Combinaison multi-indicateurs ATR trailing stop loss stratégie de trading intelligente

/*backtest
start: 2025-02-13 00:00:00
end: 2025-02-20 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("AI trade Roney nifty value", overlay=true)

// User Inputs
atrPeriod = input.int(10, "ATR Period")
atrMultiplier = input.float(2, "ATR Multiplier")
target = input.float(40, "Target")
stopLoss = input.float(40, "Stop Loss")

// Calculate ATR-based trailing stop
atr = ta.atr(atrPeriod)
nLoss = atrMultiplier * atr
var float xATRTrailingStop = na

if na(xATRTrailingStop)
    xATRTrailingStop := close - nLoss
else
    if close > xATRTrailingStop[1] and close[1] > xATRTrailingStop[1]
        xATRTrailingStop := math.max(xATRTrailingStop[1], close - nLoss)
    else if close < xATRTrailingStop[1] and close[1] < xATRTrailingStop[1]
        xATRTrailingStop := math.min(xATRTrailingStop[1], close + nLoss)
    else
        xATRTrailingStop := close > xATRTrailingStop[1] ? close - nLoss : close + nLoss

// Define position and entry/exit prices
var int pos = na
pos := close[1] < xATRTrailingStop[1] and close > xATRTrailingStop[1] ? 1 : 
       close[1] > xATRTrailingStop[1] and close < xATRTrailingStop[1] ? -1 : pos[1]

var bool isLong = false
var bool isShort = false

var float entryPrice = na
var float exitPrice = na
var float exitStop = na

// JLines Cloud indicator
sl = input.int(72, "Smaller length")
hl = input.int(89, "Higher length")

res = input.timeframe("1", "JLines - Time Frame 1")
res1 = input.timeframe("3", "JLines - Time Frame 2")
enable515 = input.bool(false, "5/15 EMA")
res2 = input.timeframe("5", "5/15 EMA")

ema1_72 = request.security(syminfo.tickerid, res, ta.ema(close, sl))
ema1_89 = request.security(syminfo.tickerid, res, ta.ema(close, hl))
ema2_72 = request.security(syminfo.tickerid, res1, ta.ema(close, sl))
ema2_89 = request.security(syminfo.tickerid, res1, ta.ema(close, hl))
ema3_5 = request.security(syminfo.tickerid, res2, ta.ema(close, 5))
ema3_15 = request.security(syminfo.tickerid, res2, ta.ema(close, 15))

// Plot JLines Cloud
p1_1 = plot(ema1_72, "TimeFrame 1 - SL", color=color.blue, display=display.none)
p1_2 = plot(ema1_89, "TimeFrame 1 - HL", color=color.blue, display=display.none)
p2_1 = plot(ema2_72, "TimeFrame 2 - SL", color=color.yellow, display=display.none)
p2_2 = plot(ema2_89, "TimeFrame 2 - HL", color=color.yellow, display=display.none)
p3_1 = plot(enable515 ? ema3_5 : na, "Late Day Fade - 5 EMA", color=color.yellow, display=display.none)
p3_2 = plot(enable515 ? ema3_15 : na, "Late Day Fade - 15 EMA", color=color.yellow, display=display.none)

fill(p1_1, p1_2, color=ema1_72 > ema1_89 ? color.new(color.green, 30) : color.new(color.red, 30), title="Background 1")
fill(p2_1, p2_2, color=ema2_72 > ema2_89 ? color.new(color.green, 90) : color.new(color.red, 90), title="Background 2")
fill(p3_1, p3_2, color=enable515 ? (ema3_5 > ema3_15 ? color.new(color.blue, 50) : color.new(color.red, 50)) : na, title="Late Day Fade")

// Plot Buy and Sell signals
plotshape(pos == 1, title="Buy", style=shape.triangleup, location=location.belowbar, color=color.green)
plotshape(pos == -1, title="Sell", style=shape.triangledown, location=location.abovebar, color=color.red)

// Volume Analysis
vol_length = input.int(20, "Volume SMA length", minval=1)
vol_avg = ta.sma(volume, vol_length)

unusual_vol_down = volume > vol_avg * 1.2 and close < open
unusual_vol_up = volume > vol_avg * 1.2 and close > open

barcolor(unusual_vol_down or unusual_vol_up ? color.yellow : na)

// ATR Indicator
len2 = input.int(20, minval=1, title="Smooth")
src = input.source(close, title="Source")
out = ta.vwma(src, len2)
avg1 = math.avg(out, xATRTrailingStop) // FIXED: Replaced `ta.avg()` with `math.avg()`

plot(avg1, color=color.aqua, title="ATR")

// Daily Open Line
dl = input.bool(true, "Show daily Open")
dopen = request.security(syminfo.tickerid, "D", open)
plot(dl ? dopen : na, title="Day Open", color=color.orange, style=plot.style_circles, linewidth=2)

// Strategy Entry Conditions
if pos == 1 and not isLong and ema1_72 > ema1_89 and ema2_72 > ema2_89 and ema1_72 > ema2_72 and close > dopen
    entryPrice := close
    exitPrice := close + target
    exitStop := entryPrice - stopLoss
    strategy.entry("Buy", strategy.long)
    strategy.exit("buy_target", "Buy", limit=exitPrice)
    isLong := true
    isShort := false

if pos == -1 and not isShort and ema1_72 < ema1_89 and ema2_72 < ema2_89 and ema1_72 < ema2_72 and close < dopen
    entryPrice := close
    exitPrice := close - target
    exitStop := entryPrice + stopLoss
    strategy.entry("Sell", strategy.short)
    strategy.exit("Sell_target", "Sell", limit=exitPrice)
    isLong := false
    isShort := true

// Stop Loss Handling
if strategy.position_size > 0 and close < entryPrice - stopLoss
    strategy.close("Buy", comment="Buy_Stop Loss")

if strategy.position_size < 0 and close > entryPrice + stopLoss
    strategy.close("Sell", comment="Sell_Stop Loss")