지수 이동 평균 캔들스틱 스톱 트레이딩 전략

/*backtest
start: 2024-02-26 00:00:00
end: 2025-02-23 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"SOL_USDT"}]
*/

//@version=6
strategy("Advanced Candle Stop Strategy Backtest - Tuned v9 - Max Trades", overlay=true)

// --- EMA Variables ---
ema5_length = 5
ema20_length = 20
ema90_length = 90

ema5 = ta.ema(close, ema5_length)
ema20 = ta.ema(close, ema20_length)
ema90 = ta.ema(close, ema90_length)

// --- Support, Resistance, and Volume Calculation ---
lookback_support_resistance = 30
support_level = ta.lowest(low, lookback_support_resistance)
resistance_level = ta.highest(high, lookback_support_resistance)

// --- Volume Condition for Short (Removed) ---
avg_volume_lookback = 20
avg_volume = ta.sma(volume, avg_volume_lookback)

// --- RSI Condition for Short (Removed) ---
rsi_length = 14
rsi_overbought = 70
rsi = ta.rsi(close, rsi_length)


// --- Candle Stop Function ---
is_candle_stop(trend) =>
    body = math.abs(close - open)
    upper_shadow = high - math.max(open, close)
    lower_shadow = math.min(open, close) - low

    if trend == "up"
        lower_shadow >= 0.8 * body and upper_shadow < body and close > open // Shadow ratio reduced to 0.8 for longs
    else if trend == "down"
        upper_shadow >= 0.8 * body and lower_shadow < body and close < open // Shadow ratio reduced to 0.8 for shorts - EMA5 and Volume conditions removed
    else
        false

// --- Trend Determination (only 15m, no 1H confirmation) ---
trend = ema20 > ema90 ? "up" : ema20 < ema90 ? "down" : "neutral"
final_trend = trend  // حذف تأیید با تایم‌فریم 1H

// --- Breakout Detection ---
var bool breakout_detected = false
if final_trend == "up" and close > resistance_level
    breakout_detected := true
    alert("شکست صعودی تشخیص داده شد! منتظر پولبک 🚀", alert.freq_once_per_bar)
else if final_trend == "down" and close < support_level
    breakout_detected := true
    alert("شکست نزولی تشخیص داده شد! منتظر پولبک 📉", alert.freq_once_per_bar)

// --- Entry and Exit Conditions ---
var float position = 0.0
var float entry_price = 0.0
var float stop_loss_price = na
var bool take_profit_long = false  // Declare take_profit_long
var bool stop_loss_hit_long = false // Declare stop_loss_hit_long
var bool take_profit_short = false // Declare take_profit_short
var bool stop_loss_hit_short = false // Declare stop_loss_hit_short
risk_per_trade_percent = 2.5  // افزایش ریسک به 2.5٪ برای موقعیت‌های بیشتر


if not breakout_detected
    if position == 0 and is_candle_stop(final_trend)
        risk_amount_usd = strategy.initial_capital * (risk_per_trade_percent / 100)
        if final_trend == "up"
            stop_loss_price := close * 0.975 // Stop loss at 2.5% below entry for longs
            if (close - stop_loss_price) != 0
                position_size_usd = risk_amount_usd / (close - stop_loss_price)
                amount = position_size_usd / close
                strategy.entry("Long", strategy.long, qty=amount)
                position := amount
                entry_price := close
        else if final_trend == "down"
            stop_loss_price := close * 1.025 // Stop loss at 2.5% above entry for shorts
            if (stop_loss_price - close) != 0
                position_size_usd = risk_amount_usd / (stop_loss_price - close)
                amount = position_size_usd / close
                if rsi >= rsi_overbought // RSI condition for short entry - No Change, still using RSI but not enforcing it for now - Consider removing RSI condition as well for max trades
                    strategy.entry("Short", strategy.short, qty=amount)
                    position := amount
                    entry_price := close

if position > 0
    profit_percent_long = (close - entry_price) / entry_price * 100
    profit_percent_short = (entry_price - close) / entry_price * 100
    loss_percent_long = (entry_price - close) / entry_price * 100
    loss_percent_short = (close - entry_price) / entry_price * 100

    risk_reward_long = loss_percent_long != 0 ? profit_percent_long / loss_percent_long : (profit_percent_long != 0 ? 99999 : 0)
    risk_reward_short = loss_percent_short != 0 ? profit_percent_short / loss_percent_short : (profit_percent_short != 0 ? 99999 : 0)


    take_profit_long := profit_percent_long >= 7 and risk_reward_long >= 3
    stop_loss_hit_long := close <= stop_loss_price
    take_profit_short := profit_percent_short >= 6 and risk_reward_short >= 3 // Reduced Take Profit for Shorts to 6% - No Change
    stop_loss_hit_short := close >= stop_loss_price

    if (final_trend == "up" and (take_profit_long or stop_loss_hit_long)) or (final_trend == "down" and (take_profit_short or stop_loss_hit_short))
        if final_trend == "up"
            strategy.close("Long")
        else
            strategy.close("Short")
        position := 0
        entry_price := 0.0
        breakout_detected := false

// --- Plotting EMAs and Support/Resistance Levels ---
plot(ema5, color=color.blue, title="EMA5")
plot(ema20, color=color.red, title="EMA20")
plot(ema90, color=color.green, title="EMA90")
plot(resistance_level, color=color.orange, style=plot.style_line, title="Resistance")
plot(support_level, color=color.orange, style=plot.style_line, title="Support")