ATRストッププロフィットとストップロスメカニズムを組み合わせた高度なモメンタムブレイクアウト取引戦略

/*backtest
start: 2024-06-18 00:00:00
end: 2025-06-16 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("ETHUSDT Momentum Breakout with TP/SL Labels", overlay=true)

// === INPUT ===
momentumThreshold = input.float(0.02, "Min % Change (2%)", step=0.001)
lookback = input.int(10, "Breakout Lookback", minval=1)
atrLen = input.int(14, "ATR Length")
atrMult = input.float(1.5, "ATR Multiplier", step=0.1)

// === ATR ===
atr = ta.atr(atrLen)

// === PERSENTASE KENAIKAN/TURUNAN ===
pctChange = (close - open) / open

// === BREAKOUT LEVELS ===
priorHigh = ta.highest(high[1], lookback)
priorLow = ta.lowest(low[1], lookback)

// === LONG SETUP ===
isLongMomentum = pctChange >= momentumThreshold
isLongBreakout = close > priorHigh
longCond = isLongMomentum and isLongBreakout

longTP = close + atr * atrMult
longSL = low

// === SHORT SETUP ===
isShortMomentum = -pctChange >= momentumThreshold
isShortBreakout = close < priorLow
shortCond = isShortMomentum and isShortBreakout

shortTP = close - atr * atrMult
shortSL = high

// === VARIABEL UNTUK SIMPAN TP/SL LEVEL ===
var float tpPrice = na
var float slPrice = na
var string tradeDir = ""  // "long" atau "short"
var int entryBar = na

// === ENTRY ===
if (longCond)
    strategy.entry("Long", strategy.long)
    tpPrice := longTP
    slPrice := longSL
    tradeDir := "long"
    entryBar := bar_index

if (shortCond)
    strategy.entry("Short", strategy.short)
    tpPrice := shortTP
    slPrice := shortSL
    tradeDir := "short"
    entryBar := bar_index

// === EXIT ===
if (tradeDir == "long")
    strategy.exit("Exit Long", from_entry="Long", limit=tpPrice, stop=slPrice)
if (tradeDir == "short")
    strategy.exit("Exit Short", from_entry="Short", limit=tpPrice, stop=slPrice)

// === CEK EXIT DAN TAMPILKAN LABEL SAAT TP / SL TERCAPAI ===
var bool labelDrawn = false
if (strategy.position_size == 0 and not na(entryBar) and not labelDrawn)
    if (tradeDir == "long")
        if (low <= slPrice)
            label.new(bar_index, low, "SL Hit", style=label.style_label_up, color=color.red, textcolor=color.white)
        else if (high >= tpPrice)
            label.new(bar_index, high, "TP Hit", style=label.style_label_down, color=color.green, textcolor=color.white)
    else if (tradeDir == "short")
        if (high >= slPrice)
            label.new(bar_index, high, "SL Hit", style=label.style_label_down, color=color.red, textcolor=color.white)
        else if (low <= tpPrice)
            label.new(bar_index, low, "TP Hit", style=label.style_label_up, color=color.green, textcolor=color.white)

    labelDrawn := true
    tpPrice := na
    slPrice := na
    tradeDir := ""
    entryBar := na

// === SINYAL ENTRY VISUAL ===
plotshape(longCond, title="Long Signal", location=location.belowbar, style=shape.triangleup, color=color.green, size=size.small)
plotshape(shortCond, title="Short Signal", location=location.abovebar, style=shape.triangledown, color=color.red, size=size.small)