ট্রাইডেন্ট ব্রেকথ্রু কৌশল

/*backtest
start: 2024-10-29 00:00:00
end: 2025-10-27 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDT"}]
*/

//@version=5
strategy("Pitchfork Trading Friends", 
     overlay=true, 
     default_qty_type=strategy.percent_of_equity, 
     default_qty_value=100) // We will calculate size manually

// === 1. INPUTS ===
leftBars  = input.int(10, "Pivot Left Bars", minval=1)
rightBars = input.int(10, "Pivot Right Bars", minval=1)
riskPercent = input.float(1.0, "Risk Per Trade %", minval=0.1, step=0.1)

// === 2. PIVOT DETECTION & STORAGE ===
// Find pivot points
float ph = ta.pivothigh(high, leftBars, rightBars)
float pl = ta.pivotlow(low, leftBars, rightBars)

// Store the last 3 pivots (P1, P2, P3)
var float p1_price = na
var int   p1_bar   = na
var float p2_price = na
var int   p2_bar   = na
var float p3_price = na
var int   p3_bar   = na
var int   lastPivotType = 0 // 0=none, 1=high, -1=low

// Update pivots when a new one is found, ensuring they alternate
if not na(ph) and lastPivotType != 1
    p1_price := p2_price
    p1_bar   := p2_bar
    p2_price := p3_price
    p2_bar   := p3_bar
    p3_price := ph
    p3_bar   := bar_index[rightBars]
    lastPivotType := 1

if not na(pl) and lastPivotType != -1
    p1_price := p2_price
    p1_bar   := p2_bar
    p2_price := p3_price
    p2_bar   := p3_bar
    p3_price := pl
    p3_bar   := bar_index[rightBars]
    lastPivotType := -1

// === 3. PITCHFORK CALCULATION & DRAWING ===
// We need 3 valid points to draw
bool has3Pivots = not na(p1_bar) and not na(p2_bar) and not na(p3_bar)

// Declare lines
var line medianLine = na
var line upperLine = na
var line lowerLine = na

// Declare line prices for strategy logic
var float ml_price = na
var float ul_price = na
var float ll_price = na

if (has3Pivots)
    // P1, P2, P3 coordinates
    p1_y = p1_price
    p1_x = p1_bar
    p2_y = p2_price
    p2_x = p2_bar
    p3_y = p3_price
    p3_x = p3_bar

    // Calculate midpoint of P2-P3
    mid_y = (p2_y + p3_y) / 2.0
    mid_x = (p2_x + p3_x) / 2.0
    
    // Calculate Median Line (ML) slope
    float ml_slope = (mid_y - p1_y) / (mid_x - p1_x)
    
    // Calculate price on current bar for each line
    // y = m*(x - x_n) + y_n
    ml_price := ml_slope * (bar_index - p1_x) + p1_y
    
    // Identify which pivot is high (P2 or P3)
    float highPivot_y = p2_y > p3_y ? p2_y : p3_y
    int   highPivot_x = p2_y > p3_y ? p2_x : p3_x
    float lowPivot_y  = p2_y < p3_y ? p2_y : p3_y
    int   lowPivot_x  = p2_y < p3_y ? p2_x : p3_x

    // Upper/Lower line prices
    ul_price := ml_slope * (bar_index - highPivot_x) + highPivot_y
    ll_price := ml_slope * (bar_index - lowPivot_x) + lowPivot_y

    // === 4. STRATEGY LOGIC ===
    
    // Define trend by pitchfork slope
    bool trendUp = ml_slope > 0
    bool trendDown = ml_slope < 0
    
    // Entry Conditions
    bool longEntry  = ta.crossover(close, ul_price)  // Breakout
    bool shortEntry = ta.crossunder(close, ll_price) // Breakdown
    
    // Risk Calculation
    float capital = strategy.equity
    float riskAmount = (capital * riskPercent) / 100
    
    // --- LONG TRADE ---
    if (longEntry and trendUp)
        float sl_price = ml_price // SL at median line
        float stop_loss_pips = close - sl_price
        float tp_price = close + stop_loss_pips // 1:1 TP
        
        // Calculate position size
        float positionSize = riskAmount / (stop_loss_pips * syminfo.pointvalue)
        
        if (positionSize > 0)
            strategy.entry("Long", strategy.long, qty=positionSize)
            strategy.exit("SL/TP Long", from_entry="Long", stop=sl_price, limit=tp_price)
            
    // --- SHORT TRADE ---
    if (shortEntry and trendDown)
        float sl_price = ml_price // SL at median line
        float stop_loss_pips = sl_price - close
        float tp_price = close - stop_loss_pips // 1:1 TP
        
        // Calculate position size
        float positionSize = riskAmount / (stop_loss_pips * syminfo.pointvalue)
        
        if (positionSize > 0)
            strategy.entry("Short", strategy.short, qty=positionSize)
            strategy.exit("SL/TP Short", from_entry="Short", stop=sl_price, limit=tp_price)