मल्टी-पैरामीटर रैंडम शॉक इंटेलिजेंट ट्रेंड ट्रेडिंग रणनीति

/*backtest
start: 2024-12-06 00:00:00
end: 2025-01-04 08:00:00
period: 4h
basePeriod: 4h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © petrusvorenusperegrinus

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//@version=6
strategy("CM Stochastic POP Method 3", shorttitle="CM_Stochastic POP_M3", overlay=true)

// Stochastic Settings
length = input.int(14, "Stochastic Length", minval=1)
smoothK = input.int(5, "Smooth K", minval=1)

// Risk:Reward Settings
use_rr = input.bool(true, "Use Risk:Reward Ratio")
use_sl = input.bool(true, "Use Stop Loss")  // New input for Stop Loss toggle
rr_options = input.string("1:1", "Risk:Reward Ratio", options=["1:1", "1:4", "1:8"])
stop_percent = input.float(1.0, "Stop Loss (%)", minval=0.1, step=0.1)

// Convert selected R:R ratio to number
get_rr_multiplier(rr) =>
    switch rr
        "1:1" => 1.0
        "1:4" => 4.0
        "1:8" => 8.0
        => 1.0  // default case
rr_ratio = get_rr_multiplier(rr_options)

// Fixed Level Settings
upperLine = 93.0  // Fixed sell level
midLine = 40.0    // Buy/Sell level
lowerLine = 15.0  // Fixed buy level

// EMA Settings
ema20 = ta.ema(close, 20)
ema50 = ta.ema(close, 50)
ema100 = ta.ema(close, 100)
ema200 = ta.ema(close, 200)

// Calculate Stochastic with smoothing
k = ta.sma(ta.stoch(close, high, low, length), smoothK)

// Dynamic color based on K value
kColor = k >= upperLine ? color.red :    // Above 93 -> Red
         k <= lowerLine ? color.green :   // Below 15 -> Green
         k <= midLine ? color.green :     // Below 40 -> Green
         color.blue                       // Between 40-93 -> Blue

// Buy Signals:
longCondition1 = ta.crossover(k, lowerLine)   // Cross above 15
longCondition2 = ta.crossover(k, midLine)     // Cross above 40

// Sell Signals:
shortCondition1 = ta.crossunder(k, upperLine) // Cross below 93
shortCondition2 = ta.crossunder(k, midLine)   // Cross below 40

calc_tp_sl(entry_price, is_long) =>
    sl_distance = entry_price * (stop_percent / 100)
    sl = is_long ? entry_price - sl_distance : entry_price + sl_distance
    tp_distance = sl_distance * rr_ratio
    tp = is_long ? entry_price + tp_distance : entry_price - tp_distance
    [sl, tp]

// Long entries
if (longCondition1)
    if (use_rr)
        [sl, tp] = calc_tp_sl(close, true)
        strategy.entry("Long_15", strategy.long)
        if (use_sl)
            strategy.exit("Exit_15", "Long_15", stop=sl, limit=tp)
        else
            strategy.exit("Exit_15", "Long_15", limit=tp)
    else
        strategy.entry("Long_15", strategy.long)

if (longCondition2)
    if (use_rr)
        [sl, tp] = calc_tp_sl(close, true)
        strategy.entry("Long_40", strategy.long)
        if (use_sl)
            strategy.exit("Exit_40", "Long_40", stop=sl, limit=tp)
        else
            strategy.exit("Exit_40", "Long_40", limit=tp)
    else
        strategy.entry("Long_40", strategy.long)

// Short entries
if (shortCondition1)
    if (use_rr)
        [sl, tp] = calc_tp_sl(close, false)
        strategy.entry("Short_93", strategy.short)
        if (use_sl)
            strategy.exit("Exit_93", "Short_93", stop=sl, limit=tp)
        else
            strategy.exit("Exit_93", "Short_93", limit=tp)
    else
        strategy.entry("Short_93", strategy.short)

if (shortCondition2)
    if (use_rr)
        [sl, tp] = calc_tp_sl(close, false)
        strategy.entry("Short_40", strategy.short)
        if (use_sl)
            strategy.exit("Exit_40", "Short_40", stop=sl, limit=tp)
        else
            strategy.exit("Exit_40", "Short_40", limit=tp)
    else
        strategy.entry("Short_40", strategy.short)

// Plot EMAs
plot(ema20, title="EMA 20", color=color.blue, linewidth=1, force_overlay = true)
plot(ema50, title="EMA 50", color=color.yellow, linewidth=1, force_overlay = true)
plot(ema100, title="EMA 100", color=color.orange, linewidth=1, force_overlay = true)
plot(ema200, title="EMA 200", color=color.purple, linewidth=1, force_overlay = true)

// Plot Stochastic line 
plot(k, title="Stochastic", color=kColor, linewidth=2)

// Plot reference lines 
hline(100, title="100 Line", color=color.white, linestyle=hline.style_solid)
hline(upperLine, title="93 Line", color=color.red, linestyle=hline.style_solid)
hline(midLine, title="40 Line", color=color.green, linestyle=hline.style_dashed)
hline(lowerLine, title="15 Line", color=color.green, linestyle=hline.style_solid)
hline(0, title="0 Line", color=color.white, linestyle=hline.style_solid)