ADX EFI সূচকের উপর ভিত্তি করে ট্রেন্ড পুলব্যাক কৌশল

/*backtest
start: 2023-08-19 00:00:00
end: 2023-09-18 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © trent777brown

//@version=5
// strategy("adx efi 50 ema channel, trend pullback", overlay=true, margin_long=100, margin_short=100, currency=currency.USD, initial_capital= 100000, close_entries_rule="ANY")

//bollingerbands
[basis, upperband, lowerband]= ta.bb(ohlc4, 50, 3) 
[basis2, upperband2, lowerband2]= ta.bb(ohlc4, 50, 2)
psar= ta.sar(.1, .1, .09)
ema50= ta.ema(hlc3, 50) 
ema50hi= ta.ema(high, 50) 
ema50lo= ta.ema(low, 50) 
ema18= ta.wma(hlc3, 15)
wma9= ta.wma(open, 9) 
wma5= ta.wma(ohlc4, 5) 
ema34= ta.rma(hlc3, 10)
[macdline, signalline, histline]= ta.macd(hlc3, 5, 34, 5) 
[macdline2, signalline2, histline2]= ta.macd(hlc3, 15,70, 24) 
[diplus, diminus, adx]= ta.dmi(20, 20) 
[diplus2, diminus2, adx2]= ta.dmi(12, 12)
rsi= ta.rsi(hlc3, 14)
rsisma= ta.sma(rsi, 10) 
stoch= ta.stoch(close, high, low, 21)
k= ta.wma(stoch, 3)
d= ta.wma(k, 3)
trendline5= ta.wma(hlc3, 300) 
trendline9= ta.wma(open, 540) 
trendline18= ta.wma(open, 1080)
atr=ta.atr(14)
plot(psar, color=color.red, style=plot.style_circles)
plot(ema50, color=color.white, linewidth=4) 
plot(ema50hi, color=color.yellow, linewidth=4)
plot(ema50lo, color=color.yellow, linewidth=4)
plot(ema34, color=color.aqua, linewidth=4)
plot(wma9, color=color.gray, linewidth=4) 
plot(wma5, color=color.lime, linewidth=4) 
plot(trendline18, color=color.orange, linewidth=4) 
plot(upperband, color=color.navy, linewidth=4) 
plot(lowerband, color=color.navy, linewidth=4)
plot(upperband2, color=color.navy, linewidth=4)
plot(lowerband2, color=color.navy, linewidth=4)
plot(trendline9, color=color.maroon, linewidth=4)
plot(trendline5, color=color.yellow, linewidth=4)


efi = ta.rma(ta.change(close) * volume, 15)
efi2= ta.rma(ta.change(close) * volume, 120)

buy= efi2 > 0 and efi < 0 and efi[1] < efi  and adx >= 20 and open < ema50hi
sell= efi2 < 0 and efi > 0 and efi[1] > efi and adx >= 20 and open > ema50lo

//ell= rsi > 50 and ta.crossunder(wma5, wma9) and psar > high and ema18 <= ema50hi and macdline > 0 and macdline < signalline
//buy= ta.crossunder(close, ema50) and rsi < 50 and adx2 < adx2[1] and k < 25 and psar > high
//uy= rsi < 60 and ta.crossover(wma5, wma9)  and psar < low and ema18 >= ema50 and macdline2 > 0 and diplus2 < 30 // and histline2 < 0  
//buy=  ema18 > ema50 and ta.crossunder(rsi, 45) and open < ema50hi and adx2[3] < adx2 and diplus2 < 25 and macdline < 0  and adx < 10
//sell= ta.crossover(close, ema50) and rsi > 50 and adx2 < adx2[1] and k > 75 and psar < low
//ell= ema18 < ema50 and ta.crossover(rsi, 60) and open > ema50lo and diminus2 < 30 and macdline2 < 0 and adx2[2] < adx2 
//buy sell conditions 1
//buy= ta.crossover(wma5, ema18) and ema18 > ema50lo and diplus > 22 and diminus < 22 and adx > 15
//ell= ta.crossover(psar, high) and macdline2 < signalline2 and rsi < rsisma
//when conditions
buytrig= ema34 >= ema50lo
selltrig= ema34 <= ema50hi
//strategy
sl= low - atr * 8
tp= high +  atr * 4
sellsl= high + atr * 8
selltp= low - atr * 4
if(buy)
    strategy.entry("buy", strategy.long, when= buytrig)
    strategy.exit("exit buy", "buy", limit= tp, stop= sl)
    strategy.close("close", when= ta.crossunder(ema34, ema50lo))
if(sell)
    strategy.entry("sell", strategy.short, when= selltrig)
    strategy.exit("exit sell", "sell", limit= selltp, stop= sellsl)