고급 다기능 SuperTrend 추세 추적 전략 및 자동 손익 정지 시스템

/*backtest
start: 2024-04-02 00:00:00
end: 2025-04-01 00:00:00
period: 3d
basePeriod: 3d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("SuperTrend STRATEGY w/ TP & SL", overlay=true)

// === Girdiler ===
atrPeriod = input.int(10, title="ATR Period")
mult = input.float(3.0, title="ATR Multiplier")
src = input.source(hl2, title="Kaynak")
tpPerc = input.float(2.5, title="Take Profit (%)")
slPerc = input.float(1.0, title="Stop Loss (%)")
entryOffsetPerc = input.float(0.2, title="Giriş Noktası Yüzdesel Geriden (%)")

// === ATR ve SuperTrend Hesabı ===
atr = ta.atr(atrPeriod)
upperBand = src - mult * atr
lowerBand = src + mult * atr

prevUpper = nz(upperBand[1], upperBand)
prevLower = nz(lowerBand[1], lowerBand)

upperBand := close[1] > prevUpper ? math.max(upperBand, prevUpper) : upperBand
lowerBand := close[1] < prevLower ? math.min(lowerBand, prevLower) : lowerBand

var trend = 1
trend := close > prevLower ? 1 : close < prevUpper ? -1 : nz(trend[1], 1)

buySignal = trend == 1 and trend[1] == -1
sellSignal = trend == -1 and trend[1] == 1

// === Giriş Noktası Takibi ===
var float lastBuyPrice = na
var float lastSellPrice = na
var int lastBuyBarIndex = na
var int lastSellBarIndex = na
var bool buyEntryPlotted = false
var bool sellEntryPlotted = false

if buySignal
    lastBuyPrice := close * (1 - entryOffsetPerc / 100)
    lastBuyBarIndex := bar_index
    buyEntryPlotted := false

if sellSignal
    lastSellPrice := close * (1 + entryOffsetPerc / 100)
    lastSellBarIndex := bar_index
    sellEntryPlotted := false

// === TP ve SL Hesapları ===
long_tp = lastBuyPrice * (1 + tpPerc / 100)
long_sl = lastBuyPrice * (1 - slPerc / 100)
short_tp = lastSellPrice * (1 - tpPerc / 100)
short_sl = lastSellPrice * (1 + slPerc / 100)

// === TP / SL Temasları (yalnızca işlemden sonra ilk gelen hedef) ===
hitLongTP = false
hitLongSL = false
hitShortTP = false
hitShortSL = false

// === Giriş Etiketleri ===
var label buyLabel = na
var label sellLabel = na

if not na(lastBuyPrice) and not buyEntryPlotted and close <= lastBuyPrice and bar_index > lastBuyBarIndex
    buyLabel := label.new(x=bar_index, y=low, text="Giriş", style=label.style_label_up, color=color.fuchsia, textcolor=color.white)
    buyEntryPlotted := true
    lastBuyBarIndex := bar_index

if not na(lastSellPrice) and not sellEntryPlotted and close >= lastSellPrice and bar_index > lastSellBarIndex
    sellLabel := label.new(x=bar_index, y=high, text="Giriş", style=label.style_label_down, color=color.fuchsia, textcolor=color.white)
    sellEntryPlotted := true
    lastSellBarIndex := bar_index

if not na(lastBuyPrice) and buyEntryPlotted and bar_index > lastBuyBarIndex
    if high >= long_tp
        hitLongTP := true
        lastBuyPrice := na
    else if low <= long_sl
        hitLongSL := true
        lastBuyPrice := na

if not na(lastSellPrice) and sellEntryPlotted and bar_index > lastSellBarIndex
    if low <= short_tp
        hitShortTP := true
        lastSellPrice := na
    else if high >= short_sl
        hitShortSL := true
        lastSellPrice := na

// === Strateji Girişleri ===
if buySignal
    strategy.entry("BUY", strategy.long)
if sellSignal
    strategy.entry("SELL", strategy.short)

// === SuperTrend Plot ===
upPlot = plot(trend == 1 ? upperBand : na, title="Up Trend", style=plot.style_linebr, linewidth=2, color=color.green)
dnPlot = plot(trend == -1 ? lowerBand : na, title="Down Trend", style=plot.style_linebr, linewidth=2, color=color.red)

// === TP & SL Plot ===
plotshape(hitLongTP, location=location.abovebar, style=shape.labeldown, color=color.green, text="TP", textcolor=color.white, title="TP Long")
plotshape(hitLongSL, location=location.abovebar, style=shape.labeldown, color=color.red, text="Stop", textcolor=color.white, title="SL Long")
plotshape(hitShortTP, location=location.belowbar, style=shape.labelup, color=color.green, text="TP", textcolor=color.white, title="TP Short")
plotshape(hitShortSL, location=location.belowbar, style=shape.labelup, color=color.red, text="Stop", textcolor=color.white, title="SL Short")