OBVオシレーターのクロスオーバー戦略とアンチ同一列終了メカニズム

/*backtest
start: 2024-07-04 00:00:00
end: 2025-07-02 08:00:00
period: 4h
basePeriod: 4h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("OBV Osc (No Same-Bar Exit)", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === JSON ALERT STRINGS ===
callBuyJSON  = 'ANSHUL \n[{"TT":"BUY","E":"NFO","TS":"NIFTY2570326200CE","Q":"75","OT":"MARKET","P":"NRML","VL":"DAY","AT":"DHANHQ"}]'
callExtJSON  = 'ANSHUL \n[{"TT":"SELL","E":"NFO","TS":"NIFTY2570326200CE","Q":"75","OT":"MARKET","P":"NRML","VL":"DAY","AT":"DHANHQ"}]'
putBuyJSON   = 'ANSHUL \n[{"TT":"BUY","E":"NFO","TS":"NIFTY2570325000PE","Q":"75","OT":"MARKET","P":"NRML","VL":"DAY","AT":"DHANHQ"}]'
putExtJSON   = 'ANSHUL \n[{"TT":"SELL","E":"NFO","TS":"NIFTY2570325000PE","Q":"75","OT":"MARKET","P":"NRML","VL":"DAY","AT":"DHANHQ"}]'

// === INPUTS ===
length     = input.int(20, title="OBV EMA Length")
sl_pct     = input.float(1.0, title="Stop Loss %", minval=0.1)
tp_pct     = input.float(2.0, title="Take Profit %", minval=0.1)
trail_pct  = input.float(0.5, title="Trailing Stop %", minval=0.1)

// === OBV OSCILLATOR CALC ===
src = close
obv = ta.cum(ta.change(src) > 0 ? volume : ta.change(src) < 0 ? -volume : 0)
obv_ema = ta.ema(obv, length)
obv_osc = obv - obv_ema

// === SIGNALS ===
longCondition  = ta.crossover(obv_osc, 0) and strategy.position_size == 0
shortCondition = ta.crossunder(obv_osc, 0) and strategy.position_size == 0

// === RISK SETTINGS ===
longStop     = close * (1 - sl_pct / 100)
longTarget   = close * (1 + tp_pct / 100)
shortStop    = close * (1 + sl_pct / 100)
shortTarget  = close * (1 - tp_pct / 100)
trailPoints  = close * trail_pct / 100

// === ENTRY BAR TRACKING TO PREVENT SAME-BAR EXIT ===
var int entryBar = na

// === STRATEGY ENTRY ===
if longCondition
    strategy.entry("Long", strategy.long)
    entryBar := bar_index
    alert(callBuyJSON, alert.freq_all)
    label.new(bar_index, low, text="BUY CALL", style=label.style_label_up, color=color.new(color.green, 85), textcolor=color.black)

if shortCondition
    strategy.entry("Short", strategy.short)
    entryBar := bar_index
    alert(putBuyJSON, alert.freq_all)
    label.new(bar_index, high, text="BUY PUT", style=label.style_label_down, color=color.new(color.red, 85), textcolor=color.black)

// === EXIT ONLY IF BAR_INDEX > entryBar (NO SAME-BAR EXIT) ===
canExitLong  = strategy.position_size > 0  and bar_index > entryBar
canExitShort = strategy.position_size < 0  and bar_index > entryBar

if canExitLong
    strategy.exit("Exit Long", from_entry="Long", stop=longStop, limit=longTarget, trail_points=trailPoints, trail_offset=trailPoints)

if canExitShort
    strategy.exit("Exit Short", from_entry="Short", stop=shortStop, limit=shortTarget, trail_points=trailPoints, trail_offset=trailPoints)

// === TRACK ENTRY/EXIT FOR ALERTS ===
posNow  = strategy.position_size
posPrev = nz(strategy.position_size[1])

longExit  = posPrev == 1  and posNow == 0
shortExit = posPrev == -1 and posNow == 0

if longExit
    alert(callExtJSON, alert.freq_all)
    label.new(bar_index, high, text="EXIT CALL", style=label.style_label_down, color=color.new(color.blue, 85), textcolor=color.black)

if shortExit
    alert(putExtJSON, alert.freq_all)
    label.new(bar_index, low, text="EXIT PUT", style=label.style_label_up, color=color.new(color.orange, 85), textcolor=color.black)

// === PLOTS ===
plot(obv_osc, title="OBV Oscillator", color=obv_osc > 0 ? color.green : color.red, linewidth=2)
hline(0, color=color.gray)