トレンドの引き戻しはリスクのダイナミックエントリー戦略を調整できる

/*backtest
start: 2024-08-01 00:00:00
end: 2025-03-25 00:00:00
period: 2h
basePeriod: 2h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("BTCUSD with adjustable sl,tp", 
     overlay=true, 
     initial_capital=10000, 
     default_qty_type=strategy.percent_of_equity, 
     default_qty_value=10, 
     calc_on_every_tick=true)

// ─────────────────────────────────────────────────────────────────────────────
//  ▌ USER INPUTS
// ─────────────────────────────────────────────────────────────────────────────
longSignalStyle  = input.string("Label Up", title="Long Signal Style", options=["Label Up", "Arrow Up", "Cross"])
shortSignalStyle = input.string("Label Down", title="Short Signal Style", options=["Label Down", "Arrow Down", "Cross"])

// Adjustable exit parameters (in points)
tpDistance    = input.int(1000, "Take Profit Distance (points)", minval=1)
slDistance    = input.int(250, "Stop Loss Distance (points)",   minval=1)
beTrigger     = input.int(500, "Break-Even Trigger Distance (points)", minval=1)

// Adjustable retracement percentage for long pullback entry (e.g. 0.01 = 1%)
retracementPct = input.float(0.01, "Retracement Percentage (e.g. 0.01 for 1%)", step=0.001)

// ─────────────────────────────────────────────────────────────────────────────
//  ▌ INDICATORS: SMA & EMA
// ─────────────────────────────────────────────────────────────────────────────
sma10  = ta.sma(close, 10)
sma25  = ta.sma(close, 25)
ema150 = ta.ema(close, 150)

plot(sma10,  color=color.blue,   title="SMA 10")
plot(sma25,  color=color.red,    title="SMA 25")
plot(ema150, color=color.orange, title="EMA 150")

// ─────────────────────────────────────────────────────────────────────────────
//  ▌ ENTRY CONDITIONS
// ─────────────────────────────────────────────────────────────────────────────
longCondition  = ta.crossover(sma10, sma25)
shortCondition = ta.crossunder(sma10, sma25)
shortValid     = close < ema150  // Only take shorts if price is below EMA150

// Plot immediate entry signals (for visual reference)
plotshape(longCondition and (strategy.position_size == 0), title="Long Signal", 
     style=(longSignalStyle == "Label Up" ? shape.labelup : (longSignalStyle == "Arrow Up" ? shape.triangleup : shape.cross)), 
     location=location.belowbar, color=color.green, text="Long", size=size.small)
plotshape(shortCondition and shortValid and (strategy.position_size == 0), title="Short Signal", 
     style=(shortSignalStyle == "Label Down" ? shape.labeldown : (shortSignalStyle == "Arrow Down" ? shape.triangledown : shape.cross)), 
     location=location.abovebar, color=color.red, text="Short", size=size.small)

// ─────────────────────────────────────────────────────────────────────────────
//  ▌ LONG PULLBACK ENTRY USING FIXED PERCENTAGE RETRACEMENT
// ─────────────────────────────────────────────────────────────────────────────
// We use persistent variables to track the pullback signal.
var bool longSignalActive = false
var float pullHigh = na        // highest high since long signal activation
var float retraceLevel = na    // level = pullHigh * (1 - retracementPct)

// Only consider new entries when no position is open.
if strategy.position_size == 0
    // When a long crossover occurs, activate the signal and initialize pullHigh.
    if longCondition
        longSignalActive := true
        pullHigh := high

    // If signal active, update pullHigh and compute retracement level.
    if longSignalActive
        pullHigh := math.max(pullHigh, high)
        retraceLevel := pullHigh * (1 - retracementPct)

        // When price bounces upward and crosses above the retracement level, enter long
        if ta.crossover(close, retraceLevel)
            strategy.entry("Long", strategy.long)
            longSignalActive := false

    // Short entries: enter immediately if conditions are met
    if shortCondition and shortValid
        strategy.entry("Short", strategy.short)

// ─────────────────────────────────────────────────────────────────────────────
//  ▌ EXIT CONDITIONS WITH ADJUSTABLE TP, SL & BE
// ─────────────────────────────────────────────────────────────────────────────
var bool beLong  = false
var bool beShort = false

// LONG EXIT LOGIC
if strategy.position_size > 0 and strategy.position_avg_price > 0
    longEntry = strategy.position_avg_price

    // Additional exit: if SMA(10) crosses below SMA(25) while price < EMA150, exit long
    if ta.crossunder(sma10, sma25) and close < ema150
        label.new(bar_index, low, "SMA Exit", style=label.style_label_down, color=color.red, textcolor=color.white)
        strategy.close("Long", comment="SMA Cross Exit")

    // Break-even trigger if price moves in favor by beTrigger points
    if close >= longEntry + beTrigger
        beLong := true

    effectiveLongStop = beLong ? longEntry : (longEntry - slDistance)
    if close <= effectiveLongStop
        label.new(bar_index, low, (beLong ? "BE Hit" : "SL Hit"), style=label.style_label_down, color=color.red, textcolor=color.white)
        strategy.close("Long", comment=(beLong ? "BE Hit" : "SL Hit"))

    if close >= longEntry + tpDistance
        label.new(bar_index, high, "TP Hit", style=label.style_label_up, color=color.green, textcolor=color.white)
        strategy.close("Long", comment="TP Hit")

// SHORT EXIT LOGIC
if strategy.position_size < 0 and strategy.position_avg_price > 0
    shortEntry = strategy.position_avg_price

    // Basic stop logic
    if close >= shortEntry + slDistance
        label.new(bar_index, high, (beShort ? "BE Hit" : "SL Hit"), style=label.style_label_up, color=color.red, textcolor=color.white)
        strategy.close("Short", comment=(beShort ? "BE Hit" : "SL Hit"))

    // Take profit logic
    if close <= shortEntry - tpDistance
        label.new(bar_index, low, "TP Hit", style=label.style_label_down, color=color.green, textcolor=color.white)
        strategy.close("Short", comment="TP Hit")

    // Break-even trigger
    if close <= shortEntry - beTrigger
        beShort := true

    effectiveShortStop = beShort ? shortEntry : (shortEntry + slDistance)
    if close >= effectiveShortStop
        label.new(bar_index, high, (beShort ? "BE Hit" : "SL Hit"), style=label.style_label_up, color=color.red, textcolor=color.white)
        strategy.close("Short", comment=(beShort ? "BE Hit" : "SL Hit"))

// Reset BE flags when no position is open
if strategy.position_size == 0
    beLong  := false
    beShort := false
    // Reset the pullback signal
    if not longSignalActive
        pullHigh := na
        retraceLevel := na