Volty Expan Close Strategy V3

//@version=6
//Noro
//2018

strategy(title = 'Volty Expan Close Strategy V3', shorttitle = 'Volty 1.0', overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 100)
import andyepartridge/utils/3 as utils

//Settings
needlong = input(true, title = 'Long')
needshort = input(false, title = 'Short')
capital = input.int(100, minval = 1, maxval = 10000, title = 'Lot, %')
length = input(4)
numATRs = input(0.25)
fromyear = input.int(1900, minval = 1900, maxval = 2100, title = 'From Year')
toyear = input.int(2100, minval = 1900, maxval = 2100, title = 'To Year')
frommonth = input.int(01, minval = 01, maxval = 12, title = 'From Month')
tomonth = input.int(12, minval = 01, maxval = 12, title = 'To Month')
fromday = input.int(01, minval = 01, maxval = 31, title = 'From day')
today = input.int(31, minval = 01, maxval = 31, title = 'To day')

//Indicator
atrs = ta.sma(ta.tr, length) * numATRs

//Trading
size = strategy.position_size
lot = 0.0
lot := size == 0 ? strategy.equity / close * capital / 100 : lot[1]
if not na(close[length]) and needlong
    if time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
        strategy.entry('L', strategy.long, lot, stop = close + atrs)
if not na(close[length]) and needlong == false
    if time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
        strategy.entry('L', strategy.long, 0, stop = close + atrs)
if not na(close[length]) and needshort
    if time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
        strategy.entry('S', strategy.short, lot, stop = close - atrs)
if not na(close[length]) and needshort == false
    if time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
        strategy.entry('S', strategy.short, 0, stop = close - atrs)

    utils.DrawDailyTable()