গতিশীল ঊর্ধ্বমুখী ADX ট্রেন্ড অনুসরণ কৌশল

/*backtest
start: 2023-12-03 00:00:00
end: 2023-12-10 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/
// © dhilipthegreat

//@version=4
//Rising ADX strategy

strategy(title="Rising ADX strategy", overlay=false)

adxlen = input(14, title="ADX Length", minval=1)
threshold = input(10, title="threshold", minval=5)

hline(threshold, color=color.black, linestyle=hline.style_dashed)

atype = input(2,minval=1,maxval=7,title="1=SMA, 2=EMA, 3=WMA, 4=HullMA")
malen=input(20, title="Moving average 1 ",minval=1, maxval=50)
avg = atype == 1 ? sma(close,malen) : atype == 2 ? ema(close,malen) : atype == 3 ? wma(close,malen) : atype == 4 ? hma(close,malen) : na

atype2 = input(2,minval=1,maxval=7,title="1=SMA, 2=EMA, 3=WMA, 4=HullMA")
malen2=input(20, title="Moving average 2",minval=1, maxval=200)
avg2 = atype2 == 1 ? sma(close,malen2) : atype2 == 2 ? ema(close,malen2) : atype2 == 3 ? wma(close,malen2) : atype2 == 4 ? hma(close,malen2) : na

//ADX&DI
dilen = 14
dirmov(len,_high,_low,_tr) =>
	up = change(_high)
	down = -change(_low)
	plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
    minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
	truerange = rma(_tr, len)
	
	plus = fixnan(100 * rma(plusDM, len) / truerange)
	minus = fixnan(100 * rma(minusDM, len) / truerange)

	[plus, minus]

adx(dilen, adxlen,_high,_low,_tr) =>
	[plus, minus] = dirmov(dilen,_high,_low,_tr)
	sum = plus + minus
	adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)

[plus, minus] = dirmov(dilen,high,low,tr)
sig = adx(dilen, adxlen,high,low,tr)
prev_sig = adx(dilen, adxlen,high[1],low[1],tr)
plot(sig ? sig : na, color = rising(sig, 1) ? color.lime : falling(sig, 1) ? color.orange : color.purple, title="ADX",linewidth=2)

//////
longCondition=  sig > threshold  and rising(sig, 1) and falling(prev_sig, 1) and close > avg and close > avg2
barcolor(longCondition ? color.yellow: na)
Long_side = input(true, "Long side")
if Long_side
    strategy.entry(id="Long", long=true,  when= longCondition  and strategy.position_size<1)
    exitCondition=  (rising(prev_sig, 1) and falling(sig, 1)) or close < avg and close < avg2
    strategy.close(id="Long",comment="L exit",    qty=strategy.position_size ,   when= exitCondition)   //close all

shortCondition=  sig > threshold  and rising(sig, 1) and falling(prev_sig, 1) and close < avg and close < avg2
barcolor(shortCondition ? color.gray: na)
Short_side = input(true, "Short side")
if Short_side
    strategy.entry(id="Short", long=false,  when= shortCondition  and strategy.position_size<1)
    sell_exitCondition=  (rising(prev_sig, 1) and falling(sig, 1)) or close > avg and close > avg2
    strategy.close(id="Short",comment="S exit",    qty=strategy.position_size ,   when= sell_exitCondition)   //close all

barcolor(strategy.position_size>1 ? color.lime: na)
bgcolor(strategy.position_size>1 ? color.lime: na)

barcolor(strategy.position_size<0 ? color.orange: na)
bgcolor(strategy.position_size<0 ? color.orange: na)