# str_close_after_x_days_00c
#https://usethinkscript.com/threads/backtesting-exit-strategy-after-n-days.13839/
#Backtesting Exit Strategy after "n" days
def na = Double.NaN;
def bn = BarNumber();
#def lastbar = !isnan(close[0]) and isnan(close[-1]);
#def barCount = HighestAll(If(IsNaN(close), 0, bn));
#=================================
# dates
#input day_bars = no;
def diffday = if GetDay() != GetDay()[1] then 1 else 0;
#def dayend = if GetDay() != GetDay()[-1] then 1 else 0;
#addchartbubble(day_bars and (diffday or dayend), low, (if diffday then "B" else if dayend then "E" else "-"), (if diffday then color.green else if dayend then color.red else color.gray), no);
#=================================
# time
#input start = 0930;
#input end = 1600;
#def daytime = if SecondsFromTime(start) >= 0 and SecondsTillTime(end) > 0 then 1 else 0;
#def daytime2 = (GetTime() >= RegularTradingStart(GetYYYYMMDD()) and GetTime() < RegularTradingEnd(GetYYYYMMDD()));
#-------------------------------------
input close_after_xdays = 10;
input use_cross_below_to_sell = no;
#=================================
# test signals, buy / sell
def price = close;
input ma1_len = 21;
input ma1_type = AverageType.EXPONENTIAL;
def ma1 = MovingAverage(ma1_type, price, ma1_len);
input ma2_len = 44;
input ma2_type = AverageType.EXPONENTIAL;
def ma2 = MovingAverage(ma2_type, price, ma2_len);
def xup = ma1 crosses above ma2;
def xdwn = ma1 crosses below ma2;
input show_lines = yes;
plot z1 = if show_lines then ma1 else na;
z1.SetDefaultColor(GetColor(1));
#z1.setlineweight(1);
z1.HideBubble();
plot z2 = if show_lines then ma2 else na;
z2.SetDefaultColor(GetColor(2));
#z2.setlineweight(1);
z2.HideBubble();
#--------------------------------
#input test1_avgs = no;
#AddChartBubble( test1_avgs, low,
#ma1 + " 1\n" +
#ma2 + " 2\n"
#, Color.YELLOW, no);
#==============================
# change these to use your signals
def buy_signal = xup;
def sell_signal = xdwn;
#====================
#reset cnt on xup
#but dont reset if still in a trade
def cnt;
def trade; # trade=1 if in a trade
def cancel;
if bn == 1 then {
cnt = 0;
trade = 0;
cancel = 0;
} else if diffday and (cnt[1] + 1) >= close_after_xdays then {
cnt = 0;
trade = 0;
cancel = 1;
} else if use_cross_below_to_sell and trade[1] and sell_signal then {
cnt = 0;
trade = 0;
cancel = 2;
} else if trade[1] and diffday then {
cnt = cnt[1] + 1;
trade = trade[1];
cancel = 0;
} else if buy_signal and trade[1] == 0 then {
cnt = 1;
trade = 1;
cancel = 0;
} else {
cnt = cnt[1];
trade = trade[1];
cancel = 0;
}
AddLabel(1, "use cross " + use_cross_below_to_sell);
# buy
def order_buy = !trade[1] and trade;
#addchartbubble(0, low*0.99,
AddChartBubble(0 and ( order_buy or cancel > 0), low * 0.99,
#trade + "\n" +
#order_buy + "\n" +
cnt[1] + "\n" +
cancel
, (if cancel == 1 then Color.RED else if trade then Color.GREEN else Color.GRAY), no);
# buy
AddOrder(type = OrderType.BUY_TO_OPEN, condition = buy_signal, price = open[-1], tradeSize = 1, tickcolor = Color.green, arrowcolor = Color.green, name = "x" );
# sell
#def order_sell = trade[1] and !trade;
# cancel=1 , red
# cancel=2 , magenta
AddOrder(type = OrderType.SELL_TO_CLOSE, condition = (cancel == 1), price = open[-1], tradeSize = 1, tickcolor = Color.RED, arrowcolor = Color.RED, name = (close_after_xdays + " days") );
AddOrder(type = OrderType.SELL_TO_CLOSE, condition = (cancel == 2), price = open[-1], tradeSize = 1, tickcolor = Color.magenta, arrowcolor = Color.magenata, name = "signal" );
#
