ক্রস-সাইকেল নির্দেশমূলক কৌশল

/*backtest
start: 2023-08-27 00:00:00
end: 2023-09-26 00:00:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy("Eltrut", shorttitle="Eltrut Strat", overlay=true, pyramiding=0, default_qty_type= strategy.percent_of_equity,calc_on_order_fills=false, slippage=25,commission_type=strategy.commission.percent,commission_value=0.075)

testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)

testStopYear = input(2030, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(30, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)


// R E F L E X / T R E N D F L E X

f_supersmoother(_src,_len)=>
    pi = 2 * asin(1)
    _a = exp(-sqrt(2) * pi / _len)
    _c2 = 2 * _a * cos(sqrt(2) * pi / _len)
    _c3 = -_a * _a
    _c1 = 1 - _c2 - _c3
    _out = 0.0
    _out := _c1 * _src + _c2 * nz(_out[1],nz(_src[1],_src)) + _c3 * nz(_out[2],nz(_src[2],nz(_src[1],_src)))

f_IQIFM(_src1,_max)=>
    _src = _src1 < 0.001 ? _src1 * 10000 : _src1
    _imult = 0.635, _qmult = 0.338 , _inphase = 0.0, _quad = 0.0
    _re = 0.0, _im = 0.0, _deltaphase = 0.0, _instper = 0.0, _per = 0.0, _v4 = 0.0
    _v1 = _src - nz(_src[7])
    _inphase := 1.25 * (nz(_v1[4]) - _imult * _v1[2]) + _imult * nz(_inphase[3])
    _quad := _v1[2] - _qmult * _v1 + _qmult * nz(_quad[2])
    _re := 0.2 * (_inphase * _inphase[1] + _quad * _quad[1]) + 0.8 * nz(_re[1])
    _im := 0.2 * (_inphase * _quad[1] - _inphase[1] * _quad) + 0.8 * nz(_im[1])
    if _re != 0.0
        _deltaphase := atan(_im / _re)
    for i = 0 to _max
        _v4 := _v4 + _deltaphase[i]
        if _v4 > 4 * asin(1) and _instper == 0.0
            _instper := i
    if _instper == 0.0
        _instper := nz(_instper[1])
    _per := 0.25 * _instper + 0.75 * nz(_per[1])
    _per

f_flex(_src1, _fixed_len, _reflex) =>
    _src = _src1
    _len = _fixed_len 
    _ss1 = f_supersmoother(_src, _len)
    _ss = _ss1
    _slope = (_ss[_len] - _ss) / _len
    _sum = 0.0
    for _i = 1 to _len
        _c1 = _reflex ? _ss + _i * _slope - _ss[_i] : _ss - _ss[_i]
        _sum := _sum + _c1
    _sum := _sum / _len
    _ms = 0.0
    _ms := 0.04 * pow(_sum,2) + 0.96 * nz(_ms[1])
    _flex1 = _ms != 0 ? _sum / sqrt(nz(_ms)) : 0.0
    _flex = _flex1
    _flex

rflx = f_flex(close, 20, true)  
trndflx = f_flex(close, 20, false)   

// S I G N A L
hi7 = highest(7)
lo7 = lowest(7)
long_cond = crossunder(close, lo7[1])
short_cond = crossover(close, hi7[1])

// F I L T E R S

long_filter1 = trndflx < 1
short_filter1 = trndflx > -1

basis = sma(close, 35)
dev = 3 * stdev(close, 35)
long_filter2 = close > basis - dev
short_filter2 = close < basis + dev

// S T R A T E G Y

long = long_cond and long_filter1 and long_filter2
short = short_cond and short_filter1 and short_filter2

if( true)
    strategy.entry("Long", strategy.long, when = long)
    strategy.entry("Long", strategy.long, when = short)


// User Options to Change Inputs (%)
stopPer = input(3, title='Stop Loss %', type=input.float) / 100
takePer = input(9, title='Take Profit %', type=input.float) / 100

// Determine where you've entered and in what direction
longStop = strategy.position_avg_price * (1 - stopPer)
shortStop = strategy.position_avg_price * (1 + stopPer)
shortTake = strategy.position_avg_price * (1 - takePer)
longTake = strategy.position_avg_price * (1 + takePer)

if strategy.position_size > 0 
    strategy.exit(id="Exit Long", stop=longStop, limit=longTake)
if strategy.position_size < 0 
    strategy.exit(id="Exit Short", stop=shortStop, limit=shortTake)


// P L O T 

plotshape(long, color = #1e90ff, text = "", style=shape.triangleup, location=location.belowbar, size=size.tiny)
plotshape(short, color = #ff69b4, text = "", style=shape.triangledown, location=location.abovebar, size=size.tiny)

alertcondition(long, "Long", "Enter Long")
alertcondition(short, "Short", "Enter S")