다양한 지표가 동적 포지션 변동성을 교차하며 적응형 양적 거래 전략을 제공합니다.

/*backtest
start: 2024-04-18 00:00:00
end: 2025-04-15 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"TRX_USD"}]
*/

//@version=5
strategy("Phoenix Master Strategy (PMI)", overlay=true, max_lines_count=500, max_labels_count=500)

// === INPUTLAR === //
timeframeTrend = input.timeframe("D", "Trend Zaman Dilimi")
showBackground = input.bool(true, "Trend Arka Plan Rengi Göster")
riskPercent = input.float(1.0, title="Risk %", minval=0.1, maxval=10.0)
accountSize = input.float(10000, title="Hesap Büyüklüğü ($)", minval=100)

// === EMA Trend === //
emaFast = input.int(9, "Hızlı EMA")
emaSlow = input.int(21, "Yavaş EMA")
ema1 = request.security(syminfo.tickerid, timeframeTrend, ta.ema(close, emaFast))
ema2 = request.security(syminfo.tickerid, timeframeTrend, ta.ema(close, emaSlow))
trendUp = ema1 > ema2
trendDown = ema1 < ema2

// === RSI === //
rsiLength = input.int(14, "RSI Periyodu")
rsiOB = input.int(70, "RSI Overbought")
rsiOS = input.int(30, "RSI Oversold")
rsi = ta.rsi(close, rsiLength)

// === MACD === //
macdSource = input.source(close, "MACD Kaynağı")
[macdLine, signalLine, macdHist] = ta.macd(macdSource, 12, 26, 9)

// === Stoch RSI === //
stochLength = input.int(14, "Stoch RSI Uzunluğu")
stochK = input.int(3, "%K")
stochD = input.int(3, "%D")
k = ta.stoch(close, high, low, stochLength)
stochKval = ta.sma(k, stochK)
stochDval = ta.sma(stochKval, stochD)
// === Ichimoku === //
tenkanPeriod = input.int(9, "Tenkan (Dönem)")
kijunPeriod = input.int(26, "Kijun (Dönem)")
senkouSpanBPeriod = input.int(52, "Senkou Span B (Dönem)")
displacement = input.int(26, "İchimoku Gecikme (Displacement)")

tenkan = (ta.highest(high, tenkanPeriod) + ta.lowest(low, tenkanPeriod)) / 2
kijun = (ta.highest(high, kijunPeriod) + ta.lowest(low, kijunPeriod)) / 2
senkouSpanA = (tenkan + kijun) / 2
senkouSpanB = (ta.highest(high, senkouSpanBPeriod) + ta.lowest(low, senkouSpanBPeriod)) / 2
chikouSpan = close[displacement]

// Ichimoku Trend Yorumlama
cloudUp = senkouSpanA > senkouSpanB
cloudDown = senkouSpanA < senkouSpanB

// Bulut Çizimi (İsteğe Bağlı Görsel İçin)
// plot(senkouSpanA[displacement], title="Senkou Span A", color=color.green)
// plot(senkouSpanB[displacement], title="Senkou Span B", color=color.red)

// === ATR & Volatilite === //
atrLength = input.int(14, "ATR Periyodu")
atr = ta.atr(atrLength)

// === Hacim Tabanlı Volatilite Alarmı === //
volumeExplode = volume > ta.sma(volume, 20) * 2

// === Destek & Direnç Bölgeleri (Pivot) === //
pivotHigh = ta.pivothigh(high, 5, 5)
pivotLow = ta.pivotlow(low, 5, 5)
plot(pivotHigh, title="Direnç", style=plot.style_cross, color=color.red, linewidth=1)
plot(pivotLow, title="Destek", style=plot.style_cross, color=color.green, linewidth=1)

// === Sentiment Göstergesi (Haber Sinyali Placeholder) === //
sentimentDummy = close > ta.sma(close, 50) ? 1 : -1
plotshape(sentimentDummy == 1 ? close : na, title="Pozitif Sentiment", location=location.abovebar, style=shape.triangleup, color=color.lime, size=size.tiny)
plotshape(sentimentDummy == -1 ? close : na, title="Negatif Sentiment", location=location.belowbar, style=shape.triangledown, color=color.maroon, size=size.tiny)

// === Likidite Heatmap (Zonal Risk Göstergesi Dummy) === //
heatZone = ta.sma(volume, 20)
plot(heatZone, title="Likidite Isı Haritası", color=color.orange, style=plot.style_columns)

// === Arka Plan Rengi === //
bgcolor(showBackground ? (trendUp ? color.new(color.green, 85) : trendDown ? color.new(color.red, 85) : na) : na)

// === Giriş/Çıkış Sinyalleri === //
longSignal = trendUp and rsi < 50 and macdHist > 0 and stochKval < 80 and cloudUp
shortSignal = trendDown and rsi > 50 and macdHist < 0 and stochKval > 20 and cloudDown

plotshape(longSignal, title="Al Sinyali", location=location.belowbar, color=color.green, style=shape.labelup, text="AL")
plotshape(shortSignal, title="Sat Sinyali", location=location.abovebar, color=color.red, style=shape.labeldown, text="SAT")

// === Alarm Koşulları === //
alertcondition(longSignal, title="AL Sinyali Alarmı", message="Phoenix - AL Sinyali")
alertcondition(shortSignal, title="SAT Sinyali Alarmı", message="Phoenix - SAT Sinyali")
alertcondition(volumeExplode, title="Hacim Patlaması", message="Phoenix - Hacim Patlaması Tespit Edildi")

// === Pozisyon Büyüklüğü Hesaplama === //
riskDollar = accountSize * (riskPercent / 100)
positionSize = riskDollar / atr
plot(positionSize, title="Pozisyon Büyüklüğü (Lot)", color=color.fuchsia, linewidth=1)

// === STRATEJİ MODÜLÜ === //
strategy.entry("AL", strategy.long, when=longSignal)
strategy.close("AL", when=shortSignal)
strategy.entry("SAT", strategy.short, when=shortSignal)
strategy.close("SAT", when=longSignal)

// === BİTTİ === //
// Phoenix Master Indicator tüm ileri düzey fonksiyonlarla aktif: trend, sinyal, volatilite, sentiment, likidite, pozisyon büyüklüğü ve strateji test!