EMA মুভিং এভারেজের উপর ভিত্তি করে ট্রেন্ড অনুসরণ কৌশল

/*backtest
start: 2024-01-28 00:00:00
end: 2024-01-31 04:00:00
period: 45m
basePeriod: 5m
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/
// © mattehalen

//@version=4
//study("EMA 10,20 59",overlay=true)
strategy("EMA 10,20 59",overlay=true)
infoBox     = input(true, title="infoBox", type=input.bool)
infoBox2    = input(false, title="infoBox2", type=input.bool)
BuySellSignal_Bool = input(false, title="Buy & SellSignal", type=input.bool)
infoBoxSize = input(title="infoBoxSize", defval=size.large, options=[size.auto, size.tiny, size.small, size.normal, size.large, size.huge])
ema1Value   = input(10)
ema2Value   = input(20)
ema3Value   = input(59)
maxLoss = input(3000)
ema1        = ema(close,ema1Value)
ema2        = ema(close,ema2Value)
ema3        = ema(close,ema3Value)
objcnt      = 0
buyTitle    = tostring(close[1])
myProfit    = float(0)

plot(ema1,title="ema1",color=color.red,linewidth=2)
plot(ema2,title="ema2",color=color.green,linewidth=2)
plot(ema3,title="ema3",color=color.black,linewidth=2)

Buytrend = (ema1 and ema2 > ema3) and (ema1[1] and ema2[1] > ema3[1])
BarssinceBuyTrend = barssince(Buytrend)
BarssinceSellTrend = barssince(not Buytrend)
closeAtBuyTrend = close[1]
bgcolor(Buytrend ? color.green : color.red,transp=70)

BuySignal = Buytrend and not Buytrend[1] and BuySellSignal_Bool

BuySignalOut = Buytrend and (crossunder(ema1,ema2)) and BuySellSignal_Bool
BarssinceBuy = barssince(BuySignal)
bgcolor(BuySignal ? color.green : na , transp=30)
bgcolor(BuySignalOut ? color.black : na , transp=30)
plot(BarssinceBuy,title="BarssinceBuy",display=display.none)


SellSignal = not Buytrend and Buytrend[1] and BuySellSignal_Bool
SellSignalOut = not Buytrend and (crossover(ema1,ema2)) and BuySellSignal_Bool
BarssinceSell = barssince(SellSignal)
bgcolor(SellSignal ? color.red : na , transp=30)
bgcolor(SellSignalOut ? color.black : na , transp=30)
plot(BarssinceSell,title="BarssinceSell",display=display.none)


buyProfit   = float(0)
cntBuy      =0
sellProfit  = float(0)
cntSell     =0
buyProfit   := Buytrend and not Buytrend[1]? nz(buyProfit[1]) + (close[BarssinceBuyTrend[1]]-close) : nz(buyProfit[1])
cntBuy      := Buytrend and not Buytrend[1]? nz(cntBuy[1]) + 1: nz(cntBuy[1])
sellProfit  := not Buytrend and Buytrend[1]? nz(sellProfit[1]) + (close-close[BarssinceSellTrend[1]]) : nz(sellProfit[1])
cntSell     := not Buytrend and Buytrend[1]? nz(cntSell[1]) + 1 : nz(cntSell[1])
totalProfit = buyProfit + sellProfit

// if (Buytrend and not Buytrend[1] and infoBox==true)
//     l = label.new(bar_index - (BarssinceBuyTrend[1]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceBuyTrend[1]]) + "\n" + "Profit = "+tostring(close[BarssinceBuyTrend[1]]-close) ,style=label.style_labelup, yloc=yloc.belowbar,color=color.red,size=infoBoxSize)
// if (not Buytrend and Buytrend[1] and infoBox==true)
//     l = label.new(bar_index - (BarssinceSellTrend[1]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceSellTrend[1]]) + "\n" + "Profit = "+tostring(close-close[BarssinceSellTrend[1]]) ,style=label.style_labeldown, yloc=yloc.abovebar,color=color.green,size=infoBoxSize)

// if (BuySignalOut and not BuySignalOut[1] and infoBox2==true)
// //    l = label.new(bar_index - (BarssinceBuy[0]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceBuy[0]]) + "\n" + "Profit = "+tostring(close-close[BarssinceBuy[0]]) ,style=label.style_labelup, yloc=yloc.belowbar,color=color.purple,size=infoBoxSize
//     l = label.new(bar_index, na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceBuy[0]]) + "\n" + "Profit = "+tostring(close-close[BarssinceBuy[0]]) ,style=label.style_labelup, yloc=yloc.belowbar,color=color.lime,size=infoBoxSize)
// if (SellSignalOut and not SellSignalOut[1] and infoBox2==true)
// //    l = label.new(bar_index - (BarssinceSell[0]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceSell[0]]) + "\n" + "Profit = "+tostring(close[BarssinceSell[0]]-close) ,style=label.style_labeldown, yloc=yloc.abovebar,color=color.purple,size=infoBoxSize)
//     l = label.new(bar_index, na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceSell[0]]) + "\n" + "Profit = "+tostring(close[BarssinceSell[0]]-close) ,style=label.style_labeldown, yloc=yloc.abovebar,color=color.fuchsia,size=infoBoxSize)


// l2 = label.new(bar_index, na, 'buyProfit in pip = '+tostring(buyProfit)+"\n"+  'cntBuy = '+tostring(cntBuy) +"\n"+  'sellProfit in pip = '+tostring(sellProfit)+"\n"+  'cntSell = '+tostring(cntSell) +"\n"+  'totalProfit in pip = '+tostring(totalProfit)     , 
//   color=totalProfit>0 ? color.green : color.red, 
//   textcolor=color.white,
//   style=label.style_labeldown, yloc=yloc.abovebar,
//   size=size.large)

// label.delete(l2[1])



//--------------------------------------------------
//--------------------------------------------------
if (Buytrend)
    strategy.close("short", comment = "Exit short")
    strategy.entry("long", true)
    strategy.exit("Max Loss", "long", loss = maxLoss)

//if BuySignalOut
   // strategy.close("long", comment = "Exit Long")
if (not Buytrend)
    // Enter trade and issue exit order on max loss.
    strategy.close("long", comment = "Exit Long")
    strategy.entry("short", false)
    strategy.exit("Max Loss", "short", loss = maxLoss)
//if SellSignalOut
    // Force trade exit.
    //strategy.close("short", comment = "Exit short")
    
//--------------------------------------------------
//--------------------------------------------------
//--------------------------------------------------