//@version=2

//coded by tmr0
//original idea from �Way of the Turtle: The Secret Methods that Turned Ordinary
People into Legendary Traders� (2007) CURTIS FAITH
strategy("20 years old Turtles strategy by tmr0", shorttitle = "Turtles",
overlay=true, pyramiding=5, default_qty_type= strategy.cash, default_qty_value =
1000)

enter_fast = input(20, minval=1)

exit_fast = input(10, minval=1)
enter_slow = input(55, minval=1)
exit_slow = input(20, minval=1)

fastL = highest(enter_fast)
fastLC = lowest(exit_fast)
fastS = lowest(enter_fast)
fastSC = highest(exit_fast)

slowL = highest(enter_slow)
slowLC = lowest(exit_slow)
slowS = lowest(enter_slow)
slowSC = highest(exit_slow)

enterL1 = high > fastL[1]

exitL1 = low <= fastLC[1]
enterS1 = low < fastS[1]
exitS1 = high >= fastSC[1]

enterL2 = high > slowL[1]

exitL2 = low <= slowLC[1]
enterS2 = low < slowS[1]
exitS2 = high >= slowSC[1]

//bgcolor(exitL1 or exitL2? red: enterL1 or enterL2? navy:white)

strategy.entry("fast L", strategy.long, when = enterL1)

strategy.entry("fast S", strategy.short, when = enterS1)
strategy.close("fast L", when = exitL1)
strategy.close("fast S", when = exitS1)

strategy.entry("slow L", strategy.long, when = enterL2)

strategy.entry("slow S", strategy.short, when = enterS2)
strategy.close("slow L", when = exitL2)
strategy.close("slow S", when = exitS2)
//zl=0
//z=strategy.netprofit / 37 * koef //??????????? ???????
//z=strategy.grossprofit/strategy.grossloss
//z1=plot (z, style=line, linewidth=3, color = z>zl?green:red, transp = 30)
//hline(zl, title="Zero", linewidth=1, color=gray, linestyle=dashed)