आई चिंग मोगु बाजार विश्लेषण रणनीति

/*backtest
start: 2023-09-07 00:00:00
end: 2023-09-14 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
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//@version=4
strategy("EASYMOKU INDICATOR", overlay = true, initial_capital = 10000, currency = "USD", commission_value = 0.04)

// Initial Ichimoku inputs
Act_IKH = input(true, "ICHIMOKU KYNKO HYO")
Multiplier = input(5.9, "MULTIPLIER", minval = 0.1, type = input.float, step = 0.1)
Settings_input = input("OCCIDENTAL 7-22-44-22", "SETTINGS", options = ["ORIENTAL 9-26-52-26", "OCCIDENTAL 7-22-44-22"])
Settings(_oriental,_occidental) => round(((Settings_input == "ORIENTAL 9-26-52-26") ? _oriental : _occidental)*Multiplier)
tenkanPeriods = Settings(9,7)
kijunPeriods = Settings(26,22)
sekouBPeriods = Settings(52,44)
displacement = Settings(26,22)

// Ichimoku Calculations
donchian(_len) => avg(lowest(_len), highest(_len))
tenkan = donchian(tenkanPeriods)
kijun = donchian(kijunPeriods)
senkouA = avg(tenkan, kijun)
senkouB = donchian(sekouBPeriods)

// KUMO Conditions
var bool KUMO_Cond = na
KUMO_Cond := (close > senkouA[displacement-1] and close > senkouB[displacement-1]) ? 1 : (close < senkouA[displacement-1] and close < senkouB[displacement-1]) ? 0 : na

// CHIKOU Conditions
var bool CHIKOU_Cond = na
CHIKOU_Cond := (close > senkouA[2*displacement] and close > senkouB[2*displacement]) ? 1 : (close < senkouA[2*displacement] and close < senkouB[2*displacement]) ? 0 : na

// TENKAN & KIJUN Crossings Conditions
var bool TENKAN_KIJUN = na
TENKAN_KIJUN := crossover(tenkan,kijun) ? 1 : crossunder(tenkan,kijun) ? -1 : nz(TENKAN_KIJUN[1])

// Plottings
t = plot(Act_IKH ? tenkan : na, color = color.lime, linewidth = 2, title = "TENKAN SEN")
k = plot(Act_IKH ? kijun : na, color = color.red, linewidth = 2, title = "KIJUN SEN")
c = plot(Act_IKH ? close : na, offset = -displacement+1, color = color.aqua, title = "CHIKOU SPAN")
sA = plot(Act_IKH ? senkouA : na, offset = displacement-1, color = color.green, title = "SENKOU A")
sB = plot(Act_IKH ? senkouB : na, offset = displacement-1, color = color.red, title = "SENKOU B")
fill(sA, sB, title = "KUMO", color = senkouA > senkouB ? color.green : color.red)

// Bar colors according to Ichimoku Conditions    
barcolor(KUMO_Cond == 1 and CHIKOU_Cond == 1 ? color.lime : KUMO_Cond == 0 and CHIKOU_Cond == 0 ? color.red : color.orange)

// Strategy
if KUMO_Cond == 1 and CHIKOU_Cond == 1
    strategy.entry("LONG", strategy.long, when = TENKAN_KIJUN == 1)
    strategy.close("LONG", comment = "XLONG", when = TENKAN_KIJUN == -1)
if KUMO_Cond == 0 and CHIKOU_Cond == 0
    strategy.entry("SHORT", strategy.short, when = TENKAN_KIJUN == -1)
    strategy.close("SHORT", comment = "XSHORT", when = TENKAN_KIJUN == 1)