Trade Like a Machine

//@version=6
strategy("Three Down Days", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
startDate = timestamp("2019-01-01")
endDate = timestamp("2025-12-31")
inWindow = time >= startDate and time <= endDate
qqqClose = request.security("QQQ", "D", close)
qqqEma50 = ta.ema(qqqClose, 50)
qqqEma200 = ta.ema(qqqClose, 200)
marketOK = qqqEma50 > qqqEma200
threeDown = close < close[1] and close[1] < close[2] and close[2] < close[3]
signal = marketOK and threeDown and inWindow
var int entryBar = na
if signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
if strategy.position_size > 0 and na(entryBar)
    entryBar := bar_index
exitNow = strategy.position_size > 0 and not na(entryBar) and bar_index - entryBar >= 20
if exitNow
    strategy.close("Long")
entryBar := exitNow ? na : entryBar

using System;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp
{
    public class ThreeDownDays : QCAlgorithm
    {
        private Symbol _aapl;
        private Symbol _qqq;
        private ExponentialMovingAverage _ema50;
        private ExponentialMovingAverage _ema200;
        private RollingWindow<decimal> _closes = new RollingWindow<decimal>(4);
        private int _daysInTrade = -1;

        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2025, 12, 31);
            SetCash(100000);

            _aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
            _qqq = AddEquity("QQQ", Resolution.Daily).Symbol;

            _ema50 = EMA(_qqq, 50, Resolution.Daily);
            _ema200 = EMA(_qqq, 200, Resolution.Daily);
        }

        public override void OnData(Slice slice)
        {
            if (!slice.Bars.ContainsKey(_aapl)) return;
            _closes.Add(slice.Bars[_aapl].Close);

            if (Portfolio[_aapl].Invested)
            {
                _daysInTrade++;
                if (_daysInTrade >= 20)
                {
                    Liquidate(_aapl);
                    _daysInTrade = -1;
                }
                return;
            }

            if (!_closes.IsReady || !_ema50.IsReady || !_ema200.IsReady) return;

            bool marketOk = _ema50 > _ema200;
            bool threeDown = _closes[0] < _closes[1] && _closes[1] < _closes[2] && _closes[2] < _closes[3];

            if (marketOk && threeDown)
            {
                SetHoldings(_aapl, 1.0);
                _daysInTrade = 0;
            }
        }
    }
}

//@version=6
strategy("MACD Crossover", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
startDate = timestamp("2019-01-01")
endDate = timestamp("2025-12-31")
inWindow = time >= startDate and time <= endDate
qqqClose = request.security("QQQ", "D", close)
qqqEma50 = ta.ema(qqqClose, 50)
qqqEma200 = ta.ema(qqqClose, 200)
marketOK = qqqEma50 > qqqEma200
[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9)
signal = marketOK and ta.crossover(macdLine, signalLine) and inWindow
var int entryBar = na
if signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
if strategy.position_size > 0 and na(entryBar)
    entryBar := bar_index
exitNow = strategy.position_size > 0 and not na(entryBar) and bar_index - entryBar >= 20
if exitNow
    strategy.close("Long")
entryBar := exitNow ? na : entryBar

using System;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp
{
    public class MacdCrossover : QCAlgorithm
    {
        private Symbol _aapl;
        private Symbol _qqq;
        private ExponentialMovingAverage _ema50;
        private ExponentialMovingAverage _ema200;
        private MovingAverageConvergenceDivergence _macd;
        private bool _macdWasBelow;
        private int _daysInTrade = -1;

        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2025, 12, 31);
            SetCash(100000);

            _aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
            _macd = MACD(_aapl, 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily);
            _qqq = AddEquity("QQQ", Resolution.Daily).Symbol;
            _ema50 = EMA(_qqq, 50, Resolution.Daily);
            _ema200 = EMA(_qqq, 200, Resolution.Daily);
        }

        public override void OnData(Slice slice)
        {
            if (!slice.Bars.ContainsKey(_aapl)) return;

            // Update indicator state on every bar, even while a trade is open, so a crossover is never missed.
            if (!_macd.IsReady) return;
            decimal macdLine = _macd.Current.Value;
            decimal signalLine = _macd.Signal.Current.Value;
            bool crossedUp = _macdWasBelow && macdLine > signalLine;
            _macdWasBelow = macdLine <= signalLine;

            if (Portfolio[_aapl].Invested)
            {
                _daysInTrade++;
                if (_daysInTrade >= 20)
                {
                    Liquidate(_aapl);
                    _daysInTrade = -1;
                }
                return;
            }

            if (!_ema50.IsReady || !_ema200.IsReady) return;
            bool marketOk = _ema50.Current.Value > _ema200.Current.Value;

            if (marketOk && crossedUp)
            {
                SetHoldings(_aapl, 1.0);
                _daysInTrade = 0;
            }
        }
    }
}

//@version=6
strategy("RSI Oversold Bounce", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
startDate = timestamp("2019-01-01")
endDate = timestamp("2025-12-31")
inWindow = time >= startDate and time <= endDate
qqqClose = request.security("QQQ", "D", close)
qqqEma50 = ta.ema(qqqClose, 50)
qqqEma200 = ta.ema(qqqClose, 200)
marketOK = qqqEma50 > qqqEma200
rsiValue = ta.rsi(close, 14)
signal = marketOK and ta.crossover(rsiValue, 30) and inWindow
var int entryBar = na
if signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
if strategy.position_size > 0 and na(entryBar)
    entryBar := bar_index
exitNow = strategy.position_size > 0 and not na(entryBar) and bar_index - entryBar >= 20
if exitNow
    strategy.close("Long")
entryBar := exitNow ? na : entryBar

using System;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp
{
    public class RsiOversoldBounce : QCAlgorithm
    {
        private Symbol _aapl;
        private Symbol _qqq;
        private ExponentialMovingAverage _ema50;
        private ExponentialMovingAverage _ema200;
        private RelativeStrengthIndex _rsi;
        private bool _wasOversold;
        private int _daysInTrade = -1;

        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2025, 12, 31);
            SetCash(100000);

            _aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
            _rsi = RSI(_aapl, 14, MovingAverageType.Wilders, Resolution.Daily);
            _qqq = AddEquity("QQQ", Resolution.Daily).Symbol;
            _ema50 = EMA(_qqq, 50, Resolution.Daily);
            _ema200 = EMA(_qqq, 200, Resolution.Daily);
        }

        public override void OnData(Slice slice)
        {
            if (!slice.Bars.ContainsKey(_aapl)) return;

            // Update indicator state on every bar, even while a trade is open, so a crossover is never missed.
            if (!_rsi.IsReady) return;
            decimal rsiValue = _rsi.Current.Value;
            bool crossedBackAbove30 = _wasOversold && rsiValue > 30m;
            _wasOversold = rsiValue < 30m;

            if (Portfolio[_aapl].Invested)
            {
                _daysInTrade++;
                if (_daysInTrade >= 20)
                {
                    Liquidate(_aapl);
                    _daysInTrade = -1;
                }
                return;
            }

            if (!_ema50.IsReady || !_ema200.IsReady) return;
            bool marketOk = _ema50.Current.Value > _ema200.Current.Value;

            if (marketOk && crossedBackAbove30)
            {
                SetHoldings(_aapl, 1.0);
                _daysInTrade = 0;
            }
        }
    }
}

//@version=6
strategy("Golden Cross", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
startDate = timestamp("2019-01-01")
endDate = timestamp("2025-12-31")
inWindow = time >= startDate and time <= endDate
sma50 = ta.sma(close, 50)
sma200 = ta.sma(close, 200)
signal = ta.crossover(sma50, sma200) and inWindow
var int entryBar = na
if signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
if strategy.position_size > 0 and na(entryBar)
    entryBar := bar_index
exitNow = strategy.position_size > 0 and not na(entryBar) and bar_index - entryBar >= 20
if exitNow
    strategy.close("Long")
entryBar := exitNow ? na : entryBar

using System;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp
{
    public class GoldenCross : QCAlgorithm
    {
        private Symbol _aapl;
        private SimpleMovingAverage _sma50;
        private SimpleMovingAverage _sma200;
        private bool _wasBelow;
        private int _daysInTrade = -1;

        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2025, 12, 31);
            SetCash(100000);

            _aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
            _sma50 = SMA(_aapl, 50, Resolution.Daily);
            _sma200 = SMA(_aapl, 200, Resolution.Daily);
        }

        public override void OnData(Slice slice)
        {
            if (!slice.Bars.ContainsKey(_aapl)) return;

            // Update indicator state on every bar, even while a trade is open, so a crossover is never missed.
            if (!_sma50.IsReady || !_sma200.IsReady) return;
            bool crossedUp = _wasBelow && _sma50.Current.Value > _sma200.Current.Value;
            _wasBelow = _sma50.Current.Value <= _sma200.Current.Value;

            if (Portfolio[_aapl].Invested)
            {
                _daysInTrade++;
                if (_daysInTrade >= 20)
                {
                    Liquidate(_aapl);
                    _daysInTrade = -1;
                }
                return;
            }

            if (crossedUp)
            {
                SetHoldings(_aapl, 1.0);
                _daysInTrade = 0;
            }
        }
    }
}

//@version=6
strategy("Bollinger Band Touch", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
startDate = timestamp("2019-01-01")
endDate = timestamp("2025-12-31")
inWindow = time >= startDate and time <= endDate
qqqClose = request.security("QQQ", "D", close)
qqqEma50 = ta.ema(qqqClose, 50)
qqqEma200 = ta.ema(qqqClose, 200)
marketOK = qqqEma50 > qqqEma200
[_, _, lowerBand] = ta.bb(close, 20, 2)
signal = marketOK and close <= lowerBand and inWindow
var int entryBar = na
if signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
if strategy.position_size > 0 and na(entryBar)
    entryBar := bar_index
exitNow = strategy.position_size > 0 and not na(entryBar) and bar_index - entryBar >= 20
if exitNow
    strategy.close("Long")
entryBar := exitNow ? na : entryBar

using System;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp
{
    public class BollingerBandTouch : QCAlgorithm
    {
        private Symbol _aapl;
        private Symbol _qqq;
        private ExponentialMovingAverage _ema50;
        private ExponentialMovingAverage _ema200;
        private BollingerBands _bb;
        private int _daysInTrade = -1;

        public override void Initialize()
        {
            SetStartDate(2019, 1, 1);
            SetEndDate(2025, 12, 31);
            SetCash(100000);

            _aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
            _bb = BB(_aapl, 20, 2m, MovingAverageType.Simple, Resolution.Daily);
            _qqq = AddEquity("QQQ", Resolution.Daily).Symbol;
            _ema50 = EMA(_qqq, 50, Resolution.Daily);
            _ema200 = EMA(_qqq, 200, Resolution.Daily);
        }

        public override void OnData(Slice slice)
        {
            if (!slice.Bars.ContainsKey(_aapl)) return;

            // Update indicator state on every bar, even while a trade is open, so a crossover is never missed.
            if (!_bb.IsReady) return;
            bool touchedLowerBand = slice.Bars[_aapl].Close <= _bb.LowerBand.Current.Value;

            if (Portfolio[_aapl].Invested)
            {
                _daysInTrade++;
                if (_daysInTrade >= 20)
                {
                    Liquidate(_aapl);
                    _daysInTrade = -1;
                }
                return;
            }

            if (!_ema50.IsReady || !_ema200.IsReady) return;
            bool marketOk = _ema50.Current.Value > _ema200.Current.Value;

            if (marketOk && touchedLowerBand)
            {
                SetHoldings(_aapl, 1.0);
                _daysInTrade = 0;
            }
        }
    }
}