एनगल्फिंग एसएमए ब्रेकआउट रणनीति

/*backtest
start: 2024-09-04 00:00:00
end: 2025-09-02 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/

//@version=6
strategy("SHUBHAM V7a", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// Inputs
smaPeriod = input.int(22, title="SMA 22 Period", minval=1)
sma200Period = input.int(200, title="SMA 200 Period", minval=1)
smaBuffer = input.float(0.5, title="SMA Buffer", minval=0)
patternBuffer = input.float(0.0, title="Engulfing Pattern Buffer", minval=0)

// TP/SL Settings
tpMode = input.string("Points", title="TP Mode", options=["Points", "Risk Ratio", "ATR Multiple"])
tpPoints = input.float(10.0, title="Take Profit (Points)", minval=0.1)
tpRiskRatio = input.float(2.0, title="TP Risk Ratio (R:R)", minval=0.1)
tpAtrMultiple = input.float(2.0, title="TP ATR Multiple", minval=0.1)

slMode = input.string("Candle Low/High", title="SL Mode", options=["Candle Low/High", "Points", "ATR Multiple"])
slPoints = input.float(5.0, title="SL Points", minval=0.1)
slAtrMultiple = input.float(1.0, title="SL ATR Multiple", minval=0.1)
slBuffer = input.float(0.0, title="Extra SL Buffer", minval=0)

// ATR for TP/SL calculations
atrPeriod = input.int(14, title="ATR Period", minval=1)

// Trailing Stop Settings
enableTrailing = input.bool(true, title="Enable Trailing Stop")
trailOffset = input.float(5.0, title="Trailing Stop Offset (Points)", minval=0.1)
trailActivation = input.float(3.0, title="Trailing Activation (Points)", minval=0.1)

// Alert Settings
enableAlerts = input.bool(true, title="Enable Alerts")

// Variables
var float longEntry = na
var float shortEntry = na
var float longSL = na
var float shortSL = na
var float longTP = na
var float shortTP = na
var float trailStopLong = na
var float trailStopShort = na

// SMA Calculations
sma22 = ta.sma(close, smaPeriod)
sma200 = ta.sma(close, sma200Period)
atr = ta.atr(atrPeriod)

// Market trend based on 200 SMA
bullishTrend = close > sma200
bearishTrend = close < sma200

// Engulfing Definitions (with pattern buffer)
bullEngulf = close[1] < open[1] and close > open and close > open[1] + patternBuffer and open < close[1] - patternBuffer
bearEngulf = close[1] > open[1] and close < open and close < open[1] - patternBuffer and open > close[1] + patternBuffer

// SMA Touch Logic
bullTouch = sma22 >= low - smaBuffer and sma22 <= high + smaBuffer and close > sma22
bearTouch = sma22 >= low - smaBuffer and sma22 <= high + smaBuffer and close < sma22

// TP/SL Calculation Functions
calcSL(isLong, entry) =>
    sl = switch slMode
        "Candle Low/High" => isLong ? low - slBuffer : high + slBuffer
        "Points" => isLong ? entry - slPoints : entry + slPoints
        "ATR Multiple" => isLong ? entry - (atr * slAtrMultiple) : entry + (atr * slAtrMultiple)
        => na
    sl

calcTP(isLong, entry) =>
    tp = switch tpMode
        "Points" => isLong ? entry + tpPoints : entry - tpPoints
        "ATR Multiple" => isLong ? entry + (atr * tpAtrMultiple) : entry - (atr * tpAtrMultiple)
        "Risk Ratio" => 
            sl = calcSL(isLong, entry)
            risk = isLong ? entry - sl : sl - entry
            isLong ? entry + (risk * tpRiskRatio) : entry - (risk * tpRiskRatio)
        => na
    tp

// Final Conditions - Adding 200 SMA trend filter
bullCond = bullEngulf and bullTouch and bullishTrend
bearCond = bearEngulf and bearTouch and bearishTrend

// Determine position status using strategy.position_size
inLong = strategy.position_size > 0
inShort = strategy.position_size < 0
flat = strategy.position_size == 0

// Reset variables when flat
if flat
    longEntry := na
    shortEntry := na
    longSL := na
    shortSL := na
    longTP := na
    shortTP := na
    trailStopLong := na
    trailStopShort := na

// Entry Logic - Enhanced TP/SL calculation
if bullCond and flat
    longEntry := close
    longSL := calcSL(true, close)
    longTP := calcTP(true, close)
    trailStopLong := enableTrailing ? longSL : na
    
    strategy.entry("BUY", strategy.long)
    if enableTrailing
        strategy.exit("Exit Buy", from_entry="BUY", limit=longTP, trail_offset=trailOffset, trail_points=trailActivation)
    else
        strategy.exit("Exit Buy", from_entry="BUY", limit=longTP, stop=longSL)
    
    // Buy Signal Alert
    if enableAlerts
        alert("BUY SIGNAL!\nSymbol: " + syminfo.ticker + "\nPrice: " + str.tostring(close, "#.####") + "\nSMA22: " + str.tostring(sma22, "#.####") + "\nSMA200: " + str.tostring(sma200, "#.####") + "\nTP: " + str.tostring(longTP, "#.####") + "\nSL: " + str.tostring(longSL, "#.####") + "\nR:R = " + str.tostring((longTP - close) / (close - longSL), "#.##"), alert.freq_once_per_bar)

if bearCond and flat
    shortEntry := close
    shortSL := calcSL(false, close)
    shortTP := calcTP(false, close)
    trailStopShort := enableTrailing ? shortSL : na
    
    strategy.entry("SELL", strategy.short)
    if enableTrailing
        strategy.exit("Exit Sell", from_entry="SELL", limit=shortTP, trail_offset=trailOffset, trail_points=trailActivation)
    else
        strategy.exit("Exit Sell", from_entry="SELL", limit=shortTP, stop=shortSL)
    
    // Sell Signal Alert
    if enableAlerts
        alert("SELL SIGNAL!\nSymbol: " + syminfo.ticker + "\nPrice: " + str.tostring(close, "#.####") + "\nSMA22: " + str.tostring(sma22, "#.####") + "\nSMA200: " + str.tostring(sma200, "#.####") + "\nTP: " + str.tostring(shortTP, "#.####") + "\nSL: " + str.tostring(shortSL, "#.####") + "\nR:R = " + str.tostring((close - shortTP) / (shortSL - close), "#.##"), alert.freq_once_per_bar)

// Manual trailing stop calculation
if inLong and enableTrailing and not na(longEntry)
    profitPoints = high - longEntry
    if profitPoints >= trailActivation
        newTrailStop = high - trailOffset
        trailStopLong := na(trailStopLong) ? newTrailStop : math.max(trailStopLong, newTrailStop)

if inShort and enableTrailing and not na(shortEntry)
    profitPoints = shortEntry - low
    if profitPoints >= trailActivation
        newTrailStop = low + trailOffset
        trailStopShort := na(trailStopShort) ? newTrailStop : math.min(trailStopShort, newTrailStop)

// Plots with enhanced trend visualization
plot(sma22, color=color.orange, title="SMA 22", linewidth=2)
plot(sma200, color=bullishTrend ? color.lime : color.red, title="SMA 200", linewidth=3)

// Clear trend visualization
bgcolor(bullishTrend ? color.new(color.green, 92) : color.new(color.red, 92), title="Trend Background")
barcolor(bullCond ? color.lime : bearCond ? color.red : na)

// Trend direction indicators
plotshape(bullishTrend and not bullishTrend[1], title="Uptrend Start", style=shape.labelup, 
          location=location.belowbar, color=color.green, size=size.small, text="📈 UPTREND", textcolor=color.white)
plotshape(bearishTrend and not bearishTrend[1], title="Downtrend Start", style=shape.labeldown, 
          location=location.abovebar, color=color.red, size=size.small, text="📉 DOWNTREND", textcolor=color.white)

// SMA cross signals
sma22AboveSma200 = sma22 > sma200
plotshape(sma22AboveSma200 and not sma22AboveSma200[1], title="Golden Cross", style=shape.triangleup, 
          location=location.bottom, color=color.yellow, size=size.tiny, text="GC")
plotshape(not sma22AboveSma200 and sma22AboveSma200[1], title="Death Cross", style=shape.triangledown, 
          location=location.top, color=color.purple, size=size.tiny, text="DC")

// Entry Price Lines
plot(inLong ? longEntry : na, color=color.blue, style=plot.style_line, linewidth=1, title="Long Entry")
plot(inShort ? shortEntry : na, color=color.purple, style=plot.style_line, linewidth=1, title="Short Entry")

// Take Profit Lines
plot(inLong ? longTP : na, color=color.green, style=plot.style_line, linewidth=2, title="Long TP")
plot(inShort ? shortTP : na, color=color.green, style=plot.style_line, linewidth=2, title="Short TP")

// Stop Loss Lines (Fixed or Trailing)
plot(inLong and not enableTrailing ? longSL : na, color=color.red, style=plot.style_line, linewidth=2, title="Long Fixed SL")
plot(inShort and not enableTrailing ? shortSL : na, color=color.red, style=plot.style_line, linewidth=2, title="Short Fixed SL")

// Trailing Stop Lines
plot(inLong and enableTrailing ? trailStopLong : na, color=color.orange, style=plot.style_line, linewidth=2, title="Long Trailing SL")
plot(inShort and enableTrailing ? trailStopShort : na, color=color.orange, style=plot.style_line, linewidth=2, title="Short Trailing SL")

// Buy/Sell Signal Arrows with enhanced visibility
plotshape(bullCond, title="Buy Signal", style=shape.triangleup, location=location.belowbar, 
          color=color.new(color.green, 0), size=size.large)
plotshape(bearCond, title="Sell Signal", style=shape.triangledown, location=location.abovebar, 
          color=color.new(color.red, 0), size=size.large)

// Buy/Sell Labels with R:R info
plotshape(bullCond, title="Buy Label", style=shape.labelup, location=location.belowbar, 
          color=color.new(color.green, 0), size=size.normal, text="🚀 BUY", textcolor=color.white)
plotshape(bearCond, title="Sell Label", style=shape.labeldown, location=location.abovebar, 
          color=color.new(color.red, 0), size=size.normal, text="🔻 SELL", textcolor=color.white)