Multi Bollinger Bands [Alorse]

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © alorse

//@version=4
strategy(title="Multi Bollinger Bands [Alorse]", shorttitle="Multi BB [Alorse]", overlay=true, pyramiding=0, currency=currency.USD, default_qty_type=strategy.percent_of_equity, initial_capital=1000, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.01) 

txtVer = "0.0.2"
version = input(title="Version", type=input.string, defval=txtVer, options=[txtVer], tooltip="This is informational only, nothing will change.")

// Bollinger Bands
bbGroup = "Bollindger Bands"
src = input(title="Source", type=input.source, defval=close, group=bbGroup)
length = input(20, title="Length", group=bbGroup)
mult = input(2.0, title="StdDev", minval=0.001, maxval=5, group=bbGroup)

basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev

pb1 = plot(upper, color=color.new(color.teal, 100), title="Upper")
pb2 = plot(lower, color=color.new(color.teal, 100), title="Lower")

// MTF Bollinger Bands
res = input(title="Multi Timeframe", type=input.resolution, defval="15", tooltip="5 minutes => 15 minutes\n15 minutes => 45 minutes")
mtfUpper = security(syminfo.tickerid, res, upper)
mtfLower = security(syminfo.tickerid, res, lower)

mpb1 = plot(mtfUpper, color=color.new(color.teal, 100), title="Upper")
mpb2 = plot(mtfLower, color=color.new(color.teal, 100), title="Lower")

avgUpper = avg(upper, mtfUpper)
avgLower = avg(lower, mtfLower)

plot(avgUpper, "Upper Basis", color=color.new(color.orange, 60))
plot(avgLower, "Lower Basis", color=color.new(color.orange, 60))

fill(pb1, mpb1, color=color.new(color.red, 95), title="Background")
fill(pb2, mpb2, color=color.new(color.teal, 95), title="Background")

strategy.entry("Long", true, when=close < avgLower)
strategy.close("Long", when=close > upper)

//strategy.entry("Short", false, when=close > avgUpper)