二重移動平均ボラティリティ適応型取引戦略とマルチレベル利益最適化システム

/*backtest
start: 2024-02-26 00:00:00
end: 2025-02-23 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"SOL_USDT"}]
*/

//@version=5
strategy("Scalping XAUUSD with Alerts By Fahrizal", overlay=true, default_qty_type=strategy.fixed, default_qty_value=0.1)

// Custom Inputs
tpMultiplier1 = input.float(1.5, "TP1 Multiplier (ATR)", minval=0.5, step=0.1) 
tpMultiplier2 = input.float(3.0, "TP2 Multiplier (ATR)", minval=1.0, step=0.1) 
slMultiplier = input.float(1.0, "SL Multiplier (ATR)", minval=0.5, step=0.1)   

// Indicator Definitions
emaFast = ta.ema(close, 5)   
emaSlow = ta.ema(close, 15)  
rsi = ta.rsi(close, 14)      
atr = ta.atr(14)             

// Variables to store levels
var float longSL = na
var float longTP1 = na
var float longTP2 = na
var float shortSL = na
var float shortTP1 = na
var float shortTP2 = na

// Plot to chart
plot(emaFast, color=color.green, title="EMA5")
plot(emaSlow, color=color.red, title="EMA15")

// Buy/Sell conditions
buySignal = ta.crossover(emaFast, emaSlow) and rsi > 50
sellSignal = ta.crossunder(emaFast, emaSlow) and rsi < 50

// Calculate and store TP and SL levels when signals trigger
if (buySignal)
    longSL := close - (atr * slMultiplier) 
    longTP1 := close + (atr * tpMultiplier1)
    longTP2 := close + (atr * tpMultiplier2)
    strategy.entry("Buy", strategy.long)
    strategy.exit("TP1 Long", "Buy", qty_percent=50, limit=longTP1) 
    strategy.exit("TP2 Long", "Buy", qty_percent=50, limit=longTP2) 
    strategy.exit("SL Long", "Buy", stop=longSL)                    

if (sellSignal)
    shortSL := close + (atr * slMultiplier)     
    shortTP1 := close - (atr * tpMultiplier1)   
    shortTP2 := close - (atr * tpMultiplier2)   
    strategy.entry("Sell", strategy.short)
    strategy.exit("TP1 Short", "Sell", qty_percent=50, limit=shortTP1)  
    strategy.exit("TP2 Short", "Sell", qty_percent=50, limit=shortTP2)  
    strategy.exit("SL Short", "Sell", stop=shortSL)                    

// Display signals on the chart
plotshape(buySignal, title="Buy", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)
plotshape(sellSignal, title="Sell", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)

// Display levels on chart using labels
if (buySignal)
    label.new(bar_index, high, "SL: " + str.tostring(longSL, "#.##") + "\nTP1: " + str.tostring(longTP1, "#.##") + "\nTP2: " + str.tostring(longTP2, "#.##"), 
              color=color.blue, textcolor=color.white, style=label.style_label_down)
if (sellSignal)
    label.new(bar_index, low, "SL: " + str.tostring(shortSL, "#.##") + "\nTP1: " + str.tostring(shortTP1, "#.##") + "\nTP2: " + str.tostring(shortTP2, "#.##"), 
              color=color.red, textcolor=color.white, style=label.style_label_up)

// Simple notifications when positions are opened
alertcondition(buySignal, title="Buy Alert", message="Buy Signal Detected! Check chart for SL, TP1, TP2 levels.")
alertcondition(sellSignal, title="Sell Alert", message="Sell Signal Detected! Check chart for SL, TP1, TP2 levels.")

// Plot levels (optional)
plot(buySignal ? longTP1 : na, "TP1 Long", color=color.green, style=plot.style_cross)
plot(buySignal ? longTP2 : na, "TP2 Long", color=color.lime, style=plot.style_cross)
plot(buySignal ? longSL : na, "SL Long", color=color.red, style=plot.style_cross)
plot(sellSignal ? shortTP1 : na, "TP1 Short", color=color.green, style=plot.style_cross)
plot(sellSignal ? shortTP2 : na, "TP2 Short", color=color.lime, style=plot.style_cross)
plot(sellSignal ? shortSL : na, "SL Short", color=color.red, style=plot.style_cross)