ওভারনাইট রেঞ্জ ফিবোনাচি রিট্রেসমেন্ট কৌশল

/*backtest
start: 2026-01-01 00:00:00
end: 2026-03-19 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/

//@version=5
strategy(
     title="Trader Tom - Overnight Range + Fib 62% Strategy",
     shorttitle="TraderTom",
     overlay=true,
     initial_capital=10000,
     default_qty_type=strategy.percent_of_equity,
     default_qty_value=10,
     commission_type=strategy.commission.percent,
     commission_value=0.1,
     slippage=2
     )

// ─────────────────────────────────────────
// INPUTS
// ─────────────────────────────────────────

// Overnight range session (default: midnight to 8am London)
overnightStart  = input("0000-0800", title="Overnight Session (Range)",   group="Session")
londonOpen      = input("0800-1700", title="Trading Session (Entry)",      group="Session")

// Lost Momentum settings
maLen           = input.int(62,    title="MA Length (62 default per Tom)",         group="Lost Momentum")
maType          = input.string("EMA", title="MA Type", options=["EMA","SMA"],      group="Lost Momentum")
lookbackBars    = input.int(8,     title="Min bars back for previous low/high",    group="Lost Momentum")

// Risk Management
slPercent       = input.float(1.0, title="Stop Loss %",    group="Risk Management", step=0.1)
tpMulti         = input.float(2.0, title="TP Multiplier (R:R)", group="Risk Management", step=0.1)
useTrail        = input.bool(true,  title="Use Trailing Stop",  group="Risk Management")

// Display
showRange       = input.bool(true,  title="Show Overnight Range",    group="Display")
showFib         = input.bool(true,  title="Show Fib 62% Level",      group="Display")
showMA          = input.bool(true,  title="Show MA on Chart",         group="Display")

// ─────────────────────────────────────────
// MA CALCULATION
// ─────────────────────────────────────────
maValue = maType == "EMA" ? ta.ema(close, maLen) : ta.sma(close, maLen)

// ─────────────────────────────────────────
// OVERNIGHT RANGE (High & Low)
// ─────────────────────────────────────────
isOvernight  = not na(time(timeframe.period, overnightStart))
isTrading    = not na(time(timeframe.period, londonOpen))

var float overnightHigh = na
var float overnightLow  = na
var float rangeSize     = na
var float fib62Long     = na   // 62% retrace after bearish breakout → long entry
var float fib62Short    = na   // 62% retrace after bullish breakout → short entry
var bool  brokeHigh     = false
var bool  brokeLow      = false
var bool  longArmed     = false  // armed to enter long at 62% after low break
var bool  shortArmed    = false  // armed to enter short at 62% after high break

// Reset range at start of each new day
if ta.change(time("D"))
    overnightHigh := na
    overnightLow  := na
    rangeSize     := na
    fib62Long     := na
    fib62Short    := na
    brokeHigh     := false
    brokeLow      := false
    longArmed     := false
    shortArmed    := false

// Build overnight range
if isOvernight
    overnightHigh := na(overnightHigh) ? high : math.max(overnightHigh, high)
    overnightLow  := na(overnightLow)  ? low  : math.min(overnightLow,  low)
    rangeSize     := overnightHigh - overnightLow

// ─────────────────────────────────────────
// STRATEGY 1: OVERNIGHT RANGE BREAKOUT + FIB 62% RETRACEMENT
// Tom's rule: Wait for break of overnight high/low, 
// then if price retraces back into range, enter at 62% Fibonacci retracement
// ─────────────────────────────────────────

if isTrading and not na(overnightHigh) and not na(overnightLow)

    // Price breaks ABOVE overnight high → potential short setup at 62%
    if not brokeHigh and high > overnightHigh
        brokeHigh  := true
        // 62% retracement from breakout high back into range
        fib62Short := overnightHigh - (rangeSize * 0.62)
        shortArmed := true

    // Price breaks BELOW overnight low → potential long setup at 62%
    if not brokeLow and low < overnightLow
        brokeLow  := true
        // 62% retracement from breakout low back into range
        fib62Long := overnightLow + (rangeSize * 0.62)
        longArmed := true

    // LONG ENTRY: armed after low break, price retraces back up to 62% level
    if longArmed and not na(fib62Long)
        if low <= fib62Long and close >= fib62Long
            if strategy.position_size == 0
                strategy.entry("Tom Long", strategy.long, comment="▲ Fib62 Long")
            longArmed := false  // disarm after entry

    // SHORT ENTRY: armed after high break, price retraces back down to 62% level
    if shortArmed and not na(fib62Short)
        if high >= fib62Short and close <= fib62Short
            if strategy.position_size == 0
                strategy.entry("Tom Short", strategy.short, comment="▼ Fib62 Short")
            shortArmed := false

// ─────────────────────────────────────────
// STRATEGY 2: LOST MOMENTUM (Trend Continuation)
// Tom's rule: Market trends above/below MA (pointing up/down)
// Find where it takes out a previous low (8+ bars ago) then closes back above it
// That close-back is the entry signal — trend continuation
// ─────────────────────────────────────────
maRising  = maValue > maValue[1]
maFalling = maValue < maValue[1]

// Find previous low that is at least lookbackBars ago
prevLow  = ta.lowest(low, lookbackBars)[1]
prevHigh = ta.highest(high, lookbackBars)[1]

// Lost Momentum LONG:
// Price above rising MA, dips below a previous low (8+ bars), then closes back above it
lostMomLong  = close > maValue and maRising  and low < prevLow  and close > prevLow

// Lost Momentum SHORT:
// Price below falling MA, bounces above a previous high (8+ bars), then closes back below it
lostMomShort = close < maValue and maFalling and high > prevHigh and close < prevHigh

if lostMomLong and strategy.position_size == 0
    strategy.entry("Tom LM Long", strategy.long, comment="▲ LostMom Long")

if lostMomShort and strategy.position_size == 0
    strategy.entry("Tom LM Short", strategy.short, comment="▼ LostMom Short")

// ─────────────────────────────────────────
// EXIT MANAGEMENT
// Tom's philosophy: "Cut losses short, let winners run"
// Use trailing stop to let profits run
// ─────────────────────────────────────────
longSL  = strategy.position_avg_price * (1 - slPercent / 100)
shortSL = strategy.position_avg_price * (1 + slPercent / 100)
longTP  = strategy.position_avg_price * (1 + (slPercent * tpMulti) / 100)
shortTP = strategy.position_avg_price * (1 - (slPercent * tpMulti) / 100)

if strategy.position_size > 0
    if useTrail
        strategy.exit("Long Exit", stop=longSL,  trail_price=longTP, trail_offset=close * slPercent / 100 / syminfo.mintick)
    else
        strategy.exit("Long Exit", stop=longSL,  limit=longTP)

if strategy.position_size < 0
    if useTrail
        strategy.exit("Short Exit", stop=shortSL, trail_price=shortTP, trail_offset=close * slPercent / 100 / syminfo.mintick)
    else
        strategy.exit("Short Exit", stop=shortSL, limit=shortTP)

// ─────────────────────────────────────────
// VISUALS
// ─────────────────────────────────────────

// MA line
plot(showMA ? maValue : na, title="Tom's MA (62)", color=color.new(color.blue, 0), linewidth=2)

// Overnight High/Low lines
plot(showRange and not na(overnightHigh) ? overnightHigh : na, title="Overnight High", color=color.new(color.orange, 0), linewidth=1, style=plot.style_linebr)
plot(showRange and not na(overnightLow)  ? overnightLow  : na, title="Overnight Low",  color=color.new(color.orange, 0), linewidth=1, style=plot.style_linebr)

// Fib 62% levels
plot(showFib and not na(fib62Long)  ? fib62Long  : na, title="Fib 62% Long Entry",  color=color.new(color.teal, 0), linewidth=1, style=plot.style_linebr)
plot(showFib and not na(fib62Short) ? fib62Short : na, title="Fib 62% Short Entry", color=color.new(color.red,  0), linewidth=1, style=plot.style_linebr)

// Entry signals
plotshape(lostMomLong,  title="Lost Mom Long",  style=shape.triangleup,   location=location.belowbar, color=color.new(color.teal, 0), size=size.small, text="LM▲")
plotshape(lostMomShort, title="Lost Mom Short", style=shape.triangledown,  location=location.abovebar, color=color.new(color.red,  0), size=size.small, text="LM▼")

// Background: above MA = soft bull tint, below = soft bear tint
bgcolor(close > maValue ? color.new(color.teal, 96) : color.new(color.red, 96), title="Trend Background")