একাধিক কে-লাইন প্যাটার্নের উপর ভিত্তি করে ট্রিপল স্ট্রাইক পরিমাণগত ট্রেডিং কৌশল

/*backtest
start: 2024-03-09 18:40:00
end: 2025-02-19 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

// Copyright ...
// Based on the TMA Overlay by Arty, converted to a simple strategy example.
// Pine Script v5

//@version=5
strategy(title='3 Line Strike [TTF] - Strategy',
     shorttitle='3LS Strategy [TTF]',
     overlay=true,
     initial_capital=100000,
     default_qty_type=strategy.percent_of_equity,
     default_qty_value=100,
     pyramiding=0)

// -----------------------------------------------------------------------------
//                               INPUTS
// -----------------------------------------------------------------------------

//
// ### 3 Line Strike
//
showBear3LS = input.bool(title='Show Bearish 3 Line Strike', defval=true, group='3 Line Strike',
     tooltip="Bearish 3 Line Strike (3LS-Bear) = 3 green candles followed by a large red candle (engulfing).")
showBull3LS = input.bool(title='Show Bullish 3 Line Strike', defval=true, group='3 Line Strike',
     tooltip="Bullish 3 Line Strike (3LS-Bull) = 3 red candles followed by a large green candle (engulfing).")
showMemeChars = input.bool(title="Plot 3 Line Strike meme symbols", defval=false, group="3 Line Strike")

//
//### Engulfing Candles
//
showBearEngulfing= input.bool(title='Show Bearish Big Candles', defval=false, group='Big Candles')
showBullEngulfing= input.bool(title='Show Bullish Big Candles', defval=false, group='Big Candles')

//
//### Alerts
//
void = input.bool(title="(Info) Alerts are based on detected signals.", defval=true)

// -----------------------------------------------------------------------------
//                          HELPER FUNCTIONS
// -----------------------------------------------------------------------------

// Function: Get the 'color' of the candle: -1 = red, 0 = doji, +1 = green
getCandleColorIndex(barIndex) =>
    int ret = na
    if (close[barIndex] > open[barIndex])
        ret := 1
    else if (close[barIndex] < open[barIndex])
        ret := -1
    else
        ret := 0
    ret

// Function: Check if the candle is engulfing (based on the body size of the candles)
isEngulfing(checkBearish) =>
    // Size of the previous candle
    sizePrevCandle = close[1] - open[1]
    // Size of the current candle
    sizeCurrentCandle = close - open
    isCurrentLargerThanPrevious = math.abs(sizeCurrentCandle) > math.abs(sizePrevCandle)
    
    // Bearish / Bullish division
    if checkBearish
        // Bearish engulfing: previous green, current larger red
        isGreenToRed = (getCandleColorIndex(0) < 0) and (getCandleColorIndex(1) > 0)
        isCurrentLargerThanPrevious and isGreenToRed
    else
        // Bullish engulfing: previous red, current larger green
        isRedToGreen = (getCandleColorIndex(0) > 0) and (getCandleColorIndex(1) < 0)
        isCurrentLargerThanPrevious and isRedToGreen

// Simplified calls for bullish/bearish engulfing
isBearishEngulfing() => isEngulfing(true)
isBullishEngulfing() => isEngulfing(false)

// Function: 3 consecutive candles of one color followed by the opposite engulfing candle
// 3 Line Strike - Bearish
is3LSBear() =>
    // Three consecutive green candles?
    is3LineSetup = (getCandleColorIndex(1) > 0) and (getCandleColorIndex(2) > 0) and (getCandleColorIndex(3) > 0)
    // Followed by Bearish engulfing
    is3LineSetup and isBearishEngulfing()

// 3 Line Strike - Bullish
is3LSBull() =>
    // Three consecutive red candles?
    is3LineSetup = (getCandleColorIndex(1) < 0) and (getCandleColorIndex(2) < 0) and (getCandleColorIndex(3) < 0)
    // Followed by Bullish engulfing
    is3LineSetup and isBullishEngulfing()

// -----------------------------------------------------------------------------
//                             SIGNALS
// -----------------------------------------------------------------------------

// ### 3 Line Strike
is3LSBearSig = is3LSBear()
is3LSBullSig = is3LSBull()

// Meme icons vs. standard shapes
plotchar(showBull3LS and showMemeChars ? is3LSBullSig : na, char="🍆", color=color.rgb(0, 255, 0, 0),
         location=location.belowbar, size=size.tiny, text='3LS-Bull', title='3 Line Strike Up (Meme Icon)', editable=false)
plotchar(showBear3LS and showMemeChars ? is3LSBearSig : na, char="🍑", color=color.rgb(255, 0, 0, 0),
         location=location.abovebar, size=size.tiny, text='3LS-Bear', title='3 Line Strike Down (Meme Icon)', editable=false)

plotshape(showBull3LS and not showMemeChars ? is3LSBullSig : na, style=shape.triangleup,
         color=color.green, location=location.belowbar, size=size.small, text='3LS-Bull', title='3 Line Strike Up')
plotshape(showBear3LS and not showMemeChars ? is3LSBearSig : na, style=shape.triangledown,
         color=color.red, location=location.abovebar, size=size.small, text='3LS-Bear', title='3 Line Strike Down')

// ### Engulfing Candles
isBullEngulfingSig = isBullishEngulfing()
isBearEngulfingSig = isBearishEngulfing()

plotshape(showBullEngulfing ? isBullEngulfingSig : na, style=shape.triangleup,
         location=location.belowbar, color=color.new(color.green,0), size=size.tiny, title='Big Candle Up')
plotshape(showBearEngulfing ? isBearEngulfingSig : na, style=shape.triangledown,
         location=location.abovebar, color=color.new(color.red,0), size=size.tiny, title='Big Candle Down')

// -----------------------------------------------------------------------------
//                               ALERTS
// -----------------------------------------------------------------------------

// 3LS - "Old" alertcondition + "New" alert() (based on what people use)
alertcondition(showBull3LS and is3LSBullSig, title='Bullish 3 Line Strike',
     message='{{exchange}}:{{ticker}} {{interval}} - Bullish 3 Line Strike')
alertcondition(showBear3LS and is3LSBearSig, title='Bearish 3 Line Strike',
     message='{{exchange}}:{{ticker}} {{interval}} - Bearish 3 Line Strike')

if (showBull3LS and is3LSBullSig)
    m = syminfo.tickerid + ' ' + timeframe.period + ' - Bullish 3 Line Strike'
    alert(message=str.tostring(m), freq=alert.freq_once_per_bar_close)

if (showBear3LS and is3LSBearSig)
    m = syminfo.tickerid + ' ' + timeframe.period + ' - Bearish 3 Line Strike'
    alert(message=str.tostring(m), freq=alert.freq_once_per_bar_close)

// Engulfing - "Old" alertcondition + "New" alert()
alertcondition(showBullEngulfing and isBullEngulfingSig, title='Bullish Engulfing',
     message='{{exchange}}:{{ticker}} {{interval}} - Bullish candle engulfing previous candle')
alertcondition(showBearEngulfing and isBearEngulfingSig, title='Bearish Engulfing',
     message='{{exchange}}:{{ticker}} {{interval}} - Bearish candle engulfing previous candle')

if (showBullEngulfing and isBullEngulfingSig)
    m = syminfo.tickerid + ' ' + timeframe.period + ' - Bullish candle engulfing previous candle'
    alert(message=str.tostring(m), freq=alert.freq_once_per_bar_close)

if (showBearEngulfing and isBearEngulfingSig)
    m = syminfo.tickerid + ' ' + timeframe.period + ' - Bearish candle engulfing previous candle'
    alert(message=str.tostring(m), freq=alert.freq_once_per_bar_close)

// -----------------------------------------------------------------------------
//                          STRATEGY ENTRY ORDERS
// -----------------------------------------------------------------------------
//
// Logic for entering trades. If display is enabled and a signal is detected, a trade will be entered.
//
// 3 Line Strike
if (showBull3LS and is3LSBullSig)
    strategy.entry("3LS_Bull", strategy.long, comment="3LS Bullish")

if (showBear3LS and is3LSBearSig)
    strategy.entry("3LS_Bear", strategy.short, comment="3LS Bearish")

// Engulfing
if (showBullEngulfing and isBullEngulfingSig)
    strategy.entry("BullEngulf", strategy.long, comment="Bullish Engulfing")

if (showBearEngulfing and isBearEngulfingSig)
    strategy.entry("BearEngulf", strategy.short, comment="Bearish Engulfing")

//
// End of script