オープニングレンジブレイクアウトリミット取引戦略

/*backtest
start: 2025-01-01 00:00:00
end: 2025-01-21 00:00:00
period: 5m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © gghezzar5

//@version=6
//initialize your code as a strategy or indicator, if you want to take entries you need to use a strategy
//NOTE: if your trades dont show up on the chart sometimes its cuz your initial capital is too low
//hovering over a label shows a description of what it does and the required inputs but lmk if youre still confused on anything
strategy("tiktok strat", overlay=true, initial_capital=1000000)

//get times
currenthour=hour(time, "America/New_York")
currentminute=minute(time, "America/New_York")

//quantity increases in proportion to my profit to simulate reinvesting (not using it)
qty=int(((strategy.netprofit+100000)/close)/2)

//var command initializes the variables, float identifier is like int but it can hold decimals as well
var float m15high=0
var float m15low=0
var float limit=0

//boolean true/false variables (entry conditions)
long=false
short=false

//since we're on the 5 minute timeframe, to identify the range of the 15 minute 9:30-9:45 candle we have to get the highest and lowest value of the past three 5 minute candles
//btw 
if currenthour==9 and currentminute==45
    //4th bar starts at 9:45, finalizing the 15 minute candle
    //high[1]=the previous high of the 9:40-9:45 bar, high[2]=the high before that, etc
    m15high:=math.max(high[3], high[2], high[1])
    m15low:=math.min(low[3],low[2],low[1])
    //NOTE: the := operator is super important and easy to use: it allows you to change the value of a global variable while in local scope
    //For example if I were to use = instead of :=, m15high would return 0 at 9:50 since the local scope of the if statement only covers 9:45 (try it yourself in strategy tester)
    //And if we were to set currentminute>=45 to extend the scope, the relative highs would also shift with the following bars
    //ALWAYS use the := operator whenevere youre changing the value of a variable because if = works then := will work but if := works = doesnt always work. 

//returns true once a bar closes above the high or below the low of the 15 minute candle. if so, entry condition is set to true and the limit is set at the high or low, which i'll explain next
if close>m15high
    limit:=m15high
    long:=true
if close<m15low
    limit:=m15low
    short:=true

tp=100
sl=50
//these are only for the plots
entry_price=strategy.opentrades.entry_price(0)
takeprofit=entry_price+tp
stoploss=entry_price-sl
takeprofits=entry_price-tp
stoplosss=entry_price+sl
//entries: once the long condition becomes true, we enter. But since we placed a limit order we dont enter immediately. When we break out of the range
//a limit is placed where we broke out and only triggers if the price then comes back down (or up) and hits that level again. (in this case it usually happens right away anyway)
if long
    strategy.entry('long', strategy.long, 1, limit=limit)
strategy.exit('exitlong', 'long', stop=stoploss, limit=takeprofit)
if short
    strategy.entry('short', strategy.short, 1, limit=limit)
strategy.exit('exitshort', 'short', stop=stoplosss, limit=takeprofits)