গ্রেডিয়েন্ট রিভার্সাল ট্রেডিং কৌশল

/*backtest
start: 2022-10-02 00:00:00
end: 2023-10-08 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
//Created by 100kiwi
strategy(title = "TrapTrading", overlay = true)

/////////////////////////////////////////////////////////////////////
// COMPONENT CODE START
//*******************************************************************
// Backtesting Period Selector | Component by pbergden
//*******************************************************************
testStartYear = input(2015, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)

testStopYear = input(2018, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)

// A switch to control background coloring of the test period
testPeriodBackground = input(title="Color Background?", type=bool, defval=true)
testPeriodBackgroundColor = testPeriodBackground and (time >= testPeriodStart) and (time <= testPeriodStop) ? #00FF00 : na
bgcolor(testPeriodBackgroundColor, transp=97)

testPeriod() => true
// COMPONENT CODE STOP
/////////////////////////////////////////////////////////////////////

// input
buySide = input(defval = true, title = "Trade Direction (ON: Buy Side OFF: Sell Side)", type = bool)
counterTrend  = input(defval = true, title = "Trade Mode (ON: Counter Trend OFF: Trend Following)", type = bool)
len1 = input(defval = 14, title = "Period")
multiple = input(defval = 1.4, title = "Multiple")

m1 = close - close[len1]
controlPoint = counterTrend ? lowest(abs(m1), len1) == abs(m1) : highest(abs(m1), len1) == abs(m1)
baseLine = valuewhen(controlPoint, avg(close, close[len1]), 0)

// trap line
atr = atr(len1)
line1Up = baseLine + (atr * multiple)
line2Up = baseLine + (atr * 2 * multiple)
line3Up = baseLine + (atr * 3 * multiple)
line4Up = baseLine + (atr * 4 * multiple)
line5Up = baseLine + (atr * 5 * multiple)
line6Up = baseLine + (atr * 6 * multiple)
line7Up = baseLine + (atr * 7 * multiple)
line8Up = baseLine + (atr * 8 * multiple)
line9Up = baseLine + (atr * 9 * multiple)
line10Up = baseLine + (atr * 10 * multiple)
line1Down = baseLine - (atr * multiple)
line2Down = baseLine - (atr * 2 * multiple)
line3Down = baseLine - (atr * 3 * multiple)
line4Down = baseLine - (atr * 4 * multiple)
line5Down = baseLine - (atr * 5 * multiple)
line6Down = baseLine - (atr * 6 * multiple)
line7Down = baseLine - (atr * 7 * multiple)
line8Down = baseLine - (atr * 8 * multiple)
line9Down = baseLine - (atr * 9 * multiple)
line10Down = baseLine - (atr * 9 * multiple)

// draw
color = close >= baseLine ? teal : red
barcolor(controlPoint ? yellow : na, title = "Candle Color")

plot(baseLine, title = "Base Line", color = white, linewidth = 4, style = stepline, transp = 0)
plot(line1Up, title = "1Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line2Up, title = "2Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line3Up, title = "3Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line4Up, title = "4Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line5Up, title = "5Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line6Up, title = "6Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line7Up, title = "7Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line8Up, title = "8Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line9Up, title = "9Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line10Up, title = "10Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line1Down, title = "1Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line2Down, title = "2Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line3Down, title = "2Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line4Down, title = "4Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line5Down, title = "5Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line6Down, title = "6Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line7Down, title = "7Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line8Down, title = "8Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line9Down, title = "9Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line10Down, title = "10Down Line", color = red, linewidth = 1, style = stepline, transp = 0)

// strategy code
if testPeriod() and buySide
    strategy.exit("Exit Long0", from_entry = "Long0", qty = 1, limit = line2Up)
    strategy.exit("Exit Long1", from_entry = "Long1", qty = 1, limit = line1Up)
    strategy.exit("Exit Long2", from_entry = "Long2", qty = 1, limit = baseLine)
    strategy.exit("Exit Long3", from_entry = "Long3", qty = 1, limit = line1Down)
    strategy.exit("Exit Long4", from_entry = "Long4", qty = 1, limit = line2Down)
    strategy.exit("Exit Long5", from_entry = "Long5", qty = 1, limit = line3Down)
    strategy.exit("Exit Long6", from_entry = "Long6", qty = 1, limit = line4Down)
    strategy.exit("Exit Long7", from_entry = "Long7", qty = 1, limit = line5Down)
    strategy.exit("Exit Long8", from_entry = "Long8", qty = 1, limit = line6Down)
    strategy.exit("Exit Long9", from_entry = "Long9", qty = 1, limit = line7Down)
    strategy.exit("Exit Long10", from_entry = "Long10", qty = 1, limit = line8Down)
    strategy.order("Long0", strategy.long, qty = 1, limit = baseLine, when = strategy.position_size <= 0)
    strategy.order("Long1", strategy.long, qty = 1, limit = line1Down, when = strategy.position_size <= 1)
    strategy.order("Long2", strategy.long, qty = 1, limit = line2Down, when = strategy.position_size <= 2)
    strategy.order("Long3", strategy.long, qty = 1, limit = line3Down, when = strategy.position_size <= 3)
    strategy.order("Long4", strategy.long, qty = 1, limit = line4Down, when = strategy.position_size <= 4)
    strategy.order("Long5", strategy.long, qty = 1, limit = line5Down, when = strategy.position_size <= 5)
    strategy.order("Long6", strategy.long, qty = 1, limit = line6Down, when = strategy.position_size <= 6)
    strategy.order("Long7", strategy.long, qty = 1, limit = line7Down, when = strategy.position_size <= 7)
    strategy.order("Long8", strategy.long, qty = 1, limit = line8Down, when = strategy.position_size <= 8)
    strategy.order("Long9", strategy.long, qty = 1, limit = line9Down, when = strategy.position_size <= 9)
    strategy.order("Long10", strategy.long, qty = 1, limit = line10Down, when = strategy.position_size <= 10)
else
    if testPeriod() and not buySide
        strategy.exit("Exit Short0", from_entry = "Short0", qty = 1, limit = line2Down)
        strategy.exit("Exit Short1", from_entry = "Short1", qty = 1, limit = line1Down)
        strategy.exit("Exit Short2", from_entry = "Short2", qty = 1, limit = baseLine)
        strategy.exit("Exit Short3", from_entry = "Short3", qty = 1, limit = line1Up)
        strategy.exit("Exit Short4", from_entry = "Short4", qty = 1, limit = line2Up)
        strategy.exit("Exit Short5", from_entry = "Short5", qty = 1, limit = line3Up)
        strategy.exit("Exit Short6", from_entry = "Short6", qty = 1, limit = line4Up)
        strategy.exit("Exit Short7", from_entry = "Short7", qty = 1, limit = line5Up)
        strategy.exit("Exit Short8", from_entry = "Short8", qty = 1, limit = line6Up)
        strategy.exit("Exit Short9", from_entry = "Short9", qty = 1, limit = line7Up)
        strategy.exit("Exit Short10", from_entry = "Short10", qty = 1, limit = line8Up)
        strategy.order("Short0", strategy.short, qty = 1, limit = baseLine, when = strategy.position_size >= 0)
        strategy.order("Short1", strategy.short, qty = 1, limit = line1Up, when = strategy.position_size >= -1)
        strategy.order("Short2", strategy.short, qty = 1, limit = line2Up, when = strategy.position_size >= -2)
        strategy.order("Short3", strategy.short, qty = 1, limit = line3Up, when = strategy.position_size >= -3)
        strategy.order("Short4", strategy.short, qty = 1, limit = line4Up, when = strategy.position_size >= -4)
        strategy.order("Short5", strategy.short, qty = 1, limit = line5Up, when = strategy.position_size >= -5)
        strategy.order("Short6", strategy.short, qty = 1, limit = line6Up, when = strategy.position_size >= -6)
        strategy.order("Short7", strategy.short, qty = 1, limit = line7Up, when = strategy.position_size >= -7)
        strategy.order("Short8", strategy.short, qty = 1, limit = line8Up, when = strategy.position_size >= -8)
        strategy.order("Short9", strategy.short, qty = 1, limit = line9Up, when = strategy.position_size >= -9)
        strategy.order("Short10", strategy.short, qty = 1, limit = line10Up, when = strategy.position_size >= -10)