BB-Keltner Squeeze with KDJ strategy

//@version=5
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Modified by Juan C for FVBO Strategy, some source code from Trader-Elisa
strategy(title='BB-Keltner Squeeze with KDJ strategy', overlay=true, initial_capital=1000)
length = input.int(20, minval=1, title='Length')
src = input(close, title='Source')
lowest = input(5, title='How many candles should the stop loss be placed ahead? Lowest price.')
RRR = input(1.5, title='盈亏比')
// 2 Standard Deviation Bollinger Bands
B2mult = input.float(2.0, minval=0.001, maxval=50, title='BB Standard Deviation')
B2basis = ta.sma(src, length)
B2dev = B2mult * ta.stdev(src, length)
B2upper = B2basis + B2dev
B2lower = B2basis - B2dev
// plot(B2basis, color=color.new(#9c27b0, 0), style=plot.style_cross, linewidth=2)
p1 = plot(B2upper, color=color.new(#673ab7, 0), linewidth=2, title='Band 2SD upper', style=plot.style_line)
p2 = plot(B2lower, color=color.new(#673ab7, 0), linewidth=2, title='Band 2SD lower', style=plot.style_line)


// KDJ指标
ilong = input(25, title='period')
isig = input(3, title='signal')

bcwsma(s, l, m) =>
    _s = s
    _l = l
    _m = m
    var float _bcwsma = na
    _bcwsma := (_m * _s + (_l - _m) * nz(_bcwsma[1])) / _l
    _bcwsma

c = close
h = ta.highest(high, ilong)
l = ta.lowest(low, ilong)
RSV = 100 * ((c - l) / (h - l))
pK = bcwsma(RSV, isig, 1)
pD = bcwsma(pK, isig, 1)
pJ = 3 * pK - 2 * pD


// Keltner channels
useTrueRange = input(true)

Kmult = input(1.5, title='Keltner Range')
Kma = ta.ema(src, length)
Krange = useTrueRange ? ta.tr : high - low
Krangema = ta.ema(Krange, length)
Kupper = Kma + Krangema * Kmult
Klower = Kma - Krangema * Kmult

plot(Kma, title='Keltner Basis', color=color.new(#2196f3, 0), style=plot.style_line, linewidth=1)
// p5 = plot(Kupper, title='Keltner upper', color=color.new(#2196f3, 0), linewidth=1, style=plot.style_line)
// p6 = plot(Klower, title='Keltner lower', color=color.new(#2196f3, 0), linewidth=1, style=plot.style_line)
// fill(p5, p6, color=color.new(#2196f3, 90), title='Keltner Channel Fill')

// Highlight Crossover (Squeeze) //

bb_condition = input.string(defval='Both', title='Bollinger Band Crossover Condition', options=['Both', 'At Least One'])

// 第一个条件 符合挤压条件
where1 = B2upper <= Kupper and B2lower >= Klower 

//第二个条件 挤压范围内 某一根K线收盘价收在布林通道下线 并且kdj 的J线小于20
where2 = close < B2lower and pJ < 20 and where1

//第三个条件 在前两个条件满足后，再找出KDJ大于20 且close收涨 就是关键K线
var w2 = 0 
if where2
    w2 := 1 
// 开仓时的止损和止盈价位，并存储在变量中
stop_loss = ta.lowest(lowest) //5根K线内最低价
take_profit = ((close - stop_loss) * RRR) + close //试了下固定盈亏比，效果不好
var stop_loss_initial = 0.0
var take_profit_initial = 0.0
var num = 0
where3 = (w2 == 1 and pJ > 20 and close > close[1])
//满足条件开多单
if where3
    // 在开仓时存储止损和止盈价位 bar_index
    stop_loss_initial := stop_loss
    take_profit_initial := take_profit
    num := 1
    strategy.entry('long',strategy.long)
    w2 := 0
    // 下单时的止损和止盈不变
    strategy.exit("止损", "long",stop=stop_loss_initial)
// 如果kdj 的J线大于80，再跌下80 进行平仓 其实就是死叉
if(ta.crossunder(pJ,80))
    strategy.close("long", qty_percent = 100, comment = "KDJ跌破80止盈")


cross_over_color = if bb_condition == 'Both'
    cross_over_color = B2upper <= Kupper and B2lower >= Klower ? color.aqua : na
    cross_over_color
else
    cross_over_color = B2upper <= Kupper or B2lower >= Klower ? color.aqua : na
    cross_over_color

bgcolor(color=cross_over_color, title='挤压区间', transp=90)

// // 绘制止损和止盈价位
// plot(stop_loss_initial, "Stop Loss", color.red)
// plot(take_profit_initial, "Take Profit", color.green)
// 在每个周期结束时，检查订单状态并更新止损和止盈价位
if strategy.position_size == 0
    stop_loss_initial := stop_loss
    take_profit_initial := take_profit
    num := 0

// Alert Option (to trigger you need to actually set a Tradingview alert) //
alert = B2upper <= Kupper and B2lower >= Klower ? true : false
alertcondition(alert, title='BB-Kelt Squeeze', message='BB Kelt Squeeze')