মোমেন্টাম ব্রেকআউট বলিঙ্গার ব্যান্ড ট্রেডিং কৌশল

/*backtest
start: 2024-01-05 00:00:00
end: 2024-02-04 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/
// © KAIST291

//@version=4
initial_capital=1000
strategy("prototype", overlay=true)
length1=input(1)
length3=input(3)
length7=input(7)
length9=input(9)
length14=input(14)
length20=input(20)
length60=input(60)
length120=input(120)
ma1= sma(close,length1)
ma3= sma(close,length3)
ma7= sma(close,length7)
ma9= sma(close,length9)
ma14=sma(close,length14)
ma20=sma(close,length20)
ma60=sma(close,length60)
ma120=sma(close,length120)
rsi=rsi(close,14)
// BUYING VOLUME AND SELLING VOLUME //
BV = iff( (high==low), 0, volume*(close-low)/(high-low))
SV = iff( (high==low), 0, volume*(high-close)/(high-low))
vol = iff(volume > 0, volume, 1)
dailyLength = input(title = "Daily MA length", type = input.integer, defval = 50, minval = 1, maxval = 100)
weeklyLength = input(title = "Weekly MA length", type = input.integer, defval = 10, minval = 1, maxval = 100)
//-----------------------------------------------------------
Davgvol = sma(volume, dailyLength)
Wavgvol = sma(volume, weeklyLength)
//-----------------------------------------------------------
length = input(20, minval=1)
src = input(close, title="Source")
mult = input(2.0, minval=0.001, maxval=50, title="StdDev")
mult2= input(1.5, minval=0.001, maxval=50, title="exp")
mult3= input(1.0, minval=0.001, maxval=50, title="exp1")
mult4= input(2.5, minval=0.001, maxval=50, title="exp2")
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
dev2= mult2 * stdev(src, length)
Supper= basis + dev2
Slower= basis - dev2
dev3= mult3 * stdev(src, length)
upper1= basis + dev3
lower1= basis - dev3
dev4= mult4 * stdev(src, length)
upper2=basis + dev4
lower2=basis - dev4
offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500)
plot(basis, "Basis", color=#FF6D00, offset = offset)
p1 = plot(upper, "Upper", color=#2962FF, offset = offset)
p2 = plot(lower, "Lower", color=#2962FF, offset = offset)
fill(p1, p2, title = "Background", color=color.rgb(33, 150, 243, 95))
//----------------------------------------------------
exit=(close-strategy.position_avg_price / strategy.position_avg_price*100)
bull=( BV>SV and BV>Davgvol)
bull2=(BV>SV and BV>Davgvol)
bux =(close>Supper and close>Slower and volume<Davgvol)
bear=(SV>BV and SV>Davgvol)
con=(BV>Wavgvol and rsi>80)
imInATrade = strategy.position_size != 0
highestPriceAfterEntry = valuewhen(imInATrade, high, 0)
// STRATEGY LONG //
if (bull and close>upper1 and close>Supper and high>upper and rsi<80)
    strategy.entry("Long",strategy.long)

if (strategy.position_avg_price*1.02<close)
    strategy.close("Long")
else if (low<ma9 and strategy.position_avg_price<close)
    strategy.close("Long")
else if (ma20>close and strategy.position_avg_price<close )
    strategy.close("Long")
else if (rsi>80 and strategy.position_avg_price<close)
    strategy.close("Long")
else if (strategy.openprofit < strategy.position_avg_price*0.9-close)
    strategy.close("Long")
else if (high<upper and strategy.position_avg_price<close)
    strategy.close("Long")
//////////////////////////////////////////////////////////////////////////////////

//////////////////////////////////////////////////////////////////////////////////
strategy.entry("Short",strategy.short,when=low<ma20 and low<lower1 and close<Slower and crossunder(ma60,ma120))

if (close<strategy.position_avg_price*0.98)
    strategy.close("Short")

else if (rsi<20)
    strategy.close("Short")