초기 거래 고점 및 저점 돌파를 위한 동적 추적 전략

/*backtest
start: 2025-02-28 00:00:00
end: 2025-03-30 00:00:00
period: 5m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Breakout of 8:30 AM High/Low", overlay=true)

// Identify 8:30 AM candle
is830 = (hour == 8 and minute == 30)

// Persistent variables for tracking
var float high830 = na
var float low830 = na
var int lastTradeDay = na
var bool tradeTakenToday = false

// Store 8:30 AM high and low
if is830
    high830 := high
    low830 := low

// Ensure high/low persist throughout the day
high830 := nz(high830, high830)
low830 := nz(low830, low830)

// Plot the high and low of the 8:30 AM candle
plot(high830, color=color.green, title="8:30 High", linewidth=2)
plot(low830, color=color.red, title="8:30 Low", linewidth=2)

// Reset tradeTakenToday at the start of each new trading day
if dayofweek != lastTradeDay or (hour == 0 and minute == 0)
    tradeTakenToday := false
    lastTradeDay := dayofweek  // Update last trade day to the current day

// Track first breakout candle that closes outside the range
firstBreakoutHappened = ta.barssince(close > high830 or close < low830) == 0

// Time restriction: Only trade between 8:40 AM and 3:00 PM
isTradingTime = (hour == 8 and minute >= 40) or (hour > 8 and hour < 15)

// Entry conditions: first 15-min candle close outside the range & within trading time
longEntry = close > high830 and firstBreakoutHappened and not tradeTakenToday and isTradingTime
shortEntry = close < low830 and firstBreakoutHappened and not tradeTakenToday and isTradingTime

// Trailing stop and take profit logic inputs
ticks = input.int(15, title="Trailing Stop Loss Ticks", minval=1) // Trailing stop in ticks
takeProfit = input.int(30, title="Take Profit (in Ticks)", minval=1) // Take profit in ticks

// Variables to track trailing stop levels
var float longTrailingStop = na
var float shortTrailingStop = na

// Update trailing stop levels for long trades
if (longEntry)
    longTrailingStop := close - ticks * syminfo.mintick // Initialize trailing stop for long

// Update trailing stop levels for short trades
if (shortEntry)
    shortTrailingStop := close + ticks * syminfo.mintick // Initialize trailing stop for short

// Update trailing stop levels during the trade
if (not na(longTrailingStop))
    longTrailingStop := math.max(longTrailingStop, close - ticks * syminfo.mintick) // Move trailing stop up for long
if (not na(shortTrailingStop))
    shortTrailingStop := math.min(shortTrailingStop, close + ticks * syminfo.mintick) // Move trailing stop down for short

// Exit Conditions (Trailing Stop)
endLongTrade = not na(longTrailingStop) and close <= longTrailingStop
endShortTrade = not na(shortTrailingStop) and close >= shortTrailingStop

// Reset trailing stop levels after exit
if (endLongTrade)
    longTrailingStop := na
if (endShortTrade)
    shortTrailingStop := na

// Stop loss and take profit settings
stopLoss = 100

// Execute trades (only one per day)
if longEntry
    strategy.entry("Long", strategy.long, comment="Breakout Long")
    strategy.exit("Long TP/SL", from_entry="Long", stop=close - stopLoss, limit=close + takeProfit * syminfo.mintick)
    tradeTakenToday := true

if shortEntry
    strategy.entry("Short", strategy.short, comment="Breakout Short")
    strategy.exit("Short TP/SL", from_entry="Short", stop=close + stopLoss, limit=close - takeProfit * syminfo.mintick)
    tradeTakenToday := true

// Exit trades using trailing stops
if endLongTrade
    strategy.close("Long", comment="Trailing Stop Hit for Long")
if endShortTrade
    strategy.close("Short", comment="Trailing Stop Hit for Short")