ZLSMAのPrevious lowをInspectSO
//var float zlsmaLow = na
//var float zlsmaLowValue = na
//if ta.lowest(zlsma,35) == zlsma[3]
//    zlsmaLowValue := zlsmaLow
//    zlsmaLow := zlsma[3]

///if (na(zlsmaLowValue))
//    zlsmaLowValue := zlsmaLow

//Profit taking・Cutting lossesりポイントのInitialization (variablesのInitialization)
var longProfit = 0.0
var longStop = 0.0
var shortProfit = 0.0
var shortStop = 0.0

//inputでSetting screenのSelect itemをSettings
longProfitValue = input(0.06, title ="ロングProfit takingpips")
shortProfitValue = input(-0.06, title ="ショートProfit takingpips")
longStopValue = input(-0.06, title ="ロングCutting lossespips")
shortStopValue = input(0.06, title ="ショートCutting lossespips")

// クロスのStrongさをPresumption 
//angleThreshold = input(0.001, title = "クロスのStrongさAdjustment" )

// クロスのStrongさのThreshold value,このValueをAdjustmentしてクロスのStrongさのBenchmarkをChangeえる 
//macdDiff = macdLine - signalLine 
//strongCross = math.abs(macdDiff) > angleThreshold 

// エントリーcondition (MACDラインとシグナルラインがクロス)
//ta.crossover(macdLine, signalLine) and strongCross 


//ロングエントリーcondition
if  distanceOkK1 and enterLong
	strategy.entry("long", strategy.long, comment="long")
    longProfit := close + longProfitValue
    longStop := close + longStopValue

//    if na(strategy.position_avg_price) and close>strategy.position_avg_price + 0.05 * syminfo.mintick 
 //       longStop := strategy.position_avg_price + 10 * syminfo.mintick
  //  strategy.exit("exit", "long",stop = longStop)

strategy.exit("exit", "long", limit = longProfit,stop = longStop)


if  distanceOkK1 and enterShort
	strategy.entry("short", strategy.short, comment="short")
    shortProfit := close + shortProfitValue
    shortStop := close + shortStopValue

 //   if na(strategy.position_avg_price) and close>strategy.position_avg_price - 0.05 * syminfo.mintick 
  //      shortStop := strategy.position_avg_price - 0.1 * syminfo.mintick
  //  strategy.exit("exit", "long",stop = longStop)


strategy.exit("exit", "short", limit = shortProfit,stop = shortStop)
//plot(strategy.equity, title="equity", color=color.red, linewidth=2, style=plot.style_areabr)