দ্রুত এবং ধীর EMA গোল্ডেন ক্রস ব্রেকআউট কৌশল

/*backtest
start: 2023-11-23 00:00:00
end: 2023-11-30 00:00:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
// 
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © gregoirejohnb
// @It is modified by ttsaadet.
// Moving average crossover systems measure drift in the market. They are great strategies for time-limited people.
// So, why don't more people use them?
// 

//
strategy(title="EMA Crossover Strategy by TTS", shorttitle="EMA-5-8-13 COS by TTS", overlay=true, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=100, currency=currency.TRY,commission_type=strategy.commission.percent,commission_value=0.04, process_orders_on_close = true, initial_capital = 100000)

// === GENERAL INPUTS ===
//strategy start date
start_year = input(defval=2020, title="Backtest Start Year")

// === LOGIC ===
short_period = input(type=input.integer,defval=5,minval=1,title="Length")
mid_period = input(type=input.integer,defval=8,minval=1,title="Length")
long_period = input(type=input.integer,defval=13,minval=1,title="Length")
rsi_period = input(type=input.integer,defval=14,minval=1,title="Length")
longOnly = input(type=input.bool,defval=false,title="Long Only")
shortEma = ema(close,short_period)
midEma = ema(close,mid_period)
longEma = ema(close,long_period)

rsi = rsi(close, rsi_period)

[diplus, diminus, adx] = dmi(short_period, short_period)
plot(shortEma,linewidth=2,color=color.red,title="Fast")
plot(midEma,linewidth=2,color=color.orange,title="Fast")
plot(longEma,linewidth=2,color=color.blue,title="Slow")

longEntry = crossover(shortEma,midEma) and crossover(shortEma,longEma) //or ((shortEma > longEma) and crossover(shortEma,midEma)))and (adx > 25)
shortEntry =((shortEma < midEma) and crossunder(shortEma,longEma)) or ((shortEma < longEma) and crossunder(shortEma,midEma))

plotshape(longEntry ? close : na,style=shape.triangleup,color=color.green,location=location.belowbar,size=size.small,title="Long Triangle")
plotshape(shortEntry and not longOnly ? close : na,style=shape.triangledown,color=color.red,location=location.abovebar,size=size.small,title="Short Triangle")
plotshape(shortEntry and longOnly ? close : na,style=shape.xcross,color=color.black,location=location.abovebar,size=size.small,title="Exit Sign")

// === STRATEGY - LONG POSITION EXECUTION ===
enterLong() =>
    longEntry and 
       time > timestamp(start_year, 1, 1, 01, 01)
exitLong() =>
    crossunder(shortEma,longEma) or crossunder(close, longEma)

strategy.entry(id="Long", long=strategy.long, when=enterLong())
strategy.close(id="Long", when=exitLong())


// === STRATEGY - SHORT POSITION EXECUTION ===

enterShort() =>
    not longOnly and shortEntry and 
       time > timestamp(start_year, 1, 1, 01, 01)
exitShort() =>
    crossover(shortEma,longEma)

strategy.entry(id="Short", long=strategy.short, when=enterShort())
strategy.close(id="Short", when=exitShort())