複数の指標をクロスするダイナミックポジションボラティリティ適応型定量取引戦略

/*backtest
start: 2024-04-18 00:00:00
end: 2025-04-15 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"TRX_USD"}]
*/

//@version=5
strategy("Phoenix Master Strategy (PMI)", overlay=true, max_lines_count=500, max_labels_count=500)

// === INPUTLAR === //
timeframeTrend = input.timeframe("D", "Trend Zaman Dilimi")
showBackground = input.bool(true, "Trend Arka Plan Rengi Göster")
riskPercent = input.float(1.0, title="Risk %", minval=0.1, maxval=10.0)
accountSize = input.float(10000, title="Hesap Büyüklüğü ($)", minval=100)

// === EMA Trend === //
emaFast = input.int(9, "Hızlı EMA")
emaSlow = input.int(21, "Yavaş EMA")
ema1 = request.security(syminfo.tickerid, timeframeTrend, ta.ema(close, emaFast))
ema2 = request.security(syminfo.tickerid, timeframeTrend, ta.ema(close, emaSlow))
trendUp = ema1 > ema2
trendDown = ema1 < ema2

// === RSI === //
rsiLength = input.int(14, "RSI Periyodu")
rsiOB = input.int(70, "RSI Overbought")
rsiOS = input.int(30, "RSI Oversold")
rsi = ta.rsi(close, rsiLength)

// === MACD === //
macdSource = input.source(close, "MACD Kaynağı")
[macdLine, signalLine, macdHist] = ta.macd(macdSource, 12, 26, 9)

// === Stoch RSI === //
stochLength = input.int(14, "Stoch RSI Uzunluğu")
stochK = input.int(3, "%K")
stochD = input.int(3, "%D")
k = ta.stoch(close, high, low, stochLength)
stochKval = ta.sma(k, stochK)
stochDval = ta.sma(stochKval, stochD)
// === Ichimoku === //
tenkanPeriod = input.int(9, "Tenkan (Dönem)")
kijunPeriod = input.int(26, "Kijun (Dönem)")
senkouSpanBPeriod = input.int(52, "Senkou Span B (Dönem)")
displacement = input.int(26, "İchimoku Gecikme (Displacement)")

tenkan = (ta.highest(high, tenkanPeriod) + ta.lowest(low, tenkanPeriod)) / 2
kijun = (ta.highest(high, kijunPeriod) + ta.lowest(low, kijunPeriod)) / 2
senkouSpanA = (tenkan + kijun) / 2
senkouSpanB = (ta.highest(high, senkouSpanBPeriod) + ta.lowest(low, senkouSpanBPeriod)) / 2
chikouSpan = close[displacement]

// Ichimoku Trend Yorumlama
cloudUp = senkouSpanA > senkouSpanB
cloudDown = senkouSpanA < senkouSpanB

// Bulut Çizimi (İsteğe Bağlı Görsel İçin)
// plot(senkouSpanA[displacement], title="Senkou Span A", color=color.green)
// plot(senkouSpanB[displacement], title="Senkou Span B", color=color.red)

// === ATR & Volatilite === //
atrLength = input.int(14, "ATR Periyodu")
atr = ta.atr(atrLength)

// === Hacim Tabanlı Volatilite Alarmı === //
volumeExplode = volume > ta.sma(volume, 20) * 2

// === Destek & Direnç Bölgeleri (Pivot) === //
pivotHigh = ta.pivothigh(high, 5, 5)
pivotLow = ta.pivotlow(low, 5, 5)
plot(pivotHigh, title="Direnç", style=plot.style_cross, color=color.red, linewidth=1)
plot(pivotLow, title="Destek", style=plot.style_cross, color=color.green, linewidth=1)

// === Sentiment Göstergesi (Haber Sinyali Placeholder) === //
sentimentDummy = close > ta.sma(close, 50) ? 1 : -1
plotshape(sentimentDummy == 1 ? close : na, title="Pozitif Sentiment", location=location.abovebar, style=shape.triangleup, color=color.lime, size=size.tiny)
plotshape(sentimentDummy == -1 ? close : na, title="Negatif Sentiment", location=location.belowbar, style=shape.triangledown, color=color.maroon, size=size.tiny)

// === Likidite Heatmap (Zonal Risk Göstergesi Dummy) === //
heatZone = ta.sma(volume, 20)
plot(heatZone, title="Likidite Isı Haritası", color=color.orange, style=plot.style_columns)

// === Arka Plan Rengi === //
bgcolor(showBackground ? (trendUp ? color.new(color.green, 85) : trendDown ? color.new(color.red, 85) : na) : na)

// === Giriş/Çıkış Sinyalleri === //
longSignal = trendUp and rsi < 50 and macdHist > 0 and stochKval < 80 and cloudUp
shortSignal = trendDown and rsi > 50 and macdHist < 0 and stochKval > 20 and cloudDown

plotshape(longSignal, title="Al Sinyali", location=location.belowbar, color=color.green, style=shape.labelup, text="AL")
plotshape(shortSignal, title="Sat Sinyali", location=location.abovebar, color=color.red, style=shape.labeldown, text="SAT")

// === Alarm Koşulları === //
alertcondition(longSignal, title="AL Sinyali Alarmı", message="Phoenix - AL Sinyali")
alertcondition(shortSignal, title="SAT Sinyali Alarmı", message="Phoenix - SAT Sinyali")
alertcondition(volumeExplode, title="Hacim Patlaması", message="Phoenix - Hacim Patlaması Tespit Edildi")

// === Pozisyon Büyüklüğü Hesaplama === //
riskDollar = accountSize * (riskPercent / 100)
positionSize = riskDollar / atr
plot(positionSize, title="Pozisyon Büyüklüğü (Lot)", color=color.fuchsia, linewidth=1)

// === STRATEJİ MODÜLÜ === //
strategy.entry("AL", strategy.long, when=longSignal)
strategy.close("AL", when=shortSignal)
strategy.entry("SAT", strategy.short, when=shortSignal)
strategy.close("SAT", when=longSignal)

// === BİTTİ === //
// Phoenix Master Indicator tüm ileri düzey fonksiyonlarla aktif: trend, sinyal, volatilite, sentiment, likidite, pozisyon büyüklüğü ve strateji test!