適応型マルチタイムフレームフィボナッチスイングトレード戦略

作成日: 2023-12-25 13:54:39 最終変更日: 2023-12-25 13:54:39

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適応型マルチタイムフレームフィボナッチスイングトレード戦略

概要

適応多時間枠フィボナッチ波段取引戦略は,適応平均線,ストキャスティックRSI指標,およびフィボナッチ逆戻り領域を融合したトレンド追跡戦略である. この戦略は,さまざまなレベルの動きを分析し,ポジションを動的に調整する複数の指標を使用する. 傾向が形成されたときに,戦略は,潜在的な逆戻り領域の位置を正確に決定し,位置を確立する. 戦略は,同時にリスクを制御するためにストップダスを設定する.

戦略原則

多時間フレームの自己適応フィボナッチ波段の取引戦略は,以下のいくつかの技術指標とメカニズムを使用しています.

適応平均線 ((SMAとWMA):異なる周期 ((分,時間,日線など) の価格の適応移動平均を計算する.平均線多空状態に基づいてトレンド方向を判断する.
ストキャスティックRSI:RSI指標のストキャスティック値を計算して,RSIが過買過落しているかどうかを判断する. RSI曲線形状の分析力とトレンドを組み合わせる.
フィボナッチ・リトラクション・ゾーン:最近のスイング・ハイとスイング・ローに基づいてフィボナッチ・リトラクション・ゾーンを描画し,オプションの買い買いポイントを設定する.これらのゾーンは潜在的トレンドの反転と調整の特徴を持つ.
ポジション管理:ストックRSIと自律均等線の強い弱信号に基づいてポジションを動的に調整する.

戦略はまずトレンドの方向を判断し,株価がフィボナッチ逆戻り区域に入るときにオプションの買付ポイントを設定する.自律的均等線とストックRSIが入場シグナルを発信するときに,オプションの買付ポイントの近くで注文を実行する.リスクを制御するために,ストップロスは逆戻り区域の外に設定する.

優位分析

多時間枠に自律的に適応するフィボナッチ波段の取引戦略には以下の利点がある.

複数の時間枠分析:複数の周期レベルを同時に評価する (分,時間,日線),より全面的にトレンドを判断する.
ダイナミックなポジション管理:状況に応じてポジションを調整し,リスクを制御する.
正確な位置回調領域: フィボナッチ領域は,トレンドの短期的な逆転を捕捉するために使用できます.
厳格な止損:撤退区域の設定による止損により,大きな損失を効果的に回避する.
シグナルフィルタリング: 偽突破を避けるために,選択された買取点の近くでの取引のみを実行する.
パラメータ最適化スペース:多種多様な入力パラメータが市場に応じて調整され,戦略のパフォーマンスを最適化することができる.

リスク分析

この戦略には以下のリスクがあります.

撤回区域の失敗リスク:価格がフィボナッチ区域または区域の失敗に触れないこと,倉庫を建設できないこと.区域の範囲を拡大し,区域の数を増やすことで緩和することができる.
止損追跡リスク:止損静止の設定は,事前に打たれる可能性がある.動的止損,予備止損領域などの手段によって最適化することができる.
偽信号突破の危険:自適應均線,Stoch RSI 偶発的な偽信号,不必要な取引を引き起こす.偽突破の確率を減らすために適切なフィルターで信号をフィルターすることができます.
複雑すぎるリスク:複数のパラメータと技術指標の組み合わせを使用すると,戦略の複雑性が増加する. 最適化とテストの難しさが大きい.

最適化の方向

多時間フレームに適応するフィボナッチ波段の取引戦略は,次の次元からさらに最適化できます.

株や外為品種をテストし,戦略の安定性を評価する.異なる市場に応じてパラメータを調整する.
信号フィルタリングの強化,偽信号の減少,通信ノイズ比の向上.
移動平均線の異なるタイプのパラメータの効果をテストして比較する.
固定ストップをトラッキングストップまたは予備ストップ領域に変更して,戦略の効果を向上させてください.
突破シグナルやトレンドトラッキングの仕組みを試し,長線で利益を得る方法を設計する.

要約する

自適応の多時間枠フィボナッチ波段取引戦略は,トレンド状況を認識し,逆転期に正確なポジションを配置するために,複数の分析ツールを総合的に使用する. 厳格な止損とリスク制御機構は,大きなトレンドの中で利益を最適化するのに役立ちます. この戦略は,調整可能なスペースと最適化方向を多く持っており,適切な調節と更新の後,安定した信頼性の高い定量取引戦略になります.

ストラテジーソースコード

/*backtest
start: 2023-12-17 00:00:00
end: 2023-12-24 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © imal_max

//@version=5
strategy(title="Auto Fib Golden Pocket Band - Autofib Moving Average", shorttitle="Auto Fib Golden Pocket Band", overlay=true, pyramiding=15, process_orders_on_close=true, calc_on_every_tick=true, initial_capital=10000, currency = currency.USD, default_qty_value=100, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.05, slippage=2)

//indicator("Auto Fib Golden Pocket Band - Autofib Moving Average", overlay=true, shorttitle="Auto Fib Golden Pocket Band", timeframe""")


// Fibs


// auto fib ranges

// fib band Strong Trend                                                                                                                                           
enable_StrongBand_Bull = input.bool(title='enable Upper Bullish Band . . . Fib Level', defval=true, group='══════ Strong Trend Levels ══════', inline="0")
select_StrongBand_Fib_Bull = input.float(0.236, title="     ", options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Strong Trend Levels ══════', inline="0")


enable_StrongBand_Bear = input.bool(title='enable Lower Bearish Band . . . Fib Level', defval=false, group='══════ Strong Trend Levels ══════', inline="1")
select_StrongBand_Fib_Bear = input.float(0.382, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Strong Trend Levels ══════', inline="1")

StrongBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=400, group='══════ Strong Trend Levels ══════', inline="2")
StrongBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=120, group='══════ Strong Trend Levels ══════', inline="2")


// fib middle Band regular Trend
enable_MiddleBand_Bull = input.bool(title='enable Middle Bullish Band . . . Fib Level', defval=true, group='══════ Regular Trend Levels ══════', inline="0")
select_MiddleBand_Fib_Bull = input.float(0.618, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.6, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Regular Trend Levels ══════', inline="0")


enable_MiddleBand_Bear = input.bool(title='enable Middle Bearish Band . . . Fib Level', defval=true, group='══════ Regular Trend Levels ══════', inline="1")
select_MiddleBand_Fib_Bear = input.float(0.382, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Regular Trend Levels ══════', inline="1")

MiddleBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=900, group='══════ Regular Trend Levels ══════', inline="2")
MiddleBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=400, group='══════ Regular Trend Levels ══════', inline="2")


// fib Sideways Band
enable_SidewaysBand_Bull = input.bool(title='enable Lower Bullish Band . . . Fib Level', defval=true, group='══════ Sideways Trend Levels ══════', inline="0")
select_SidewaysBand_Fib_Bull = input.float(0.6, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.6, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Sideways Trend Levels ══════', inline="0")


enable_SidewaysBand_Bear = input.bool(title='enable Upper Bearish Band . . . Fib Level', defval=true, group='══════ Sideways Trend Levels ══════', inline="1")
select_SidewaysBand_Fib_Bear = input.float(0.5, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Sideways Trend Levels ══════', inline="1")

SidewaysBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=4000, group='══════ Sideways Trend Levels ══════', inline="2")
SidewaysBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=150, group='══════ Sideways Trend Levels ══════', inline="2")




// Strong Band
isBelow_StrongBand_Bull = true
isBelow_StrongBand_Bear = true
StrongBand_Price_of_Low = float(na)
StrongBand_Price_of_High = float(na)

StrongBand_Bear_Fib_Price = float(na)
StrongBand_Bull_Fib_Price = float(na)

/// Middle Band
isBelow_MiddleBand_Bull = true
isBelow_MiddleBand_Bear = true
MiddleBand_Price_of_Low = float(na)
MiddleBand_Price_of_High = float(na)

MiddleBand_Bear_Fib_Price = float(na)
MiddleBand_Bull_Fib_Price = float(na)


// Sideways Band
isBelow_SidewaysBand_Bull = true
isBelow_SidewaysBand_Bear = true
SidewaysBand_Price_of_Low = float(na)
SidewaysBand_Price_of_High = float(na)

SidewaysBand_Bear_Fib_Price = float(na)
SidewaysBand_Bull_Fib_Price = float(na)


// get Fib Levels
if enable_StrongBand_Bull
    StrongBand_Price_of_High := ta.highest(high, StrongBand_Lookback)
    StrongBand_Price_of_Low := ta.lowest(low, StrongBand_Lookback)
    StrongBand_Bull_Fib_Price := (StrongBand_Price_of_High - StrongBand_Price_of_Low) * (1 - select_StrongBand_Fib_Bull) + StrongBand_Price_of_Low //+ fibbullHighDivi
    isBelow_StrongBand_Bull := StrongBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_StrongBand_Bull

if enable_StrongBand_Bear
    StrongBand_Price_of_High := ta.highest(high, StrongBand_Lookback)
    StrongBand_Price_of_Low := ta.lowest(low, StrongBand_Lookback)
    StrongBand_Bear_Fib_Price := (StrongBand_Price_of_High - StrongBand_Price_of_Low) * (1 - select_StrongBand_Fib_Bear) + StrongBand_Price_of_Low// + fibbullLowhDivi
    isBelow_StrongBand_Bear := StrongBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_StrongBand_Bear

if enable_MiddleBand_Bull
    MiddleBand_Price_of_High := ta.highest(high, MiddleBand_Lookback)
    MiddleBand_Price_of_Low := ta.lowest(low, MiddleBand_Lookback)
    MiddleBand_Bull_Fib_Price := (MiddleBand_Price_of_High - MiddleBand_Price_of_Low) * (1 - select_MiddleBand_Fib_Bull) + MiddleBand_Price_of_Low //+ fibbullHighDivi
    isBelow_MiddleBand_Bull := MiddleBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_MiddleBand_Bull

if enable_MiddleBand_Bear
    MiddleBand_Price_of_High := ta.highest(high, MiddleBand_Lookback)
    MiddleBand_Price_of_Low := ta.lowest(low, MiddleBand_Lookback)
    MiddleBand_Bear_Fib_Price := (MiddleBand_Price_of_High - MiddleBand_Price_of_Low) * (1 - select_MiddleBand_Fib_Bear) + MiddleBand_Price_of_Low// + fibbullLowhDivi
    isBelow_MiddleBand_Bear := MiddleBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_MiddleBand_Bear

if enable_SidewaysBand_Bull
    SidewaysBand_Price_of_High := ta.highest(high, SidewaysBand_Lookback)
    SidewaysBand_Price_of_Low := ta.lowest(low, SidewaysBand_Lookback)
    SidewaysBand_Bull_Fib_Price := (SidewaysBand_Price_of_High - SidewaysBand_Price_of_Low) * (1 - select_SidewaysBand_Fib_Bull) + SidewaysBand_Price_of_Low //+ fibbullHighDivi
    isBelow_SidewaysBand_Bull := SidewaysBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_SidewaysBand_Bull

if enable_SidewaysBand_Bear
    SidewaysBand_Price_of_High := ta.highest(high, SidewaysBand_Lookback)
    SidewaysBand_Price_of_Low := ta.lowest(low, SidewaysBand_Lookback)
    SidewaysBand_Bear_Fib_Price := (SidewaysBand_Price_of_High - SidewaysBand_Price_of_Low) * (1 - select_SidewaysBand_Fib_Bear) + SidewaysBand_Price_of_Low// + fibbullLowhDivi
    isBelow_SidewaysBand_Bear := SidewaysBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_SidewaysBand_Bear



// Fib EMAs


// fib ema Strong Trend
StrongBand_current_Trend_EMA = float(na)

StrongBand_Bull_EMA = ta.ema(StrongBand_Bull_Fib_Price, StrongBand_EmaLen)
StrongBand_Bear_EMA = ta.ema(StrongBand_Bear_Fib_Price, StrongBand_EmaLen)


StrongBand_Ema_in_Uptrend = ta.change(StrongBand_Bull_EMA) > 0 or ta.change(StrongBand_Bear_EMA) > 0
StrongBand_Ema_Sideways = ta.change(StrongBand_Bull_EMA) == 0 or ta.change(StrongBand_Bear_EMA) == 0
StrongBand_Ema_in_Downtrend = ta.change(StrongBand_Bull_EMA) < 0 or ta.change(StrongBand_Bear_EMA) < 0


if StrongBand_Ema_in_Uptrend or StrongBand_Ema_Sideways
    StrongBand_current_Trend_EMA := StrongBand_Bull_EMA
if StrongBand_Ema_in_Downtrend 
    StrongBand_current_Trend_EMA := StrongBand_Bear_EMA



// fib ema Normal Trend
MiddleBand_current_Trend_EMA = float(na)

MiddleBand_Bull_EMA = ta.ema(MiddleBand_Bull_Fib_Price, MiddleBand_EmaLen)
MiddleBand_Bear_EMA = ta.ema(MiddleBand_Bear_Fib_Price, MiddleBand_EmaLen)


MiddleBand_Ema_in_Uptrend = ta.change(MiddleBand_Bull_EMA) > 0 or ta.change(MiddleBand_Bear_EMA) > 0
MiddleBand_Ema_Sideways = ta.change(MiddleBand_Bull_EMA) == 0 or ta.change(MiddleBand_Bear_EMA) == 0
MiddleBand_Ema_in_Downtrend = ta.change(MiddleBand_Bull_EMA) < 0 or ta.change(MiddleBand_Bear_EMA) < 0


if MiddleBand_Ema_in_Uptrend or MiddleBand_Ema_Sideways
    MiddleBand_current_Trend_EMA := MiddleBand_Bull_EMA
if MiddleBand_Ema_in_Downtrend 
    MiddleBand_current_Trend_EMA := MiddleBand_Bear_EMA


// fib ema Sideways Trend
SidewaysBand_current_Trend_EMA = float(na)

SidewaysBand_Bull_EMA = ta.ema(SidewaysBand_Bull_Fib_Price, SidewaysBand_EmaLen)
SidewaysBand_Bear_EMA = ta.ema(SidewaysBand_Bear_Fib_Price, SidewaysBand_EmaLen)


SidewaysBand_Ema_in_Uptrend = ta.change(SidewaysBand_Bull_EMA) > 0 or ta.change(SidewaysBand_Bear_EMA) > 0
SidewaysBand_Ema_Sideways = ta.change(SidewaysBand_Bull_EMA) == 0 or ta.change(SidewaysBand_Bear_EMA) == 0
SidewaysBand_Ema_in_Downtrend = ta.change(SidewaysBand_Bull_EMA) < 0 or ta.change(SidewaysBand_Bear_EMA) < 0


if SidewaysBand_Ema_in_Uptrend or SidewaysBand_Ema_Sideways
    SidewaysBand_current_Trend_EMA := SidewaysBand_Bull_EMA
if SidewaysBand_Ema_in_Downtrend 
    SidewaysBand_current_Trend_EMA := SidewaysBand_Bear_EMA




// trend states and colors

all_Fib_Emas_Trending = StrongBand_Ema_in_Uptrend and MiddleBand_Ema_in_Uptrend and SidewaysBand_Ema_in_Uptrend
all_Fib_Emas_Downtrend = MiddleBand_Ema_in_Downtrend and StrongBand_Ema_in_Downtrend and SidewaysBand_Ema_in_Downtrend
all_Fib_Emas_Sideways = MiddleBand_Ema_Sideways and StrongBand_Ema_Sideways and SidewaysBand_Ema_Sideways
all_Fib_Emas_Trend_or_Sideways = (MiddleBand_Ema_Sideways or StrongBand_Ema_Sideways or SidewaysBand_Ema_Sideways) or (StrongBand_Ema_in_Uptrend or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend) and not (MiddleBand_Ema_in_Downtrend or StrongBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend)
allFibsUpAndDownTrend = (MiddleBand_Ema_in_Downtrend or StrongBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend) and (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways or StrongBand_Ema_Sideways or StrongBand_Ema_in_Uptrend or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend)

Middle_and_Sideways_Emas_Trending = MiddleBand_Ema_in_Uptrend and SidewaysBand_Ema_in_Uptrend
Middle_and_Sideways_Fib_Emas_Downtrend = MiddleBand_Ema_in_Downtrend and SidewaysBand_Ema_in_Downtrend
Middle_and_Sideways_Fib_Emas_Sideways = MiddleBand_Ema_Sideways and SidewaysBand_Ema_Sideways
Middle_and_Sideways_Fib_Emas_Trend_or_Sideways = (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways) or (MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend) and not (MiddleBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend)
Middle_and_Sideways_UpAndDownTrend = (MiddleBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend) and (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend)




UpperBand_Ema_Color = all_Fib_Emas_Trend_or_Sideways ? color.lime : all_Fib_Emas_Downtrend ? color.red : allFibsUpAndDownTrend ? color.white : na
MiddleBand_Ema_Color = Middle_and_Sideways_Fib_Emas_Trend_or_Sideways ? color.lime : Middle_and_Sideways_Fib_Emas_Downtrend ? color.red : Middle_and_Sideways_UpAndDownTrend ? color.white : na
SidewaysBand_Ema_Color = SidewaysBand_Ema_in_Uptrend ? color.lime : SidewaysBand_Ema_in_Downtrend ? color.red : (SidewaysBand_Ema_in_Downtrend and (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend)) ? color.white : na


plotStrong_Ema = plot(StrongBand_current_Trend_EMA, color=UpperBand_Ema_Color, title="Strong Trend")
plotMiddle_Ema = plot(MiddleBand_current_Trend_EMA, color=MiddleBand_Ema_Color, title="Normal Trend")
plotSideways_Ema = plot(SidewaysBand_current_Trend_EMA, color=SidewaysBand_Ema_Color, title="Sidewaysd")



Strong_Middle_fillcolor = color.new(color.green, 90)

if all_Fib_Emas_Trend_or_Sideways
    Strong_Middle_fillcolor := color.new(color.green, 90)
if all_Fib_Emas_Downtrend
    Strong_Middle_fillcolor := color.new(color.red, 90)
    
if allFibsUpAndDownTrend
    Strong_Middle_fillcolor := color.new(color.white, 90)


Middle_Sideways_fillcolor = color.new(color.green, 90)

if Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
    Middle_Sideways_fillcolor := color.new(color.green, 90)
if Middle_and_Sideways_Fib_Emas_Downtrend
    Middle_Sideways_fillcolor := color.new(color.red, 90)
    
if Middle_and_Sideways_UpAndDownTrend
    Middle_Sideways_fillcolor := color.new(color.white, 90)


fill(plotStrong_Ema, plotMiddle_Ema, color=Strong_Middle_fillcolor, title="fib band background")
fill(plotMiddle_Ema, plotSideways_Ema, color=Middle_Sideways_fillcolor, title="fib band background")


// buy condition
StrongBand_Price_was_below_Bull_level = ta.lowest(low, 1) < StrongBand_current_Trend_EMA
StrongBand_Price_is_above_Bull_level =  close > StrongBand_current_Trend_EMA
StronBand_Price_Average_above_Bull_Level = ta.ema(low, 10) > StrongBand_current_Trend_EMA
StrongBand_Low_isnt_toLow = (ta.lowest(StrongBand_current_Trend_EMA, 15) - ta.lowest(low, 15)) < close * 0.005
StronBand_Trend_isnt_fresh = ta.barssince(StrongBand_Ema_in_Downtrend) > 50 or na(ta.barssince(StrongBand_Ema_in_Downtrend))

MiddleBand_Price_was_below_Bull_level = ta.lowest(low, 1) < MiddleBand_current_Trend_EMA
MiddleBand_Price_is_above_Bull_level = close > MiddleBand_current_Trend_EMA
MiddleBand_Price_Average_above_Bull_Level = ta.ema(close, 20) > MiddleBand_current_Trend_EMA
MiddleBand_Low_isnt_toLow = (ta.lowest(MiddleBand_current_Trend_EMA, 10) - ta.lowest(low, 10)) < close * 0.0065
MiddleBand_Trend_isnt_fresh = ta.barssince(MiddleBand_Ema_in_Downtrend) > 50 or na(ta.barssince(MiddleBand_Ema_in_Downtrend))

SidewaysBand_Price_was_below_Bull_level = ta.lowest(low, 1) < SidewaysBand_current_Trend_EMA
SidewaysBand_Price_is_above_Bull_level =  close > SidewaysBand_current_Trend_EMA
SidewaysBand_Price_Average_above_Bull_Level = ta.ema(low, 80) > SidewaysBand_current_Trend_EMA
SidewaysBand_Low_isnt_toLow = (ta.lowest(SidewaysBand_current_Trend_EMA, 150) - ta.lowest(low, 150)) < close * 0.0065
SidewaysBand_Trend_isnt_fresh = ta.barssince(SidewaysBand_Ema_in_Downtrend) > 50 or na(ta.barssince(SidewaysBand_Ema_in_Downtrend))



StrongBand_Buy_Alert = StronBand_Trend_isnt_fresh and StrongBand_Low_isnt_toLow and StronBand_Price_Average_above_Bull_Level and StrongBand_Price_was_below_Bull_level and StrongBand_Price_is_above_Bull_level and all_Fib_Emas_Trend_or_Sideways
MiddleBand_Buy_Alert = MiddleBand_Trend_isnt_fresh and MiddleBand_Low_isnt_toLow and MiddleBand_Price_Average_above_Bull_Level and MiddleBand_Price_was_below_Bull_level and MiddleBand_Price_is_above_Bull_level and Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
SidewaysBand_Buy_Alert = SidewaysBand_Trend_isnt_fresh and SidewaysBand_Low_isnt_toLow and SidewaysBand_Price_Average_above_Bull_Level and SidewaysBand_Price_was_below_Bull_level and SidewaysBand_Price_is_above_Bull_level and (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend and ( not SidewaysBand_Ema_in_Downtrend))



// Sell condition
StrongBand_Price_was_above_Bear_level = ta.highest(high, 1) > StrongBand_current_Trend_EMA
StrongBand_Price_is_below_Bear_level =  close < StrongBand_current_Trend_EMA
StronBand_Price_Average_below_Bear_Level = ta.sma(high, 10) < StrongBand_current_Trend_EMA
StrongBand_High_isnt_to_High = (ta.highest(high, 15) - ta.highest(StrongBand_current_Trend_EMA, 15)) < close * 0.005
StrongBand_Bear_Trend_isnt_fresh = ta.barssince(StrongBand_Ema_in_Uptrend) > 50

MiddleBand_Price_was_above_Bear_level = ta.highest(high, 1) > MiddleBand_current_Trend_EMA
MiddleBand_Price_is_below_Bear_level =  close < MiddleBand_current_Trend_EMA
MiddleBand_Price_Average_below_Bear_Level = ta.sma(high, 9) < MiddleBand_current_Trend_EMA
MiddleBand_High_isnt_to_High = (ta.highest(high, 10) - ta.highest(MiddleBand_current_Trend_EMA, 10)) < close * 0.0065
MiddleBand_Bear_Trend_isnt_fresh = ta.barssince(MiddleBand_Ema_in_Uptrend) > 50

SidewaysBand_Price_was_above_Bear_level = ta.highest(high, 1) > SidewaysBand_current_Trend_EMA
SidewaysBand_Price_is_below_Bear_level =  close < SidewaysBand_current_Trend_EMA
SidewaysBand_Price_Average_below_Bear_Level = ta.sma(high, 20) < SidewaysBand_current_Trend_EMA
SidewaysBand_High_isnt_to_High = (ta.highest(high, 20) - ta.highest(SidewaysBand_current_Trend_EMA, 15)) < close * 0.0065
SidewaysBand_Bear_Trend_isnt_fresh = ta.barssince(SidewaysBand_Ema_in_Uptrend) > 50



StrongBand_Sell_Alert = StronBand_Price_Average_below_Bear_Level and StrongBand_High_isnt_to_High and StrongBand_Bear_Trend_isnt_fresh and StrongBand_Price_was_above_Bear_level and StrongBand_Price_is_below_Bear_level and all_Fib_Emas_Downtrend and not all_Fib_Emas_Trend_or_Sideways
MiddleBand_Sell_Alert = MiddleBand_Price_Average_below_Bear_Level and MiddleBand_High_isnt_to_High and MiddleBand_Bear_Trend_isnt_fresh and MiddleBand_Price_was_above_Bear_level and MiddleBand_Price_is_below_Bear_level and Middle_and_Sideways_Fib_Emas_Downtrend and not Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
SidewaysBand_Sell_Alert = SidewaysBand_Price_Average_below_Bear_Level and SidewaysBand_High_isnt_to_High and SidewaysBand_Bear_Trend_isnt_fresh and SidewaysBand_Price_was_above_Bear_level and SidewaysBand_Price_is_below_Bear_level and SidewaysBand_Ema_in_Downtrend and not (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend and ( not SidewaysBand_Ema_in_Downtrend))

// Backtester


////////////////// Stop Loss

// Stop loss
enableSL =  input.bool(true, title='enable Stop Loss', group='══════════ Stop Loss Settings ══════════')
whichSL =  input.string(defval='low/high as SL', title='SL based on static % or based on the low/high', options=['low/high as SL', 'static % as SL'], group='══════════ Stop Loss Settings ══════════')
whichOffset = input.string(defval='% as offset', title='choose offset from the low/high', options=['$ as offset', '% as offset'], group='Stop Loss at the low/high')
lowPBuffer = input.float(1.4, title='SL Offset from the Low/high in %', group='Stop Loss at the low/high') / 100
lowDBuffer = input.float(100, title='SL Offset from the Low/high in $', group='Stop Loss at the low/high')
SlLowLookback = input.int(title='SL lookback for Low/high', defval=5, minval=1, maxval=50, group='Stop Loss at the low/high')


longSlLow = float(na)
shortSlLow = float(na)

if whichOffset == "% as offset" and whichSL == "low/high as SL" and enableSL
    longSlLow := ta.lowest(low, SlLowLookback) * (1 - lowPBuffer)
    shortSlLow := ta.highest(high, SlLowLookback) * (1 + lowPBuffer)
if whichOffset == "$ as offset" and whichSL == "low/high as SL" and enableSL
    longSlLow := ta.lowest(low, SlLowLookback) - lowDBuffer
    shortSlLow := ta.highest(high, SlLowLookback) + lowDBuffer
//plot(shortSlLow, title="stoploss", color=color.new(#00bcd4, 0))


// long settings - 🔥 uncomment the 6 lines below to disable the alerts and enable the backtester 
longStopLoss = input.float(0.5, title='Long Stop Loss in %', group='static % Stop Loss', inline='Input 1') / 100
// short settings - 🔥 uncomment the 6 lines below to disable the alerts and enable the backtester 
shortStopLoss = input.float(0.5, title='Short Stop Loss in %', group='static % Stop Loss', inline='Input 1') / 100

/////// Take profit

longTakeProfit1 = input.float(4, title='Long Take Profit in %', group='Take Profit', inline='Input 1') / 100


/////// Take profit

shortTakeProfit1 = input.float(1.6, title='Short Take Profit in %', group='Take Profit', inline='Input 1') / 100


////////////////// SL TP END


/////////////////// alerts 


selectalertFreq = input.string(defval='once per bar close', title='Alert Options', options=['once per bar', 'once per bar close', 'all'], group='═══════════ alert settings ═══════════')
BuyAlertMessage = input.string(defval="Bullish Divergence detected, put your SL @", title='Buy Alert Message',  group='═══════════ alert settings ═══════════')
enableSlMessage =  input.bool(true, title='enable Stop Loss Value at the end of "buy Alert message"', group='═══════════ alert settings ═══════════')
AfterSLMessage = input.string(defval="", title='Buy Alert message after SL Value',  group='═══════════ alert settings ═══════════')


 
////////////////// Backtester 

// 🔥 uncomment the all lines below for the backtester and revert for alerts
shortTrading = enable_MiddleBand_Bear or enable_StrongBand_Bear or enable_SidewaysBand_Bear
longTrading = enable_StrongBand_Bull or enable_MiddleBand_Bull or enable_SidewaysBand_Bull

longTP1 = strategy.position_size > 0 ? strategy.position_avg_price * (1 + longTakeProfit1) : strategy.position_size < 0 ? strategy.position_avg_price * (1 - longTakeProfit1) : na
longSL = strategy.position_size > 0 ? strategy.position_avg_price * (1 - longStopLoss) : strategy.position_size < 0 ? strategy.position_avg_price * (1 + longStopLoss) : na

shortTP = strategy.position_size > 0 ? strategy.position_avg_price * (1 + shortTakeProfit1) : strategy.position_size < 0 ? strategy.position_avg_price * (1 - shortTakeProfit1) : na
shortSL = strategy.position_size > 0 ? strategy.position_avg_price * (1 - shortStopLoss) : strategy.position_size < 0 ? strategy.position_avg_price * (1 + shortStopLoss) : na

strategy.risk.allow_entry_in(longTrading == true and shortTrading == true ? strategy.direction.all : longTrading == true ? strategy.direction.long : shortTrading == true ? strategy.direction.short : na)
strategy.entry('Bull', strategy.long, comment='Upper Band Long', when=StrongBand_Buy_Alert)
strategy.entry('Bull', strategy.long, comment='Lower Band Long', when=MiddleBand_Buy_Alert)
strategy.entry('Bull', strategy.long, comment='Lower Band Long', when=SidewaysBand_Buy_Alert)
strategy.entry('Bear', strategy.short, comment='Upper Band Short', when=StrongBand_Sell_Alert)
strategy.entry('Bear', strategy.short, comment='Lower Band Short', when=MiddleBand_Sell_Alert)
strategy.entry('Bear', strategy.short, comment='Lower Band Short', when=SidewaysBand_Sell_Alert)




// check which SL to use
if enableSL and whichSL == 'static % as SL'
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1, stop=longSL)
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP, stop=shortSL)


// get bars since last entry for the SL at low to work
barsSinceLastEntry()=>
    strategy.opentrades > 0 ? (bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades-1)) : na
    
if enableSL and whichSL == 'low/high as SL' and ta.barssince(StrongBand_Buy_Alert or MiddleBand_Buy_Alert or SidewaysBand_Buy_Alert) < 2 and barsSinceLastEntry() < 2
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1, stop=longSlLow)
if enableSL and whichSL == 'low/high as SL' and ta.barssince(StrongBand_Sell_Alert or MiddleBand_Sell_Alert or SidewaysBand_Sell_Alert) < 2 and barsSinceLastEntry() < 2
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP, stop=shortSlLow)


if not enableSL
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1)
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP)

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