Automatic Moving Average

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © fondDealer96636
//@version=5
strategy('Automatic Moving Average', overlay=true, max_bars_back=201, pyramiding=0, currency=currency.USD, default_qty_type=strategy.cash, default_qty_value=10000, initial_capital=10000)
// input
start = 20
lookback = input(20, "Sensitivity", tooltip="Low (High Sensitivity), High (Low Sensitivity).\n\nAdjust according to timeframe and asset.")
smoothing = input(3, "Smoothing")
source = input(close, "Source")
startYear = input(2020, "Start year")
resp = 1
in_date_range = time >= timestamp(syminfo.timezone, startYear, 1, 1, 0, 0)
// global
var ix = -1
var mal = array.new_int(0)
// functions
avg(source, len) =>
    sum = 0.0
    for i = 0 to len-1
        sum += source[i]
    sum/len
bull = close > open
wick_touch(x) =>
    bull ? ((close <= x and x <= high) or (low <= x and x <= open)) : ((open <= x and x <= high) or (low <= x and x <= close))
body_touch(x) =>
    bull ? (open < x and x < close) : (close < x and x < open)
touches(t) =>
    touches = 0
    for i = 0 to lookback-1
        touches += t[i] ? 1 : 0
    touches
// local
ix := ix+1
prev_mal = ix >= 1 ? array.get(mal, ix-1) : start
cma = avg(source, prev_mal)
cma_p1 = avg(source, prev_mal+1)
cma_m1 = avg(source, prev_mal-1)
d = touches(wick_touch(cma))
d_p1 = touches(wick_touch(cma_p1))
d_m1 = touches(wick_touch(cma_m1))
d_b = touches(body_touch(cma))
d_p1_b = touches(body_touch(cma_p1))
d_m1_b = touches(body_touch(cma_m1))
any_body_touch = d_b > 0 or d_p1_b > 0 or d_m1_b > 0
no_wick_touch = d <= 0 and d_p1 <= 0 and d_m1 <= 0
wick_maximized = d >= d_p1 and d >= d_m1 ? prev_mal : (d_p1 >= d and d_p1 >= d_m1 ? prev_mal+resp : (d_m1 >= d and d_m1 >= d_p1 ? prev_mal-resp : na))
up = cma > cma[1]
down = cma < cma[1]
against_trend = (up and close < cma) or (down and close > cma)
new_mal = no_wick_touch or against_trend ? prev_mal-resp : (any_body_touch ? prev_mal+resp : wick_maximized)
next_mal = na(new_mal) ? prev_mal : new_mal
array.push(mal, next_mal < 2 ? 2 : (next_mal > 200 ? 200 : next_mal))
// graph
scma = ta.ema(cma, smoothing)
uptrend = scma > scma[1]
downtrend = scma < scma[1]
plot(scma, "Automatic MA", color=uptrend ? color.green : color.red)
uptrending = close > scma and uptrend
downtrending = close < scma and downtrend
defy = not uptrending and not downtrending
defy_cross = defy and body_touch(scma)
barcolor(uptrending ? color.lime : (downtrending ? color.red : (defy_cross ? color.black : color.white)))
// strategy
change_to_uptrend = uptrending and not uptrending[1]
change_to_downtrend = downtrending and not downtrending[1]
if in_date_range
    if change_to_uptrend
        strategy.entry("Long", strategy.long)
    if change_to_downtrend
        strategy.entry("Short", strategy.short)
Expand (101 lines)