EMAクロスオーバー+ストキャスティクスオシレーターで確認された強力なスリングショット定量戦略

/*backtest
start: 2024-05-16 00:00:00
end: 2025-05-14 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
// ============================================================================
// Forex Fire Sling Shot Strategy
// ============================================================================
//
// This strategy implements a simple yet effective trading system based on EMA
// crossovers with stochastic confirmation. The system identifies high-probability
// entry points for both long and short positions in forex markets.
//
// Features:
// - Uses 15 EMA crossing 50 EMA as primary signal generator
// - Stochastic (5,3,3) provides early confirmation signals
// - Take profit targets set at customizable pip levels (default 35 pips)
// - Visual labels for "Sling Shot" (long) and "Bear Sling" (short) signals
// - Real-time status indicator showing current market bias
// - Alert conditions for easy notification setup
//
// How it works:
// 1. LONG ENTRY ("Sling Shot"): When 15 EMA crosses above 50 EMA
//    Stochastic below 20 and moving upward can provide early confirmation
//    Target: 25-55 pips (default 35)
//
// 2. SHORT ENTRY ("Bear Sling"): When 15 EMA crosses below 50 EMA
//    Stochastic above 80 and moving downward can provide early confirmation
//    Target: 25-55 pips (default 35)
//
// DISCLAIMER: 
// This script is for educational purposes only. Past performance is not
// indicative of future results. Always test strategies thoroughly before
// trading real capital.
//
// Author: [Your TradingView Username]
// Version: 1.0 (2025-05-06)
//
// ============================================================================

strategy("Forex Fire Sling Shot", overlay=true, margin_long=100, margin_short=100)

// Input parameters
emaShort = input.int(15, "Short EMA Period")
emaLong = input.int(50, "Long EMA Period")
stochK = input.int(5, "Stochastic %K")
stochD = input.int(3, "Stochastic %D")
stochSmooth = input.int(3, "Stochastic Smooth")
overbought = input.int(80, "Overbought Level")
oversold = input.int(20, "Oversold Level")
takeProfitPips = input.int(35, "Take Profit (Pips)", minval=5, maxval=100)
enableStochFilter = input.bool(true, "Enable Stochastic Filter")

// Calculate EMAs
ema15 = ta.ema(close, emaShort)
ema50 = ta.ema(close, emaLong)

// Calculate Stochastic
k = ta.stoch(close, high, low, stochK)
smoothK = ta.sma(k, stochSmooth)
smoothD = ta.sma(smoothK, stochD)

// Define signals
bullCrossEMA = ta.crossover(ema15, ema50)
bearCrossEMA = ta.crossunder(ema15, ema50)
stochOversoldCross = ta.crossover(smoothK, oversold)
stochOverboughtCross = ta.crossunder(smoothK, overbought)

// Entry conditions
longCondition = bullCrossEMA and (not enableStochFilter or (enableStochFilter and (stochOversoldCross[1] or smoothK < oversold)))
shortCondition = bearCrossEMA and (not enableStochFilter or (enableStochFilter and (stochOverboughtCross[1] or smoothK > overbought)))

// Create alertconditions for easier alert setup
alertcondition(longCondition, title="Fire Sling Shot Buy Signal", message="Forex Fire Sling Shot Buy Signal triggered!")
alertcondition(shortCondition, title="Fire Bear Sling Sell Signal", message="Forex Fire Bear Sling Sell Signal triggered!")

// Plot indicators with updated colors
plot(ema15, "15 EMA", color=color.red, linewidth=2)  // Changed from purple to red
plot(ema50, "50 EMA", color=color.green, linewidth=2)  // Changed from white to green

// Draw sling shot labels
if bullCrossEMA
    label.new(bar_index, low - (0.0002 * low), "FIRE SLING SHOT", color=color.green, style=label.style_label_up, textcolor=color.white, size=size.small)

if bearCrossEMA
    label.new(bar_index, high + (0.0002 * high), "FIRE BEAR SLING", color=color.red, style=label.style_label_down, textcolor=color.white, size=size.small)

// Calculate take profit price for forex (in pips)
pipMultiplier = syminfo.mintick * 10
takeProfitLong = strategy.position_avg_price + (takeProfitPips * pipMultiplier)
takeProfitShort = strategy.position_avg_price - (takeProfitPips * pipMultiplier)

// Execute strategy
if longCondition
    strategy.entry("Fire Sling Shot Long", strategy.long)
    strategy.exit("TP Long", "Fire Sling Shot Long", limit=takeProfitLong)

if shortCondition
    strategy.entry("Fire Bear Sling Short", strategy.short)
    strategy.exit("TP Short", "Fire Bear Sling Short", limit=takeProfitShort)

// Plot take profit levels when in position
plotTakeProfitLong = strategy.position_size > 0 ? takeProfitLong : na
plotTakeProfitShort = strategy.position_size < 0 ? takeProfitShort : na
plot(plotTakeProfitLong, "Take Profit Long", color=color.green, style=plot.style_circles)
plot(plotTakeProfitShort, "Take Profit Short", color=color.red, style=plot.style_circles)

// Plot background for visualization
bgcolor(bullCrossEMA ? color.new(color.green, 90) : bearCrossEMA ? color.new(color.red, 90) : na)

// Display current status
tablePosition = position.top_right
statusTable = table.new(tablePosition, 2, 2, border_width=1)

if barstate.islast
    table.cell(statusTable, 0, 0, "Current Signal", bgcolor=color.gray, text_color=color.white)
    signalText = longCondition ? "FIRE SLING SHOT BUY" : shortCondition ? "FIRE BEAR SLING SELL" : "NEUTRAL"
    signalColor = longCondition ? color.green : shortCondition ? color.red : color.gray
    table.cell(statusTable, 1, 0, signalText, bgcolor=signalColor, text_color=color.white)