強気のダイバージェンスローソク足チャートドルコスト平均法戦略

//@version=6
strategy(title = "Bullish Divergent Bar DCA Strategy [Skyrexio]", 
         shorttitle = "BDB DCA", 
         overlay = true, 
         pyramiding = 4,
         default_qty_type = strategy.percent_of_equity,
         default_qty_value = 10,
         initial_capital = 10000,
         currency = currency.USD)

//_______ <constant_declarations>
var const color skyrexGreen = color.new(#2ECD99, 0)

//________<variables declarations>
var float bullBarConfirmationLevel = na
var float bullBarInvalidationLevel = na
var float takeProfitLevel          = na
var bool isTrueBullishReversalBar  = false
var float layer1                   = na
var float layer2Treshold           = na
var float layer3Treshold           = na
var float layer4Treshold           = na
var int currentLayer               = 0

//_______ <inputs>
showDcaLevels                = input.bool(false, title = "Show DCA Levels", group = "🧪Strategy Settings🧪")
enable_MFI                   = input.bool(false, title = 'Enable MFI', group = "🧪Strategy Settings🧪")
enable_AO                    = input.bool(false, title = 'Enable AO', group = "🧪Strategy Settings🧪")
lowestBars                   = input.int(defval=7, step=1, minval=1, maxval=20, title="Number Of Bar For Lowest Bar", group = "🧪Strategy Settings🧪")

layer2TresholdPercent        = input.float(defval=4.0, step=0.5, maxval=100.0, minval=0.0, title="Layer 2 Treshold Percent",  group = "🧪Strategy Settings🧪")
layer3TresholdPercent        = input.float(defval=10.0, step=0.5, maxval=100.0, minval=0.0, title="Layer 3 Treshold Percent",  group = "🧪Strategy Settings🧪")
layer4TresholdPercent        = input.float(defval=22.0, step=0.5, maxval=100.0, minval=0.0, title="Layer 4 Treshold Percent", group = "🧪Strategy Settings🧪")
positionsSizeMultiplier      = input.float(defval=2.0, step=0.5, minval=1.0, maxval=4.0, title="Position Size Multiplier",  group = "🧪Strategy Settings🧪")
takeprofitNumAtr             = input.float(defval=2.0, step=0.5, minval=0.5, maxval=10.0, title="Number Of ATR For Take Profit",  group = "🧪Strategy Settings🧪")

isLowestBar = ta.lowest(lowestBars) == low

//_______ <function_declarations>
smma(src, length) =>
    var float smma = na
    sma_value = ta.sma(src, length)
    smma := na(smma) ? sma_value : (smma * (length - 1) + src) / length
    smma

isBullishReversalBar() =>
    close > hl2 and isLowestBar

getLayerEquityQty(mult, layer, price) =>
    float sumW = 1.0 + mult + math.pow(mult, 2) + math.pow(mult, 3)
    float wCur = math.pow(mult, layer)
    float pct  = wCur / sumW                     
    float cap  = strategy.equity * pct           
    float qty  = cap / price
    math.max(qty, 0.001)  // 确保最小数量

//_______ <calculations>
atr = ta.atr(14)

//Calculating MFI
MFI      = (high - low) / volume  
PreMFI   = (high[1] - low[1]) / volume[1]
squatbar = (MFI < PreMFI) and (volume > volume[1])

//Calculating Awesome Oscillator
ao   = ta.sma(hl2, 5) - ta.sma(hl2, 34)
diff = ao - ao[1]

//Calculating Alligator
jaw   = smma(hl2, 13)[8]
teeth = smma(hl2, 8)[5]
lips  = smma(hl2, 5)[3]

// 重置信号状态
isTrueBullishReversalBar := false

//Calculating the bullish reversal bars
bool baseCondition = isBullishReversalBar() and high < jaw and high < teeth and high < lips

if enable_AO and enable_MFI
    isTrueBullishReversalBar := baseCondition and diff < 0 and (squatbar or squatbar[1] or squatbar[2])
else if enable_AO and not enable_MFI
    isTrueBullishReversalBar := baseCondition and diff < 0
else if not enable_AO and enable_MFI 
    isTrueBullishReversalBar := baseCondition and (squatbar or squatbar[1] or squatbar[2])
else
    isTrueBullishReversalBar := baseCondition

// 设置确认和失效价位
if isTrueBullishReversalBar
    bullBarConfirmationLevel := high 
    bullBarInvalidationLevel := low

// 检查失效
isBullBarInvalidated = ta.crossunder(low, bullBarInvalidationLevel)

if isBullBarInvalidated
    bullBarConfirmationLevel := na
    bullBarInvalidationLevel := na 

// Defining current DCA layer
if strategy.opentrades == 1 and strategy.opentrades[1] == 0
    layer1 := strategy.position_avg_price
    currentLayer := 1

if strategy.opentrades == 2 and strategy.opentrades[1] == 1
    currentLayer := 2

if strategy.opentrades == 3 and strategy.opentrades[1] == 2
    currentLayer := 3

if strategy.opentrades == 4 and strategy.opentrades[1] == 3
    currentLayer := 4

if strategy.opentrades == 0
    currentLayer := 0
    layer1 := na

// Tresholds price from layer1
layer2Treshold := na(layer1) ? na : layer1 * (100 - layer2TresholdPercent) / 100
layer3Treshold := na(layer1) ? na : layer1 * (100 - layer3TresholdPercent) / 100
layer4Treshold := na(layer1) ? na : layer1 * (100 - layer4TresholdPercent) / 100

//Calculating take profit level 
takeProfitLevel := strategy.opentrades > 0 ? strategy.position_avg_price + atr * takeprofitNumAtr : na

// ------- 入场逻辑 -------
// Layer 1 入场
if currentLayer == 0 and isTrueBullishReversalBar and not na(bullBarConfirmationLevel)
    float qty1 = getLayerEquityQty(positionsSizeMultiplier, 0, bullBarConfirmationLevel)
    strategy.entry(id = 'entry1', direction = strategy.long, stop = bullBarConfirmationLevel, qty = qty1)

// Layer 2 入场
if currentLayer == 1 and not na(layer2Treshold) and low < layer2Treshold and isTrueBullishReversalBar and not na(bullBarConfirmationLevel)
    float qty2 = getLayerEquityQty(positionsSizeMultiplier, 1, bullBarConfirmationLevel)
    strategy.entry(id = 'entry2', direction = strategy.long, stop = bullBarConfirmationLevel, qty = qty2)

// Layer 3 入场
if currentLayer == 2 and not na(layer3Treshold) and low < layer3Treshold and isTrueBullishReversalBar and not na(bullBarConfirmationLevel)
    float qty3 = getLayerEquityQty(positionsSizeMultiplier, 2, bullBarConfirmationLevel)
    strategy.entry(id = 'entry3', direction = strategy.long, stop = bullBarConfirmationLevel, qty = qty3)

// Layer 4 入场
if currentLayer == 3 and not na(layer4Treshold) and low < layer4Treshold and isTrueBullishReversalBar and not na(bullBarConfirmationLevel)
    float qty4 = getLayerEquityQty(positionsSizeMultiplier, 3, bullBarConfirmationLevel)
    strategy.entry(id = 'entry4', direction = strategy.long, stop = bullBarConfirmationLevel, qty = qty4)

// ------- 出场逻辑 -------
if strategy.opentrades > 0 and not na(takeProfitLevel)
    strategy.exit(id = 'exit1', from_entry = 'entry1', limit = takeProfitLevel)
    strategy.exit(id = 'exit2', from_entry = 'entry2', limit = takeProfitLevel)
    strategy.exit(id = 'exit3', from_entry = 'entry3', limit = takeProfitLevel)
    strategy.exit(id = 'exit4', from_entry = 'entry4', limit = takeProfitLevel)

// ------- 绘图 -------
plot(takeProfitLevel, color=skyrexGreen, style=plot.style_linebr, linewidth=2, title="Take Profit")
plot(showDcaLevels ? layer1 : na, color=color.orange, title="Layer 1")
plot(showDcaLevels ? layer2Treshold : na, color=color.orange, title="Layer 2")
plot(showDcaLevels ? layer3Treshold : na, color=color.orange, title="Layer 3")
plot(showDcaLevels ? layer4Treshold : na, color=color.orange, title="Layer 4")

// 调试标签（可删除）
plotshape(isTrueBullishReversalBar, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)