RSIとSuperTrendフィルター戦略の組み合わせシステム：トレンド確認時のモメンタム反転取引フレームワーク

/*backtest
start: 2024-04-21 00:00:00
end: 2025-04-20 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"TRX_USD"}]
*/

//@version=5
strategy("RSI + SuperTrend Filter Strategy (45m BTCUSDT)", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === Inputs
rsiPeriod = input.int(14, "RSI Period")
rsiOverbought = input.int(65, "RSI Overbought")
rsiOversold = input.int(35, "RSI Oversold")
tpPerc = input.float(1.5, "TP %") / 100
slPerc = input.float(1.0, "SL %") / 100

atrPeriod = input.int(10, "SuperTrend ATR Period")
atrMult = input.float(3.0, "SuperTrend Multiplier")

// === RSI & SuperTrend
rsi = ta.rsi(close, rsiPeriod)
atr = ta.atr(atrPeriod)
hl2 = (high + low) / 2
upperBand = hl2 + atrMult * atr
lowerBand = hl2 - atrMult * atr

var int superDir = 1
superDir := close > lowerBand ? 1 : close < upperBand ? -1 : superDir[1]

isBull = superDir == 1
isBear = superDir == -1

// === Signals
longSignal = ta.crossover(rsi, rsiOversold) and isBull
shortSignal = ta.crossunder(rsi, rsiOverbought) and isBear

// === Entry/Exit
strategy.entry("Long", strategy.long, when=longSignal)
strategy.entry("Short", strategy.short, when=shortSignal)

longTP = close * (1 + tpPerc)
longSL = close * (1 - slPerc)
shortTP = close * (1 - tpPerc)
shortSL = close * (1 + slPerc)

strategy.exit("Long Exit", from_entry="Long", limit=longTP, stop=longSL)
strategy.exit("Short Exit", from_entry="Short", limit=shortTP, stop=shortSL)

// === Visuals — Beautiful Chart Enhancements ===

// SuperTrend Line
plot(superDir == 1 ? lowerBand : na, title="Bull Trend", color=color.new(color.green, 10), linewidth=2, style=plot.style_line)
plot(superDir == -1 ? upperBand : na, title="Bear Trend", color=color.new(color.red, 10), linewidth=2, style=plot.style_line)

// Buy/Sell Tags
plotshape(longSignal, title="BUY", location=location.belowbar, style=shape.labelup,
     text="BUY", size=size.small, textcolor=color.black, color=color.new(color.lime, 0))

plotshape(shortSignal, title="SELL", location=location.abovebar, style=shape.labeldown,
     text="SELL", size=size.small, textcolor=color.white, color=color.new(color.red, 0))

// Directional Arrows
plotarrow(longSignal ? 1 : na, colorup=color.new(color.green, 0), offset=-1)
plotarrow(shortSignal ? -1 : na, colordown=color.new(color.red, 0), offset=-1)

// Background Highlight
bgcolor(strategy.position_size > 0 ? color.new(color.green, 90) : na, title="Long BG")
bgcolor(strategy.position_size < 0 ? color.new(color.red, 90) : na, title="Short BG")

// TP & SL Lines
plot(strategy.position_size > 0 ? longTP : na, color=color.new(color.green, 0), title="Long TP", linewidth=1, style=plot.style_linebr)
plot(strategy.position_size > 0 ? longSL : na, color=color.new(color.red, 0), title="Long SL", linewidth=1, style=plot.style_linebr)
plot(strategy.position_size < 0 ? shortTP : na, color=color.new(color.green, 0), title="Short TP", linewidth=1, style=plot.style_linebr)
plot(strategy.position_size < 0 ? shortSL : na, color=color.new(color.red, 0), title="Short SL", linewidth=1, style=plot.style_linebr)

// Entry Price Line
plot(strategy.position_size != 0 ? strategy.position_avg_price : na, title="Entry Price", color=color.gray, style=plot.style_linebr, linewidth=1)

// === Optional: Light trade zone shading
longBg = longSignal ? color.new(color.green, 85) : na
shortBg = shortSignal ? color.new(color.red, 85) : na
bgcolor(longBg, title="Long Signal Highlight")
bgcolor(shortBg, title="Short Signal Highlight")

// === Alerts
alertcondition(longSignal, title="BUY Signal", message="RSI+Trend BUY Signal on {{ticker}}")
alertcondition(shortSignal, title="SELL Signal", message="RSI+Trend SELL Signal on {{ticker}}")