问为Fractals添加条件在策略中不起作用

EN

longCondition=fastEMA>slowEMA 
shortCondition=fastEMA<slowEMA 

longCondition=crossover(fastEMA,slowEMA)
shortCondition=crossover(slowEMA,fastEMA) 

//@version=4

strategy(" Fractal SMA ADX 2", overlay=true)
           //////////////////////////ADX
//Average Directional Index Calculation (ADX)
lengthADX =input(title="lengthADX", type=input.integer, defval=14)
threshold =  input(title="ADX threshold Exit", type=input.integer, defval=30)
TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0

SmoothedTrueRange = 0.0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/lengthADX) + TrueRange

SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/lengthADX) + DirectionalMovementPlus

SmoothedDirectionalMovementMinus = 0.0
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/lengthADX) + DirectionalMovementMinus

DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
ADX = sma(DX, lengthADX)

//Frctals Above/Below Desired Moving Average 
SmaConditionFractal             =       sma(close, 55)

filteredtopf = ( (high[4] < high[3] and high[3] < high[2] and high[2] > high[1] and high[1] > high[0])    and  (high[2]<SmaConditionFractal  and  ADX>threshold )   ) ? high[2]:na

plotshape(filteredtopf, title='Filtered Top Fractals', style=shape.triangledown,size=size.small, location=location.abovebar, color=color.red,offset=-2)


filteredbotf =((low[4] > low[3] and low[3] > low[2] and low[2] < low[1] and low[1] < low[0])   and  (low[2]>SmaConditionFractal  and  ADX>threshold )   ) ?low[2]:na
plotshape(filteredbotf, title='Filtered Bottom Fractals', style=shape.triangleup, size=size.small,location=location.belowbar, color=color.lime,offset=-2)


// Define a 5-bar fractals greater than sma55 and adx>30

upFractal =  ( (high[4] < high[3] and high[3] < high[2] and high[2] > high[1] and high[1] > high[0])    and  (high[2]<SmaConditionFractal  and  ADX>threshold )   )
dnFractal =((low[4] > low[3] and low[3] > low[2] and low[2] < low[1] and low[1] < low[0])   and  (low[2]>SmaConditionFractal  and  ADX>threshold )   )
// Store the fractal value in a variable

var float holdLastHigh = na
var float holdLastLow = na

// ————— hi/lo to save needs to be indexed.
if upFractal
    holdLastHigh := high[2]
if dnFractal
    holdLastLow := low[2]

    
    //Entry COnditions
fastEMA = ema(close, 14)
slowEMA = ema(close, 28)
longCondition=crossover(fastEMA,slowEMA)
shortCondition=crossover(slowEMA,fastEMA)



// Set your stop-loss
var  float  stop_long_FB = na
var  float stop_short_FB = na
stop_long_FB :=fastEMA>slowEMA and dnFractal?low[2]:stop_long_FB[1]
stop_short_FB := fastEMA<slowEMA  and upFractal? high[2]:stop_short_FB[1]

//Strategy Execution
if longCondition
    strategy.entry("long",strategy.long)
if strategy.position_size > 0
    strategy.exit("Stop Loss/TP", "long", stop = stop_long_FB,limit=1000000)

if shortCondition
    strategy.entry("short",strategy.short)
if strategy.position_size < 0
    strategy.exit("Stop Loss/TP", "short", stop = stop_short_FB,limit=0.0)
longexit=crossunder(fastEMA,slowEMA)
if longexit
    strategy.close("long",when=longexit)