トレンドフォローストップに基づくモメンタム取引戦略

/*backtest
start: 2023-10-02 00:00:00
end: 2023-11-01 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//
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//  -----------------------------------------------------------------------------
//  Copyright 2021 Amey Tavkar
//  Momentum Trading Strategy (Weekly Chart) script may be freely distributed under the MIT license.
//
//  Permission is hereby granted, free of charge, 
//  to any person obtaining a copy of this software and associated documentation files (the "Software"), 
//  to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, 
//  publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, 
//  subject to the following conditions:
//
//  The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
//
//  THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, 
//  EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 
//  FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, 
//  DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 
//  OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
//
//  -----------------------------------------------------------------------------
//
//  Description
//  ===========
//  The strategy will open position when there is momentum in the stock
//  The strategy will ride up your stop loss based on the super trend.
//  The strategy will close your operation when the market price crossed the stop loss.
//  The strategy will close operation when the line based on the volatility will crossed
//
//  
//  -----------------------------------------------------------------------------
//  Disclaimer:
//    1. I am not licensed financial advisors or broker dealers. I do not tell you 
//       when or what to buy or sell. I developed this software which enables you 
//       execute manual or automated trades multplierFactoriplierFactoriple trades using TradingView. The 
//       software allows you to set the criteria you want for entering and exiting 
//       trades.
//    2. Do not trade with money you cannot afford to lose.
//    3. I do not guarantee consistent profits or that anyone can make money with no 
//       effort. And I am not selling the holy grail.
//    4. Every system can have winning and losing streaks.
//    5. Money management plays a large role in the results of your trading. For 
//       example: lot size, account size, broker leverage, and broker margin call 
//       rules all have an effect on results. Also, your Take Profit and Stop Loss 
//       settings for individual pair trades and for overall account equity have a 
//       major impact on results. If you are new to trading and do not understand 
//       these items, then I recommend you seek education materials to further your
//       knowledge.
//
//    YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR 
//    TRADING TOLERANCE.
//
//    I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.
//    
//    I accept suggestions to improve the script.
//    If you encounter any problems I will be happy to share with me.
//  -----------------------------------------------------------------------------
//
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strategy("Momentum Trading Strategy (Weekly Chart)", precision = 2, overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 10)

//Entry
[fastSupertrend, fastSupertrendDir]  = supertrend(5, 1)
rsi = rsi(close, 14)
entry = close > fastSupertrend and rsi > 60
strategy.entry("Long", strategy.long, when = entry)
plotshape(entry and strategy.opentrades == 0,color=color.green,text="Buy",location=location.belowbar,style=shape.labelup,textcolor=color.white, size = size.normal)
plot(fastSupertrendDir == -1 and strategy.opentrades == 1  ? fastSupertrend : na, title="Active Trade", style=plot.style_linebr, linewidth=2, color=color.blue)

//Exit
exit = close < fastSupertrend
strategy.close("Long", when = exit)
plotshape(exit and strategy.opentrades == 1,color=color.red,text="Sell",style=shape.labeldown,textcolor=color.white, size=size.normal)