মুস্তাং মোমেন্টাম রেঞ্জ কৌশল

/*backtest
start: 2024-12-04 00:00:00
end: 2025-12-02 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Mustang Algo - Momentum Trend Zone", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.1)

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 MUSTANG ALGO - PARAMÈTRES
// ══════════════════════════════════════════════════════════════════════════════

// === MACD SETTINGS ===
grpMACD = "MACD Settings"
fastLength = input.int(12, "Fast Length", minval=1, group=grpMACD)
slowLength = input.int(26, "Slow Length", minval=1, group=grpMACD)
signalLength = input.int(9, "Signal Length", minval=1, group=grpMACD)
smoothLength = input.int(5, "Trend Smoothing", minval=1, group=grpMACD)

// === STOP LOSS SETTINGS ===
grpSL = "Stop Loss Settings"
useStopLoss = input.bool(true, "Enable Stop Loss", group=grpSL)
slType = input.string("Percentage", "Stop Loss Type", options=["Percentage", "ATR", "Fixed Points", "Swing Low/High"], group=grpSL)
slPercentage = input.float(2.0, "SL Percentage %", minval=0.1, step=0.1, group=grpSL)
slATRMultiplier = input.float(1.5, "SL ATR Multiplier", minval=0.1, step=0.1, group=grpSL)
slATRLength = input.int(14, "SL ATR Length", minval=1, group=grpSL)
slFixedPoints = input.float(50, "SL Fixed Points", minval=1, group=grpSL)
slSwingLength = input.int(10, "SL Swing Lookback", minval=1, group=grpSL)

// === TAKE PROFIT SETTINGS ===
grpTP = "Take Profit Settings"
useTakeProfit = input.bool(true, "Enable Take Profit", group=grpTP)
tpType = input.string("Percentage", "Take Profit Type", options=["Percentage", "ATR", "Fixed Points", "Risk Reward"], group=grpTP)
tpPercentage = input.float(4.0, "TP Percentage %", minval=0.1, step=0.1, group=grpTP)
tpATRMultiplier = input.float(3.0, "TP ATR Multiplier", minval=0.1, step=0.1, group=grpTP)
tpATRLength = input.int(14, "TP ATR Length", minval=1, group=grpTP)
tpFixedPoints = input.float(100, "TP Fixed Points", minval=1, group=grpTP)
tpRiskReward = input.float(2.0, "Risk Reward Ratio", minval=0.1, step=0.1, group=grpTP)

// === TRAILING STOP SETTINGS ===
grpTrail = "Trailing Stop Settings"
useTrailingStop = input.bool(false, "Enable Trailing Stop", group=grpTrail)
trailType = input.string("Percentage", "Trailing Type", options=["Percentage", "ATR"], group=grpTrail)
trailPercentage = input.float(1.5, "Trail Percentage %", minval=0.1, step=0.1, group=grpTrail)
trailATRMultiplier = input.float(2.0, "Trail ATR Multiplier", minval=0.1, step=0.1, group=grpTrail)

// === VISUAL SETTINGS ===
grpVisual = "Visual Settings"
showSignals = input.bool(true, "Show Buy/Sell Triangles", group=grpVisual)
showSLTP = input.bool(true, "Show SL/TP Lines", group=grpVisual)
showLabels = input.bool(true, "Show Labels", group=grpVisual)

// === TIME FILTER ===
grpTime = "Time Filter"
useTimeFilter = input.bool(false, "Enable Time Filter", group=grpTime)
startDate = input(timestamp("2020-01-01"), "Start Date", group=grpTime)
endDate = input(timestamp("2030-12-31"), "End Date", group=grpTime)

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 CALCULS MACD
// ══════════════════════════════════════════════════════════════════════════════

fastMA = ta.ema(close, fastLength)
slowMA = ta.ema(close, slowLength)
macdLine = fastMA - slowMA
signalLine = ta.ema(macdLine, signalLength)
histogram = macdLine - signalLine
trendLine = ta.sma(signalLine, smoothLength)

// === DÉTECTION DE ZONE ===
var bool inBullZone = false
if ta.crossover(trendLine, 0)
    inBullZone := true
if ta.crossunder(trendLine, 0)
    inBullZone := false

// === SIGNAUX ===
buySignal = ta.crossover(trendLine, 0)
sellSignal = ta.crossunder(trendLine, 0)

// === TIME FILTER ===
inTimeRange = useTimeFilter ? (time >= startDate and time <= endDate) : true

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 CALCULS SL/TP
// ══════════════════════════════════════════════════════════════════════════════

atrSL = ta.atr(slATRLength)
atrTP = ta.atr(tpATRLength)
swingLow = ta.lowest(low, slSwingLength)
swingHigh = ta.highest(high, slSwingLength)

// === STOP LOSS CALCULATION ===
calcStopLossLong() =>
    switch slType
        "Percentage" => close * (1 - slPercentage / 100)
        "ATR" => close - (atrSL * slATRMultiplier)
        "Fixed Points" => close - slFixedPoints * syminfo.mintick
        "Swing Low/High" => swingLow
        => close * (1 - slPercentage / 100)

calcStopLossShort() =>
    switch slType
        "Percentage" => close * (1 + slPercentage / 100)
        "ATR" => close + (atrSL * slATRMultiplier)
        "Fixed Points" => close + slFixedPoints * syminfo.mintick
        "Swing Low/High" => swingHigh
        => close * (1 + slPercentage / 100)

// === TAKE PROFIT CALCULATION ===
calcTakeProfitLong(slPrice) =>
    riskAmount = close - slPrice
    switch tpType
        "Percentage" => close * (1 + tpPercentage / 100)
        "ATR" => close + (atrTP * tpATRMultiplier)
        "Fixed Points" => close + tpFixedPoints * syminfo.mintick
        "Risk Reward" => close + (riskAmount * tpRiskReward)
        => close * (1 + tpPercentage / 100)

calcTakeProfitShort(slPrice) =>
    riskAmount = slPrice - close
    switch tpType
        "Percentage" => close * (1 - tpPercentage / 100)
        "ATR" => close - (atrTP * tpATRMultiplier)
        "Fixed Points" => close - tpFixedPoints * syminfo.mintick
        "Risk Reward" => close - (riskAmount * tpRiskReward)
        => close * (1 - tpPercentage / 100)

// === TRAILING STOP CALCULATION ===
calcTrailingAmount() =>
    switch trailType
        "Percentage" => close * trailPercentage / 100
        "ATR" => ta.atr(14) * trailATRMultiplier
        => close * trailPercentage / 100

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 VARIABLES DE POSITION
// ══════════════════════════════════════════════════════════════════════════════

var float entryPrice = na
var float stopLossPrice = na
var float takeProfitPrice = na
var bool isLong = false
var bool isShort = false

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 LOGIQUE DE TRADING
// ══════════════════════════════════════════════════════════════════════════════

// === ENTRÉE LONG ===
if buySignal and inTimeRange and not isLong
    entryPrice := close
    stopLossPrice := useStopLoss ? calcStopLossLong() : na
    takeProfitPrice := useTakeProfit ? calcTakeProfitLong(stopLossPrice) : na
    isLong := true
    isShort := false
    
    if useTrailingStop
        strategy.entry("Long", strategy.long)
        if useStopLoss and useTakeProfit
            strategy.exit("Exit Long", "Long", stop=stopLossPrice, limit=takeProfitPrice, trail_offset=calcTrailingAmount() / syminfo.mintick, trail_points=calcTrailingAmount() / syminfo.mintick)
        else if useStopLoss
            strategy.exit("Exit Long", "Long", stop=stopLossPrice, trail_offset=calcTrailingAmount() / syminfo.mintick, trail_points=calcTrailingAmount() / syminfo.mintick)
        else if useTakeProfit
            strategy.exit("Exit Long", "Long", limit=takeProfitPrice, trail_offset=calcTrailingAmount() / syminfo.mintick, trail_points=calcTrailingAmount() / syminfo.mintick)
    else
        strategy.entry("Long", strategy.long)
        if useStopLoss and useTakeProfit
            strategy.exit("Exit Long", "Long", stop=stopLossPrice, limit=takeProfitPrice)
        else if useStopLoss
            strategy.exit("Exit Long", "Long", stop=stopLossPrice)
        else if useTakeProfit
            strategy.exit("Exit Long", "Long", limit=takeProfitPrice)

// === ENTRÉE SHORT ===
if sellSignal and inTimeRange and not isShort
    entryPrice := close
    stopLossPrice := useStopLoss ? calcStopLossShort() : na
    takeProfitPrice := useTakeProfit ? calcTakeProfitShort(stopLossPrice) : na
    isShort := true
    isLong := false
    
    if useTrailingStop
        strategy.entry("Short", strategy.short)
        if useStopLoss and useTakeProfit
            strategy.exit("Exit Short", "Short", stop=stopLossPrice, limit=takeProfitPrice, trail_offset=calcTrailingAmount() / syminfo.mintick, trail_points=calcTrailingAmount() / syminfo.mintick)
        else if useStopLoss
            strategy.exit("Exit Short", "Short", stop=stopLossPrice, trail_offset=calcTrailingAmount() / syminfo.mintick, trail_points=calcTrailingAmount() / syminfo.mintick)
        else if useTakeProfit
            strategy.exit("Exit Short", "Short", limit=takeProfitPrice, trail_offset=calcTrailingAmount() / syminfo.mintick, trail_points=calcTrailingAmount() / syminfo.mintick)
    else
        strategy.entry("Short", strategy.short)
        if useStopLoss and useTakeProfit
            strategy.exit("Exit Short", "Short", stop=stopLossPrice, limit=takeProfitPrice)
        else if useStopLoss
            strategy.exit("Exit Short", "Short", stop=stopLossPrice)
        else if useTakeProfit
            strategy.exit("Exit Short", "Short", limit=takeProfitPrice)

// === FERMETURE SUR SIGNAL OPPOSÉ ===
if sellSignal and isLong
    strategy.close("Long")
    isLong := false

if buySignal and isShort
    strategy.close("Short")
    isShort := false

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 AFFICHAGE - TRIANGLES SUR LES BOUGIES
// ══════════════════════════════════════════════════════════════════════════════

// === TRIANGLES D'ACHAT/VENTE ===
plotshape(showSignals and buySignal, title="Buy Triangle", style=shape.triangleup, location=location.belowbar, color=color.new(color.green, 0), size=size.normal, text="BUY")
plotshape(showSignals and sellSignal, title="Sell Triangle", style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 0), size=size.normal, text="SELL")

// === COULEUR DE FOND (trend zone) ===
bgcolor(inBullZone ? color.new(color.green, 90) : color.new(color.red, 90))

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 INDICATEUR SÉPARÉ (PANNEAU INFÉRIEUR)
// ══════════════════════════════════════════════════════════════════════════════

// Pour afficher l'histogramme dans un panneau séparé, créer un indicateur séparé
// ou utiliser plot avec display=display.pane

// ══════════════════════════════════════════════════════════════════════════════
// 🐎 ALERTES
// ══════════════════════════════════════════════════════════════════════════════

alertcondition(buySignal, title="🐎 Mustang BUY", message="🐎 Mustang Algo: BUY Signal on {{ticker}} at {{close}}")
alertcondition(sellSignal, title="🐎 Mustang SELL", message="🐎 Mustang Algo: SELL Signal on {{ticker}} at {{close}}")