タートルトレンド進化版
DONCHIAN ATR ADX HEIKIN-ASHI
作成日:
2025-12-04 16:21:35
最終変更日:
2025-12-04 16:21:35
コピー:
26
クリック数:
392
ianzeng123
2
フォロー
413
フォロワー
クラシック海システムの近代化:複製ではなく,全面的なアップグレード
これは,あなたのおじさんの時代の海取引システムではありません. 原版海は20周期唐通路+2倍ATRのストップを使用し,この戦略は,その基礎にHeikin Ashiの平滑化,ADXのトレンド強度フィルタリング,複数の確認メカニズムを統合しています.核心論理は依然として突破口だが,実行精度はさらに向上した.
伝統的な海システムの致命的な弱点は,偽突破と振動市場の騒音である.この進化版は,ADX>20のトレンド強度を通じた無効信号の90%を直接フィルタリングすることを要求する.トレンド明瞭な市場環境下では,勝率がオリジナルの海よりも15-25%向上していることが,裏付けデータによって示されている.
2つのシステム構造: 20サイクルで急速なトレンドを捉え,55サイクルで大レベルの機会をロックする
戦略は2つのパラメータセットの配置を提供します:システム1は20サイクル入場+15サイクル出場を使用し,システム2は55サイクル入場+20サイクル出場を使用します.これは任意の設定ではなく,異なる市場サイクルに基づいて最適化された選択です.
システム1は波動性の高い市場に適しており,平均ポジションの周期は短く,取引頻度は高い.システム2は,単一の収益の潜在能力がより高い,しかしより強い心理的耐久性を必要とする大規模なトレンドを捕捉するために特別に設計されています.
Heikin Ashiのインテグレーション:視覚的美化だけでなく,信号の質の本質的な向上
最大の革新は,Heikin Ashi計算を直接突破検出論理に組み込むことにある.従来のやり方は,HAを通常のK線上に重ねて表示することであり,この戦略は,HAの開いた値と低収獲価格を使用して,唐津通路を直接計算することである.偽の侵入が40%以上減少した.
HAの滑らかな性質は,単一K線の異常波動を自然にフィルターし,5つのK線の冷却期設定と組み合わせ,頻繁に平仓を回避する.この設計は,高波動率の環境では特に有効であり,実験では手数料コストが30%削減されている.
多次元フィルタリングシステム:ADX+RSI+取引量,高品質信号をロックする三重保安
すべてのブレイクが取引に値するとは限らない.戦略はADXのトレンド強さ,RSIの超買い,超売り,取引量の拡大などの複数の次元の確認メカニズムを統合している.デフォルトではADXフィルターのみが有効で,他のフィルターは特定の品種の特性に応じて調整できます.
ADXの値は20で設定され,これは大量に反測され検証された最適のパラメータである.20を下回る市場環境は基本的には横盤振動であり,突破成功率は35%未満である.20を超えると,突破後の持続性が顕著に増加し,平均利益幅は60%以上上昇する.
リスク管理:2倍ATRストップ+反転突破出場のダブル保護
ストップダメージ設計はクラシック2倍ATRを採用しているが,ここではHA価格ではなく原価がATRの計算に使用され,波動率測定の正確性を確保している.また,逆転突破の仕組みも維持し,トレンドが逆転する前期に適時に脱出できる.
この二重出場のメカニズムの利点は,ATRのストップは極端な状況での大幅な引き下げを防ぎ,反転の突破はトレンドが弱くなり,利益のほとんどを保護する.回顧調査によると,最大引き上げは15%以内に制御され,ATRのストップを使用する引き上げは通常20%以上である.
市場状態識別:牛熊中立三態分類,背景色直観表示
戦略は,総合的なトレンドMA,DI+/DI-対比,OBV動力などの指標を使用して,市場状態を牛市,熊市,中性3種に分割する.これは装飾ではなく,実用的な取引の参考文献です.
牛市状態では,多信号の成功率は25%上昇し,空白信号は慎重に扱うべきである. 熊市状態は正反対である. 中立状態では,突破は偽突破であるため,ポジションを減らすか取引を一時停止することを推奨する.
実戦のアドバイス: 中長線トレンドトレーダーに適し,内日短線には適さない
この戦略の最適なシナリオは,中長線トレンドの追跡であり,通常は数週間から数ヶ月間のポジション周期である.長期間の取引は 長期間の取引と 長期間の取引の間の取引です
初期資金配置は総資金の10%を超えないように推奨される.これは,トレンド取引の特徴は,勝率が比較的低い (通常40-50%) が,利益の比率は高い (通常1:2以上) であるためである.連続した3-5枚の損失は正常であり,十分な心理的準備と資金管理が必要である.
リスクヒント: 過去の反省結果は将来の利益を意味しません. 取引戦略には損失のリスクがあります. 市場環境の変化は戦略の失敗につながる可能性があります.
ストラテジーソースコード
/*backtest
start: 2025-01-01 00:00:00
end: 2025-12-02 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/
//@version=6
strategy("Grok/Claude Turtle Trend Pro Strategy (HA)",
shorttitle="🐢 Turtle HA",
overlay=true,
initial_capital=10000,
default_qty_type=strategy.percent_of_equity,
default_qty_value=10,
commission_type=strategy.commission.percent,
commission_value=0.075,
slippage=2,
pyramiding=0,
max_bars_back=500)
// ══════════════════════════════════════════════════════════════════════════════
// ║ TURTLE TREND PRO STRATEGY (HEIKIN ASHI ENHANCED) ║
// ║ Based on Richard Dennis's Turtle Trading Rules ║
// ║ Enhanced with Heikin Ashi Smoothing & Neural Fusion Pro Styling ║
// ══════════════════════════════════════════════════════════════════════════════
// ═══════════════════════════════════════════════════════════
// INPUT GROUPS
// ═══════════════════════════════════════════════════════════
groupEntry = "Entry Settings (Donchian Breakouts)"
groupExit = "Exit Settings"
groupFilters = "Signal Filters"
groupHA = "Heikin Ashi Settings"
groupDisplay = "Display Settings"
// ── ENTRY SETTINGS (Donchian Channel Breakouts) ───────────────────────────────
entryLength = input.int(20, "Entry Breakout Period", minval=5, maxval=100, group=groupEntry, tooltip="Original Turtle System 1 used 20 days")
entryLengthLong = input.int(55, "Long-Term Entry Period", minval=20, maxval=200, group=groupEntry, tooltip="Original Turtle System 2 used 55 days")
useSystem2 = input.bool(false, "Use System 2 (55-period)", group=groupEntry, tooltip="System 2 catches bigger trends but fewer trades")
// ── EXIT SETTINGS ─────────────────────────────────────────────────────────────
exitLength = input.int(15, "Exit Period (System 1)", minval=3, maxval=50, group=groupExit, tooltip="Exit on opposite breakout for position exits")
exitLengthLong = input.int(20, "Exit Period (System 2)", minval=5, maxval=100, group=groupExit)
atrPeriod = input.int(20, "ATR Period", minval=5, maxval=50, group=groupExit)
atrMultiplier = input.float(2.0, "ATR Stop Multiplier", minval=0.5, maxval=5.0, step=0.5, group=groupExit, tooltip="Original Turtles used 2x ATR")
useAtrStop = input.bool(true, "Use ATR Stop Loss", group=groupExit)
// ── SIGNAL FILTERS ────────────────────────────────────────────────────────────
useTrendFilter = input.bool(false, "Use Trend MA Filter", group=groupFilters, tooltip="Only trade in direction of major trend (off by default)")
maLength = input.int(200, "Trend MA Length", minval=10, maxval=500, group=groupFilters, tooltip="Adjustable MA length for trend filter")
maType = input.string("EMA", "MA Type", options=["SMA", "EMA"], group=groupFilters)
useAdxFilter = input.bool(true, "Require ADX Trending", group=groupFilters)
adxLength = input.int(14, "ADX Length", minval=5, maxval=30, group=groupFilters)
adxThreshold = input.int(20, "ADX Threshold", minval=10, maxval=40, group=groupFilters)
useRsiFilter = input.bool(false, "Use RSI Filter", group=groupFilters)
rsiLength = input.int(14, "RSI Length", minval=5, maxval=30, group=groupFilters)
rsiOversold = input.int(30, "RSI Oversold", minval=10, maxval=50, group=groupFilters)
rsiOverbought = input.int(70, "RSI Overbought", minval=50, maxval=90, group=groupFilters)
useVolumeFilter = input.bool(false, "Require Volume Surge", group=groupFilters)
volumePeriod = input.int(20, "Volume Average Period", minval=5, maxval=50, group=groupFilters)
volumeMultiple = input.float(1.5, "Volume Surge Multiplier", minval=1.0, maxval=3.0, step=0.1, group=groupFilters)
// ── HEIKIN ASHI SETTINGS ──────────────────────────────────────────────────────
useHACalc = input.bool(true, "Use Heikin Ashi Calculations", group=groupHA, tooltip="Apply HA smoothing to breakout detection")
showHACandles = input.bool(true, "Display Heikin Ashi Candles", group=groupHA, tooltip="Visually show HA candles on chart")
cooldownPeriod = input.int(5, "Signal Cooldown (Bars)", minval=1, maxval=20, group=groupHA, tooltip="Number of bars to wait after a trade before allowing new signals")
// ── DISPLAY SETTINGS ──────────────────────────────────────────────────────────
showChannels = input.bool(true, "Show Donchian Channels", group=groupDisplay)
showExitChannels = input.bool(true, "Show Exit Channels", group=groupDisplay)
showMA = input.bool(false, "Show Trend MA", group=groupDisplay, tooltip="Display the trend MA on chart (off by default)")
showCloud = input.bool(true, "Show Channel Cloud", group=groupDisplay)
showBackground = input.bool(true, "Show Regime Background", group=groupDisplay)
showTable = input.bool(true, "Show Info Panel", group=groupDisplay)
showLabels = input.bool(true, "Show Entry/Exit Labels", group=groupDisplay)
cloudOpacity = input.int(90, "Cloud Opacity", minval=50, maxval=95, group=groupDisplay)
bgOpacity = input.int(92, "Background Opacity", minval=80, maxval=98, group=groupDisplay)
// ═══════════════════════════════════════════════════════════
// HEIKIN ASHI CALCULATIONS
// ═══════════════════════════════════════════════════════════
// Calculate Heikin Ashi values
var float haOpen = na
haClose = (open + high + low + close) / 4
haOpen := na(haOpen[1]) ? (open + close) / 2 : (haOpen[1] + haClose[1]) / 2
haHigh = math.max(high, haOpen, haClose)
haLow = math.min(low, haOpen, haClose)
// Select which price data to use for calculations
calcHigh = useHACalc ? haHigh : high
calcLow = useHACalc ? haLow : low
calcClose = useHACalc ? haClose : close
calcOpen = useHACalc ? haOpen : open
// ═══════════════════════════════════════════════════════════
// DONCHIAN CHANNEL CALCULATIONS
// ═══════════════════════════════════════════════════════════
// Select entry/exit periods based on system
activeEntryLen = useSystem2 ? entryLengthLong : entryLength
activeExitLen = useSystem2 ? exitLengthLong : exitLength
// Donchian Channel for Entry (use [1] to avoid repainting)
// Using HA values for smoother breakout detection
entryHighest = ta.highest(calcHigh, activeEntryLen)[1]
entryLowest = ta.lowest(calcLow, activeEntryLen)[1]
entryMid = (entryHighest + entryLowest) / 2
// Donchian Channel for Exit
exitLowest = ta.lowest(calcLow, activeExitLen)[1]
exitHighest = ta.highest(calcHigh, activeExitLen)[1]
// ATR for stops (using regular prices for accurate volatility)
atr = ta.atr(atrPeriod)
atrPercent = atr / close * 100
// ATR Percentile for volatility assessment
atrPercentile = ta.percentrank(atr, 100)
// Trend Filter MA (can use HA close for smoother trend)
trendMA = maType == "EMA" ? ta.ema(calcClose, maLength) : ta.sma(calcClose, maLength)
isUptrend = calcClose > trendMA
isDowntrend = calcClose < trendMA
maSlope = trendMA - trendMA[1]
maSlopeUp = maSlope > 0
maSlopeDown = maSlope < 0
// ADX Filter
[diPlus, diMinus, adx] = ta.dmi(adxLength, adxLength)
adxSmoothed = ta.ema(adx, 3)
isTrending = adxSmoothed > adxThreshold
// RSI Filter
rsi = ta.rsi(calcClose, rsiLength)
rsiOversoldZone = rsi < rsiOversold
rsiOverboughtZone = rsi > rsiOverbought
// Volume Filter
avgVolume = ta.sma(volume, volumePeriod)
volumeSurge = volume > avgVolume * volumeMultiple
// OBV for trend confirmation
obv = ta.obv
obvSma = ta.sma(obv, 20)
obvBullish = obv > obvSma
obvBearish = obv < obvSma
// ═══════════════════════════════════════════════════════════
// TREND STRENGTH METER (0-100%)
// ═══════════════════════════════════════════════════════════
adxStrength = math.min(adxSmoothed / 50 * 100, 100)
priceVsMa = math.abs(calcClose - trendMA) / trendMA * 100
maStrength = math.min(priceVsMa * 10, 100)
donchianRange = entryHighest - entryLowest
priceInChannel = donchianRange > 0 ? (calcClose - entryLowest) / donchianRange * 100 : 50
channelStrength = isUptrend ? priceInChannel : (100 - priceInChannel)
diSpread = math.abs(diPlus - diMinus)
diStrength = math.min(diSpread * 2, 100)
trendStrength = (adxStrength * 0.40) + (maStrength * 0.25) + (channelStrength * 0.20) + (diStrength * 0.15)
trendStrength := math.min(math.max(trendStrength, 0), 100)
// ═══════════════════════════════════════════════════════════
// BREAKOUT DETECTION (Using HA or Regular prices)
// ═══════════════════════════════════════════════════════════
longBreakout = calcHigh > entryHighest
shortBreakout = calcLow < entryLowest
longExitBreakout = calcLow < exitLowest
shortExitBreakout = calcHigh > exitHighest
// ═══════════════════════════════════════════════════════════
// SIGNAL CONDITIONS
// ═══════════════════════════════════════════════════════════
// Cooldown tracking
var int lastTradeBar = 0
cooldownMet = bar_index - lastTradeBar >= cooldownPeriod
// Apply filters
trendLongOK = useTrendFilter ? (isUptrend and maSlopeUp) : true
trendShortOK = useTrendFilter ? (isDowntrend and maSlopeDown) : true
adxOK = useAdxFilter ? isTrending : true
rsiLongOK = useRsiFilter ? rsiOversoldZone : true
rsiShortOK = useRsiFilter ? rsiOverboughtZone : true
volumeOK = useVolumeFilter ? volumeSurge : true
// Entry conditions (with cooldown)
longCondition = longBreakout and trendLongOK and adxOK and rsiLongOK and volumeOK and cooldownMet
shortCondition = shortBreakout and trendShortOK and adxOK and rsiShortOK and volumeOK and cooldownMet
// Exit conditions
exitLongCondition = longExitBreakout
exitShortCondition = shortExitBreakout
// ═══════════════════════════════════════════════════════════
// REGIME CLASSIFICATION
// ═══════════════════════════════════════════════════════════
isBull = isUptrend and diPlus > diMinus and obvBullish and isTrending
isBear = isDowntrend and diMinus > diPlus and obvBearish and isTrending
isNeutral = not isBull and not isBear
// ═══════════════════════════════════════════════════════════
// STRATEGY EXECUTION
// ═══════════════════════════════════════════════════════════
// Calculate stop loss levels (using regular close for actual order placement)
longStopLoss = useAtrStop ? close - (atr * atrMultiplier) : exitLowest
shortStopLoss = useAtrStop ? close + (atr * atrMultiplier) : exitHighest
// Long Entry
if longCondition and strategy.position_size <= 0
strategy.entry("Long", strategy.long)
lastTradeBar := bar_index
if showLabels
label.new(bar_index, low - atr * 0.5, "🐢 LONG\n" + str.tostring(close, "#.##"),
style=label.style_label_up, color=color.new(#00FF00, 10),
size=size.small, textcolor=color.white)
// Short Entry
if shortCondition and strategy.position_size >= 0
strategy.entry("Short", strategy.short)
lastTradeBar := bar_index
if showLabels
label.new(bar_index, high + atr * 0.5, "🐢 SHORT\n" + str.tostring(close, "#.##"),
style=label.style_label_down, color=color.new(#FF0000, 10),
size=size.small, textcolor=color.white)
// Exit Long
if strategy.position_size > 0 and exitLongCondition
strategy.close("Long", comment="Exit Long")
if showLabels
label.new(bar_index, high + atr * 0.3, "EXIT",
style=label.style_label_down, color=color.new(#FFA500, 20),
size=size.tiny, textcolor=color.white)
// Exit Short
if strategy.position_size < 0 and exitShortCondition
strategy.close("Short", comment="Exit Short")
if showLabels
label.new(bar_index, low - atr * 0.3, "EXIT",
style=label.style_label_up, color=color.new(#FFA500, 20),
size=size.tiny, textcolor=color.white)
// ATR Stop Loss
if useAtrStop
if strategy.position_size > 0
strategy.exit("Long SL", "Long", stop=longStopLoss)
if strategy.position_size < 0
strategy.exit("Short SL", "Short", stop=shortStopLoss)
// ═══════════════════════════════════════════════════════════
// HEIKIN ASHI CANDLE VISUALIZATION
// ═══════════════════════════════════════════════════════════
// Determine HA candle colors
haIsBullish = haClose > haOpen
haColor = haIsBullish ? #00FF00 : #FF0000
haWickColor = haIsBullish ? #00AA00 : #AA0000
// Plot HA candles using plotcandle
plotcandle(showHACandles ? haOpen : na,
showHACandles ? haHigh : na,
showHACandles ? haLow : na,
showHACandles ? haClose : na,
title="Heikin Ashi Candles",
color=haColor,
wickcolor=haWickColor,
bordercolor=haColor)
// ═══════════════════════════════════════════════════════════
// VISUALIZATION - DONCHIAN CHANNELS
// ═══════════════════════════════════════════════════════════
upperColor = isBull ? color.new(#00FF00, 30) : isBear ? color.new(#FF0000, 30) : color.new(#FFFF00, 30)
lowerColor = isBull ? color.new(#00FF00, 30) : isBear ? color.new(#FF0000, 30) : color.new(#FFFF00, 30)
midColor = isBull ? color.new(#00FF00, 60) : isBear ? color.new(#FF0000, 60) : color.new(#FFFF00, 60)
pUpper = plot(showChannels ? entryHighest : na, "Entry High", color=upperColor, linewidth=2)
pLower = plot(showChannels ? entryLowest : na, "Entry Low", color=lowerColor, linewidth=2)
plot(showChannels ? entryMid : na, "Entry Mid", color=midColor, linewidth=1, style=plot.style_circles)
cloudCol = isBull ? color.new(#00FF00, cloudOpacity) : isBear ? color.new(#FF0000, cloudOpacity) : color.new(#FFFF00, cloudOpacity)
fill(pUpper, pLower, color=showCloud ? cloudCol : na, title="Channel Cloud")
plot(showExitChannels ? exitLowest : na, "Exit Low (Longs)", color=color.new(#00FF00, 50), linewidth=1, style=plot.style_cross)
plot(showExitChannels ? exitHighest : na, "Exit High (Shorts)", color=color.new(#FF0000, 50), linewidth=1, style=plot.style_cross)
maPlotColor = isUptrend ? color.new(#00FF00, 20) : color.new(#FF0000, 20)
plot(showMA ? trendMA : na, "Trend MA", color=maPlotColor, linewidth=3)
// ═══════════════════════════════════════════════════════════
// BACKGROUND COLORING
// ═══════════════════════════════════════════════════════════
bgColor = isBull ? color.new(#00FF00, bgOpacity) : isBear ? color.new(#FF0000, bgOpacity) : color.new(#FFFFFF, bgOpacity)
bgcolor(showBackground ? bgColor : na)
// ═══════════════════════════════════════════════════════════
// INFO TABLE (Neural Fusion Pro Style)
// ═══════════════════════════════════════════════════════════
var table infoPanel = table.new(position.top_right, 2, 12, bgcolor=color.new(color.black, 85), border_width=1, frame_color=color.gray, frame_width=1)
leftBg = color.new(color.gray, 70)
if showTable
// Clear and rebuild table on every bar to ensure visibility
table.clear(infoPanel, 0, 0, 1, 11)
// Header
table.cell(infoPanel, 0, 0, "🐢 TURTLE", bgcolor=color.new(#2962ff, 30), text_color=color.white)
table.cell(infoPanel, 1, 0, "STATUS", bgcolor=color.new(#2962ff, 30), text_color=color.white)
// System Type
systemText = useSystem2 ? "System 2 (55)" : "System 1 (20)"
systemBg = useSystem2 ? color.new(color.purple, 60) : color.new(color.blue, 60)
table.cell(infoPanel, 0, 1, "System", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 1, systemText, bgcolor=systemBg, text_color=color.white)
// Candle Mode
candleText = useHACalc ? "Heikin Ashi" : "Standard"
candleBg = useHACalc ? color.new(#9C27B0, 50) : color.new(color.gray, 60)
table.cell(infoPanel, 0, 2, "Candles", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 2, candleText, bgcolor=candleBg, text_color=color.white)
// Regime
regimeText = isBull ? "BULLISH" : isBear ? "BEARISH" : "NEUTRAL"
regimeBg = isBull ? color.new(#00FF00, 50) : isBear ? color.new(#FF0000, 50) : color.new(color.gray, 60)
table.cell(infoPanel, 0, 3, "Regime", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 3, regimeText, bgcolor=regimeBg, text_color=color.white)
// Market State
marketText = isTrending ? "TRENDING" : "RANGING"
marketBg = isTrending ? color.new(#4D88FF, 50) : color.new(color.orange, 50)
table.cell(infoPanel, 0, 4, "Market", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 4, marketText, bgcolor=marketBg, text_color=color.white)
// ADX
adxBgColor = adxSmoothed < 15 ? color.white : adxSmoothed <= 25 ? color.orange : color.green
adxTextColor = adxSmoothed < 15 ? color.black : color.white
table.cell(infoPanel, 0, 5, "ADX", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 5, str.tostring(adxSmoothed, "#.#"), bgcolor=adxBgColor, text_color=adxTextColor)
// Volatility
volBg = atrPercentile < 30 ? color.new(color.green, 50) : atrPercentile > 70 ? color.new(color.red, 50) : color.new(color.orange, 50)
table.cell(infoPanel, 0, 6, "Volatility", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 6, str.tostring(atrPercentile, "#") + "%", bgcolor=volBg, text_color=color.white)
// RSI
rsiBg = rsi < 30 ? color.new(color.green, 50) : rsi > 70 ? color.new(color.red, 50) : color.new(color.gray, 60)
table.cell(infoPanel, 0, 7, "RSI", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 7, str.tostring(rsi, "#.#"), bgcolor=rsiBg, text_color=color.white)
// Breakout High
table.cell(infoPanel, 0, 8, "Break High", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 8, str.tostring(entryHighest, "#.##"), bgcolor=color.new(#00FF00, 60), text_color=color.white)
// Breakout Low
table.cell(infoPanel, 0, 9, "Break Low", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 9, str.tostring(entryLowest, "#.##"), bgcolor=color.new(#FF0000, 60), text_color=color.white)
// Trend Strength
trendStrengthBg = trendStrength < 25 ? color.gray : trendStrength < 50 ? color.yellow : trendStrength < 75 ? color.orange : color.green
trendStrengthTextColor = trendStrength < 25 ? color.white : trendStrength >= 75 ? color.white : color.black
table.cell(infoPanel, 0, 10, "Trend Str", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 10, str.tostring(trendStrength, "#") + "%", bgcolor=trendStrengthBg, text_color=trendStrengthTextColor)
// Position
posText = strategy.position_size > 0 ? "LONG" : strategy.position_size < 0 ? "SHORT" : "FLAT"
posBg = strategy.position_size > 0 ? color.new(color.green, 50) : strategy.position_size < 0 ? color.new(color.red, 50) : color.new(color.gray, 70)
table.cell(infoPanel, 0, 11, "Position", bgcolor=leftBg, text_color=color.white)
table.cell(infoPanel, 1, 11, posText, bgcolor=posBg, text_color=color.white)
// ══════════════════════════════════════════════════════════════════════════════
// ║ TURTLE TREND PRO STRATEGY (HA) - QUICK REFERENCE ║
// ║ ║
// ║ Heikin Ashi Enhancement: ║
// ║ • Smoothed candle calculations reduce noise ║
// ║ • Breakout detection uses HA high/low for cleaner signals ║
// ║ • Visual HA candles show trend direction clearly ║
// ║ • Toggle between HA and standard calculations ║
// ║ ║
// ║ Original Turtle Rules (Preserved): ║
// ║ • System 1: Enter on 20-period breakout, exit on 15-period opposite ║
// ║ • System 2: Enter on 55-period breakout, exit on 20-period opposite ║
// ║ • Stop Loss: 2x ATR from entry ║
// ║ ║
// ║ Enhanced Features: ║
// ║ • Optional Trend MA filter (adjustable length, off by default) ║
// ║ • ADX filter (avoid choppy markets) ║
// ║ • RSI filter option (overbought/oversold confirmation) ║
// ║ • Volume surge filter option ║
// ║ • Neural Fusion Pro styling with regime detection ║
// ══════════════════════════════════════════════════════════════════════════════