ট্রেন্ড রিভার্সাল কৌশল

/*backtest
start: 2025-02-28 00:00:00
end: 2026-02-26 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BNB_USDT","balance":500000,"fee":[0,0]}]
*/

// © LuxAlgo — CC BY-NC-SA 4.0
//@version=6
strategy("Trend Strategy Flip",overlay=true)

// Colors
color BULL_COLOR = #089981
color BEAR_COLOR = #f23645

// Marker colors
color COL_LONG_ENTRY   = color.new(#00ff00, 0)
color COL_SHORT_ENTRY  = color.new(#ff0000, 0)
color COL_FLIP_LONG    = color.new(#00ff00, 0)
color COL_FLIP_SHORT   = color.new(#ff0000, 0)
color COL_TP_LONG      = color.new(#ffd700, 0)
color COL_TP_SHORT     = color.new(#ff8c00, 0)
color COL_BE           = color.new(#0066ff, 0)

// Inputs
srcInput      = input.source(close, "Source")
atrMultInput  = input.float(1.5, "ATR Multiplier")
muInput       = input.float(0.6, "Adaptation Rate (μ)")

entryMode    = input.string("A",  "Entry Mode",       options=["A","B","C"])
entrySubMode = input.string("B1", "Early Entry Type", options=["B1","B2"])

exitMode  = input.string("By Trend Change", "Exit Mode",
                         options=["By Trend Change","By Price Cross","Both"])
useLongs  = input.bool(true,  "Enable Longs")
useShorts = input.bool(true,  "Enable Shorts")

useBreakeven  = input.bool(true,  "Use Breakeven")
beTriggerPerc = input.float(0.5,  "BE Trigger %")
beOffsetPerc  = input.float(0.0,  "BE Offset %")

usePartialTP   = input.bool(true, "Use Partial TP")
tpPerc         = input.float(2.0, "TP % for Partial Close")
tpQtyPerc      = input.float(20.0, "Close % at TP")


// ---------------------------------------------------------
// L1 Filter
// ---------------------------------------------------------
float atr200    = ta.atr(200)
float threshold = atr200 * atrMultInput
var float z = na
var float v = 0.0

if bar_index == 0
    z := srcInput
else
    float zPrev = z[1]
    float vPrev = v[1]
    float zPred = zPrev + vPrev
    float zTemp = zPred + muInput * (srcInput - zPred)
    float diff  = zTemp - zPrev
    v := math.abs(diff) > threshold ? math.sign(diff)*(math.abs(diff)-threshold) : 0
    z := zPrev + v

// Trend
var int trend = 0
if z > z[1]
    trend := 1
else if z < z[1]
    trend := -1

bool upChange   = trend == 1 and trend[1] == -1
bool downChange = trend == -1 and trend[1] == 1

// ---------------------------------------------------------
// Entry logic
// ---------------------------------------------------------
bool longA  = upChange
bool shortA = downChange

bool longB1  = srcInput > z and srcInput[1] <= z[1]
bool shortB1 = srcInput < z and srcInput[1] >= z[1]

bool longB2  = v > 0 and v[1] <= 0
bool shortB2 = v < 0 and v[1] >= 0

bool longC  = upChange[1]
bool shortC = downChange[1]

bool longEntryRaw  = entryMode == "A" ? longA  : entryMode == "B" ? (entrySubMode == "B1" ? longB1  : longB2) : longC
bool shortEntryRaw = entryMode == "A" ? shortA : entryMode == "B" ? (entrySubMode == "B1" ? shortB1 : shortB2) : shortC

bool longEntry  = longEntryRaw  and useLongs
bool shortEntry = shortEntryRaw and useShorts

bool inLong  = strategy.position_size > 0
bool inShort = strategy.position_size < 0

// ---------------------------------------------------------
// Exit logic
// ---------------------------------------------------------
bool priceAbove = srcInput > z
bool priceBelow = srcInput < z

bool exitLong =
     exitMode == "By Trend Change" ? downChange :
     exitMode == "By Price Cross"  ? priceBelow :
                                     (downChange or priceBelow)

bool exitShort =
     exitMode == "By Trend Change" ? upChange :
     exitMode == "By Price Cross"  ? priceAbove :
                                     (upChange or priceAbove)

// ---------------------------------------------------------
// Breakeven levels
// ---------------------------------------------------------
float beLong  = na
float beShort = na

if useBreakeven and strategy.position_size != 0
    float entry = strategy.position_avg_price
    float profit = (close - entry) / entry * 100 * (inLong ? 1 : -1)

    if inLong and profit >= beTriggerPerc
        beLong := entry * (1 + beOffsetPerc / 100)

    if inShort and profit >= beTriggerPerc
        beShort := entry * (1 - beOffsetPerc / 100)

// ---------------------------------------------------------
// Flip logic (fixed HUD update)
// ---------------------------------------------------------
bool flipLongToShort = inLong and downChange
bool flipShortToLong = inShort and upChange

if flipLongToShort
    strategy.close("Long")
    strategy.entry("Short", strategy.short)


if flipShortToLong
    strategy.close("Short")
    strategy.entry("Long", strategy.long)


// ---------------------------------------------------------
// Entry tracking
// ---------------------------------------------------------
bool newLongEntry  = longEntry  and not inLong  and not inShort
bool newShortEntry = shortEntry and not inShort and not inLong

if newLongEntry
    strategy.entry("Long", strategy.long)


if newShortEntry
    strategy.entry("Short", strategy.short)


// ---------------------------------------------------------
// Breakeven exits
// ---------------------------------------------------------
if inLong and not na(beLong)
    strategy.exit("Long BE", from_entry="Long", stop=beLong)

if inShort and not na(beShort)
    strategy.exit("Short BE", from_entry="Short", stop=beShort)

// ---------------------------------------------------------
// Partial TP logic
// ---------------------------------------------------------
float tpLong  = na
float tpShort = na

if usePartialTP and strategy.position_size != 0
    float entry = strategy.position_avg_price
    if inLong
        tpLong := entry * (1 + tpPerc / 100)
    if inShort
        tpShort := entry * (1 - tpPerc / 100)

if usePartialTP
    if inLong and not na(tpLong)
        strategy.exit("Long TP Partial", from_entry="Long", limit=tpLong, qty_percent=tpQtyPerc)
    if inShort and not na(tpShort)
        strategy.exit("Short TP Partial", from_entry="Short", limit=tpShort, qty_percent=tpQtyPerc)

// ---------------------------------------------------------
// Previous position state
// ---------------------------------------------------------
bool wasLong  = strategy.position_size[1] > 0
bool wasShort = strategy.position_size[1] < 0

// ---------------------------------------------------------
// LuxAlgo Trend Visuals
// ---------------------------------------------------------
color zColor = trend == 1 ? BULL_COLOR : BEAR_COLOR

zPlot   = plot(z, "L1 Proximal Filter", color=zColor, linewidth=3)
srcPlot = plot(srcInput, "Source Plot", color=na)

bool showFill = (trend == 1 and srcInput > z) or (trend == -1 and srcInput < z)

color fillTopColor    = showFill ? color.new(zColor, 50)  : na
color fillBottomColor = showFill ? color.new(zColor, 100) : na

fill(srcPlot, zPlot, srcInput, z, fillTopColor, fillBottomColor, "Trend Fill")

float switchVal   = (upChange or downChange) ? z[1] : na
color switchColor = upChange ? BULL_COLOR : BEAR_COLOR

plot(switchVal, "Trend Switch Dot", color=switchColor, style=plot.style_circles, linewidth=4, offset=-1)

// ---------------------------------------------------------
// TP & BE lines (transparent, disappear when inactive)
// ---------------------------------------------------------
float tpLine = inLong ? tpLong : inShort ? tpShort : na
plot(tpLine, "TP Line", color=color.new(color.yellow, 60), style=plot.style_linebr, linewidth=2)

float beLine = inLong ? beLong : inShort ? beShort : na
plot(beLine, "BE Line", color=color.new(COL_BE, 60), style=plot.style_linebr, linewidth=2)

// ---------------------------------------------------------
// BE marker (simple & perfect)
// ---------------------------------------------------------
float beLinePrev = beLine[1]

bool beLongHit  = not na(beLinePrev) and na(beLine) and wasLong
bool beShortHit = not na(beLinePrev) and na(beLine) and wasShort

plotshape(beLongHit,  "Long BE Hit",  shape.square, location.belowbar, COL_BE, size=size.small)
plotshape(beShortHit, "Short BE Hit", shape.square, location.abovebar, COL_BE, size=size.small)

// ---------------------------------------------------------
// TP markers (only real partial exits)
// ---------------------------------------------------------
bool sizeReducedLong  = wasLong  and strategy.position_size < strategy.position_size[1] and strategy.position_size > 0
bool sizeReducedShort = wasShort and strategy.position_size > strategy.position_size[1] and strategy.position_size < 0

bool tpLongHit  = sizeReducedLong  and not na(tpLong)
bool tpShortHit = sizeReducedShort and not na(tpShort)

plotshape(tpLongHit,  "Long TP Partial Hit",  shape.circle, location.abovebar, COL_TP_LONG, size=size.small)
plotshape(tpShortHit, "Short TP Partial Hit", shape.circle, location.belowbar, COL_TP_SHORT, size=size.small)

// ---------------------------------------------------------
// Entry markers
// ---------------------------------------------------------
plotshape(longEntry,  "Long Entry",  shape.triangleup,   location.belowbar, COL_LONG_ENTRY,  size=size.small)
plotshape(shortEntry, "Short Entry", shape.triangledown, location.abovebar, COL_SHORT_ENTRY, size=size.small)

// ---------------------------------------------------------
// Flip markers
// ---------------------------------------------------------
plotshape(flipLongToShort, "Flip L→S", shape.diamond, location.abovebar, COL_FLIP_SHORT, size=size.small)
plotshape(flipShortToLong, "Flip S→L", shape.diamond, location.belowbar, COL_FLIP_LONG, size=size.small)

// ---------------------------------------------------------
// Alerts
// ---------------------------------------------------------
alertcondition(longEntry,        "Long Entry",        "TSF LONG ENTRY")
alertcondition(shortEntry,       "Short Entry",       "TSF SHORT ENTRY")
alertcondition(flipLongToShort,  "Flip Long→Short",   "TSF FLIP SHORT")
alertcondition(flipShortToLong,  "Flip Short→Long",   "TSF FLIP LONG")
alertcondition(tpLongHit,        "Long TP Partial",   "TSF LONG TP PARTIAL")
alertcondition(tpShortHit,       "Short TP Partial",  "TSF SHORT TP PARTIAL")
alertcondition(beLongHit,        "Long BE",           "TSF LONG BE")
alertcondition(beShortHit,       "Short BE",          "TSF SHORT BE")