गतिशील बहुआयामी प्रवृत्ति ट्रैकिंग और मात्रात्मक व्यापार रणनीतियाँ

/*backtest
start: 2025-03-24 00:00:00
end: 2025-03-27 00:00:00
period: 3m
basePeriod: 3m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("SOL Scalper - Supertrend + EMA + RSI (One Position at a Time)", overlay=true, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.075)

// Inputs
atrLength = input.int(7, title="ATR Length", minval=1)
atrMultiplier = input.float(0.8, title="ATR Multiplier", minval=0.1)
emaLength = input.int(9, title="EMA Length", minval=1)
rsiLength = input.int(14, title="RSI Length", minval=1)
slPercent = input.float(1, title="Stop Loss (%)", minval=0.1, step=0.1) / 100
tpMultiplier = input.float(3.0, title="Take Profit Multiplier", minval=1.0)

// Supertrend Calculation
atr = ta.atr(atrLength)
[supertrend, direction] = ta.supertrend(atrMultiplier, atrLength)
plot(supertrend, color=direction == 1 ? color.green : color.red, linewidth=2, title="Supertrend")

// EMA Calculation
ema = ta.ema(close, emaLength)
plot(ema, color=color.blue, title="EMA")

// RSI Calculation
rsi = ta.rsi(close, rsiLength)
rsiOverbought = 60 // Adjusted to allow more trades
rsiOversold = 40  // Adjusted to allow more trades

// Entry Conditions
longCondition = direction == 1 and close > ema and rsi > rsiOversold
shortCondition = direction == -1 and close < ema and rsi < rsiOverbought

// Risk Management
stopLoss = close * slPercent
takeProfit = atr * tpMultiplier

// Ensure Only One Position at a Time
var bool inPosition = false

// Execute Trades
if (not inPosition) // Only enter a new trade if no position is open
    if (longCondition)
        strategy.entry("Long", strategy.long)
        strategy.exit("Long Exit", "Long", stop=close - stopLoss, limit=close + takeProfit)
        inPosition := true // Set inPosition to true when a trade is opened

    if (shortCondition)
        strategy.entry("Short", strategy.short)
        strategy.exit("Short Exit", "Short", stop=close + stopLoss, limit=close - takeProfit)
        inPosition := true // Set inPosition to true when a trade is opened

// Reset inPosition when the trade is closed
if (strategy.position_size == 0)
    inPosition := false

// Visuals
plotshape(series=longCondition and not inPosition, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(series=shortCondition and not inPosition, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Debugging
bgcolor(longCondition and not inPosition ? color.new(color.green, 90) : na, title="Long Condition")
bgcolor(shortCondition and not inPosition ? color.new(color.red, 90) : na, title="Short Condition")

// Key Metrics Table
var table keyMetrics = table.new(position.top_right, 2, 4, border_width=1)
if barstate.islast
    table.cell(keyMetrics, 0, 0, "ATR", bgcolor=color.gray)
    table.cell(keyMetrics, 1, 0, str.tostring(atr, "#.#####"), bgcolor=color.gray)
    table.cell(keyMetrics, 0, 1, "RSI", bgcolor=color.gray)
    table.cell(keyMetrics, 1, 1, str.tostring(rsi, "#.##"), bgcolor=color.gray)
    table.cell(keyMetrics, 0, 2, "Trend", bgcolor=color.gray)
    table.cell(keyMetrics, 1, 2, direction == 1 ? "Bullish" : "Bearish", bgcolor=color.gray)
    table.cell(keyMetrics, 0, 3, "TP Distance", bgcolor=color.gray)
    table.cell(keyMetrics, 1, 3, str.tostring(takeProfit, "#.#####"), bgcolor=color.gray)