মাল্টি-ইন্ডিকেটর ক্রস ডাইনামিক স্টপ-প্রফিট এবং স্টপ-লস ট্রেন্ড ট্র্যাকিং কৌশল

/*backtest
start: 2024-02-21 00:00:00
end: 2025-02-18 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Optimized Long-Only Strategy (Spot Market) - Candle Signals Only", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.1)

// INPUTS
fastEMA_len         = input.int(8, "Fast EMA Length", minval=1)
slowEMA_len         = input.int(21, "Slow EMA Length", minval=1)
rsiPeriod           = input.int(14, "RSI Period")
rsiOverbought       = input.int(70, "RSI Overbought Level", minval=50)
adxPeriod           = input.int(14, "ADX Period", minval=1)
adxThreshold        = input.int(25, "ADX Trend Strength Threshold", minval=1)
fastMACD            = input.int(12, "MACD Fast Length", minval=1)
slowMACD            = input.int(26, "MACD Slow Length", minval=1)
signalMACD          = input.int(9, "MACD Signal Length", minval=1)
atrPeriod           = input.int(14, "ATR Period", minval=1)
atrStopMultiplier   = input.float(1.5, "ATR Stop Loss Multiplier", step=0.1)
atrProfitMultiplier = input.float(2.0, "ATR Profit Target Multiplier", step=0.1)

// CALCULATIONS
emaFast   = ta.ema(close, fastEMA_len)
emaSlow   = ta.ema(close, slowEMA_len)
rsiValue  = ta.rsi(close, rsiPeriod)

// --- Custom ADX Calculation ---
up      = ta.change(high)
down    = -ta.change(low)
plusDM  = (up > down and up > 0) ? up : 0
minusDM = (down > up and down > 0) ? down : 0
trueRange = ta.tr(true)  // 'handle_na' parameter set to true
atrVal    = ta.rma(trueRange, adxPeriod)
plusDI    = 100 * ta.rma(plusDM, adxPeriod) / atrVal
minusDI   = 100 * ta.rma(minusDM, adxPeriod) / atrVal
dx        = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
adxValue  = ta.rma(dx, adxPeriod)

// MACD Calculation (MACD line, signal line, histogram)
[macdLine, signalLine, _] = ta.macd(close, fastMACD, slowMACD, signalMACD)

// ATR for stops and targets
atrValue  = ta.atr(atrPeriod)

// TRADING CONDITION (Long Only, on confirmed candle)
longCondition = ta.crossover(emaFast, emaSlow) and (adxValue > adxThreshold) and (macdLine > signalLine) and (rsiValue < rsiOverbought)

// POSITION MANAGEMENT: Execute only on confirmed candles
if barstate.isconfirmed and longCondition
    strategy.entry("Long", strategy.long)
    longStop   = close - atrStopMultiplier * atrValue
    longTarget = close + atrProfitMultiplier * atrValue
    strategy.exit("Long Exit", from_entry="Long", stop=longStop, limit=longTarget, trail_points=atrValue * 0.5, trail_offset=atrValue * 0.3)

// PLOTTING
plot(emaFast, color=color.green, title="Fast EMA")
plot(emaSlow, color=color.red, title="Slow EMA")
plotshape(barstate.isconfirmed and longCondition, title="Buy Signal", style=shape.labelup, location=location.belowbar, color=color.green, text="BUY", textcolor=color.white, size=size.tiny)