ATR 동적 추세 추적 및 재진입 거래 전략

/*backtest
start: 2024-02-19 00:00:00
end: 2025-02-16 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("KON SET By Sai", overlay=true, max_lines_count=40)

// INPUTS
length = input.int(10, "Trend Length")
target_multiplier = input.int(0, "Set Targets") // Target adjustment
max_bars = 30  // Number of bars to display the lines after signal

// VARIABLES
var bool inTrade = false
var float entryPrice = na
var float stopLoss = na
var float targetPrice = na
var int barCount = na  // Counter to track how many bars have passed since signal

// ATR for stop-loss and target calculation
atr_value = ta.sma(ta.atr(200), 200) * 0.8

// Moving averages for trend detection
sma_high = ta.sma(high, length) + atr_value
sma_low = ta.sma(low, length) - atr_value

// Signal conditions for trend changes
signal_up = ta.crossover(close, sma_high)
signal_down = ta.crossunder(close, sma_low)

// Entry conditions
if not inTrade and signal_up
    entryPrice := close
    stopLoss := close - atr_value * 2
    targetPrice := close + atr_value * (5 + target_multiplier)
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", "Long", stop=stopLoss, limit=targetPrice)
    inTrade := true
    barCount := 0  // Reset bar count when signal occurs

// Exit conditions
if inTrade and (close <= stopLoss or close >= targetPrice)
    inTrade := false
    entryPrice := na
    stopLoss := na
    targetPrice := na
    barCount := na  // Reset bar count on exit

// Re-entry logic
if not inTrade and close == entryPrice
    entryPrice := close
    stopLoss := close - atr_value * 2
    targetPrice := close + atr_value * (5 + target_multiplier)
    strategy.entry("Re-Long", strategy.long)
    strategy.exit("Re-Exit Long", "Re-Long", stop=stopLoss, limit=targetPrice)
    inTrade := true
    barCount := 0  // Reset bar count when re-entry happens

// Count bars since the signal appeared (max 30 bars)
if inTrade and barCount < max_bars
    barCount := barCount + 1

// Plotting lines for entry, stop-loss, and targets (Only during active trade and within max_bars)
entry_line = plot(inTrade and barCount <= max_bars ? entryPrice : na, title="Entry Price", color=color.new(color.green, 0), linewidth=1, style=plot.style_cross)
sl_line = plot(inTrade and barCount <= max_bars ? stopLoss : na, title="Stop Loss", color=color.new(color.red, 0), linewidth=1, style=plot.style_cross)
target_line = plot(inTrade and barCount <= max_bars ? targetPrice : na, title="Target Price", color=color.new(color.blue, 0), linewidth=1, style=plot.style_cross)

// Background color between entry and target/stop-loss (Only when inTrade and within max_bars)
fill(entry_line, target_line, color=color.new(color.green, 90), title="Target Zone")
fill(entry_line, sl_line, color=color.new(color.red, 90), title="Stop-Loss Zone")

// Label updates (reduce overlap and clutter)
if bar_index % 50 == 0 and inTrade and barCount <= max_bars  // Adjust label frequency for performance
    label.new(bar_index + 1, entryPrice, text="Entry: " + str.tostring(entryPrice, "#.##"), style=label.style_label_left, color=color.green, textcolor=color.white, size=size.small)
    label.new(bar_index + 1, stopLoss, text="Stop Loss: " + str.tostring(stopLoss, "#.##"), style=label.style_label_left, color=color.red, textcolor=color.white, size=size.small)
    label.new(bar_index + 1, targetPrice, text="Target: " + str.tostring(targetPrice, "#.##"), style=label.style_label_left, color=color.blue, textcolor=color.white, size=size.small)