3本のキャンドルブレイクアウトモメンタム平滑化平均取引戦略

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

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © YashEzio

//@version=6
strategy("Heikin-Ashu Strategy", overlay=true)

// Calculate Heikin-Ashi values
var float ha_open  = na
var float ha_close = na
var float ha_high  = na
var float ha_low   = na

ha_close := (open + high + low + close) / 4
ha_open  := na(ha_open[1]) ? (open + close) / 2 : (ha_open[1] + ha_close[1]) / 2
ha_high  := math.max(high, math.max(ha_open, ha_close))
ha_low   := math.min(low, math.min(ha_open, ha_close))

//---------------- Long Logic ----------------//
// Identify red/green Heikin-Ashi candles
ha_red = ha_close < ha_open
ha_green = ha_close > ha_open

// Long entry: three consecutive red candles followed by a green candle
consecutive_red = ha_red[3] and ha_red[2] and ha_red[1] and ha_green
// Capture the high of the first green candle after the red streak
var float first_green_high = na
first_green_high := consecutive_red ? ha_high : nz(first_green_high)
// Trigger long entry AFTER the next candle breaks the high of that green candle
long_breakout = not na(first_green_high) and ha_high[1] == first_green_high and high > first_green_high

// Long exit: after a long entry, exit when a red candle forms and its low is broken
var float first_red_low = na
first_red_low := long_breakout ? na : (ha_red and na(first_red_low) ? ha_low : first_red_low)
var bool long_active = false
long_active := long_breakout ? true : long_active
long_exit = long_active and not na(first_red_low) and low < first_red_low
long_active := long_exit ? false : long_active

//---------------- Short Logic ----------------//
// Short entry: three consecutive green candles followed by a red candle
consecutive_green = ha_green[3] and ha_green[2] and ha_green[1] and ha_red
// Capture the low of the first red candle after the green streak
var float first_red_entry_low = na
first_red_entry_low := consecutive_green ? ha_low : nz(first_red_entry_low)
// Trigger short entry AFTER the next candle breaks the low of that red candle
short_breakout_entry = not na(first_red_entry_low) and ha_low[1] == first_red_entry_low and low < first_red_entry_low

// Short exit: after a short entry, exit when a green candle forms and its high is broken
var float first_green_exit_high = na
first_green_exit_high := short_breakout_entry ? na : (ha_green and na(first_green_exit_high) ? ha_high : first_green_exit_high)
var bool short_active = false
short_active := short_breakout_entry ? true : short_active
short_exit = short_active and not na(first_green_exit_high) and high > first_green_exit_high
short_active := short_exit ? false : short_active

//---------------- Strategy Orders ----------------//
if (long_breakout)
    strategy.entry("Long", strategy.long)
if (long_exit)
    strategy.close("Long")

if (short_breakout_entry)
    strategy.entry("Short", strategy.short)
if (short_exit)
    strategy.close("Short")

//---------------- Visualization ----------------//
plot(ha_high, color=color.new(color.green, 80), title="HA High")
plot(ha_low, color=color.new(color.red, 80), title="HA Low")

// Mark long signals (buy and sell)
plotshape(long_breakout, location=location.belowbar, color=color.green, style=shape.triangleup, title="Buy Signal", size=size.small, offset=-1)
plotshape(long_exit, location=location.abovebar, color=color.red, style=shape.triangledown, title="Sell Signal", size=size.small, offset=-1)
// Mark short signals (short entry and cover)
plotshape(short_breakout_entry, location=location.abovebar, color=color.red, style=shape.triangledown, title="Short Sell Signal", size=size.small, offset=-1)
plotshape(short_exit, location=location.belowbar, color=color.green, style=shape.triangleup, title="Cover Signal", size=size.small, offset=-1)

//---------------- Alerts ----------------//
alertcondition(long_breakout, title="Long Entry", message="Heikin-Ashi Long Breakout Signal")
alertcondition(long_exit, title="Long Exit", message="Heikin-Ashi Long Exit Signal")
alertcondition(short_breakout_entry, title="Short Entry", message="Heikin-Ashi Short Entry Signal")
alertcondition(short_exit, title="Short Exit", message="Heikin-Ashi Short Exit Signal")