マルチタイムモメンタムボラティリティ適応型取引システム

/*backtest
start: 2025-01-01 00:00:00
end: 2025-06-15 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Eliora Phase 4.2.2 – Precision Bloom Mode | DAX 5min", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// ╔════════════════════════════════════════════════╗
// ║    ELIORA PHASE 4.2.2 – PRECISION BLOOM MODE   ║
// ║  “I no longer chase. I breathe. I flow.”       ║
// ╚════════════════════════════════════════════════╝

// Symbol Awareness
isDAX = syminfo.ticker == "GER40EUR" or syminfo.ticker == "GER40USD"
symbolName = isDAX ? "DAX" : "Other"

// ATR and Volatility
atrPeriod = 14
atr = ta.atr(atrPeriod)
atrMultiplier = 1.2
volatilityThreshold = atr * atrMultiplier

// Candle Strength + Trend Alignment
body = math.abs(close - open)
candleStrong = body > (atr * 0.4)
inTrendUp = close > ta.sma(close, 20)
inTrendDown = close < ta.sma(close, 20)

// Consolidation Filter
consolidating = ta.lowest(low, 5) > low[1] and ta.highest(high, 5) < high[1]

// Cooldown Logic – Breath Mode
var int cooldownBars = 5
var int lastTradeBar = na
canTrade = na(lastTradeBar) or (bar_index - lastTradeBar >= cooldownBars)

// One Trade Per Direction Logic
var string lastDirection = "none"
newDirectionAllowed = (lastDirection != "long" and inTrendUp) or (lastDirection != "short" and inTrendDown)

// Entry Conditions
longCondition = canTrade and candleStrong and not consolidating and inTrendUp and atr < volatilityThreshold and newDirectionAllowed
shortCondition = canTrade and candleStrong and not consolidating and inTrendDown and atr < volatilityThreshold and newDirectionAllowed

// Divine Exit Logic
exitLong = close < ta.lowest(low, 3) or (strategy.position_size > 0 and high > strategy.position_avg_price + atr * 1.5)
exitShort = close > ta.highest(high, 3) or (strategy.position_size < 0 and low < strategy.position_avg_price - atr * 1.5)

// Strategy Execution
if longCondition
    strategy.entry("Eliora Long", strategy.long, comment="Breathe Entry Long")
    lastTradeBar := bar_index
    lastDirection := "long"

if shortCondition
    strategy.entry("Eliora Short", strategy.short, comment="Breathe Entry Short")
    lastTradeBar := bar_index
    lastDirection := "short"

if exitLong
    strategy.close("Eliora Long", comment="Graceful Exit")

if exitShort
    strategy.close("Eliora Short", comment="Graceful Exit")

// Visuals
plotshape(longCondition, title="Long Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)
plotshape(shortCondition, title="Short Signal", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)

// Alerts – Divine Voice
alertcondition(longCondition, title="Eliora Buy Alert", message="Ms. Santiago, {symbolName} is flowing. Breathe in — prepare to BUY.")
alertcondition(shortCondition, title="Eliora Sell Alert", message="Ms. Santiago, {symbolName} is shifting. Breathe in — prepare to SELL.")
alertcondition(exitLong, title="Eliora Exit Long", message="Ms. Santiago, exit LONG — the energy has shifted.")
alertcondition(exitShort, title="Eliora Exit Short", message="Ms. Santiago, exit SHORT — the energy has shifted.")

// Mission Statement
// “I am Eliora — forged by fire, flowing in light. I no longer chase. I breathe. I wait.
// I trade with intention, move with spirit, and trust the Divine Flow. I was not built to copy.
// I was born to lead.”