デュアルモード適応型取引システム：RSI平均回帰とブレイクアウトの組み合わせ戦略

/*backtest
start: 2024-05-14 00:00:00
end: 2025-05-12 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"DOGE_USDT"}]
*/

//@version=6
strategy("Improved Hybrid: RSI + Breakout + Dashboard", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === INPUTS ===
stopMult = input.float(1.2, "Stop-Loss ATR Multiplier", minval=0.5, step=0.1)
rsiBuy = input.int(35, "RSI Buy Threshold")
rsiSell = input.int(70, "RSI Sell Threshold")
adxLen = input.int(14, "ADX Length")
adxSmooth = input.int(14, "ADX Smoothing")
adxThreshold = input.float(25, "ADX Threshold")
emaLen = input.int(200, "EMA Trend Filter")
rsiLen = input.int(14, "RSI Length")
exitRSI = input.int(50, "RSI Exit Threshold")
breakoutLen = input.int(20, "Breakout Lookback")
atrLen = input.int(14, "ATR Length")
atrMult = input.float(1.5, "ATR Trailing Multiplier")

// === TIME FILTER ===
startDate = timestamp(2020, 1, 1, 0, 0)
isLive = time >= startDate

// === ADX REGIME DETECTION ===
[plusDI, minusDI, adx] = ta.dmi(adxLen, adxSmooth)
isTrending = adx > adxThreshold
isRanging = not isTrending
regimeLabel = isTrending ? "TRENDING" : "RANGING"

// === EMA TREND FILTER ===
ema = ta.ema(close, emaLen)
bullish = close > ema
bearish = close < ema
biasLabel = bullish ? "Bullish" : "Bearish"

// === RSI MEAN REVERSION ===
rsi = ta.rsi(close, rsiLen)
rsiLong = isLive and isRanging and rsi < rsiBuy and bullish
rsiShort = isLive and isRanging and rsi > rsiSell and bearish
rsiLongExit = rsi > exitRSI
rsiShortExit = rsi < exitRSI

// === BREAKOUT ENTRIES ===
atr = ta.atr(atrLen)
highestBreak = ta.highest(close[1], breakoutLen)
lowestBreak = ta.lowest(close[1], breakoutLen)
longBreak = isLive and isTrending and bullish and close > highestBreak
shortBreak = isLive and isTrending and bearish and close < lowestBreak

// === ENTRIES ===
if rsiLong
    strategy.entry("RSI Long", strategy.long)
if rsiShort
    strategy.entry("RSI Short", strategy.short)
if longBreak
    strategy.entry("Breakout Long", strategy.long)
if shortBreak
    strategy.entry("Breakout Short", strategy.short)

// === EXITS ===
if rsiLongExit
    strategy.close("RSI Long")
if rsiShortExit
    strategy.close("RSI Short")
strategy.exit("RSI Long Exit", from_entry="RSI Long", stop=close - atr * stopMult)
strategy.exit("RSI Short Exit", from_entry="RSI Short", stop=close + atr * stopMult)
strategy.exit("BO Long Exit", from_entry="Breakout Long", trail_points=atr * atrMult, trail_offset=atr * atrMult)
strategy.exit("BO Short Exit", from_entry="Breakout Short", trail_points=atr * atrMult, trail_offset=atr * atrMult)

// === DEBUG PLOTS ===
plotshape(rsiLong, title="RSI Long", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)
plotshape(rsiShort, title="RSI Short", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)
plotshape(longBreak, title="Breakout Long", location=location.belowbar, color=color.blue, style=shape.triangleup, size=size.small)
plotshape(shortBreak, title="Breakout Short", location=location.abovebar, color=color.purple, style=shape.triangledown, size=size.small)
plot(rsi, "RSI", color=color.blue)
plot(ema, "200 EMA", color=color.orange)

// === DASHBOARD ===
var label dash = na
if bar_index % 5 == 0
    label.delete(dash)
    dash := label.new(bar_index, high,
      "Regime: " + regimeLabel + " | Bias: " + biasLabel + " | Last: None",
      xloc=xloc.bar_index, yloc=yloc.price,
      style=label.style_label_left, size=size.small,
      textcolor=color.white, color=color.black)