ローソク足チャートハンター

/*backtest
start: 2024-11-11 00:00:00
end: 2025-11-11 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Candlestick Combo Strategy - [CLEVER]", overlay=true, initial_capital=100000)

// === User Inputs
sma_len      = input.int(50, "SMA Length", minval=1)
atr_len      = input.int(14, "ATR Length", minval=1)
atr_mult     = input.float(1.5, "ATR Multiplier for pattern size", step=0.1)
rr           = input.float(2.0, "Risk:Reward", step=0.1)
maxOpenTrades = input.int(1, "Max concurrent open trades", minval=1)

// === Indicators / Trend Filter
sma50   = ta.sma(close, sma_len)
myATR   = ta.atr(atr_len)
uptrend = close > sma50
downtrend = close < sma50

// === Helper: Safe indexing
hasHistory(bars) =>
    bar_index >= bars

// === Candlestick Patterns ===

// Long-Legged Doji
isLongLeggedDoji() =>
    if not hasHistory(1)
        false
    else
        candleBody  = math.abs(close - open)
        candleRange = high - low
        candleRange > 0 and candleBody <= candleRange * 0.20 and 
         (high - math.max(open, close)) >= candleRange * 0.40 and 
         (math.min(open, close) - low) >= candleRange * 0.40

// Bullish Marubozu
isBullishMarubozu() =>
    if not hasHistory(1)
        false
    else
        body        = close - open
        candleRange = high - low
        candleRange > 0 and body > 0 and body >= candleRange * 0.90 and 
         (high - close) <= candleRange * 0.05 and 
         (open - low)  <= candleRange * 0.05

// Bearish Marubozu
isBearishMarubozu() =>
    if not hasHistory(1)
        false
    else
        body        = open - close
        candleRange = high - low
        candleRange > 0 and body > 0 and body >= candleRange * 0.90 and 
         (open - high) <= candleRange * 0.05 and 
         (close - low) <= candleRange * 0.05

// Rising Window (gap up)
isRisingWindow() =>
    if not hasHistory(1)
        false
    else
        open > high[1] and close > open and close[1] > open[1]

// Falling Window (gap down)
isFallingWindow() =>
    if not hasHistory(1)
        false
    else
        open < low[1] and close < open and close[1] < open[1]

// Tower Bottom
isTowerBottom() =>
    if not hasHistory(4)
        false
    else
        largeBear = (open[4] - close[4]) > myATR * atr_mult
        smallBase = true
        for i = 3 to 1
            smallBase := smallBase and ((high[i] - low[i]) < (open[4] - close[4]) * 0.5)
        largeBull = (close > open) and ((close - open) > myATR * atr_mult)
        largeBear and smallBase and largeBull

// Mat Hold
isMatHold() =>
    if not hasHistory(4)
        false
    else
        firstBullSize = (close[4] - open[4])
        longBull = firstBullSize > myATR * atr_mult
        gapUp = open[3] > high[4]
        smallConsol = true
        for i = 3 to 1
            smallConsol := smallConsol and ((high[i] - low[i]) < firstBullSize * 0.3) and low[i] > low[4]
        finalBull = (close > open) and ((close - open) > firstBullSize * 0.8)
        longBull and gapUp and smallConsol and finalBull

// Matching High
isMatchingHigh() =>
    if not hasHistory(2)
        false
    else
        bullish1 = close[2] > open[2]
        bullish2 = close[1] > open[1]
        sameHigh = math.abs(high[2] - high[1]) <= myATR * 0.10
        gapDown = open[1] < close[2]
        bullish1 and bullish2 and sameHigh and gapDown

// === Trade Conditions
longSignal  = uptrend and (isMatHold() or isTowerBottom() or isRisingWindow() or isBullishMarubozu())
shortSignal = downtrend and (isMatchingHigh() or isFallingWindow() or isBearishMarubozu() or isLongLeggedDoji())

// Plot signals on chart
plotshape(longSignal,  title="Long Signal",  style=shape.triangleup,   location=location.belowbar, color=color.new(color.lime, 0), size=size.tiny)
plotshape(shortSignal, title="Short Signal", style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 0), size=size.tiny)

// === Entry / Exit Logic with maxOpenTrades gating
canEnter() =>
    strategy.opentrades < maxOpenTrades

if (longSignal and canEnter())
    stopLevel = ta.lowest(low, 10)
    risk = close - stopLevel
    target = close + risk * rr
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", "Long", stop=stopLevel, limit=target)

if (shortSignal and canEnter())
    stopLevel = ta.highest(high, 10)
    risk = stopLevel - close
    target = close - risk * rr
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", "Short", stop=stopLevel, limit=target)