अनुकूली बोलिंगर बैंड प्रवृत्ति अनुसरण रणनीति और बहुस्तरीय जोखिम प्रबंधन प्रणाली

/*backtest
start: 2025-01-10 00:00:00
end: 2025-02-08 08:00:00
period: 2h
basePeriod: 2h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("AI Bollinger Bands Strategy with SL, TP, and Bars Till Close", overlay=true)

// Input parameters
bb_length           = input.int(14, title="Bollinger Bands Length", minval=1)
bb_stddev           = input.float(1.5, title="Bollinger Bands Standard Deviation", minval=0.1)
use_ema             = input.bool(true, title="Use EMA Filter")
ema_length          = input.int(80, title="EMA Length", minval=1)
use_trailing_stop   = input.bool(true, title="Use Trailing Stop")
use_sl              = input.bool(true, title="Use Stop Loss")
use_tp              = input.bool(false, title="Use Take Profit")
sl_dollars          = input.float(300.0, title="Stop Loss (\$)", minval=0.0)
tp_dollars          = input.float(1000.0, title="Take Profit (\$)", minval=0.0)
use_bars_till_close = input.bool(true, title="Use Bars Till Close")
bars_till_close     = input.int(10, title="Bars Till Close", minval=1)
// New input to toggle indicator plotting
plot_indicators     = input.bool(true, title="Plot Bollinger Bands and EMA on Chart")

// Calculate Bollinger Bands and EMA
basis      = ta.sma(close, bb_length)
upper_band = basis + bb_stddev * ta.stdev(close, bb_length)
lower_band = basis - bb_stddev * ta.stdev(close, bb_length)
ema        = ta.ema(close, ema_length)

// Plot Bollinger Bands and EMA conditionally
plot(plot_indicators  ? basis : na, color=color.blue, linewidth=2, title="Basis (SMA)")
plot(plot_indicators ? upper_band : na, color=color.red, linewidth=2, title="Upper Band")
plot(plot_indicators  ? lower_band : na, color=color.green, linewidth=2, title="Lower Band")
plot(plot_indicators   ? ema   : na, color=color.orange, linewidth=2, title="EMA")

// EMA conditions
ema_long_condition  = ema > ema[1]
ema_short_condition = ema < ema[1]

// Entry conditions
sell_condition = close[1] > upper_band[1] and close[1] > open[1] and close < open
if sell_condition and (not use_ema or ema_short_condition)
    strategy.entry("Sell", strategy.short)

buy_condition = close[1] < lower_band[1] and close > open
if buy_condition and (not use_ema or ema_long_condition)
    strategy.entry("Buy", strategy.long)

// Trailing stop logic
if use_trailing_stop
    if strategy.position_size > 0 and close >= basis
        strategy.exit("Trailing Stop Long", from_entry="Buy", stop=low)
    if strategy.position_size < 0 and close <= basis
        strategy.exit("Trailing Stop Short", from_entry="Sell", stop=high)

// Stop Loss and Take Profit logic
if use_sl or use_tp
    if strategy.position_size > 0
        long_entry = strategy.position_avg_price
        long_sl    = long_entry - sl_dollars
        long_tp    = long_entry + tp_dollars
        if use_sl and close <= long_sl
            strategy.close("Buy", comment="Long SL Hit")
        if use_tp and close >= long_tp
            strategy.close("Buy", comment="Long TP Hit")
    if strategy.position_size < 0
        short_entry = strategy.position_avg_price
        short_sl    = short_entry + sl_dollars
        short_tp    = short_entry - tp_dollars
        if use_sl and close >= short_sl
            strategy.close("Sell", comment="Short SL Hit")
        if use_tp and close <= short_tp
            strategy.close("Sell", comment="Short TP Hit")

// Bars Till Close logic
var int bars_since_entry = na
if strategy.position_size != 0
    bars_since_entry := na(bars_since_entry) ? 0 : bars_since_entry + 1
else
    bars_since_entry := na

if use_bars_till_close and not na(bars_since_entry) and bars_since_entry >= bars_till_close
    strategy.close("Buy", comment="Bars Till Close Hit")
    strategy.close("Sell", comment="Bars Till Close Hit")

// Plot buy/sell signals
plotshape(sell_condition and (not use_ema or ema_short_condition), title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="Sell")
plotshape(buy_condition and (not use_ema or ema_long_condition), title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="Buy")