ডাবল EMA দ্রুত এবং ধীর লাইন ক্রসওভার কৌশল

/*backtest
start: 2024-01-22 00:00:00
end: 2024-02-21 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// SEMA-X(SEMA CROSS) [AB] : Simple EMA cross strategy Alert & Backtest
// 1. 2 EMA cross
// 2. Next candle entry
// 3. TP & SL

//@version=5
strategy("SEMA-X", "SEMA-X", overlay=false, margin_long=1,
 initial_capital=1000000, default_qty_type=strategy.percent_of_equity, default_qty_value=100,
 commission_type=strategy.commission.percent, commission_value=0.075, slippage=3)

//****************************************************************************//
// Input
//****************************************************************************//
// EMA length
emaLen25 = input.int(25, "Short", minval=1, confirm=true, group="[EMA]----------", inline="1")
emaLen50 = input.int(50, "Long",  minval=1, confirm=true, group="[EMA]----------", inline="1")

// TP & SL
isLong   = input.bool(true, "Long - ",    confirm=true, group="[TP & SL(%)]----------", inline="1")
tpLong   = input.float(2, "TP", minval=0, confirm=true, group="[TP & SL(%)]----------", inline="1")*0.01
slLong   = input.float(2, "SL", minval=0, confirm=true, group="[TP & SL(%)]----------", inline="1")*0.01
isShort  = input.bool(false, "Short - ",  confirm=true, group="[TP & SL(%)]----------", inline="2")
tpShort  = input.float(2, "TP", minval=0, confirm=true, group="[TP & SL(%)]----------", inline="2")*0.01
slShort  = input.float(2, "SL", minval=0, confirm=true, group="[TP & SL(%)]----------", inline="2")*0.01

// Backtest period
sTime = input(timestamp("0001-01-01"), "Start", group="[Backtest]----------")
eTime = input(timestamp("9999-01-01"), "End",   group="[Backtest]----------")
inDateRange   = true
periodBg      = input.bool(false, "Backtest BGcolor", confirm=true, group="[Backtest]----------", inline="1")
bgLong        = input.bool(false, "Position BGcolor", confirm=true, group="[Backtest]----------", inline="1")
periodBgColor = periodBg and inDateRange ? color.new(color.green, 95) : na
bgcolor(periodBgColor, title="Backtest BGcolor")
bgColorLong   = bgLong and strategy.position_size>0 ? color.new(color.green, 95) : na
bgcolor(bgColorLong, title="Position BGcolor")

// IRISBOT
exchange = input.string("binance",  "Exchange", confirm=true, group="[IRISBOT]----------", inline="2", options=["binance", "bybit", "upbit"])
account  = input.string("account1", "Account",  confirm=true, group="[IRISBOT]----------", inline="2")
symbol   = input.string("BTC/USDT", "Symbol",   confirm=true, group="[IRISBOT]----------", inline="3")
strategy = input.string("sema-x",   "Strategy", confirm=true, group="[IRISBOT]----------", inline="3")
token    = input.string("token",    "Token",    confirm=true, group="[IRISBOT]----------", inline="4")
stRatio  = input.float(100.0,       "Ratio(%)", confirm=true, group="[IRISBOT]----------", inline="5", tooltip="하나의 거래소에서 이 전략을 몇 % 비중으로 투자할 것인가?") * 0.01
leverage = input.float(1,           "Leverage", confirm=true, group="[IRISBOT]----------", inline="5")
isPlotMsg = input.bool(false, "View alert msg", confirm=true, group="[IRISBOT]----------", inline="6")

//****************************************************************************//
// Process
//****************************************************************************//
ema25=ta.ema(close, emaLen25)
ema50=ta.ema(close, emaLen50)

// Entry condition
longCondition  = isLong and ta.crossover(ema25, ema50)
shortCondition = isShort and ta.crossunder(ema25, ema50)

// Entry price
var price=0.0
var pricePlot=0.0
if (longCondition or shortCondition) and strategy.position_size == 0
    price:=close
pricePlot:=price
if (strategy.position_size==0)
    pricePlot:=na

// Amount
amount = str.tostring(stRatio*100)

// IRISBOT alert msg (for auto trading, you can change this for autoview, tvextbot, thanksbot, etc webhookbot)
msgLong  = '{"exchange":"'+exchange+'","account":"'+account+'","strategy":"'+strategy+'","symbol":"'+symbol+'","type":"market","side":"buy","amount":"'+amount+'%","leverage":"'+str.tostring(leverage)+'","token":"'+token+'"}'
msgShort = '{"exchange":"'+exchange+'","account":"'+account+'","strategy":"'+strategy+'","symbol":"'+symbol+'","type":"market","side":"sell","amount":"'+amount+'%","leverage":"'+str.tostring(leverage)+'","token":"'+token+'"}'
msgExit  = '{"exchange":"'+exchange+'","account":"'+account+'","strategy":"'+strategy+'","symbol":"'+symbol+'","type":"market","side":"close","token":"'+token+'"}'

// Entry signal
if inDateRange
    strategy.entry("L", strategy.long,  when=longCondition,  comment="L", alert_message=msgLong)
    strategy.entry("S", strategy.short, when=shortCondition, comment="S", alert_message=msgShort)
    strategy.exit("XL", "L", profit=price*tpLong/syminfo.mintick,  loss=price*slLong/syminfo.mintick,  comment="X", alert_message=msgExit)
    strategy.exit("XS", "S", profit=price*tpShort/syminfo.mintick, loss=price*slShort/syminfo.mintick, comment="X", alert_message=msgExit)

//****************************************************************************//
// Plot
//****************************************************************************//
// Alert msg plot
var msgTable = table.new(position = position.bottom_right, columns = 2, rows = 3, bgcolor = color.new(color.blue, 80), border_width = 1)
if isPlotMsg
    if isLong
        table.cell(msgTable, 0, 0, "Long",  text_halign = text.align_left)
        table.cell(msgTable, 1, 0, msgLong,  text_halign = text.align_left)
    
    if isShort
        table.cell(msgTable, 0, 1, "Short", text_halign = text.align_left, bgcolor=color.new(color.red, 80))
        table.cell(msgTable, 1, 1, msgShort, text_halign = text.align_left, bgcolor=color.new(color.red, 80))
    
    if isLong or isShort
        table.cell(msgTable, 0, 2, "Exit",  text_halign = text.align_left, bgcolor=color.new(color.purple, 80))
        table.cell(msgTable, 1, 2, msgExit,  text_halign = text.align_left, bgcolor=color.new(color.purple, 80))

// EMA
e0=plot(ema25, "Short", color.green)
e1=plot(ema50, "Long", color.red)
fill(e0, e1, ema25>ema50 ? color.new(color.green, 50) : color.new(color.red, 50), "EMA BG")

// TP & SL
p0=plot(pricePlot, "Entry", color.black, style=plot.style_linebr)
p1=plot(pricePlot*(strategy.position_size>0 ? 1+tpLong : 1-tpShort), "TP", color.new(color.green, 50), style=plot.style_linebr)
p2=plot(pricePlot*(strategy.position_size>0 ? 1-slLong : 1+slShort), "SL", color.new(color.red, 50), style=plot.style_linebr)
fill(p0, p1, color.new(color.green, 80), "TP BG")
fill(p0, p2, color.new(color.red, 80), "SL BG")