インテリジェントな動的リスク管理RSI-EMAトレンド追跡定量取引戦略

/*backtest
start: 2024-06-03 00:00:00
end: 2025-06-02 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Rifaat Ultra Gold AI v6.1", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === User Settings ===
emaLength = input.int(21, title="EMA Length")
rsiLength = input.int(14, title="RSI Length")
rsiOverbought = input.int(70, title="RSI Overbought")
rsiOversold = input.int(30, title="RSI Oversold")
atrLength = input.int(14, title="ATR Length")

tpMultiplier = input.float(1.5, title="TP Multiplier")
slMultiplier = input.float(1.0, title="SL Multiplier")

enableTrailing = input.bool(true, title="Enable Trailing Stop")
trailingATRmult = input.float(1.0, title="Trailing Stop ATR Multiplier")
enableBreakEven = input.bool(true, title="Enable Break-Even")
breakevenTrigger = input.float(1.0, title="Move SL to BE after ATR x", tooltip="Move stop to entry after price moves this many ATRs")

// === Indicators ===
ema = ta.ema(close, emaLength)
rsi = ta.rsi(close, rsiLength)
atr = ta.atr(atrLength)

// === Entry Signals ===
buySignal = close > ema and rsi < 50 and ta.rising(rsi, 1)
sellSignal = close < ema and rsi > 50 and ta.falling(rsi, 1)

// === Entry Execution ===
var float entryPriceLong = na
var float entryPriceShort = na
var bool moveToBE_Long = false
var bool moveToBE_Short = false

if buySignal
    strategy.entry("Buy", strategy.long)
    entryPriceLong := close
    moveToBE_Long := false
    label.new(bar_index, low, "BUY ✅", style=label.style_label_up, color=color.green, textcolor=color.white)
    alert("🟢 Buy Signal Triggered", alert.freq_once_per_bar)

if sellSignal
    strategy.entry("Sell", strategy.short)
    entryPriceShort := close
    moveToBE_Short := false
    label.new(bar_index, high, "SELL ❌", style=label.style_label_down, color=color.red, textcolor=color.white)
    alert("🔴 Sell Signal Triggered", alert.freq_once_per_bar)

// === Fixed TP / SL ===
longTP = entryPriceLong + (atr * tpMultiplier)
longSL = entryPriceLong - (atr * slMultiplier)
shortTP = entryPriceShort - (atr * tpMultiplier)
shortSL = entryPriceShort + (atr * slMultiplier)

// === Trailing Stop / Break-even ===
trailingStopLong = enableTrailing ? close - (atr * trailingATRmult) : na
trailingStopShort = enableTrailing ? close + (atr * trailingATRmult) : na

// Break-even condition
if enableBreakEven and strategy.position_size > 0 and not moveToBE_Long
    if close >= entryPriceLong + (atr * breakevenTrigger)
        longSL := entryPriceLong
        moveToBE_Long := true

if enableBreakEven and strategy.position_size < 0 and not moveToBE_Short
    if close <= entryPriceShort - (atr * breakevenTrigger)
        shortSL := entryPriceShort
        moveToBE_Short := true

// === Exit Conditions ===
if strategy.position_size > 0
    strategy.exit("TP/SL Buy", from_entry="Buy", limit=longTP, stop=enableTrailing ? trailingStopLong : longSL)

if strategy.position_size < 0
    strategy.exit("TP/SL Sell", from_entry="Sell", limit=shortTP, stop=enableTrailing ? trailingStopShort : shortSL)

// === TP/SL Visualization ===
plot(strategy.position_size > 0 ? longTP : na, title="TP Long", color=color.green)
plot(strategy.position_size > 0 ? (enableTrailing ? trailingStopLong : longSL) : na, title="SL Long", color=color.red)
plot(strategy.position_size < 0 ? shortTP : na, title="TP Short", color=color.green)
plot(strategy.position_size < 0 ? (enableTrailing ? trailingStopShort : shortSL) : na, title="SL Short", color=color.red)