ゴースト移動平均とモメンタムを組み合わせたフィボナッチ目標価格と損切り戦略

/*backtest
start: 2024-04-02 00:00:00
end: 2025-04-01 00:00:00
period: 3d
basePeriod: 3d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Ghost MA + Momentum + Fib TP/SL + Dashboard", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === INPUTS ===
src = input(close, "Source")
gmaLength = input.int(20, "GMA Length")
momentumLength = input.int(20, "Momentum Length")
momentumSmoothing = input.int(10, "Momentum Smoothing")
swingLookback = input.int(50, "Fibonacci Swing Lookback")

// === GHOST MOVING AVERAGE ===
gma = ta.wma(2 * ta.wma(src, gmaLength / 2) - ta.wma(src, gmaLength), math.round(math.sqrt(gmaLength)))
plot(gma, title="Ghost MA", color=color.teal, linewidth=2)

// === MOMENTUM GHOST OSCILLATOR ===
momentum = src - src[momentumLength]
smoothMomentum = ta.ema(momentum, momentumSmoothing)
normalizedMomentum = smoothMomentum / ta.stdev(momentum, momentumLength)

// === MARKET TREND ===
gmaSlope = gma - gma[1]
marketTrend = gmaSlope > 0 ? "UPTREND" : "DOWNTREND"

// === SWING POINTS FOR FIBONACCI ===
highestHigh = ta.highest(high, swingLookback)
lowestLow = ta.lowest(low, swingLookback)
fibRange = highestHigh - lowestLow
entryPrice = close

// === FIBONACCI TP/SL LEVELS ===
tp1_long = entryPrice + (fibRange * 0.618)
tp2_long = entryPrice + (fibRange * 1.0)
tp3_long = entryPrice + (fibRange * 1.618)
sl_long  = entryPrice - (fibRange * 0.382)

tp1_short = entryPrice - (fibRange * 0.618)
tp2_short = entryPrice - (fibRange * 1.0)
tp3_short = entryPrice - (fibRange * 1.618)
sl_short  = entryPrice + (fibRange * 0.382)

// === STRATEGY CONDITIONS ===
longCond = ta.crossover(src, gma) and normalizedMomentum > 0
shortCond = ta.crossunder(src, gma) and normalizedMomentum < 0

if (longCond)
    strategy.entry("Long", strategy.long)
    strategy.exit("TP/SL Long", from_entry="Long", limit=tp1_long, stop=sl_long)

if (shortCond)
    strategy.entry("Short", strategy.short)
    strategy.exit("TP/SL Short", from_entry="Short", limit=tp1_short, stop=sl_short)

// === SIGNAL LABELS ON CHART ===
if (longCond)
    label.new(bar_index, low, "BUY\n" + str.tostring(close, "#.##"), style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small)

if (shortCond)
    label.new(bar_index, high, "SELL\n" + str.tostring(close, "#.##"), style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small)

// === ALERT CONDITIONS ===
alertcondition(longCond, title="Buy Signal", message="Buy Signal Triggered: GMA Cross Up + Momentum Positive")
alertcondition(shortCond, title="Sell Signal", message="Sell Signal Triggered: GMA Cross Down + Momentum Negative")

// === DASHBOARD ===
var table dash = table.new(position.top_right, 1, 8, border_width=1)

if bar_index % 5 == 0
    signal = longCond ? "BUY" : shortCond ? "SELL" : "WAIT"
    reason = longCond ? "GMA↑ & Momentum+" : shortCond ? "GMA↓ & Momentum−" : "No Clear Signal"
    timeframe = timeframe.period

    sigColor = signal == "BUY" ? color.new(color.green, 20) : signal == "SELL" ? color.new(color.red, 20) : color.new(color.gray, 60)
    trendColor = marketTrend == "UPTREND" ? color.new(color.green, 80) : color.new(color.red, 80)

    table.cell(dash, 0, 0, "📊 GHOST TRADING DASHBOARD", text_color=color.black, bgcolor=color.lime, text_size=size.large)
    table.cell(dash, 0, 1, "Trend: " + marketTrend, text_color=color.black, bgcolor=trendColor, text_size=size.normal)
    table.cell(dash, 0, 2, "Timeframe: " + timeframe, text_color=color.black, bgcolor=color.purple, text_size=size.normal)
    table.cell(dash, 0, 3, "Signal: " + signal + " @ " + str.tostring(close, "#.##"), text_color=color.black, bgcolor=sigColor, text_size=size.normal)
    table.cell(dash, 0, 4, "Reason: " + reason, text_color=color.black, bgcolor=color.new(color.yellow, 60), text_size=size.normal)
    table.cell(dash, 0, 5, signal == "BUY" ? "TP1: " + str.tostring(tp1_long, "#.##") + 
                 " | TP2: " + str.tostring(tp2_long, "#.##") + 
                 " | TP3: " + str.tostring(tp3_long, "#.##")
                 : signal == "SELL" ? "TP1: " + str.tostring(tp1_short, "#.##") + 
                 " | TP2: " + str.tostring(tp2_short, "#.##") + 
                 " | TP3: " + str.tostring(tp3_short, "#.##") : "-", 
                 text_color=color.black, bgcolor=color.new(color.green, 80), text_size=size.normal)
    table.cell(dash, 0, 6, "Reentry: " + str.tostring(gma, "#.##"), text_color=color.black, bgcolor=color.new(color.orange, 80), text_size=size.normal)
    table.cell(dash, 0, 7, signal == "BUY" ? "SL: " + str.tostring(sl_long, "#.##") : signal == "SELL" ? "SL: " + str.tostring(sl_short, "#.##") : "-", text_color=color.black, bgcolor=color.new(color.red, 70), text_size=size.normal)