ডাবল মুভিং এভারেজ ক্রস RSI মোমেন্টাম কৌশল এবং ঝুঁকি-রিটার্ন অপ্টিমাইজেশান সিস্টেম

/*backtest
start: 2024-10-01 00:00:00
end: 2024-10-31 23:59:59
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("JakeJohn", overlay=true)

// Input parameters
smaShortLength = input(9, title="Short SMA Length")
smaLongLength = input(21, title="Long SMA Length")
lengthRSI = input(14, title="RSI Length")
rsiOverbought = input(65, title="RSI Overbought Level")
rsiOversold = input(35, title="RSI Oversold Level")
riskRewardRatio = input(2, title="Risk/Reward Ratio") // 2:1
atrMultiplier = input(1.5, title="ATR Multiplier") // Multiplier for ATR to set stop loss

// Calculate indicators
smaShort = ta.sma(close, smaShortLength)
smaLong = ta.sma(close, smaLongLength)
rsi = ta.rsi(close, lengthRSI)
atr = ta.atr(14)

// Entry conditions
longCondition = (smaShort > smaLong) and (rsi < rsiOversold) // Buy when short SMA is above long SMA and RSI is oversold
shortCondition = (smaShort < smaLong) and (rsi > rsiOverbought) // Sell when short SMA is below long SMA and RSI is overbought

// Variables for trade management
var float entryPrice = na
var float takeProfit = na
var int entryBarIndex = na

// Entry logic for long trades
if (longCondition and (strategy.position_size == 0))
    entryPrice := close
    takeProfit := entryPrice + (entryPrice - (entryPrice - (atr * atrMultiplier))) * riskRewardRatio
    strategy.entry("Buy", strategy.long)
    entryBarIndex := bar_index // Record the entry bar index
    label.new(bar_index, high, "BUY", style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small)

// Entry logic for short trades
if (shortCondition and (strategy.position_size == 0))
    entryPrice := close
    takeProfit := entryPrice - (entryPrice - (entryPrice + (atr * atrMultiplier))) * riskRewardRatio
    strategy.entry("Sell", strategy.short)
    entryBarIndex := bar_index // Record the entry bar index
    label.new(bar_index, low, "SELL", style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small)

// Manage trade duration and exit after a minimum of 3 hours
if (strategy.position_size != 0)
    // Check if the trade has been open for at least 3 hours (180 minutes)
    if (bar_index - entryBarIndex >= 180) // 3 hours in 1-minute bars
        if (strategy.position_size > 0)
            strategy.exit("Take Profit Long", from_entry="Buy", limit=takeProfit)
        else
            strategy.exit("Take Profit Short", from_entry="Sell", limit=takeProfit)

// Background colors for active trades
var color tradeColor = na
if (strategy.position_size > 0)
    tradeColor := color.new(color.green, 90) // Light green for long trades
else if (strategy.position_size < 0)
    tradeColor := color.new(color.red, 90) // Light red for short trades
else
    tradeColor := na // No color when no trade is active

bgcolor(tradeColor, title="Trade Background")

// Plotting position tools
if (strategy.position_size > 0)
    // Plot long position tool
    strategy.exit("TP Long", limit=takeProfit)
    
if (strategy.position_size < 0)
    // Plot short position tool
    strategy.exit("TP Short", limit=takeProfit)

// Plotting indicators
plot(smaShort, color=color.green, title="Short SMA", linewidth=2)
plot(smaLong, color=color.red, title="Long SMA", linewidth=2)

// Visual enhancements for RSI
hline(rsiOverbought, "Overbought", color=color.red)
hline(rsiOversold, "Oversold", color=color.green)
plot(rsi, color=color.blue, title="RSI", linewidth=2)

// Ensure there's at least one plot function
plot(close, color=color.black, title="Close Price", display=display.none) // Hidden plot for compliance