다중 신호 일관성 클라우드 에지 혁신 전략

/*backtest
start: 2024-04-16 00:00:00
end: 2025-04-15 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//PineWiseTrading

//@version=6
strategy("⛅ CloudEdge", overlay=true, max_bars_back=4999)

// === INPUTS ===
// Ichimoku Periods
tenkanPeriod    = input.int(9, "Tenkan-sen Period", minval=1, tooltip="Period for Tenkan-sen (Conversion Line)")
kijunPeriod     = input.int(26, "Kijun-sen Period", minval=1, tooltip="Period for Kijun-sen (Base Line)")
senkouBPeriod   = input.int(52, "Senkou Span B Period", minval=1, tooltip="Period for Senkou Span B")
displacement    = input.int(26, "Displacement", minval=1, tooltip="Shift for Kumo and Chikou Span")

// Signal Thresholds
bullishThreshold = input.int(8, "Bullish Signal Threshold", minval=0, maxval=8, tooltip="Number of bullish signals required for a long position")
bearishThreshold = input.int(0, "Bearish Signal Threshold", minval=0, maxval=8, tooltip="Number of bullish signals below which a short position is entered")

// Visualization Options
showIchimoku = input.bool(true, "Show Ichimoku Lines", tooltip="Toggle to show/hide Ichimoku components")
showSignals  = input.bool(true, "Show Signal Indicators", tooltip="Toggle to show/hide entry signals")

// === ICHIMOKU CALCULATIONS ===
// Tenkan-sen (Conversion Line)
tenkanHigh = ta.highest(high, tenkanPeriod)
tenkanLow  = ta.lowest(low, tenkanPeriod)
tenkanSen  = (tenkanHigh + tenkanLow) / 2

// Kijun-sen (Base Line)
kijunHigh = ta.highest(high, kijunPeriod)
kijunLow  = ta.lowest(low, kijunPeriod)
kijunSen  = (kijunHigh + kijunLow) / 2

// Senkou Span A (Leading Span A)
senkouA = (tenkanSen + kijunSen) / 2

// Senkou Span B (Leading Span B)
senkouBHigh = ta.highest(high, senkouBPeriod)
senkouBLow  = ta.lowest(low, senkouBPeriod)
senkouB  = (senkouBHigh + senkouBLow) / 2

// Chikou Span (Lagging Span)
chikouSpan = close[displacement]

// Kumo Upper and Lower for Visualization
kumoUpper = math.max(senkouA[displacement], senkouB[displacement])
kumoLower = math.min(senkouA[displacement], senkouB[displacement])

// === STRATEGY SIGNALS ===
// Define 8 Bullish Signals
signal1 = close > close[displacement]  
signal2 = close > tenkanSen             
signal3 = tenkanSen > kijunSen          
signal4 = ta.barssince(ta.crossover(chikouSpan, tenkanSen)) < ta.barssince(ta.crossunder(chikouSpan, tenkanSen))  
signal5 = ta.barssince(ta.crossover(chikouSpan, kijunSen)) < ta.barssince(ta.crossunder(chikouSpan, kijunSen))    
signal6 = ta.barssince(ta.crossover(tenkanSen, kijunSen)) < ta.barssince(ta.crossunder(tenkanSen, kijunSen))      
signal7 = ta.barssince(ta.crossover(chikouSpan, kumoUpper)) < ta.barssince(ta.crossunder(chikouSpan, kumoLower))  
signal8 = ta.barssince(ta.crossover(senkouA, senkouB)) < ta.barssince(ta.crossunder(senkouA, senkouB))          
// Count Bullish Signals
bullish_count = 0
bullish_count += (signal1 ? 1 : 0)
bullish_count += (signal2 ? 1 : 0)
bullish_count += (signal3 ? 1 : 0)
bullish_count += (signal4 ? 1 : 0)
bullish_count += (signal5 ? 1 : 0)
bullish_count += (signal6 ? 1 : 0)
bullish_count += (signal7 ? 1 : 0)
bullish_count += (signal8 ? 1 : 0)

// === TRADING LOGIC ===
if bullish_count >= bullishThreshold
    strategy.entry("Long", strategy.long)
    strategy.close("Short")
else if bullish_count <= bearishThreshold
    strategy.entry("Short", strategy.short)
    strategy.close("Long")

// === VISUALIZATIONS ===
// Plot Ichimoku Lines 
plot(showIchimoku ? tenkanSen : na, "Tenkan-sen", color=color.red, linewidth=2)
plot(showIchimoku ? kijunSen  : na, "Kijun-sen",  color=color.blue, linewidth=2)
plot(showIchimoku ? chikouSpan : na, "Chikou Span", color=color.green, offset=-displacement)

// For Senkou spans, capture the plot handles
senkouA_plot = plot(showIchimoku ? senkouA : na, "Senkou Span A", color=color.orange, offset=displacement)
senkouB_plot = plot(showIchimoku ? senkouB : na, "Senkou Span B", color=color.purple, offset=displacement)
// Use the plot handles in fill
fill(senkouA_plot, senkouB_plot, color=senkouA > senkouB ? color.new(color.green, 90) : color.new(color.red, 90), title="Kumo Cloud")

// Plot Signal Indicators using conditions inside the function call
plotshape(showSignals and bullish_count >= bullishThreshold, title="Long Entry", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)
plotshape(showSignals and bullish_count <= bearishThreshold, title="Short Entry", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)
label.new(bar_index, high, text=str.tostring(bullish_count) + "/8", color=color.black, textcolor=color.white, style=label.style_label_down)

// Background Highlighting 
bgcolor(bullish_count >= bullishThreshold ? color.new(color.green, 90) : bullish_count <= bearishThreshold ? color.new(color.red, 90) : na)