Hola Nicolás,

A ver si es tan amable de traducir este código interesante.

Para 4 promedios móviles simples, el script prueba cada combinación para obtener la máxima rentabilidad y encuentra el mejor par.

Lo encontré aquí:https://es.tradingview.com/script/aT9ck5ua/

//@version=2
study("Intelligent Moving Average", overlay = true)
src = input(close, title="Source")
len1 = input(8, title = "SMA 1 length", minval=1)
len2 = input(13, title = "SMA 2 length", minval=1)
len3 = input(21, title = "SMA 3 length", minval=1)
len4 = input(34, title = "SMA 4 length", minval=1)
srcprofit = input(ohlc4, title="Source for Profit Calculation")
fee = input(0.1, title="Fee (0.1 means %0.1=>0.001)", type=float, minval=0.0001)
s1 = sma(src, len1)
s2 = sma(src, len2)
s3 = sma(src, len3)
s4 = sma(src, len4)

feecalc =0.0
feecalc := 1 - (fee / 100)

// yuk => profit
// kaz => total profit (without fee)
yuk = crossover(s1, s2) or crossunder(s1, s2)? srcprofit : yuk[1]
kaz = nz(kaz[1]) + (crossunder(s1, s2) ? (yuk - yuk[1]) - (yuk[1]*feecalc) : (crossover(s1, s2) ? (yuk[1] - yuk) - (yuk*feecalc) : 0))

yuk1 = crossover(s1, s3) or crossunder(s1, s3)? srcprofit : yuk1[1]
kaz1 = nz(kaz1[1]) + (crossunder(s1, s3) ? (yuk1 - yuk1[1]) - (yuk1[1]*feecalc) : (crossover(s1, s3) ? (yuk1[1] - yuk1) - (yuk1*feecalc) : 0))

yuk2 = crossover(s1, s4) or crossunder(s1, s4)? srcprofit : yuk2[1]
kaz2 = nz(kaz2[1]) + (crossunder(s1, s4) ? (yuk2 - yuk2[1]) - (yuk2[1]*feecalc) : (crossover(s1, s4) ? (yuk2[1] - yuk2) - (yuk2*feecalc) : 0))

yuk3 = crossover(s2, s3) or crossunder(s2, s3)? srcprofit : yuk3[1]
kaz3 = nz(kaz3[1]) + (crossunder(s2, s3) ? (yuk3 - yuk3[1]) - (yuk3[1]*feecalc) : (crossover(s2, s3) ? (yuk3[1] - yuk3) - (yuk3*feecalc) : 0))

yuk4 = crossover(s2, s4) or crossunder(s2, s4)? srcprofit : yuk4[1]
kaz4 = nz(kaz4[1]) + (crossunder(s2, s4) ? (yuk4 - yuk4[1]) - (yuk4[1]*feecalc) : (crossover(s2, s4) ? (yuk4[1] - yuk4) - (yuk4*feecalc) : 0))

yuk5 = crossover(s3, s4) or crossunder(s3, s4)? srcprofit : yuk5[1]
kaz5 = nz(kaz5[1]) + (crossunder(s3, s4) ? (yuk5 - yuk5[1]) - (yuk5[1]*feecalc) : (crossover(s3, s4) ? (yuk5[1] - yuk5) - (yuk5*feecalc) : 0))

col1 = black
col2 = black
col3 = black
col4 = black

a1 = 0
if kaz>kaz1 and kaz>kaz2 and kaz>kaz3 and kaz>kaz4 and kaz>kaz5
    col1:=blue
    col2:=black
    col3:=na
    col4:=na
    a1 := crossover(s1, s2) ? 1 : crossunder(s1, s2) ? -1 : 0

a2 = 0
if kaz1>kaz and kaz1>kaz2 and kaz1>kaz3 and kaz1>kaz4 and kaz1>kaz5
    col1:=blue
    col2:=na
    col3:=black
    col4:=na
    a2 := crossover(s1, s3) ? 1 : crossunder(s1, s3) ? -1 : 0

a3=0
if kaz2>kaz and kaz2>kaz1 and kaz2>kaz3 and kaz2>kaz4 and kaz2>kaz5
    col1:=blue
    col2:=na
    col3:=na
    col4:=black
    a3 := crossover(s1, s4) ? 1 : crossunder(s1, s4) ? -1 : 0

a4=0
if kaz3>kaz and kaz3>kaz1 and kaz3>kaz2 and kaz3>kaz4 and kaz3>kaz5
    col1:=na
    col2:=blue
    col3:=black
    col4:=na
    a4 := crossover(s2, s3) ? 1 : crossunder(s2, s3) ? -1 : 0

a5=0
if kaz4>kaz and kaz4>kaz1 and kaz4>kaz2 and kaz4>kaz3 and kaz4>kaz5
    col1:=na
    col2:=blue
    col3:=na
    col4:=black
    a5 := crossover(s2, s4) ? 1 : crossunder(s2, s4) ? -1 : 0

a6=0
if kaz5>kaz and kaz5>kaz1 and kaz5>kaz2 and kaz5>kaz3 and kaz5>kaz4
    col1:=na
    col2:=na
    col3:=blue
    col4:=black
    a6 := crossover(s3, s4) ? 1 : crossunder(s3, s4) ? -1 : 0

plot(s1, color=col1, linewidth = 2)
plot(s2, color=col2, linewidth = 2)
plot(s3, color=col3, linewidth = 2)
plot(s4, color=col4, linewidth = 2)
plotarrow(a1)
plotarrow(a2)
plotarrow(a3)
plotarrow(a4)
plotarrow(a5)
plotarrow(a6)