I wrote a strategy that uses the same entry on different settings. A multiple moving average cross strategy. I use three moving averages: slow, medium, fast. When MA1 cross MA2, enter a position. Same for MA2 cross of MA3.
This can be done super easy with separate strategy.entry methods:
ma1Ma2CrossUp = ta.crossover(ma1, ma2)
ma1Ma2CrossDown = ta.crossunder(ma1, ma2)
if ma1Ma2CrossUp
strategy.entry("Long", strategy.long)
if ma1Ma2CrossDown
strategy.entry("Short", strategy.short)
Obviously it's the same for MA2 and MA3. To get correct looking results, I find that I have to set pyramiding to 2. Is the correct way of handling multiple entries, or am I missing something in the documentation? There aren't many script that use multiple entries in such a way, although it seems straight forward to me. Would be great to get some feedback.