ADXとスーパートレンドの連続エントリー戦略

/*backtest
start: 2024-07-22 00:00:00
end: 2025-07-20 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":2000000}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

// © algostudio

//Code Generated using PineGPT  - www.marketcalls.in

//@version=6
strategy("ADX + Supertrend Persistent Entry Logic", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, process_orders_on_close=true, calc_on_every_tick=true, max_bars_back=500)

// === INPUTS === //
adxLen = input.int(7, "ADX Length")
dilen = input.int(7, "+DI/-DI Length")
adxThresh = input.float(25, "ADX Threshold")
supertrendFactor = input.float(2.0, "Supertrend Multiplier", minval=0.1)
supertrendLen = input.int(7, "Supertrend ATR Length")
volLookback = input.int(10, "Volume Zone Lookback")
volMult = input.float(2.0, "Volume Threshold Multiplier")
zoneDuration = input.int(15, "Zone Display Duration")

// === ADX AND DI CALCULATION === //
[plusDI, minusDI, adx] = ta.dmi(dilen, adxLen)

// === SUPER TREND CALCULATION === //
[supertrend, trend] = ta.supertrend(supertrendFactor, supertrendLen)

bullishSupertrendShift = trend == -1 and trend[1] == 1
bearishSupertrendShift = trend == 1 and trend[1] == -1

// === DYNAMIC ORDER BLOCK ZONES (Volume weighted) === //
volThreshold = ta.sma(volume, volLookback) * volMult
volHighs = high == ta.highest(high, 5) and volume > volThreshold
volLows = low == ta.lowest(low, 5) and volume > volThreshold

obSupportValid = ta.valuewhen(volLows, low, 0)
bbResistanceValid = ta.valuewhen(volHighs, high, 0)
obSupportStart = ta.valuewhen(volLows, bar_index, 0)
bbResistanceStart = ta.valuewhen(volHighs, bar_index, 0)
obSupportEnd = obSupportStart + zoneDuration
bbResistanceEnd = bbResistanceStart + zoneDuration

inObZone = bar_index >= obSupportStart and bar_index <= obSupportEnd
inBbZone = bar_index >= bbResistanceStart and bar_index <= bbResistanceEnd

// === PLOT ZONES === //
plot(inObZone ? obSupportValid : na, title="OB Support Line", color=color.green, linewidth=2)
plot(inBbZone ? bbResistanceValid : na, title="BB Resistance Line", color=color.red, linewidth=2)
plot(supertrend, color=trend == 1 ? color.red : color.green, title="Supertrend")

// === PERSISTENT FLAGS === //
var bool buyTrendMet = false
var bool buyAdxMet = false
var bool buyDiMet = false
var bool buyZoneClear = false

var bool sellTrendMet = false
var bool sellAdxMet = false
var bool sellDiMet = false
var bool sellZoneClear = false

// === READY FLAGS (declare early to resolve use-before-declare issues) === //
buyReady = buyTrendMet and buyAdxMet and buyDiMet and buyZoneClear
sellReady = sellTrendMet and sellAdxMet and sellDiMet and sellZoneClear

// Track condition flags
buyTrendMet := trend == -1 ? true : buyTrendMet
buyAdxMet := adx > adxThresh ? true : (buyReady ? buyAdxMet : false)
buyDiMet := plusDI > minusDI ? true : buyDiMet
buyZoneClear := not inBbZone ? true : buyZoneClear

sellTrendMet := trend == 1 ? true : sellTrendMet
sellAdxMet := adx > adxThresh ? true : (sellReady ? sellAdxMet : false)
sellDiMet := minusDI > plusDI ? true : sellDiMet
sellZoneClear := not inObZone ? true : sellZoneClear

// Recalculate readiness after condition updates
buyReady := buyTrendMet and buyAdxMet and buyDiMet and buyZoneClear
sellReady := sellTrendMet and sellAdxMet and sellDiMet and sellZoneClear

// === STRATEGY ENTRIES === //
if buyReady
    strategy.entry("Buy", strategy.long)
    buyTrendMet := false
    buyAdxMet := false
    buyDiMet := false
    buyZoneClear := false

if sellReady
    strategy.entry("Sell", strategy.short)
    sellTrendMet := false
    sellAdxMet := false
    sellDiMet := false
    sellZoneClear := false

// === STRATEGY EXITS === //
if strategy.position_size > 0 and trend == 1
    strategy.close("Buy")

if strategy.position_size < 0 and trend == -1
    strategy.close("Sell")

// === PLOTS === //
plotshape(buyReady, location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(sellReady, location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// For more tutorials on Tradingview Pinescript visit , visit https://www.marketcalls.in/category/tradingview