Indicatore-Base-Men-Reverting-Trend-Following-Unger

                                    // Indicatore-Base-Men-Reverting-Trend-Following-Unger //


// Solitamente il test dovrebbe essere fatto su timeframe giornaliero per leggere la natura del sottostante.
// Cambiando timeframe il test verrà eseguito sul timeframe scelto tranne per il Daily Mean Reverting Cross che rimane agganciato al timeframe daily.
// Questo test potrebbe essere confrontato con 2 indicatori:
// Da notare che su pinescript nell'intraday timeframes il Mean Reverting Cross ritorna valori diversi se confrontato con l'intraday session data di tradestation.
// 1) Augmented Dickey–Fuller (ADF) mean reversion test
// 2) Hurst Exponent - Detrended Fluctuation Analysis", "BA??HE (DFA)


//inputs
inputs:
    on_off_trend_activate (true),
    in_solo_long_trend (false),
    in_solo_short_trend (false),

    on_off_break_intra_day_activate(false), // Da usare solo intraday highd(0);
    in_solo_long_break_intra_day(false),    // Da usare solo intraday highd(0);
    in_solo_short_break_intra_day(false),   // Da usare solo intraday highd(0);

    on_off_reverse_activate (false),
    in_solo_long_reverse (false),
    in_solo_short_reverse (false),

    on_off_reverse_cross_activate (false),
    in_solo_long_reverse_cross (false),
    in_solo_short_reverse_cross (false);



                                              // Inizio Test Daily Trend Following //

// Long e Short Trend
if in_solo_long_trend = false and  in_solo_short_trend = false and on_off_trend_activate then begin
    Buy ("En Long Trend") Next Bar high stop;
    Sellshort ("En Short Trend") Next Bar low stop;
end;


// Solo Long Trend
if in_solo_long_trend = true and in_solo_short_trend = false and on_off_trend_activate then begin
    Buy("Ent Solo Long Trend") Next Bar high stop;
    Sell("Ex Solo Long Trend") Next Bar low stop;
end;


// Solo Short Trend
if in_solo_short_trend = true and in_solo_long_trend = false and on_off_trend_activate then begin
    Sellshort("En Solo Short Trend") Next Bar low stop;
    Buytocover("Ex Solo Short Trend")Next Bar high stop;
end;


                                                // Fine Test Daily Trend Following //


                                                // Inizio Test Intraday Break Intra Day //

// Long e Short Break Intra Day
if in_solo_long_break_intra_day = false and in_solo_short_break_intra_day = false and on_off_break_intra_day_activate = true then begin
    Buy("En Long BreakIntraD") next bar at highd(0) stop;
    Sellshort("En Short BreakIntraD") next bar at lowd(0) stop;
end;


// Solo Long Break Intra Day
if in_solo_long_break_intra_day = true and in_solo_short_break_intra_day = false and on_off_break_intra_day_activate = true then begin
    Buy("ENSL BreakIntraD") next bar at highd(0) stop;
    Sell("EXSL BreakIntraD") next bar at lowd(0) stop;
end;


// Solo Short Break Intra Day
if in_solo_short_break_intra_day = true and in_solo_long_break_intra_day = false and on_off_break_intra_day_activate = true then begin
    Sellshort("ENSS BreakIntraD") next bar at lowd(0) stop;
    Buytocover("EXSS BreakIntraD") next bar at highd(0) stop;
end;

                                                // Fine Test Intraday Break Intra Day //


                                               // Inizio Test Daily Mean Reverting //

// Long e Short Reverse
if in_solo_long_reverse = false and  in_solo_short_reverse = false and on_off_reverse_activate then begin
    Buy("En Long Rev") Next Bar low limit;
    Sellshort("Ex Short Rev") Next Bar high limit;
end;


// Solo Long Reverse
if in_solo_long_reverse = true and in_solo_short_reverse = false and on_off_reverse_activate then begin
    Buy("En Solo Long Rev") Next Bar low limit;
    Sell("Ex Solo Long Rev") Next Bar high limit;
end;


// Solo Short Reverse
if in_solo_short_reverse = true and in_solo_long_reverse = false and on_off_reverse_activate then begin
    Sellshort("En Solo Short Rev") Next Bar high limit;
    Buytocover("Ex Solo Short Rev") Next Bar low limit;
end;

                                                // Fine Test Daily Mean Reverting //


                                                // Inizio Test Daily Mean Reverting Cross //

// Long e Short Reverse Cross
if in_solo_long_reverse_cross = false and in_solo_short_reverse_cross = false and on_off_reverse_cross_activate then begin
    if Close Cross Over LowSession(1,1) then Buy ("En Long Rev Cr") Next bar at market;
    if Close Cross Below HighSession(1,1) then Sellshort("En Short Rev Cr") Next bar at market;
end;


// Solo Long Reverse Cross
if in_solo_long_reverse_cross = true and in_solo_short_reverse_cross = false and on_off_reverse_cross_activate then begin
    if Close Cross Over LowSession(1,1) then Buy("En Solo Long Rev Cr") Next bar at market;
    if Close Cross Below HighSession(1,1) then Sell("Ex Solo Long Rev Cr") Next Bar high stop;
end;


// Solo Short Reverse Cross
if in_solo_short_reverse_cross = true and in_solo_long_reverse_cross = false and on_off_reverse_cross_activate then begin
    if Close Cross Below HighSession(1,1) then Sellshort("En Solo Short Rev Cr") Next bar at market;
    if Close Cross Over LowSession(1,1) then Buytocover("Ex Solo Short Rev Cr") Next bar low stop;
end;


                                                // Fine Test Daily Mean Reverting Cross //