Ichimoku ট্রেন্ড অনুসরণ কৌশল

/*backtest
start: 2022-12-19 00:00:00
end: 2023-12-25 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
// Credit for the initial code to nathanhoffer - I simply added the ability to select a time period
//
strategy("Cloud Breakout", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.0)

/////////////// Component Code Start ///////////////
testStartYear = input(2016, "Backtest Start Year") 
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay, 0, 0)

testStopYear = input(2019, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay, 0, 0)

testPeriod() => true

Ten = input(18, minval=1, title="Tenkan")
Kij = input(60, minval=1, title="Kijun")
LeadSpan = input(30, minval=1, title="Senkou B")
Displace = input(52, minval=1, title="Senkou A")
SpanOffset = input(52, minval=1, title="Span Offset")

sts = input(true, title="Show Tenkan")
sks = input(true, title="Show Kijun")
ssa = input(true, title="Show Span A")
ssb = input(true, title="Show Span B")
sc = input(true, title="Show Chikou")

source = close

//Script for Ichimoku Indicator
donchian(len) => avg(lowest(len), highest(len))
TS = donchian(Ten)
KS = donchian(Kij)
SpanA = avg(TS, KS)
SpanB = donchian(LeadSpan)

CloudTop = max(TS, KS)

Chikou = source[Displace]
SpanAA = avg(TS, KS)[SpanOffset]
SpanBB = donchian(LeadSpan)[SpanOffset]

//Kumo Breakout (Long)
SpanA_Top = SpanAA >= SpanBB ? 1 : 0
SpanB_Top = SpanBB >= SpanAA ? 1 : 0

SpanA_Top2 = SpanA >= SpanB ? 1 : 0
SpanB_Top2 = SpanB >= SpanA ? 1 : 0

SpanA1 = SpanA_Top2 ? SpanA : na
SpanA2 = SpanA_Top2 ? SpanB : na

SpanB1 = SpanB_Top2 ? SpanA : na
SpanB2 = SpanB_Top2 ? SpanB : na

//plot for Tenkan and Kijun (Current Timeframe)
p1= plot(sts and TS ? TS : na, title="Tenkan", linewidth = 2, color = gray)
p2 = plot(sks and KS ? KS : na, title="Kijun", linewidth = 2, color = black)
//p5 = plot(sc and KS ? KS : na, title="Chikou", linewidth = 2, color = orange)
p5 = plot(sc and Displace ? close: na, title="Chikou", linewidth = 2, offset=-Displace, color = orange)

//Plot for Kumo Cloud (Dynamic Color)
p3 = plot(ssa and SpanA ? SpanA : na, title="SpanA", linewidth=2, offset=Displace, color=green)
p4 = plot(ssb and SpanB ? SpanB : na, title="SpanB", linewidth=2, offset=Displace, color=red)

p8 = plot(ssa and SpanA1 ? SpanA1 : na, title="Span A1 above", style=linebr, linewidth=1, offset=Displace, color=green)
p9 = plot(ssa and SpanA2 ? SpanA2 : na, title="Span A2 above", style=linebr, linewidth=1, offset=Displace, color=green)
p10 = plot(ssb and SpanB1 ? SpanB1 : na, title="Span B1 above", style=linebr, linewidth=1, offset=Displace, color=red)
p11 = plot(ssb and SpanB2 ? SpanB2 : na, title="Span B2 above", style=linebr, linewidth=1, offset=Displace, color=red)

fill(p8, p9, color = lime, transp=70, title="Kumo Cloud Up")
fill (p10, p11, color=red, transp=70, title="Kumo Cloud Down")

LongSpan = (SpanA_Top and source[1] < SpanAA[1] and source > SpanAA) or (SpanB_Top and source[1] < SpanBB[1] and source > SpanBB) ? 1 : 0
cupSpan = LongSpan  == 1 ? LongSpan : 0

Long_Breakout = (SpanA_Top ==1 and crossover(source, SpanAA)) or (SpanB_Top ==1 and crossover(source, SpanBB))

ShortSpan = (SpanB_Top and source[1] > SpanAA[1] and source < SpanAA) or (SpanA_Top and source[1] > SpanBB[1] and source < SpanBB) ? 1 : 0
cdnSpan = ShortSpan == 1 ? ShortSpan : 0

Short_Breakout = (SpanA_Top ==1 and crossunder(source, SpanBB)) or (SpanB_Top ==1 and crossunder(source, SpanAA))

//Kumo Twist
Kumo_Twist_Long = SpanA[1] < SpanB[1] and SpanA > SpanB ? 1 : 0
Kumo_Twist_Short = SpanA[1] > SpanB[1] and SpanA < SpanB ? 1 : 0

cupD = Kumo_Twist_Long == 1 ? Kumo_Twist_Long : 0
cdnD = Kumo_Twist_Short == 1 ? Kumo_Twist_Short : 0

Chikou_Above = close > Chikou
Chikou_Below = close < Chikou

long = (cross(TS, SpanA) or cross(TS, SpanB)) and TS>SpanA and TS>SpanB and TS>=KS
short = cross(TS, KS) and KS >= TS

if testPeriod()
    strategy.entry("long", strategy.long, when=Long_Breakout)
    strategy.entry("short", strategy.short, when=Short_Breakout)