//@version=3
strategy(title = "crocodile", shorttitle = "crocodile", overlay = true, default_qty_type = strategy.fixed, initial_capital=10000, currency="USD", default_qty_value = 1)
timescale = (time > timestamp(2018, 1, 1, 00, 00) and time < timestamp(2100, 12, 31, 00, 00))
//Logic
sub_hlc3=security("BITFLYER:FXBTCJPY","30",hlc3)
sub_close=security("BITFLYER:FXBTCJPY","30",close)
sub_open=security("BITFLYER:FXBTCJPY","30",open)
up = rma(max(change(hlc3), 0), 6)
down = rma(-min(change(hlc3), 0), 6)
udCal(up, down) =>
    if down == 0
        100
    if  up == 0
        0
    else
        100 - (100 / (1 + up / down))
fastrsi = udCal(up, down)

sub_up = rma(max(change(sub_hlc3), 0), 6)
sub_down = rma(-min(change(sub_hlc3), 0), 6)
sub_udCal(sub_up, sub_down) =>
    if sub_down == 0
        100
    if  sub_up == 0
        0
    else
        100 - (100 / (1 + sub_up / sub_down))
sub_fastrsi = sub_udCal(sub_up, sub_down)

Buy_IN = close<open and abs(close - open) > ema(abs(close - open), 5)*1.1 and sma(fastrsi,4)<18
Sell_IN = open<close and abs(close - open) > ema(abs(close - open), 5)*1.1 and sma(fastrsi,4)>82
Close = (strategy.position_size > 0 and fastrsi > 20 ) or (strategy.position_size < 0 and fastrsi < 80 )
sub_Buy_IN = sub_close<sub_open and abs(sub_close - sub_open) > ema(abs(sub_close - sub_open), 5)*1.1 and sma(sub_fastrsi,4)<18
sub_Sell_IN = sub_open<sub_close and abs(sub_close - sub_open) > ema(abs(sub_close - sub_open), 5)*1.1 and sma(sub_fastrsi,4)>82

if Buy_IN and sub_Buy_IN
    strategy.entry("BUY", strategy.long, na, when=timescale)
if Sell_IN and sub_Sell_IN
    strategy.entry("SELL", strategy.short, na, when=timescale)
if Close
    strategy.close_all()