গোল্ডেন পিভট রিভার্সাল কৌশল

/*backtest
start: 2024-09-24 00:00:00
end: 2025-09-22 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/

//@version=6
strategy("Gold By Ann v.2", overlay=true)

// --- Inputs ---
leftBars        = input.int(4, "Pivot Lookback Left")
rightBars       = input.int(2, "Pivot Lookback Right")
atrLength       = input.int(14, "ATR Length")
atrMult         = input.float(2.0, "ATR Multiplier")
atrThreshold    = input.float(0.2, "ATR Threshold")
cooldownMinutes = input.int(10, "Cooldown Minutes")

// --- Pivot Calculation ---
ph = ta.pivothigh(leftBars, rightBars)
pl = ta.pivotlow(leftBars, rightBars)

ma = ta.sma(close, 50)
bullishTrend = close > ma
bearishTrend = close < ma

// --- Volatility (ATR) and Cooldown ---
atrValue  = ta.atr(atrLength)
var float cooldownEnd = na

if atrValue < atrThreshold and na(cooldownEnd)
    cooldownEnd := timenow + cooldownMinutes * 60 * 1000  // ms

if not na(cooldownEnd) and timenow > cooldownEnd
    cooldownEnd := na

inCooldown = not na(cooldownEnd)

// --- Tall candle filter ---
rangeBar = high - low
isTall = rangeBar > ta.atr(5) * atrMult

// --- SL & TP based on % of 30-bar close ---
baseClose = ta.sma(close, 30)   // 30-bar average close
slPercent = 0.0045              // 0.45%
tpPercent = 0.0060              // 0.60%
tpReEntryPercent = 0.006     // 0.30% (smaller TP after re-entry)
stopReEntryPercent = 0.005   // -0.20%
stopReEntryValue   = baseClose * stopReEntryPercent


slValue   = baseClose * slPercent
tpValue   = baseClose * tpPercent
tpReValue = baseClose * tpReEntryPercent

// --- Re-entry state flag ---
var bool isReEntry = false

// --- Trade Logic (Only if NOT in cooldown) ---
if not inCooldown and not isTall
    if strategy.position_size == 0
        if not na(pl)
            strategy.entry("PivExtLE", strategy.long, comment="Long")
            isReEntry := false
        if not na(ph)
            strategy.entry("PivExtSE", strategy.short, comment="Short")
            isReEntry := false

// =====================================================
// --- Take Profit / Stop Loss with auto-flip ---
// =====================================================
// LONG
if strategy.position_size > 0 and not isTall
    entryPrice = strategy.position_avg_price
    tpLevel = entryPrice + (isReEntry ? tpReValue : tpValue)

    // Re-entry extra stop condition
    if isReEntry and close <= entryPrice - stopReEntryValue
        strategy.close("PivExtLE", comment="Stop Re-Entry Long (-0.20%)")
        isReEntry := false

    else if close >= tpLevel
        strategy.close("PivExtLE", comment=isReEntry ? "TP Long (Re-Entry)" : "TP Long")
        randChoice = (bar_index * 9301 + 49297) % 2
        if randChoice == 0
            strategy.entry("PivExtSE", strategy.short, comment="Flip to Short (TP)")
            isReEntry := false
        else
            strategy.entry("PivExtLE", strategy.long, comment="Re-Enter Long (TP)")
            isReEntry := true

    else if close <= entryPrice - slValue
        strategy.close("PivExtLE", comment="SL Long")
        strategy.entry("PivExtSE", strategy.short, comment="Flip to Short (SL)")
        isReEntry := false

// SHORT
if strategy.position_size < 0 and not isTall
    entryPrice = strategy.position_avg_price
    tpLevel = entryPrice - (isReEntry ? tpReValue : tpValue)

    // Re-entry extra stop condition
    if isReEntry and close >= entryPrice + stopReEntryValue
        strategy.close("PivExtSE", comment="Stop Re-Entry Short (-0.20%)")
        isReEntry := false

    else if close <= tpLevel
        strategy.close("PivExtSE", comment=isReEntry ? "TP Short (Re-Entry)" : "TP Short")
        strategy.entry("PivExtLE", strategy.long, comment="Flip to Long (TP)")
        isReEntry := true

    else if close >= entryPrice + slValue
        strategy.close("PivExtSE", comment="SL Short")
        strategy.entry("PivExtLE", strategy.long, comment="Flip to Long (SL)")
        isReEntry := false

// --- Plot reference ---
plot(slValue, title="SL Value (0.45% of 30-bar Close)", color=color.red)
plot(tpValue, title="TP Value (0.60% of 30-bar Close)", color=color.green)
plot(tpReValue, title="TP Value (Re-Entry 0.30%)", color=color.orange)