ট্রিপল ওভারট্রেন্ড ইচিমোকু ক্লাউড কোয়ান্টিটেটিভ ট্রেডিং কৌশল

/*backtest
start: 2022-12-20 00:00:00
end: 2023-12-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy(title="HyperTrend", shorttitle="HyperTrend", overlay=true )

// 
float percent_of_portfo = input.int(2, title = "percent of portfo per order", minval = 0, maxval = 100) / 100

// ichimoku Cloud
conversionPeriods = input.int(9, minval=1, title="Conversion Line Length", group = "ichimoku")
basePeriods = input.int(26, minval=1, title="Base Line Length", group = "ichimoku")
laggingSpan2Periods = input.int(52, minval=1, title="Leading Span B Length", group = "ichimoku")
displacement = input.int(26, minval=1, title="Lagging Span", group = "ichimoku")
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)
p1 = plot(leadLine1, offset = displacement - 1, color=#A5D6A7,
	 title="Leading Span A", display = display.none)
p2 = plot(leadLine2, offset = displacement - 1, color=#ef9a9a,
	 title="Leading Span B", display = display.none)
plot(leadLine1 > leadLine2 ? leadLine1 : leadLine2, offset = displacement - 1, title = "Kumo Cloud Upper Line", display = display.none) 
plot(leadLine1 < leadLine2 ? leadLine1 : leadLine2, offset = displacement - 1, title = "Kumo Cloud Lower Line", display = display.none) 
fill(p1, p2, color = leadLine1 > leadLine2 ? color.rgb(67, 160, 72, 59) : color.rgb(244, 67, 54, 70))


// three supertrend

//1
atrPeriod1 = input(10, "ATR Length1", group="SuperTrend")
factor1 = input.float(1.0, "Factor1", step = 0.01, group="SuperTrend")

[supertrend1, direction1] = ta.supertrend(factor1, atrPeriod1)
supertrend1 := barstate.isfirst ? na : supertrend1

bodyMiddle1 = plot(barstate.isfirst ? na : (open + close) / 2, display = display.none)
upTrend1 =    plot(direction1 < 0 ? supertrend1 : na, "Up Trend",   color = color.green, style = plot.style_linebr)
downTrend1 =  plot(direction1 < 0 ? na : supertrend1, "Down Trend", color = color.red,   style = plot.style_linebr)


//2
atrPeriod2 = input(11, "ATR Length2", group="SuperTrend")
factor2 = input.float(2.0, "Factor2", step = 0.01, group="SuperTrend")

[supertrend2, direction2] = ta.supertrend(factor2, atrPeriod2)
supertrend2 := barstate.isfirst ? na : supertrend2

bodyMiddle2 = plot(barstate.isfirst ? na : (open + close) / 2, display = display.none)
upTrend2 =    plot(direction2 < 0 ? supertrend2 : na, "Up Trend",   color = color.green, style = plot.style_linebr)
downTrend2 =  plot(direction2 < 0 ? na : supertrend2, "Down Trend", color = color.red,   style = plot.style_linebr)


//3
atrPeriod3 = input(12, "ATR Length2", group="SuperTrend")
factor3 = input.float(3.0, "Factor2", step = 0.01, group="SuperTrend")

[supertrend3, direction3] = ta.supertrend(factor3, atrPeriod3)
supertrend3 := barstate.isfirst ? na : supertrend3

bodyMiddle3 = plot(barstate.isfirst ? na : (open + close) / 2, display = display.none)
upTrend3 =    plot(direction3 < 0 ? supertrend3 : na, "Up Trend",   color = color.green, style = plot.style_linebr)
downTrend3 =  plot(direction3 < 0 ? na : supertrend3, "Down Trend", color = color.red,   style = plot.style_linebr)


// ATR
lengthATR = input.int(title="Length (ATR)", defval=14, minval=1, group="ATR")
smoothingATR = input.string(title="Smoothing (ATR)", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"], group="ATR")
ma_function(sourceATR, lengthATR) =>
	switch smoothingATR
		"RMA" => ta.rma(sourceATR, lengthATR)
		"SMA" => ta.sma(sourceATR, lengthATR)
		"EMA" => ta.ema(sourceATR, lengthATR)
		=> ta.wma(sourceATR, lengthATR)
ATR = ma_function(ta.tr(true), lengthATR)
plot(ATR, title = "ATR", color=color.new(#B71C1C, 0), display = display.none)

// EMA
lenEMA = input.int(200, minval=1, title="Length of EMA", group="EMA")
srcEMA = input(close, title="Source of EMA", group="EMA")
offset = input.int(title="Offset (EMA)", defval=0, minval=-500, maxval=500, group="EMA")
outEMA = ta.ema(srcEMA, lenEMA)
plot(outEMA, title="EMA", color=color.blue, offset=offset, display = display.none)

ma(sourceEMA, lengthEMA, type) =>
    switch type
        "SMA" => ta.sma(sourceEMA, lengthEMA)
        "EMA" => ta.ema(sourceEMA, lengthEMA)
        "SMMA (RMA)" => ta.rma(sourceEMA, lengthEMA)
        "WMA" => ta.wma(sourceEMA, lengthEMA)
        "VWMA" => ta.vwma(sourceEMA, lengthEMA)

typeMA = input.string(title = "Method (EMA)", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="EMA")
smoothingLengthEMA = input.int(title = "Smoothing Length (EMA)", defval = 5, minval = 1, maxval = 100, group="EMA")

smoothingLine = ma(outEMA, smoothingLengthEMA, typeMA)
plot(smoothingLine, title="Smoothing Line", color=#f37f20, offset=offset, display=display.none)


//logic



if (open + ATR > supertrend1) and (open + ATR > supertrend2) and (open + ATR > supertrend3) 
	strategy.entry("L", strategy.long)
else if (open < supertrend1 + ATR) and (open < supertrend2 + ATR) and (open < supertrend3 + ATR) 
	strategy.entry("S", strategy.short)
else
	strategy.close_all("C")