マルチインジケータートレンドモメンタムフュージョン戦略：RSI-MACD-デュアルスーパートレンドトラッキングシステム

/*backtest
start: 2024-04-03 00:00:00
end: 2025-04-02 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BNB_USDT"}]
*/

//@version=6
strategy("Enhanced RSI-MACD-Supertrend Strategy", overlay=true)

// 🔹 User Inputs
rsiLength = input.int(14, title="RSI Length")
macdFast = input.int(5, title="MACD Fast Length")       // Updated
macdSlow = input.int(13, title="MACD Slow Length")      // Updated
macdSignal = input.int(9, title="MACD Signal Length")   // Updated
atrLength = input.int(14, title="ATR Length")
atrSLMultiplier = input.float(1, title="ATR Multiplier for Stop Loss")  // Updated
atrBETrigger = input.float(1, title="Move SL to Breakeven at X ATR")    // Updated
atrTPMultiplier = input.float(2.5, title="Take Profit at X ATR")  
atrTrailMultiplier = input.float(1, title="Trailing Stop ATR Multiplier") // Updated
supertrendFactor1 = input.float(2, title="Supertrend Factor 1")  // Updated
supertrendFactor2 = input.float(7, title="Supertrend Factor 2")  // Updated
supertrendLength = input.int(9, title="Supertrend Length")  

// 🔹 Indicator Calculations
rsi = ta.rsi(close, rsiLength)
[macdLine, signalLine, _] = ta.macd(close, macdFast, macdSlow, macdSignal)
atr = ta.atr(atrLength)

// 🔹 Custom Supertrend Function
supertrend(_factor, _length) =>
    atr_ = ta.atr(_length)
    src = hl2
    up = src - _factor * atr_
    down = src + _factor * atr_
    var trend = 0.0
    trend := na(trend[1]) ? up : (trend[1] > up ? math.max(up, trend[1]) : math.min(down, trend[1]))
    direction = trend == up ? 1 : -1
    [trend, direction]

// 🔹 Apply Dual Supertrend
[supertrend1, direction1] = supertrend(supertrendFactor1, supertrendLength)
[supertrend2, direction2] = supertrend(supertrendFactor2, supertrendLength)

// 🔹 MACD Momentum Confirmation
isMacdRising = macdLine > macdLine[1] and macdLine[1] > macdLine[2]
isMacdFalling = macdLine < macdLine[1] and macdLine[1] < macdLine[2]

// 🔹 Entry Conditions (Both Supertrends Must Confirm)
longCondition = rsi < 35 and macdLine > signalLine and isMacdRising and direction1 == 1 and direction2 == 1
shortCondition = rsi > 65 and macdLine < signalLine and isMacdFalling and direction1 == -1 and direction2 == -1

// 🔹 ATR-Based Exit Conditions
longStopLoss = close - (atrSLMultiplier * atr)
shortStopLoss = close + (atrSLMultiplier * atr)

longTakeProfit = close + (atrTPMultiplier * atr)
shortTakeProfit = close - (atrTPMultiplier * atr)

// Move SL to Breakeven
longBreakEven = close + (atrBETrigger * atr)
shortBreakEven = close - (atrBETrigger * atr)

// Trailing Stop Loss (Convert to Points)
longTrailingStop = atrTrailMultiplier * atr
shortTrailingStop = atrTrailMultiplier * atr

// 🔹 Execute Trades
if longCondition
    strategy.entry("Long", strategy.long)
if shortCondition
    strategy.entry("Short", strategy.short)

strategy.exit("Long Exit", from_entry="Long", stop=longStopLoss, limit=longTakeProfit, trail_points=longTrailingStop)
strategy.exit("Short Exit", from_entry="Short", stop=shortStopLoss, limit=shortTakeProfit, trail_points=shortTrailingStop)

// 🔹 Plot Buy/Sell Signals
plotshape(series=longCondition, location=location.belowbar, color=color.green, style=shape.labelup, title="BUY", text="BUY")
plotshape(series=shortCondition, location=location.abovebar, color=color.red, style=shape.labeldown, title="SELL", text="SELL")

// 🔹 Alerts for Automation
alertcondition(longCondition, title="BUY Alert", message="BUY Signal for Delta Exchange")
alertcondition(shortCondition, title="SELL Alert", message="SELL Signal for Delta Exchange")