মাল্টি-ইন্ডিকেটর কম্বিনেশন ট্রেডিং কৌশল

/*backtest
start: 2022-09-06 00:00:00
end: 2023-09-12 00:00:00
period: 3d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
// strategy(title='Combined Strategy', default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.0020, pyramiding=0, slippage=3, overlay=true)

//----------//
// MOMENTUM //
//----------//
ema8 = ta.ema(close, 5)
ema13 = ta.ema(close, 9)
ema21 = ta.ema(close, 13)
ema34 = ta.ema(close, 21)
ema55 = ta.ema(close, 34)

plot(ema8, color=color.new(color.red, 0), style=plot.style_line, title='5', linewidth=1)
plot(ema13, color=color.new(color.orange, 0), style=plot.style_line, title='9', linewidth=1)
plot(ema21, color=color.new(color.yellow, 0), style=plot.style_line, title='13', linewidth=1)
plot(ema34, color=color.new(color.aqua, 0), style=plot.style_line, title='21', linewidth=1)
plot(ema55, color=color.new(color.lime, 0), style=plot.style_line, title='34', linewidth=1)

longEmaCondition = ema8 > ema13 and ema13 > ema21 and ema21 > ema34 and ema34 > ema55
exitLongEmaCondition = ema13 < ema55

shortEmaCondition = ema8 < ema13 and ema13 < ema21 and ema21 < ema34 and ema34 < ema55
exitShortEmaCondition = ema13 > ema55

// ----------  //
// OSCILLATORS //
// ----------- //
rsi = ta.rsi(close, 14)
longRsiCondition = rsi < 70 and rsi > 40
exitLongRsiCondition = rsi > 70

shortRsiCondition = rsi > 30 and rsi < 60
exitShortRsiCondition = rsi < 30

Stochastic
length = 14, smoothK = 3, smoothD = 3
kFast = ta.stoch(close, high, low, 14)
dSlow = ta.sma(kFast, smoothD)

longStochasticCondition = kFast < 80
exitLongStochasticCondition = kFast > 95

shortStochasticCondition = kFast > 20
exitShortStochasticCondition = kFast < 5

//----------//
// STRATEGY //
//----------//

longCondition = longEmaCondition and longRsiCondition and longStochasticCondition and strategy.position_size == 0
exitLongCondition = (exitLongEmaCondition or exitLongRsiCondition or exitLongStochasticCondition) and strategy.position_size > 0

if (longCondition)
  strategy.entry("LONG", strategy.long)
if (exitLongCondition)
  strategy.close("LONG")

shortCondition = shortEmaCondition and shortRsiCondition and shortStochasticCondition and strategy.position_size == 0
exitShortCondition = (exitShortEmaCondition or exitShortRsiCondition or exitShortStochasticCondition) and strategy.position_size < 0

if (shortCondition)
  strategy.entry("SHORT", strategy.short)
if (exitShortCondition)
  strategy.close("SHORT")