ATR এবং T3 মুভিং এভারেজ কৌশল

/*backtest
start: 2023-09-09 00:00:00
end: 2023-09-16 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
//Author - CryptoJoncis
strategy("ATR and T3 strategy", shorttitle="AT3S_CryptoJoncis", overlay=true)

shorting = input(false, title="shorts on?")
precentage_diff = input(5,title="Precantage")/100
Lengthx = input(25, title="Lenght of T3")

//For best results use 0.7 or 0.618
Vfactx = input(0.72, minval=0.01,step=0.01, title="Volume Factor of T3 with HA source")

Source_of_T3_Normal = close
Source_of_T3 =  Source_of_T3_Normal 
FirstEMAx = ema(Source_of_T3, Lengthx)
SecondEMAx = ema(FirstEMAx, Lengthx)
ThirdEMAx = ema(SecondEMAx, Lengthx)
FourthEMAx = ema(ThirdEMAx, Lengthx)
FifthEMAx = ema(FourthEMAx, Lengthx)
SixthEMAx = ema(FifthEMAx, Lengthx)

//Doing all the calculations which are from 
c1x = -Vfactx*Vfactx*Vfactx
c2x = 3*Vfactx*Vfactx + 3*Vfactx*Vfactx*Vfactx
c3x = -6*Vfactx*Vfactx -3*Vfactx -3*Vfactx*Vfactx*Vfactx
c4x = 1 + 3*Vfactx + Vfactx*Vfactx*Vfactx + 3*Vfactx*Vfactx

//Assigning EMAS to T3 Moving average
T3MAx = c1x * SixthEMAx + c2x * FifthEMAx + c3x * FourthEMAx + c4x * ThirdEMAx

color_of_Tilson_Moving_Average = T3MAx > T3MAx[1] ? lime : red
plot(T3MAx, title="Tilson Moving Average(ema)", color=color_of_Tilson_Moving_Average)

t_up = T3MAx + (T3MAx * precentage_diff)
t_dn = T3MAx - (T3MAx * precentage_diff)

x=plot(t_up, color=color_of_Tilson_Moving_Average)
z=plot(t_dn, color=color_of_Tilson_Moving_Average)
fill(x,z, color= T3MAx[1] < T3MAx ? lime : gray)

Factor=input(5, minval=1)
Pd=input(5, minval=1)
//

Up=hl2-(Factor*atr(Pd))
Dn=hl2+(Factor*atr(Pd))


TrendUp=close[1]>TrendUp[1]? max(Up,TrendUp[1]) : Up
TrendDown=close[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn

Trend = close > TrendDown[1] ? 1: close< TrendUp[1]? -1: nz(Trend[1],1)
Tsl = Trend==1? TrendUp: TrendDown

linecolor = Trend == 1 ? green : red
//
b=plot(Tsl, color = linecolor , style = line , linewidth = 2,title = "")

Factor1=input(1, minval=1)
Pd1=input(1, minval=1)
//

Up1=hl2-(Factor1*atr(Pd1))
Dn1=hl2+(Factor1*atr(Pd1))


TrendUp1=close[1]>TrendUp1[1]? max(Up1,TrendUp1[1]) : Up1
TrendDown1=close[1]<TrendDown1[1]? min(Dn1,TrendDown1[1]) : Dn1

Trend1 = close > TrendDown1[1] ? 1: close< TrendUp1[1]? -1: nz(Trend1[1],1)
Tsl1 = Trend1==1? TrendUp1: TrendDown1

linecolor1 = Trend1 == 1 ? green : red
//
a=plot(Tsl1, color = linecolor1 , style = line , linewidth = 2,title = "")

long = (close > Tsl and close > Tsl1 and close > T3MAx)

short = (close < Tsl and close < Tsl1 and close < T3MAx)

if(shorting==true)
    strategy.entry("MacdSE", strategy.short, comment="Open Short", when=short)
    strategy.entry("MacdLE", strategy.long, comment="Open Long", when=long)
    strategy.close("MacdLE", when=hl2 < t_dn)
    strategy.close("MacdSE", when=hl2 > t_up)
if(shorting==false)
    strategy.entry("MacdLE", strategy.long, comment="Open Long", when=long)
    strategy.close("MacdLE", when=hl2 < t_dn)
fill(a,b,color=linecolor)