マルチインジケーター適応型モメンタムクロスオーバー取引システム

/*backtest
start: 2024-03-06 00:00:00
end: 2025-03-04 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDT"}]
*/

//@version=6
strategy("MuSTeaTZa v1.7 🚀", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// 📌 Verificare Timeframe (30m și 1h)
validTimeframe = timeframe.period == "30" or timeframe.period == "60"

// 📌 Parametri personalizabili
emaLenFast = input.int(9, title="EMA Fast (galbenă)")
emaLenSlow = input.int(21, title="EMA Slow (albastră)")
rsiLen = input.int(14, title="RSI Length")
atrLen = input.int(14, title="ATR Length")
atrMultiplier = input.float(1.5, title="ATR Sensitivity")
adxLen = input.int(14, title="ADX Length")
adxThreshold = input.float(25, title="ADX Min Threshold", tooltip="Filtrare trend mai puternică")
volatilityThreshold = input.float(1.5, title="Volatility Filter")

// 📌 Parametri pentru TP și SL
tpMultiplier = input.float(2.5, title="Take Profit Multiplier")
slMultiplier = input.float(1.2, title="Stop Loss Multiplier")

// 📌 Calcul Indicatori
emaFast = ta.ema(close, emaLenFast)  // EMA galbenă (scurtă)
emaSlow = ta.ema(close, emaLenSlow)  // EMA albastră (lungă)
rsi = ta.rsi(close, rsiLen)
atr = ta.atr(atrLen)

// 📌 Calcul ADX manual
upMove = high - high[1]
downMove = low[1] - low
plusDM = upMove > downMove and upMove > 0 ? upMove : 0
minusDM = downMove > upMove and downMove > 0 ? downMove : 0
smoothedPlusDM = ta.rma(plusDM, adxLen)
smoothedMinusDM = ta.rma(minusDM, adxLen)
dx = 100 * math.abs(smoothedPlusDM - smoothedMinusDM) / math.max(smoothedPlusDM + smoothedMinusDM, 1)
adx = ta.rma(dx, adxLen)

// 📌 OBV ca filtru de volum
obv = ta.cum(volume * (close > close[1] ? 1 : close < close[1] ? -1 : 0))
obvSignal = ta.sma(obv, 10)
volConfirm = obv > obvSignal

// 📌 Filtru ADX, RSI și Volatilitate
strongTrend = adx > adxThreshold
rsiFilter = rsi > 40 and rsi < 60  // Filtru mai larg pentru evitarea zgomotului
volatilityFilter = atr > volatilityThreshold  // Evităm perioadele de consolidare

// 📌 Cross-over EMA pentru BUY/SELL
crossUp = ta.crossover(emaFast, emaSlow) and strongTrend and rsiFilter and volatilityFilter and volConfirm
crossDown = ta.crossunder(emaFast, emaSlow) and strongTrend and rsiFilter and volatilityFilter and volConfirm

// 📌 Calcule TP & SL dinamice
stopLossLong = close - (atr * slMultiplier)
stopLossShort = close + (atr * slMultiplier)
takeProfitLong = close + (atr * tpMultiplier)
takeProfitShort = close - (atr * tpMultiplier)

// 📌 Semnale de tranzacționare optimizate
if validTimeframe
    if crossUp
        strategy.entry("BUY", strategy.long)
        strategy.exit("TP/SL", from_entry="BUY", limit=takeProfitLong, stop=stopLossLong)
    
    if crossDown
        strategy.entry("SELL", strategy.short)
        strategy.exit("TP/SL", from_entry="SELL", limit=takeProfitShort, stop=stopLossShort)

// 📌 Semnale vizuale pe chart
plotshape(series=crossUp and validTimeframe, location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, title="BUY Signal", offset=-1)
plotshape(series=crossDown and validTimeframe, location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, title="SELL Signal", offset=-1)

// 📌 Linie EMA pentru trend vizual
plot(emaFast, color=color.yellow, title="EMA Fast (galbenă)")
plot(emaSlow, color=color.blue, title="EMA Slow (albastră)")