Bot Utente QTA VIX-Mean-Reversion-RSI-BB-ATR-4H

// Bot Utente QTA VIX-Mean-Reversion-RSI-BB-ATR-4H

Inputs:
    BB_Length(40),
    BB_NumDevsUp(2),
    BB_NumDevsDn(-2),
    RSI_Length(5),
    RSI_Threshold(30),
    RSI_ThresholdShort(70),
    AtrMult_TP(4.5),
    AtrMult_SL(6),
    AtrMult_TP_Short(6),
    AtrMult_SL_Short(1.5),
    ATRLength(7),
    AllowLong(true),
    AllowShortSelling(False);

variables:
    var0( 0 ),
    var1( 0 ),
    var2( 0 ),
    var3( 0 ),
    RSI_Value(0),
    con1(0),
    ATR(0),
    Limit_price(0),
    Stop_price(0),
    con2(0),
    TP_Short(0),
    SL_Short(0);

var0 = Average( Close, BB_Length ) ;
var1 = StandardDev( Close, BB_Length, 1 ) ;
var3 = var0 + BB_NumDevsUp * var1 ; // Upper Band
var2 = var0 + BB_NumDevsDn * var1 ; // Lower Band
Value1 = BarsSinceEntry(0);

//---------------------------------------------------------------------------------------------------------------------------------------------------------------------

RSI_Value = RSI( Close, RSI_Length ) ;
ATR = AvgTrueRange( ATRLength ) ;

if AllowLong then begin
    if close crosses below var2 and RSI_Value < RSI_Threshold  then
        con1 = 1 ;


//-----------------------------------------------------------------------------------------------------------------------------------------------------------------------

    if con1 = 1 and Marketposition= 0 then begin
        Buy next bar at market;
    end;


        Limit_price = High[Value1] + (AtrMult_TP * ATR);
        Stop_price = Low[Value1] - (AtrMult_SL * ATR);
        sell ("TP") next bar at limit_price limit;
        sell ("SL") next bar at  stop_price stop;
    con1 = 0;
End;

//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//Short Side

if AllowShortSelling then begin
    if Close crosses above var3 and RSI_Value >= RSI_ThresholdShort then begin
        con2 = 1;
    end;

    if con2 = 1 and Marketposition = 0 then begin
        SellShort("Short") next bar at market;
    end;

    TP_Short = Low[Value1] - (AtrMult_TP_Short * ATR);
    SL_Short = High[Value1] + (AtrMult_SL_Short * ATR);
    BuyToCover("SL Short") next bar at SL_Short stop;
    BuyToCover("TP Short") next bar at TP_Short limit;


    con2 = 0;
end;