5 EMAダイナミックブレイクスルー戦略と時間フィルタ最適化システム

/*backtest
start: 2025-01-01 00:00:00
end: 2025-07-04 08:00:00
period: 2h
basePeriod: 2h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("5 EMA STRATEGY by Power of Stocks(StockYogi)", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === INPUTS ===
emaLen           = input.int(5, title="EMA Length")
filterBuy        = input.bool(true, title="Enable Buy Trades")
filterSell       = input.bool(true, title="Enable Sell Trades")
targetRR         = input.float(3.0, title="Target R:R (e.g. 3 = 1:3)")
entryOnCloseOnly = input.bool(false, title="Only Enter on Candle Close?")

// === TOGGLES ===
enableCustomExitTime  = input.bool(true, title="Enable Custom Exit Time")
enableBlockTradeTime  = input.bool(true, title="Enable Block Trade Time Window")

// === CUSTOM TIME SETTINGS ===
exitHour     = input.int(15, title="Exit Hour (IST)", minval=0, maxval=23)
exitMinute   = input.int(30, title="Exit Minute (IST)", minval=0, maxval=59)
blockStartHr = input.int(15, title="Block Start Hour (IST)", minval=0, maxval=23)
blockStartMn = input.int(0,  title="Block Start Minute (IST)", minval=0, maxval=59)
blockEndHr   = input.int(15, title="Block End Hour (IST)", minval=0, maxval=23)
blockEndMn   = input.int(30, title="Block End Minute (IST)", minval=0, maxval=59)

// === TIME MANAGEMENT (IST) ===
ist = timestamp("Asia/Kolkata", year, month, dayofmonth, hour, minute)
istHour = hour(ist)
istMinute = minute(ist)

exitNow = enableCustomExitTime and (istHour == exitHour and istMinute == exitMinute)

// === ENTRY BLOCK ZONE LOGIC ===
afterBlockStart = istHour > blockStartHr or (istHour == blockStartHr and istMinute >= blockStartMn)
beforeBlockEnd  = istHour < blockEndHr or (istHour == blockEndHr and istMinute < blockEndMn)
inBlockZone     = enableBlockTradeTime and (afterBlockStart and beforeBlockEnd)

// === CALCULATE EMA ===
ema = ta.ema(close, emaLen)
plot(ema, color=color.orange, title="5 EMA")

// === SIGNAL CANDLE STORAGE ===
var float signalHigh = na
var float signalLow  = na
var int signalIndex  = na
var bool isBuySignal = false
var bool isSellSignal = false

// === SIGNAL CONDITIONS ===
newBuySignal  = close < ema and high < ema
newSellSignal = close > ema and low > ema

if newBuySignal
    signalHigh := high
    signalLow := low
    signalIndex := bar_index
    isBuySignal := true
    isSellSignal := false

if newSellSignal
    signalHigh := high
    signalLow := low
    signalIndex := bar_index
    isBuySignal := false
    isSellSignal := true

// === HIGHLIGHT SIGNAL BAR ===
isSignalBar = bar_index == signalIndex
barcolor(isSignalBar ? color.blue : na)

// === TRIGGER CONDITIONS ===
withinWindow = bar_index > signalIndex and bar_index <= signalIndex + 3
buyTrigger  = isBuySignal and withinWindow and high > signalHigh and not inBlockZone
sellTrigger = isSellSignal and withinWindow and low < signalLow and not inBlockZone

// === UNIQUE TRADE ID GENERATOR ===
getId(prefix) =>
    var int counter = 0
    counter += 1
    prefix + "_" + str.tostring(counter)

// === BUY ENTRY ===
if buyTrigger and filterBuy
    entry = signalHigh
    sl = signalLow
    risk = entry - sl
    target = entry + risk * targetRR
    tradeId = getId("Buy")

    if entryOnCloseOnly
        if close > signalHigh
            strategy.entry(tradeId, strategy.long)
            strategy.exit("TP_" + tradeId, from_entry=tradeId, limit=target, stop=sl)
    else
        strategy.entry(tradeId, strategy.long, stop=entry)
        strategy.exit("TP_" + tradeId, from_entry=tradeId, limit=target, stop=sl)


// === SELL ENTRY ===
if sellTrigger and filterSell
    entry = signalLow
    sl = signalHigh
    risk = sl - entry
    target = entry - risk * targetRR
    tradeId = getId("Sell")

    if entryOnCloseOnly
        if close < signalLow
            strategy.entry(tradeId, strategy.short)
            strategy.exit("TP_" + tradeId, from_entry=tradeId, limit=target, stop=sl)
    else
        strategy.entry(tradeId, strategy.short, stop=entry)
        strategy.exit("TP_" + tradeId, from_entry=tradeId, limit=target, stop=sl)



// === TIME-BASED EXIT FOR ALL TRADES ===
if exitNow
    strategy.close_all(comment="Exited at Custom Time")