বলিঙ্গার ব্যান্ড স্বল্পমেয়াদী রিভার্সাল কোয়ান্টিটেটিভ স্ট্র্যাটেজি মুভিং এভারেজের উপর ভিত্তি করে

/*backtest
start: 2022-12-12 00:00:00
end: 2023-12-18 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
strategy("BCE Version of EMA, SMA Mean Reversion", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
 
// Inputs
st_yr_inp = input(defval=2017, title='Backtest Start Year')
st_mn_inp = input(defval=01, title='Backtest Start Month')
st_dy_inp = input(defval=01, title='Backtest Start Day')
en_yr_inp = input(defval=2025, title='Backtest End Year')
en_mn_inp = input(defval=01, title='Backtest End Month')
en_dy_inp = input(defval=01, title='Backtest End Day')
sma_lookback = input(defval=100, title="Lookback Period For SMA")
ema_lookback = input(defval=10, title="Lookback Period For EMA")
long_diff_perc = input(defval=6, title="Percentage Deviation From SMA to go Long")/100
short_diff_perc = input(defval=20, title="Percentage Deviation From SMA to go Short")/100
ema_filter_bars = input(defval=4, title="The number of bars the EMA must rise/fall")
lng_allwd = input(defval=true, title="Allow Longs?")
srt_allwd = input(defval=true, title="Allow Shorts?")
use_stop = input(defval=true, title="Use Stoploss?")
stop_perc = input(defval=30, title="Stop Loss Percentage")/100
 
// Dates
start = timestamp(st_yr_inp, st_mn_inp, st_dy_inp,00,00)
end = timestamp(en_yr_inp, en_mn_inp, en_dy_inp,00,00)
can_trade = time >= start and time <= end
// Indicators Setup
sma = sma(close, sma_lookback)
ema = ema(close, ema_lookback)
 
// Strategy Calcuations
close_stdev = stdev(close, sma_lookback)
sd1_upper = close + (close_stdev * 1)
sd1_lower = close - (close_stdev * 1)
close_diff = (close - sma) / sma
 
// Entries and Exits
longCondition = close > sma and open > sma
if (time >= start and time <= end)
    if (longCondition)
        strategy.entry("Long", strategy.long)
    if use_stop
        stop_price = close * (1 - stop_perc)
        strategy.order("Long Stoploss", false, stop=stop_price)
 
shortCondition = close < sma and open < sma
if (shortCondition)
//    strategy.entry("Short", strategy.short)
//    if use_stop
//        stop_price = close * (1 + stop_perc)
//        strategy.order("Short Stoploss", true, stop=stop_price)
//if (time >= start)    
    strategy.close("Long", when=close < sma and open < sma)
//strategy.cancel("Long Stoploss", when=sma < sma[1])
//    strategy.close("Short", when=close > sma and open > sma)
//strategy.cancel("Short Stoploss", when=close_diff<=0)
 
// Plotting
sma_col = sma > sma[1] ? green : red
ema_fill = close_diff <= -long_diff_perc ? lime : close_diff >= short_diff_perc ? maroon : aqua
p_sma = plot(sma, color=sma_col, linewidth=3)
p_ema = plot(ema, color=black, linewidth=2)
p_sd1 = plot(sd1_upper, color=black, linewidth=1, transp=85)
p_sd2 = plot(sd1_lower, color=black, linewidth=1, transp=85)
fill(p_sd1, p_sd2, title='STDEV Fill', color=silver, transp=80)
fill(p_sma, p_ema, title='EMA > Mean Percentage', color=ema_fill, transp=80)