মাল্টিপল টার্গেট মুভিং এভারেজ ক্রসওভার ট্রেন্ড অনুসরণ কৌশল

/*backtest
start: 2024-02-08 00:00:00
end: 2025-02-06 08:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("EMA25 Long Strategy", overlay=true)

// Inputs
initial_capital = input.float(50000, title="Initial Capital ($)")
leverage = input.int(1, title="Leverage")
mode = input.string("Fixed Volume", title="Position Sizing Mode", options=["Fixed Volume", "Current Balance"])
ema_length = input.int(34, title="EMA Length")
stop_loss_percent = input.float(7, title="Stop Loss (%)", step=0.1) / 100
take_profit_1_percent = input.float(5, title="Take Profit 1 (%)", step=0.1) / 100
take_profit_2_percent = input.float(10, title="Take Profit 2 (%)", step=0.1) / 100
take_profit_3_percent = input.float(15, title="Take Profit 3 (%)", step=0.1) / 100
position_size_percent = input.float(100, title="Position Size (%)", step=1) / 100
long_term_hold_percent = input.float(10, title="Long Term Hold (%)", step=1) / 100
trade_delay = input.int(8, title="Trade Delay (hours)", minval=1) * 60  // Convert hours to minutes

// Calculate EMA
ema = ta.ema(close, ema_length)
// Plot EMA
plot(ema, title="EMA25", color=color.blue)

// Determine if a new trade can be placed
var float last_trade_time = na
can_trade = na(last_trade_time) or (time - last_trade_time) > trade_delay * 60 * 1000

// Determine position size based on selected mode
var float position_size = na
if (mode == "Fixed Volume")
    position_size := initial_capital * leverage * position_size_percent / close
else
    position_size := strategy.equity * leverage * position_size_percent / close

// Entry Condition
var float entry_price = na
price_crossed_ema_up = ta.crossover(close, ema)
price_crossed_ema_down = ta.crossunder(close, ema)

if ((price_crossed_ema_up or price_crossed_ema_down) and can_trade)
    entry_price := ema
    strategy.entry("Long", strategy.long, qty=position_size, limit=entry_price)
    last_trade_time := time
    label.new(bar_index, entry_price, text="Entry", color=color.green, style=label.style_label_up, textcolor=color.white, size=size.small)

// Stop Loss
strategy.exit("Stop Loss", from_entry="Long", stop=entry_price * (1 - stop_loss_percent))

// Take Profits
take_profit_1_price = entry_price * (1 + take_profit_1_percent)
take_profit_2_price = entry_price * (1 + take_profit_2_percent)
take_profit_3_price = entry_price * (1 + take_profit_3_percent)

strategy.exit("Take Profit 1", from_entry="Long", limit=take_profit_1_price, qty=position_size / 3)
strategy.exit("Take Profit 2", from_entry="Long", limit=take_profit_2_price, qty=position_size / 3)
strategy.exit("Take Profit 3", from_entry="Long", limit=take_profit_3_price, qty=position_size / 3)

// Long Term Hold (10% of position)
hold_qty = position_size * long_term_hold_percent
if (strategy.position_size > hold_qty)
    strategy.close("Long Term Hold")