ダブル移動平均 3 指数インジケーター取引戦略

/*backtest
start: 2023-12-07 00:00:00
end: 2023-12-12 08:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy(title='5212 EMA Strategy', shorttitle='5212 EMA', overlay=true, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=10, calc_on_every_tick=false)

//**Backtest Date sof
useStartPeriodTime  = input.bool(true                       , 'Start Date & Time'   , group='Date Range'    , inline='Start Period')
startPeriodTime     = input(timestamp('16 Apr 2021')   , ''                    , group='Date Range'    , inline='Start Period')
useEndPeriodTime    = input.bool(false                      , 'End Date & Time'     , group='Date Range'    , inline='End Period')
endPeriodTime       = input(timestamp('31 Dec 2222')   , ''                    , group='Date Range'    , inline='End Period')
enableHighlight     = input.bool(false                      , 'Highlight'           , group='Date Range'    , inline='Highlight')
highlightType       = input.string('Anchors'                , ''                    , group='Date Range'    , inline='Highlight'    , options=['Anchors', 'Background'])
highlightColor      = input.color(color.white               , ''                    , group='Date Range'    , inline='Highlight')
start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = true
// var line startAnchor    = line.new(na, na, na, na, xloc.bar_time, extend.both, highlightColor, width=2)
// var line endAnchor      = line.new(na, na, na, na, xloc.bar_time, extend.both, highlightColor, width=2)
// useBgcolor = false
// if enableHighlight
//     if highlightType == 'Anchors'
//         if useStartPeriodTime
//             line.set_xy1(startAnchor, startPeriodTime, low)
//             line.set_xy2(startAnchor, startPeriodTime, high)
//         if useEndPeriodTime
//             line.set_xy1(endAnchor, calcPeriod ? time : line.get_x1(endAnchor), low)
//             line.set_xy2(endAnchor, calcPeriod ? time : line.get_x1(endAnchor), high)

//     if highlightType == 'Background'
//         useBgcolor := true
//         useBgcolor

// bgcolor(useBgcolor and calcPeriod ? color.new(highlightColor,90) : na, editable=false)
//**Backtest Date eof

src         =input(close    , 'Source'      , group='Support')
showEMA     = input(true    , 'Show EMA'    , group='Support')

//**Stochastic RSI sof
smoothK     = input.int(6   , "K"               , group='Stochastic RSI'    , minval=1)
smoothD     = input.int(6   , "D"               , group='Stochastic RSI'    , minval=1)
lengthRSI   = input.int(28  , "RSI Length"      , group='Stochastic RSI'    , minval=1)
lengthStoch = input.int(28  , "Stoch Length"    , group='Stochastic RSI'    , minval=1)

rsi1    = ta.rsi(src, lengthRSI)
k       = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d       = ta.sma(k, smoothD)
//**STochastic RSI eof

//** EMA sof
emain01     = input.int(50  , "EMAma Girang"    , group='Moving Average Exponential'    , minval=1)
emain02     = input.int(100 , "EMAma Muda"      , group='Moving Average Exponential'    , minval=1)
emain03     = input.int(200 , "EMAma Tua"       , group='Moving Average Exponential'    , minval=1)

ema01 = ta.ema(src, emain01)
ema02 = ta.ema(src, emain02)
ema03 = ta.ema(src, emain03)
plot(showEMA ? ema01 : na, 'EMAma Girang'   , color = color.new(color.orange, 0))
plot(showEMA ? ema02 : na, 'EMAma Muda'     , color = color.new(color.blue, 0))
plot(showEMA ? ema03 : na, 'EMAma Tua'      , color = color.new(color.red, 0))
//** EMA eof

//**Condition sof
emaLong     = ema01 > ema02 and ema02 > ema03 and low > ema03
emaShort    = ema01 < ema02 and ema02 < ema03 and high < ema03

longCond    = ta.crossover(k,d) and k <= 23 and emaLong
shortCond   = ta.crossunder(k,d) and k >= 77 and emaShort

longClose   = ta.crossunder(k,d) and k <= 77
shortClose  = ta.crossover(k,d) and k >= 23
longCross   = ta.crossover(ema01, ema02)
shortCross  = ta.crossunder(ema01, ema02)
//**Condition eof

//**Strategy sof
if calcPeriod and longCond
    strategy.entry('long', strategy.long, when=longCond, comment='EN Long')
strategy.close('long', when=shortClose, comment='EX Long')
strategy.close('long', when=shortCross, comment='MD Short')

if calcPeriod and shortCond
    strategy.entry('short', strategy.short, when=shortCond, comment='EN Short')
strategy.close('short', when=longClose, comment='EX Short')
strategy.close('short', when=longCross, comment='MD Long')

if calcPeriod == false and ta.crossover(ema01, ema02) or ta.crossunder(ema01, ema02)
    strategy.cancel('long')
    strategy.cancel('short')
//**Strategy eof

//**Label sof
entryText       = str.tostring(strategy.position_avg_price, '##.###')
longText    = 'Long Entry : ' + entryText 
shortText   = 'Short Entry : ' + entryText
noTrade     = 'Sleeping Mode'

LongTrade = strategy.position_size > 0
ShortTrade = strategy.position_size < 0

Tekslabel = LongTrade ? longText : ShortTrade ? shortText : noTrade

xPosition = timenow + math.round(ta.change(time)*1)
yPosition = ta.highest(1)
labelColor = LongTrade ? color.new(color.aqua, 0) : ShortTrade ? color.new(color.red, 0) : color.new(color.gray, 0)
textColor   = LongTrade ? color.new(color.black, 0) : ShortTrade ? color.new(color.white, 0) : color.new(color.white, 0)

// lab_l = label.new(
//           xPosition, yPosition, Tekslabel,
//           color=labelColor, 
//           textcolor=textColor, 
//           style =  label.style_label_left,
//           textalign=text.align_left,
//           xloc=xloc.bar_time, yloc = yloc.price)

// label.delete(lab_l[1])
//**Strategy eof