EMA ক্রসওভারের উপর ভিত্তি করে ট্রেন্ড কৌশল

/*backtest
start: 2023-08-15 00:00:00
end: 2023-09-12 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
// 
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © gregoirejohnb
//
// Moving average crossover systems measure drift in the market. They are great strategies for time-limited people.
// So, why don't more people use them?
// 
// I think it's due to poor choice in choosing EMA lengths: Market Wizard Ed Seykota has a guideline for moving average crossovers: the slow line should be at least 3x the fast line.
// This removes a lot of the whipsaws inherent in moving average systems, which means greater profitability.
// His other piece of advice: long-only strategies are best in stock markets where there's a lot more upside potential.
//
// Using these simple rules, we can reduce a lot of the whipsaws and low profitability trades! This strategy was made so you can see for yourself before trading.
//
// === HOW TO USE THIS INDICATOR ===
// 1) Choose your market and timeframe.
// 2) Choose the length.
// 3) Choose the multiplier.
// 4) Choose if the strategy is long-only or bidirectional. 
//
// Don't overthink the above! We don't know the best answers, that's why this strategy exists! We're going to test and find out.
//  After you find a good combination, set up an alert system with the default Exponential Moving Average indicators provided by TradingView.
//
// === TIPS ===
// Increase the multiplier to reduce whipsaws (back and forth trades).
// Increase the length to take fewer trades, decrease the length to take more trades.
// Try a Long-Only strategy to see if that performs better.
//
strategy(title="EMA Crossover Strategy", shorttitle="EMA COS", overlay=true, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=10, currency=currency.USD,commission_type=strategy.commission.percent,commission_value=0.1)

// === GENERAL INPUTS ===
//strategy start date
start_year = input(defval=2020, title="Backtest Start Year")

// === LOGIC ===
length = input(type=input.integer,defval=20,minval=1,title="Length")
ratio = input(type=input.integer,defval=3,title="Multiplier (3x length, 4x length, etc)",options=[3,4,5,6,7,8,9,10])
longOnly = input(type=input.bool,defval=false,title="Long Only")
fast = ema(hl2,length)
slow = ema(hl2,length * ratio)
plot(fast,linewidth=2,color=color.orange,title="Fast")
plot(slow,linewidth=2,color=color.blue,title="Slow")

longEntry = crossover(fast,slow)
shortEntry = crossunder(fast,slow)

plotshape(longEntry ? close : na,style=shape.triangleup,color=color.green,location=location.belowbar,size=size.small,title="Long Triangle")
plotshape(shortEntry and not longOnly ? close : na,style=shape.triangledown,color=color.red,location=location.abovebar,size=size.small,title="Short Triangle")
plotshape(shortEntry and longOnly ? close : na,style=shape.xcross,color=color.black,location=location.abovebar,size=size.small,title="Exit Sign")

// === STRATEGY - LONG POSITION EXECUTION ===
enterLong() =>
    crossover(fast,slow) and 
       time > timestamp(start_year, 1, 1, 01, 01)
exitLong() =>
    longOnly and crossunder(fast,slow)
strategy.entry(id="Long", long=strategy.long, when=enterLong())
strategy.close(id="Long", when=exitLong())
// === STRATEGY - SHORT POSITION EXECUTION ===
enterShort() =>
    not longOnly and crossunder(fast,slow) and 
       time > timestamp(start_year, 1, 1, 01, 01)
exitShort() =>
    false
strategy.entry(id="Short", long=strategy.short, when=enterShort())
strategy.close(id="Short", when=exitShort())