মাল্টি-ইন্ডিকেটর ডায়নামিক ব্যান্ড কৌশল

/*backtest
start: 2024-07-14 00:00:00
end: 2025-07-12 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © robert-angel
//@version=5
strategy("5-Indicator Swing Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// ===== INPUTS =====
// EMA Settings
ema_length = input.int(50, "EMA Length", minval=1)

// RSI Settings
rsi_length = input.int(14, "RSI Length", minval=1)
rsi_threshold = input.float(40, "RSI Threshold", minval=0, maxval=100)

// MACD Settings
macd_fast = input.int(12, "MACD Fast Length", minval=1)
macd_slow = input.int(26, "MACD Slow Length", minval=1)
macd_signal = input.int(9, "MACD Signal Length", minval=1)

// Volume Settings
volume_multiplier = input.float(1.5, "Volume Spike Multiplier", minval=1.0, step=0.1)
volume_period = input.int(20, "Volume Average Period", minval=1)

// Fibonacci Settings
fib_lookback = input.int(50, "Fibonacci Lookback Period", minval=10)
fib_levels = input.bool(true, "Show Fibonacci Levels")

// Risk Management
atr_length = input.int(14, "ATR Length", minval=1)
stop_loss_atr = input.float(2.0, "Stop Loss ATR Multiple", minval=0.5, maxval=10.0)
take_profit_atr = input.float(3.0, "Take Profit ATR Multiple", minval=1.0, maxval=20.0)

// ===== INDICATOR CALCULATIONS =====

// Calculate ATR for dynamic stop loss and take profit
atr_value = ta.atr(atr_length)

// 1. EMA (50-period)
ema50 = ta.ema(close, ema_length)

// 2. RSI
rsi = ta.rsi(close, rsi_length)
rsi_rising = rsi > rsi[1] and rsi[1] > rsi[2]

// 3. MACD
[macd_line, signal_line, histogram] = ta.macd(close, macd_fast, macd_slow, macd_signal)
macd_bullish_cross = ta.crossover(macd_line, signal_line)

// 4. Volume Analysis
avg_volume = ta.sma(volume, volume_period)
volume_spike = volume > avg_volume * volume_multiplier

// 5. Fibonacci Retracement
// Find recent swing high and low
swing_high = ta.highest(high, fib_lookback)
swing_low = ta.lowest(low, fib_lookback)

// Calculate Fibonacci levels
fib_range = swing_high - swing_low
fib_23_6 = swing_high - (fib_range * 0.236)
fib_38_2 = swing_high - (fib_range * 0.382)
fib_50_0 = swing_high - (fib_range * 0.500)
fib_61_8 = swing_high - (fib_range * 0.618)

// Price near Fibonacci support levels
near_fib_support = close <= fib_38_2 and close >= fib_61_8

// ===== STRATEGY CONDITIONS =====

// Main entry conditions
uptrend = close > ema50
rsi_condition = rsi > rsi_threshold and rsi_rising
macd_condition = macd_bullish_cross
volume_condition = volume_spike
fib_condition = near_fib_support

// Combined long condition
long_condition = uptrend and rsi_condition and macd_condition and volume_condition and fib_condition

// Exit conditions
long_exit = ta.crossunder(close, ema50) or rsi > 70

// ===== STRATEGY EXECUTION =====

// Enter long position
if long_condition and strategy.position_size == 0
    strategy.entry("Long", strategy.long)

// Exit long position
if long_exit and strategy.position_size > 0
    strategy.close("Long")

// Stop Loss and Take Profit using ATR
if strategy.position_size > 0
    stop_price = strategy.position_avg_price - (atr_value * stop_loss_atr)
    profit_price = strategy.position_avg_price + (atr_value * take_profit_atr)
    strategy.exit("Exit", "Long", stop=stop_price, limit=profit_price)

// ===== PLOTTING =====

// Plot EMA
plot(ema50, "EMA 50", color=color.blue, linewidth=2)

// Plot Fibonacci levels
plot(fib_levels ? fib_23_6 : na, "Fib 23.6%", color=color.gray, style=plot.style_line)
plot(fib_levels ? fib_38_2 : na, "Fib 38.2%", color=color.yellow, style=plot.style_line)
plot(fib_levels ? fib_50_0 : na, "Fib 50.0%", color=color.orange, style=plot.style_line)
plot(fib_levels ? fib_61_8 : na, "Fib 61.8%", color=color.red, style=plot.style_line)

// Background color for conditions
bgcolor(uptrend ? color.new(color.green, 95) : color.new(color.red, 95), title="Trend Background")

// Plot entry signals
plotshape(long_condition, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.normal, title="Long Signal")
plotshape(long_exit, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.normal, title="Exit Signal")

// ===== INDICATOR PANELS =====

// RSI Panel
rsi_plot = plot(rsi, "RSI", color=color.purple)
rsi_upper = hline(70, "RSI Upper", color=color.red, linestyle=hline.style_dashed)
rsi_lower = hline(30, "RSI Lower", color=color.green, linestyle=hline.style_dashed)
rsi_mid = hline(50, "RSI Mid", color=color.gray, linestyle=hline.style_dotted)
fill(rsi_upper, rsi_lower, color=color.new(color.gray, 90))

// MACD Panel
macd_histogram_color = histogram > 0 ? color.green : color.red
plot(macd_line, "MACD Line", color=color.blue)
plot(signal_line, "Signal Line", color=color.red)
plot(histogram, "MACD Histogram", color=macd_histogram_color, style=plot.style_histogram)

// Volume Panel
volume_color = volume > avg_volume * volume_multiplier ? color.red : color.gray
plot(volume, "Volume", color=volume_color, style=plot.style_columns)
plot(avg_volume, "Avg Volume", color=color.yellow, linewidth=1)

// ===== ALERTS =====

// Alert conditions
alertcondition(long_condition, "Long Entry", "5-Indicator Swing Strategy: Long Entry Signal")
alertcondition(long_exit, "Long Exit", "5-Indicator Swing Strategy: Long Exit Signal")

// ===== STRATEGY INFORMATION =====

// Create a table to display current conditions
if barstate.islast
    var table info_table = table.new(position.top_right, 2, 7, bgcolor=color.white, border_width=1)
    table.cell(info_table, 0, 0, "Indicator", text_color=color.black, bgcolor=color.gray)
    table.cell(info_table, 1, 0, "Status", text_color=color.black, bgcolor=color.gray)
    
    table.cell(info_table, 0, 1, "Uptrend", text_color=color.black)
    table.cell(info_table, 1, 1, uptrend ? "✓" : "✗", text_color=uptrend ? color.green : color.red)
    
    table.cell(info_table, 0, 2, "RSI > 40 & Rising", text_color=color.black)
    table.cell(info_table, 1, 2, rsi_condition ? "✓" : "✗", text_color=rsi_condition ? color.green : color.red)
    
    table.cell(info_table, 0, 3, "MACD Bullish Cross", text_color=color.black)
    table.cell(info_table, 1, 3, macd_condition ? "✓" : "✗", text_color=macd_condition ? color.green : color.red)
    
    table.cell(info_table, 0, 4, "Volume Spike", text_color=color.black)
    table.cell(info_table, 1, 4, volume_condition ? "✓" : "✗", text_color=volume_condition ? color.green : color.red)
    
    table.cell(info_table, 0, 5, "Fib Support", text_color=color.black)
    table.cell(info_table, 1, 5, fib_condition ? "✓" : "✗", text_color=fib_condition ? color.green : color.red)
    
    table.cell(info_table, 0, 6, "RSI Value", text_color=color.black)
    table.cell(info_table, 1, 6, str.tostring(math.round(rsi, 2)), text_color=color.black)