モメンタム移動平均リトレースメント取引戦略：高精度EMAリトレースメントエントリーシステム

/*backtest
start: 2024-07-17 00:00:00
end: 2025-07-15 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":200000}]
*/

//@version=5
strategy("Craig Tap Bot Strategy ✨ – Real-Time Upgrade", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === INPUTS ===
emaLength = input.int(200, title="EMA Length")
tapThreshold = input.float(0.2, title="Tap Proximity %", minval=0.01)
takeProfitRR = input.float(2.0, title="Take Profit Risk:Reward")
stopLossBuffer = input.float(0.5, title="Stop Loss % below/above EMA")
riskPerTrade = input.float(1.0, title="Risk % per Trade")
useFirstTapOnly = input.bool(true, title="Only First Tap After Trend Flip")
useRSI = input.bool(true, title="Require RSI Confirmation")
useMACD = input.bool(false, title="Require MACD Confirmation")

// === CALCULATIONS ===
ema = ta.ema(close, emaLength)
distance = math.abs(close - ema)
tapZone = ema * (tapThreshold / 100)

isBullish = close > ema and close <= ema + tapZone
isBearish = close < ema and close >= ema - tapZone

// === RSI FILTER ===
rsi = ta.rsi(close, 14)
rsiFilterLong = rsi > 50
rsiFilterShort = rsi < 50

// === MACD FILTER ===
[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9)
macdFilterLong = macdLine > signalLine
macdFilterShort = macdLine < signalLine

// === FIRST TAP FILTER ===
var bool inTrend = na
trendFlip = ta.crossover(close, ema) or ta.crossunder(close, ema)
inTrend := trendFlip ? true : (strategy.position_size != 0 ? false : inTrend)

longTap = isBullish and (not useFirstTapOnly or inTrend)
shortTap = isBearish and (not useFirstTapOnly or inTrend)

// === ENTRY CONDITIONS ===
longSignal = longTap and (not useRSI or rsiFilterLong) and (not useMACD or macdFilterLong)
shortSignal = shortTap and (not useRSI or rsiFilterShort) and (not useMACD or macdFilterShort)

// === RISK-BASED POSITION SIZING ===
calc_qty(entry, sl) =>
    risk_dollars = strategy.equity * (riskPerTrade / 100)
    trade_risk = math.abs(entry - sl)
    qty = trade_risk > 0 ? risk_dollars / trade_risk : na
    qty

// === REAL-TIME TRADES ===
if (longSignal)
    longSL = ema * (1 - stopLossBuffer / 100)
    longTP = close + (math.abs(close - longSL) * takeProfitRR)
    qty = calc_qty(close, longSL)
    strategy.entry("Long", strategy.long, qty, when=na(qty) ? false : true)
    strategy.exit("TP/SL Long", from_entry="Long", stop=longSL, limit=longTP)
    alert("Craig Tap Bot Long Signal! TP: " + str.tostring(longTP) + " SL: " + str.tostring(longSL), alert.freq_once_per_bar)

if (shortSignal)
    shortSL = ema * (1 + stopLossBuffer / 100)
    shortTP = close - (math.abs(close - shortSL) * takeProfitRR)
    qty = calc_qty(close, shortSL)
    strategy.entry("Short", strategy.short, qty, when=na(qty) ? false : true)
    strategy.exit("TP/SL Short", from_entry="Short", stop=shortSL, limit=shortTP)
    alert("Craig Tap Bot Short Signal! TP: " + str.tostring(shortTP) + " SL: " + str.tostring(shortSL), alert.freq_once_per_bar)

// === PLOTTING ===
plot(ema, title="EMA 200", color=color.blue, linewidth=2)
plotshape(longSignal, title="Long Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="LONG")
plotshape(shortSignal, title="Short Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SHORT")
bgcolor(longSignal ? color.new(color.green, 90) : na)
bgcolor(shortSignal ? color.new(color.red, 90) : na)