Conversion from a Pine code using SMAs for long entry/exit

strategy(“SmartLong”, overlay=true,
initial_capital = 5000,
currency = currency.USD,
commission_type = strategy.commission.cash_per_order,
commission_value = 2,
slippage = 0,
default_qty_value = 100,
default_qty_type = strategy.percent_of_equity,
process_orders_on_close = true)
Length = input(20)
IndexRef =input(“QQQ”)
maclose = ta.sma(close, Length)
avgvol = ta.sma(volume, Length)
priceIsAboveMaPositionDay = close > ta.sma(close, Length) and close>open and close[1]>open[1] and close[2]>open[2] and close[3]>open[3]
QQQPriceIsAboveMa = request.security(IndexRef, “D”, priceIsAboveMaPositionDay)
longLossPerc = input.float(3, title=”Long Stop Loss (%)”,
minval=0.0, step=0.1) * 0.01
longStopPrice = strategy.position_avg_price * (1 – longLossPerc)
// Plot stop loss values for confirmation
plot(strategy.position_size > 0 ? longStopPrice : na,
color=color.red, style=plot.style_cross,
linewidth=2, title=”Long Stop Loss”)
//////////////////////////////////////////////////////////////

// Calculate start/end date and time condition
startDate = input.time(timestamp(“2019-01-01T00:00:00”), “StartDate”)
finishDate = input.time(timestamp(“2023-12-31T00:00:00”), “FinishDate”)

time_cond = time >= startDate and time maclose ) and close>close[1] and close>close[5] and time_cond and QQQPriceIsAboveMa)
strategy.entry(“LE”, strategy.long, comment=”LE”)
if (ta.crossunder(close, maclose) or close 0 and time_cond
strategy.exit(“XL STP”, stop=longStopPrice)
if (not time_cond)
strategy.close_all()
strategy.cancel_all()