トリプルフィルタリングト​​レンドキャッチャー

/*backtest
start: 2025-10-18 00:00:00
end: 2025-10-27 08:00:00
period: 5m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDT"}]
*/

//@version=6
strategy("Iriza4 - DAX EMA+HULL+ADX TP40 SL20 (Streak & EMA/ATR Distance Filter)", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=1)

// === INPUTS ===
emaLen       = input.int(20, "EMA Length")
hullLen      = input.int(21, "HULL Length")
adxLen       = input.int(14, "ADX Length")
adxThreshold = input.float(20, "ADX Threshold")
useADX       = input.bool(true, "Use ADX filter (entry only)")

tpPoints     = input.int(40, "TP (points)")
slPoints     = input.int(20, "SL (points)")

// Filters
atrLen       = input.int(14, "ATR Length")
atrMult      = input.float(2.0, "Max distance from EMA (ATR multiples)")
maxBullStreak= input.int(3, "Block LONG if ≥ this many prior bull bars")
maxBearStreak= input.int(3, "Block SHORT if ≥ this many prior bear bars")

// === FUNCTIONS ===
// Hull Moving Average (HMA)
hma(src, length) =>
    half   = math.round(length / 2)
    sqrt_l = math.round(math.sqrt(length))
    w1 = ta.wma(src, half)
    w2 = ta.wma(src, length)
    ta.wma(2 * w1 - w2, sqrt_l)

// ADX (Wilder) manual calc
calc_adx(len) =>
    upMove   = ta.change(high)
    downMove = -ta.change(low)
    plusDM   = na(upMove) ? na : (upMove > downMove and upMove > 0 ? upMove : 0)
    minusDM  = na(downMove) ? na : (downMove > upMove and downMove > 0 ? downMove : 0)
    tr       = ta.tr(true)
    trRma    = ta.rma(tr, len)
    plusDI   = 100 * ta.rma(plusDM, len) / trRma
    minusDI  = 100 * ta.rma(minusDM, len) / trRma
    dx       = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
    ta.rma(dx, len)

// === INDICATORS ===
ema  = ta.ema(close, emaLen)
hull = hma(close, hullLen)
adx  = calc_adx(adxLen)
atr  = ta.atr(atrLen)

// HULL slope state
var float hull_dir = 0.0
hull_dir := hull > hull[1] ? 1 : hull < hull[1] ? -1 : hull_dir

// === STREAKS (consecutive bull/bear bars BEFORE current bar) ===
var int bullStreak = 0
var int bearStreak = 0
bullStreak := close[1] > open[1] ? bullStreak[1] + 1 : 0
bearStreak := close[1] < open[1] ? bearStreak[1] + 1 : 0

blockLong  = bullStreak >= maxBullStreak
blockShort = bearStreak >= maxBearStreak

// === EMA DISTANCE FILTER ===
distFromEMA = math.abs(close - ema)
farFromEMA  = distFromEMA > atrMult * atr

// === ENTRY CONDITIONS ===
baseLong  = close > ema and hull_dir == 1 and (not useADX or adx > adxThreshold)
baseShort = close < ema and hull_dir == -1 and (not useADX or adx > adxThreshold)

longSignal  = barstate.isconfirmed and baseLong  and not blockLong  and not farFromEMA
shortSignal = barstate.isconfirmed and baseShort and not blockShort and not farFromEMA

// === ENTRIES ===
if (longSignal and strategy.position_size == 0)
    strategy.entry("Long", strategy.long)
if (shortSignal and strategy.position_size == 0)
    strategy.entry("Short", strategy.short)

// === EXITS === (no partials, no breakeven)
if (strategy.position_size > 0)
    entryPrice = strategy.position_avg_price
    strategy.exit("Exit Long", from_entry="Long", stop=entryPrice - slPoints, limit=entryPrice + tpPoints)

if (strategy.position_size < 0)
    entryPrice = strategy.position_avg_price
    strategy.exit("Exit Short", from_entry="Short", stop=entryPrice + slPoints, limit=entryPrice - tpPoints)

// === VISUALS ===
plot(ema,  color=color.orange, title="EMA 20")
plot(hull, color=hull_dir == 1 ? color.green : color.red, title="HULL 21")
plot(adx,  title="ADX 14", color=color.new(color.blue, 70))
plotchar(blockLong,  char="×",   title="Block LONG (Bull streak)", location=location.top,   color=color.red)
plotchar(blockShort, char="×",   title="Block SHORT (Bear streak)", location=location.bottom,color=color.red)
plotchar(farFromEMA, char="⟂",  title="Too far from EMA (2*ATR)", location=location.top,   color=color.orange)

plotshape(longSignal and strategy.position_size == 0,  title="Iriza4 Long",  style=shape.triangleup,   location=location.belowbar, size=size.tiny, color=color.green)
plotshape(shortSignal and strategy.position_size == 0, title="Iriza4 Short", style=shape.triangledown, location=location.abovebar, size=size.tiny, color=color.red)

bgcolor(strategy.position_size > 0 ? color.new(color.green, 92) : strategy.position_size < 0 ? color.new(color.red, 92) : na)

// === ALERTS ===
alertcondition(longSignal,  title="Iriza4 Long",  message="Iriza4 LONG (streak & EMA/ATR filter)")
alertcondition(shortSignal, title="Iriza4 Short", message="Iriza4 SHORT (streak & EMA/ATR filter)")