तीन-चरणीय प्रवृत्ति ब्रेकआउट और गति अनुवर्ती रणनीति

/*backtest
start: 2025-01-17 00:00:00
end: 2025-02-15 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("TrinityBar", overlay=true, initial_capital=100000, 
     default_qty_type=strategy.percent_of_equity, default_qty_value=200)

//─────────────────────────────────────────────────────────────
// Current Bar Thirds Calculations
//─────────────────────────────────────────────────────────────
cur_range      = high - low
cur_lowerThird = low + cur_range / 3
cur_upperThird = high - cur_range / 3

//─────────────────────────────────────────────────────────────
// Previous Bar Thirds Calculations
//─────────────────────────────────────────────────────────────
prev_range      = high[1] - low[1]
prev_lowerThird = low[1] + prev_range / 3
prev_upperThird = high[1] - prev_range / 3

//─────────────────────────────────────────────────────────────
// Define Bullish Bar Types for Current Bar
//─────────────────────────────────────────────────────────────
is_1_3 = (open <= cur_lowerThird) and (close >= cur_upperThird)
is_3_3 = (open >= cur_upperThird) and (close >= cur_upperThird)
is_2_3 = (open > cur_lowerThird) and (open < cur_upperThird) and (close >= cur_upperThird)

//─────────────────────────────────────────────────────────────
// Define Bearish Bar Types for Current Bar
//─────────────────────────────────────────────────────────────
is_3_1 = (open >= cur_upperThird) and (close <= cur_lowerThird)
is_1_1 = (open <= cur_lowerThird) and (close <= cur_lowerThird)
is_2_1 = (open > cur_lowerThird) and (open < cur_upperThird) and (close <= cur_lowerThird)

//─────────────────────────────────────────────────────────────
// Define Bullish Bar Types for Previous Bar
//─────────────────────────────────────────────────────────────
prev_is_1_3 = (open[1] <= prev_lowerThird) and (close[1] >= prev_upperThird)
prev_is_3_3 = (open[1] >= prev_upperThird) and (close[1] >= prev_upperThird)
prev_is_2_3 = (open[1] > prev_lowerThird) and (open[1] < prev_upperThird) and (close[1] >= prev_upperThird)

//─────────────────────────────────────────────────────────────
// Define Bearish Bar Types for Previous Bar
//─────────────────────────────────────────────────────────────
prev_is_3_1 = (open[1] >= prev_upperThird) and (close[1] <= prev_lowerThird)
prev_is_1_1 = (open[1] <= prev_lowerThird) and (close[1] <= prev_lowerThird)
prev_is_2_1 = (open[1] > prev_lowerThird) and (open[1] < prev_upperThird) and (close[1] <= prev_lowerThird)

//─────────────────────────────────────────────────────────────
// Valid Signal Conditions
//─────────────────────────────────────────────────────────────
// Bullish Signal: If the previous bar is any bullish type (2‑3, 3‑3, or 1‑3)
// and the current bar is either a 1‑3 or a 3‑3 bar.
validBuy = (prev_is_2_3 or prev_is_3_3 or prev_is_1_3) and (is_1_3 or is_3_3)

// Bearish Signal: If the previous bar is any bearish type (2‑1, 1‑1, or 3‑1)
// and the current bar is either a 1‑1 or a 3‑1 bar.
validSell = (prev_is_2_1 or prev_is_1_1 or prev_is_3_1) and (is_1_1 or is_3_1)

//─────────────────────────────────────────────────────────────
// Plot Only the Signal Triangles
//─────────────────────────────────────────────────────────────
plotshape(validBuy, title="Valid Buy", style=shape.triangleup, location=location.belowbar, 
     color=color.green, size=size.small, text="B")
plotshape(validSell, title="Valid Sell", style=shape.triangledown, location=location.abovebar, 
     color=color.red, size=size.small, text="S")

//─────────────────────────────────────────────────────────────
// Market Order Execution Based on Signals
//─────────────────────────────────────────────────────────────
if validBuy
    // Close any short positions.
    strategy.close("Short", comment="")
    // If not already long, enter a market long.
    if strategy.position_size <= 0
        strategy.entry("Long", strategy.long, comment="")
        
if validSell
    // Close any long positions.
    strategy.close("Long", comment="")
    // If not already short, enter a market short.
    if strategy.position_size >= 0
        strategy.entry("Short", strategy.short, comment="")