最初の30分の価格帯ブレイクアウト戦略：複数期間のモメンタム識別に基づく市場トレンド追跡システム

/*backtest
start: 2025-06-24 00:00:00
end: 2025-07-12 00:00:00
period: 5m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDT"}]
*/

//@version=6
strategy("HSI1! First 30m Candle Strategy (15m Chart)", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1, calc_on_every_tick=true)

// === CONFIGURATION ===
risk_reward = 1.0
trade_size = 1

// User input to choose direction
trade_direction = input.string("Both", title="Trade Direction", options=["Buy Only", "Sell Only", "Both"])

// === SESSION TIME ===
time_in_session = (time >= timestamp("Asia/Hong_Kong", year, month, dayofmonth, 9, 15) and time <= timestamp("Asia/Hong_Kong", year, month, dayofmonth, 12, 0)) or (time >= timestamp("Asia/Hong_Kong", year, month, dayofmonth, 13, 0) and time <= timestamp("Asia/Hong_Kong", year, month, dayofmonth, 16, 0))

// === FIRST 30-MIN CANDLE AGGREGATION ===
// The first 30m period: 09:15:00 to 09:44:59
start_30m = timestamp("Asia/Hong_Kong", year, month, dayofmonth, 9, 15)
end_30m   = timestamp("Asia/Hong_Kong", year, month, dayofmonth, 9, 45)

// Identify the first bar of a new day for reset
curr_ymd = year * 10000 + month * 100 + dayofmonth
var int first_30m_ymd = na
var float first_30m_high = na
var float first_30m_low  = na
var bool range_locked = false

// Reset all at the start of a new day
if na(first_30m_ymd) or first_30m_ymd != curr_ymd
    first_30m_ymd := curr_ymd
    first_30m_high := na
    first_30m_low := na
    range_locked := false

// If within first 30m window, keep updating highs/lows
if time >= start_30m and time < end_30m
    first_30m_high := na(first_30m_high) ? high : math.max(first_30m_high, high)
    first_30m_low  := na(first_30m_low)  ? low  : math.min(first_30m_low, low)

// Lock the range after the 09:45 bar starts
if not range_locked and time >= end_30m and not na(first_30m_high) and not na(first_30m_low)
    range_locked := true

carry_high = range_locked ? first_30m_high : na
carry_low  = range_locked ? first_30m_low  : na

// === SINGLE TRADE PER DAY LOGIC ===
var int last_trade_ymd = na
var bool traded_today = false

if na(last_trade_ymd) or last_trade_ymd != curr_ymd
    traded_today := false  // New day, reset flag

can_trade = time_in_session and not na(carry_high) and not traded_today

// === TRADE ENTRY/EXIT CONDITIONS ===
long_condition  = can_trade and strategy.position_size == 0 and high >= carry_high and (trade_direction == "Buy Only" or trade_direction == "Both")
short_condition = can_trade and strategy.position_size == 0 and low <= carry_low and (trade_direction == "Sell Only" or trade_direction == "Both")

stop_long  = carry_low
take_long  = carry_high + (carry_high - carry_low) * risk_reward

stop_short = carry_high
take_short = carry_low - (carry_high - carry_low) * risk_reward

if long_condition
    strategy.entry("Long", strategy.long, qty=trade_size, stop=carry_high)
    strategy.exit("TP/SL Long", "Long", stop=stop_long, limit=take_long)
    last_trade_ymd := curr_ymd
    traded_today := true

if short_condition
    strategy.entry("Short", strategy.short, qty=trade_size, stop=carry_low)
    strategy.exit("TP/SL Short", "Short", stop=stop_short, limit=take_short)
    last_trade_ymd := curr_ymd
    traded_today := true

// === PLOTS ===
plot(carry_high, title="First 30m High", color=color.green, linewidth=2, display=display.none)
plot(carry_low,  title="First 30m Low",  color=color.red, linewidth=2, display=display.none)