OBV সূচকের উপর ভিত্তি করে পিরামিড কৌশল

/*backtest
start: 2023-11-07 00:00:00
end: 2023-12-07 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/
// © RafaelZioni

//@version=4

strategy(title = " OBV Pyr", overlay = true, pyramiding=5,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 20, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.075)
strat_dir_input = input(title="Strategy Direction", defval="long", options=["long", "short", "all"])
strat_dir_value = strat_dir_input == "long" ? strategy.direction.long : strat_dir_input == "short" ? strategy.direction.short : strategy.direction.all
strategy.risk.allow_entry_in(strat_dir_value)

//
fastLength = input(250, title="Fast filter length ", minval=1)
slowLength = input(500,title="Slow filter length",  minval=1)
source=close
v1=ema(source,fastLength)
v2=ema(source,slowLength)
 
//
 
filter=true 
src = close


LengthOBV = input(20)

nv = change(src) > 0 ? volume : change(src) < 0 ? -volume : 0*volume 
c = cum(nv) 
c_tb = c - sma(c,LengthOBV) 

// Conditions

longCond = crossover(c_tb,0)
//shortCond =crossunder(cnv_tb,0)

//

longsignal  = (v1 > v2 or filter == false ) and longCond
//shortsignal = (v1 < v2 or filter == false ) and shortCond 
 
//set take profit
 
ProfitTarget_Percent = input(3)
Profit_Ticks = close * (ProfitTarget_Percent / 100) / syminfo.mintick
 
//set take profit
 
LossTarget_Percent = input(10)
Loss_Ticks = close * (LossTarget_Percent / 100) / syminfo.mintick
 
 
////Order Placing
//
strategy.entry("Entry 1", strategy.long, when=strategy.opentrades == 0 and longsignal)
//
strategy.entry("Entry 2", strategy.long, when=strategy.opentrades == 1 and longsignal)
//
strategy.entry("Entry 3", strategy.long, when=strategy.opentrades == 2 and longsignal)
//
strategy.entry("Entry 4", strategy.long, when=strategy.opentrades == 3 and longsignal)
//
strategy.entry("Entry 5", strategy.long, when=strategy.opentrades == 4 and longsignal)
//
strategy.entry("Entry 6", strategy.long, when=strategy.opentrades == 5 and longsignal)
//
strategy.entry("Entry 7", strategy.long, when=strategy.opentrades == 6 and longsignal)
//
//
//
if strategy.position_size > 0
    strategy.exit(id="Exit 1", from_entry="Entry 1", profit=Profit_Ticks, loss=Loss_Ticks)
    strategy.exit(id="Exit 2", from_entry="Entry 2", profit=Profit_Ticks, loss=Loss_Ticks)
    strategy.exit(id="Exit 3", from_entry="Entry 3", profit=Profit_Ticks, loss=Loss_Ticks)
    strategy.exit(id="Exit 4", from_entry="Entry 4", profit=Profit_Ticks, loss=Loss_Ticks)
    strategy.exit(id="Exit 5", from_entry="Entry 5", profit=Profit_Ticks, loss=Loss_Ticks)
    strategy.exit(id="Exit 6", from_entry="Entry 6", profit=Profit_Ticks, loss=Loss_Ticks)
    strategy.exit(id="Exit 7", from_entry="Entry 7", profit=Profit_Ticks, loss=Loss_Ticks)