# Indicators

wpr = WilliamsPercentRange(
  period: 6
)
macd = MACD(
  applyTo: close,
  fastPeriod: 3,
  slowPeriod: 16
)
macdSignal = MACDSignal(
  applyTo: close,
  signalPeriod: 4,
  fastPeriod: 3,
  slowPeriod: 16
)
stdDev = StdDev(
  applyTo: close,
  period: 21
)

# Rules/triggers

longEntryRule = wpr > -43
longEntryRule2 = CrossesUpwards(
  value: macd,
  crosses: macdSignal
)
longEntryRule3 = ChangesDirectionUpwards(stdDev)

shortEntryRule = wpr < -57
shortEntryRule2 = CrossesDownwards(
  value: macd,
  crosses: macdSignal
)
shortEntryRule3 = ChangesDirectionUpwards(stdDev)

longExitRule = ChangesDirectionUpwards(volume)

shortExitRule = ChangesDirectionUpwards(volume)

# Signals

enter long when longEntryRule and longEntryRule2 and longEntryRule3
enter short when shortEntryRule and shortEntryRule2 and shortEntryRule3
exit long when longExitRule
exit short when shortExitRule