बोलिंगर बैंड प्रवृत्ति विचलन पर आधारित बहु-स्तरीय मात्रात्मक व्यापार रणनीति

/*backtest
start: 2019-12-23 08:00:00
end: 2024-12-25 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("BBDIV_Strategy", overlay=true)

// Inputs for Bollinger Bands
length = input.int(20, title="BB Length")
mult = input.float(2.0, title="BB Multiplier")

// Calculate Bollinger Bands
basis = ta.sma(close, length)
deviation = mult * ta.stdev(close, length)
upperBB = basis + deviation
lowerBB = basis - deviation

// Calculate Bollinger Band width
bb_width = upperBB - lowerBB
prev_width = ta.valuewhen(not na(bb_width[1]), bb_width[1], 0)
prev_prev_width = ta.valuewhen(not na(bb_width[2]), bb_width[2], 0)

// Determine BB state
bb_state = bb_width > prev_width and prev_width > prev_prev_width ? 1 : bb_width < prev_width and prev_width < prev_prev_width ? -1 : 0

// Assign colors based on BB state
bb_color = bb_state == 1 ? color.green : bb_state == -1 ? color.red : color.gray

// Highlight candles closed outside BB
candle_size = high - low
highlight_color = (candle_size > bb_width / 2 and close > upperBB) ? color.new(color.green, 50) : (candle_size > bb_width / 2 and close < lowerBB) ? color.new(color.red, 50) : na

bgcolor(highlight_color, title="Highlight Candles")

// Plot Bollinger Bands
plot(upperBB, title="Upper BB", color=bb_color, linewidth=2, style=plot.style_line)
plot(lowerBB, title="Lower BB", color=bb_color, linewidth=2, style=plot.style_line)
plot(basis, title="Middle BB", color=color.blue, linewidth=1, style=plot.style_line)

// Calculate EMA 200
ema200 = ta.ema(close, 200)

// Plot EMA 200
plot(ema200, title="EMA 200", color=color.orange, linewidth=2, style=plot.style_line)

// Strategy logic
enter_long = highlight_color == color.new(color.green, 50)
exit_long = highlight_color == color.new(color.red, 50)

if (enter_long)
    strategy.entry("Buy", strategy.long)

if (exit_long)
    strategy.close("Buy")

// Display profit at close
if (exit_long)
    var float entry_price = na
    var float close_price = na
    var float profit = na

    if (strategy.opentrades > 0)
        entry_price := strategy.opentrades.entry_price(strategy.opentrades - 1)
        close_price := close
        profit := (close_price - entry_price) * 100 / entry_price * 2 * 10 // Assuming 1 pip = 0.01 for XAUUSD
        label.new(bar_index, high + (candle_size * 2), str.tostring(profit, format.mintick) + " USD", style=label.style_label_up, color=color.green)