মাল্টি-টাইপ মুভিং এভারেজ ট্রেডিং কৌশল

/*backtest
start: 2023-09-11 00:00:00
end: 2023-09-12 22:00:00
period: 1m
basePeriod: 1m
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/
// © HAMIDBOX

//@version=4
strategy("Multi-X by HAMID-BOX", overlay=true)

maType(source , length, type)   =>
    type    == "SMA"            ? sma(source , length)  :
     type   == "EMA"            ? ema(source , length)  :
     type   == "RMA"            ? rma(source, length)   : 
     type   == "WMA"            ? wma(source, length)   :
     type   == "VWMA"           ? vwma(source, length)  :
     na
     
////////////////////////////////////////////////////////////////////////////////
colorup             = #11ff00
colordn             = #e91e63

/////////////////////////// MOVING AVERAGE №1 INPUTS ///////////////////////////
ma1_show            = input(title="MA №1", defval=true, type=input.bool, inline="ma1")
ma1type             = input(title="", defval="EMA", options=["SMA","EMA","RMA","WMA","VWMA"], inline="ma1")
ma1src              = input(title="", defval=close, type=input.source, inline="ma1")
ma1Len              = input(title="", defval=9, type=input.integer, inline="ma1")
ma1col              = input(colorup, "", type=input.color, inline="ma1")

ma1                 = maType(ma1src, ma1Len, ma1type)

ma1p = plot(ma1_show ? ma1 : na, linewidth=1, color=color.new(ma1col , 50))

/////////////////////////// MOVING AVERAGE №2 INPUTS ///////////////////////////
ma2_show            = input(title="MA №2", defval=true, type=input.bool, inline="ma2")
ma2type             = input(title="", defval="SMA", options=["SMA","EMA","RMA","WMA","VWMA"], inline="ma2")
ma2src              = input(title="", defval=close, type=input.source, inline="ma2")
ma2Len              = input(title="", defval=21, type=input.integer, inline="ma2")
ma2col              = input(colordn, "", type=input.color, inline="ma2")

ma2                 = maType(ma2src, ma2Len, ma2type)

ma2p = plot(ma2_show ? ma2 : na, linewidth=1, color=color.new(ma2col , 50))

/////////////////////////// MOVING AVERAGE №3 INPUTS ///////////////////////////

read                = input(title="For Safe Side = Read This >>>", defval=true, tooltip="If you want to play on the safe side, Check ON Moving Average № 3, MA №3 shows the major trend, its work as a Trend-Zone,\nRule: Do not open trades if the market is below MA № 3, WHY? because Trend is Bearish and it will make more Down, NOTE:: It is possible after adding MA № 3, it will give you a small profit. But the great advantage of that, it will reduce your loss and it will also increase your Profit Factor.\nAnd if you not have any issue with Risk then you can Leave Moving Average No 3")
ma3_show            = input(title="MA №3", defval=false, type=input.bool, inline="ma3")
ma3type             = input(title="", defval="SMA", options=["SMA","EMA","RMA","WMA","VWMA"], inline="ma3")
// ma3srcH          = input(title="", defval=high, type=input.source, inline="ma3")
// ma3srcL          = input(title="", defval=low, type=input.source, inline="ma3")
ma3Len              = input(title="", defval=50, type=input.integer, inline="ma3")
ma3col              = input(colordn, "", type=input.color, inline="ma3")

ma3H                = maType(high, ma3Len, ma3type)
ma3L                = maType(low, ma3Len, ma3type)

ma3p                = plot(ma3_show ? ma3H : na, linewidth=1, color=color.new(ma3col , 50))
ma3p2               = plot(ma3_show ? ma3L : na, linewidth=1, color=color.new(ma3col , 50))

Bigcross_zone_color = if ma3_show and close > ma3H
    color.new(colorup , 90)
else
    if ma3_show and close < ma3L
        color.new(colordn , 90)
fill(ma3p , ma3p2, color=Bigcross_zone_color, title="Cross Background Color")

BigCrossSignal      = close > ma3H
ZoneCrossover       = crossover(close , ma3H)
///////////////////////////// BACK TESTING INPUTS //////////////////////////////
startTime           = input(title="Start Time", type=input.time, defval= timestamp("01 Jan 2021"))
endTime             = input(title="End Time", type=input.time, defval= timestamp("01 Jan 2100"))
inDateRange         = true

//////////////////////////// PLOTING AND COOLORING /////////////////////////////
Cross               = input(true, "Cross Sign ON/OFF") 
maCrossOver         = crossover(ma1 , ma2)
maCrossUnder        = crossunder(ma1 , ma2)
cross_zone_color    = ma1 > ma2 ? color.new(colorup , 85) : color.new(colordn , 85)

plotshape(Cross ? maCrossOver : na, title="CrossUP Sign", style=shape.triangleup, location=location.belowbar, color=color.white, size=size.tiny)
plotshape(Cross ? maCrossUnder : na, title="CrossDN Sign", style=shape.xcross, location=location.abovebar, color=#e91e63, size=size.tiny)

fill(ma1p , ma2p, color=cross_zone_color, title="Cross Background Color")

///////////////////////////////// (CONDITIONS) /////////////////////////////////

if maCrossOver and inDateRange
    if ma3_show
        strategy.entry("BUY", strategy.long, when=BigCrossSignal)
    else    
        strategy.entry("BUY", strategy.long)

if  ma3_show
    strategy.entry("BUY", strategy.long, when=ZoneCrossover)

if maCrossUnder and inDateRange
    strategy.close("BUY", comment="Exit")
if (not inDateRange)
    strategy.close_all()