गतिशील अस्थिरता ट्रैकिंग, मूविंग एवरेज ट्रेंड ट्रेडिंग रणनीति और बुद्धिमान स्टॉप लॉस सिस्टम

/*backtest
start: 2025-02-17 10:00:00
end: 2025-02-20 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"SOL_USDT"}]
*/

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

//@version=6
strategy("Enhanced Scalping Strategy with Stop Loss", overlay=true)

// Input parameters
fastMA_length = input.int(9, title="Fast MA Length", minval=1)
slowMA_length = input.int(21, title="Slow MA Length", minval=1)
RSI_length = input.int(14, title="RSI Length", minval=1)
RSI_overbought = input.int(70, title="RSI Overbought")
RSI_oversold = input.int(30, title="RSI Oversold")
ATR_multiplier = input.float(1.5, title="ATR Multiplier")
ATR_length = input.int(14, title="ATR Length", minval=1)
stopLossPercent = input.float(1.0, title="Stop Loss %", minval=0.1) / 100  // Convert percentage to decimal

// Timeframe-specific adjustments
is1m = timeframe.period == "1"
is5m = timeframe.period == "5"

// Adjust input parameters based on timeframe
fastMA_length := is1m ? 9 : is5m ? 12 : fastMA_length
slowMA_length := is1m ? 21 : is5m ? 26 : slowMA_length
RSI_length := is1m ? 14 : is5m ? 14 : RSI_length

// Moving Averages
fastMA = ta.ema(close, fastMA_length)
slowMA = ta.ema(close, slowMA_length)

// RSI Calculation
rsi = ta.rsi(close, RSI_length)

// ATR Calculation for volatility filter
atr = ta.atr(ATR_length)

// Trade state variables
var bool inLongTrade = false
var bool inShortTrade = false
var float entryPrice = na
var float stopLossLevel = na

// Long and Short Conditions with added filters
longCondition = ta.crossover(fastMA, slowMA) and rsi < RSI_overbought and close > fastMA + ATR_multiplier * atr
shortCondition = ta.crossunder(fastMA, slowMA) and rsi > RSI_oversold and close < fastMA - ATR_multiplier * atr

// Ensure previous trades are closed before entering new ones
if (longCondition)
    strategy.close("Short")
    strategy.entry("Long", strategy.long)
    entryPrice := close
    stopLossLevel := close * (1 - stopLossPercent)  // 1% below entry for long trades
    inLongTrade := true
    inShortTrade := false

if (shortCondition)
    strategy.close("Long")
    strategy.entry("Short", strategy.short)
    entryPrice := close
    stopLossLevel := close * (1 + stopLossPercent)  // 1% above entry for short trades
    inShortTrade := true
    inLongTrade := false

// Stop Loss Exits
stopLossLongCondition = inLongTrade and close <= stopLossLevel
stopLossShortCondition = inShortTrade and close >= stopLossLevel

// Exit Conditions (Moving Average crossover or Stop Loss)
exitLongCondition = inLongTrade and (ta.crossunder(fastMA, slowMA) or stopLossLongCondition)
exitShortCondition = inShortTrade and (ta.crossover(fastMA, slowMA) or stopLossShortCondition)

// Reset trade state on exit
if (exitLongCondition)
    strategy.close("Long")
    inLongTrade := false
    inShortTrade := false

if (exitShortCondition)
    strategy.close("Short")
    inShortTrade := false
    inLongTrade := false

// Plot buy and sell signals
plotshape(longCondition, title="Long Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="LONG")
plotshape(shortCondition, title="Short Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SHORT")

// Plot moving averages
plot(fastMA, title="Fast MA", color=color.blue, linewidth=2)
plot(slowMA, title="Slow MA", color=color.orange, linewidth=2)

// Background color for overbought/oversold RSI
bgcolor(rsi > RSI_overbought ? color.new(color.red, 90) : na, title="Overbought Background")
bgcolor(rsi < RSI_oversold ? color.new(color.green, 90) : na, title="Oversold Background")

// Alerts
alertcondition(longCondition, title="Long Alert", message="Buy Signal")
alertcondition(shortCondition, title="Short Alert", message="Sell Signal")
alertcondition(exitLongCondition, title="Exit Long Alert", message="Exit Long Signal")
alertcondition(exitShortCondition, title="Exit Short Alert", message="Exit Short Signal")