डायनामिक मार्क औसत ट्रेंड रणनीति

/*backtest
start: 2022-11-08 00:00:00
end: 2023-11-14 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5

///////////Original Script Courtesy of Lazy_Bear.... Absolute Legend\\\\\\\\\\\\\\\

strategy('SmoothedWaddah', overlay=false, initial_capital=1)
sensitivity = input(150, title='Sensitivity')
fastLength = input(20, title='MacD FastEMA Length')
slowLength = input(40, title='MacD SlowEMA Length')
channelLength = input(20, title='BB Channel Length')
mult = input(1.5, title='BB Stdev Multiplier')
RSI14filter = input(40, title='RSI Value trade filter')

////////////MacD Calculation of price//////////////////////////////
calc_macd(source, fastLength, slowLength) =>
    fastMA = ta.ema(source, fastLength)
    slowMA = ta.ema(source, slowLength)
    fastMA - slowMA

/////////BolingerBand Calculation of Price///////////////////////
calc_BBUpper(source, length, mult) =>
    basis = ta.sma(source, length)
    dev = mult * ta.stdev(source, length)
    basis + dev

calc_BBLower(source, length, mult) =>
    basis = ta.sma(source, length)
    dev = mult * ta.stdev(source, length)
    basis - dev

//////heinkenashi chart call for closing price "smoothing mechanism"\\\\\\\\\\\\\\\\\\\\\\\\\\\
point = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close)

////////////////////T1 is change in MacD current  candle from previous candle Sensitivy amplifies calculation/////////////////////
t1 = (calc_macd(point, fastLength, slowLength) - calc_macd(point[1], fastLength, slowLength)) * sensitivity
//////////////////////T2 is  T1 from two candles prior\\\\\\\\\\\\\\\\\\\\\\\\\\\
t2 = (calc_macd(point[2], fastLength, slowLength) - calc_macd(point[3], fastLength, slowLength)) * sensitivity

////////////////E1 is difference in bolinger band upper and lower...E2 is E1 from one candle prior not needed//////////////
e1 = calc_BBUpper(ohlc4, channelLength, mult) - calc_BBLower(ohlc4, channelLength, mult)
//e2 = (calc_BBUpper(close[1], channelLength, mult) - calc_BBLower(close[1], channelLength, mult))

//////signal bar printing.. Up if MacD positive .. Down if MacD negative//////////
trendUp = t1 >= 0 ? t1 : 0
trendDown = t1 < 0 ? -1 * t1 : 0

///////plots difference in macD*Sensitivity, color change if increasing or decreasing. 
//////color is green/lime if explosion is up \ color is red/orange if explosion is down/////////
plot(trendUp, style=plot.style_columns, linewidth=1, color=trendUp < trendUp[1] ? color.new(color.lime,45) : color.new(color.green,45), title='UpTrend')
plot(trendDown, style=plot.style_columns, linewidth=1, color=trendDown < trendDown[1] ? color.new(color.orange,45) : color.new(color.red,45), title='DownTrend')
plot(e1, style=plot.style_line, linewidth=2, color=color.new(#A0522D, 0), title='ExplosionLine')


////////////Entry conditions and Concept/////////////////////
////////////Long Only System. T1 is measuring the distance between MACD EMA's. This is Multiplied
////////////by the sensitivity so that it can be compared to the difference between BollingerBand. 
/////////////{this could have been a ratio maybe i will work with that in a different script.} 
/////////////I found that 135-175 sensitivy allows for values to be compared on most charts.....
////////////If the (difference between the EMA)*(Sensitivity) is greater than (BB upper line- BB lower line)
////////////it is considered an explosion in either the downside or the upside.The indicator will print
///////////a bar higher than the trigger line either green or red (up or down respectively)//////////////////

longCondition = trendUp > e1 and ta.rsi(close, 14) > RSI14filter
if longCondition
    strategy.entry('up', strategy.long)

strategy.close('up', trendDown > e1)