다중 이동 평균 추세 확인 거래 시스템

/*backtest
start: 2024-04-30 00:00:00
end: 2025-04-28 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

 //@version=5
strategy("EMA Trend Trading Strategy - Full", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.04)

// ==== 1. DETERMINE EMA TREND (H4) ====
// Get H4 EMA 150
ema150_h4 = request.security(syminfo.tickerid, "240", ta.ema(close, 150))

isUptrend = close > ema150_h4
isDowntrend = close < ema150_h4

// Show trend on bottom right
var label trendLabel = na
label.delete(trendLabel)
trendLabel := label.new(bar_index, na, 
     text = isUptrend ? "UPTREND ↑" : "DOWNTREND ↓", 
     color = isUptrend ? color.new(color.green, 0) : color.new(color.red, 0),
     style = label.style_label_lower_right, 
     textcolor = color.white, 
     size = size.large)

// ==== 2. SETUP EMA AND ATR ====
// EMAs
ema36 = ta.ema(close, 36)
ema54 = ta.ema(close, 54)
ema89 = ta.ema(close, 89)
ema150 = ta.ema(close, 150)

// ATR for Stop Loss
atr = ta.atr(14)
slDistance = atr * 1.5

// ==== 3. TRADE SIGNAL CONDITIONS ====
// 3.1 BUY conditions (Uptrend)
emaBullish = ema36 > ema54 and ema54 > ema89 and ema89 > ema150
priceTestEMA = (low <= ema36 and close > ema36) or 
               (low <= ema54 and close > ema54) or 
               (low <= ema89 and close > ema89) or 
               (low <= ema150 and close > ema150)

// Bullish reversal candlestick patterns
pinbarBullish = close > open and (open - low) >= 2 * (high - close) and (high - close) <= (close - open) / 2
engulfingBullish = close[1] < open[1] and close > open and close > open[1] and open < close[1]
insideBarBullish = high < high[1] and low > low[1] and close > open
morningStar = close[2] < open[2] and math.min(open[1], close[1]) > close[2] and close > open and close > (open[2] + close[2]) / 2

buyPattern = pinbarBullish or engulfingBullish or insideBarBullish or morningStar
buySignal = isUptrend and emaBullish and priceTestEMA and buyPattern

// 3.2 SELL conditions (Downtrend)
emaBearish = ema36 < ema54 and ema54 < ema89 and ema89 < ema150
priceTestEMABearish = (high >= ema36 and close < ema36) or 
                     (high >= ema54 and close < ema54) or 
                     (high >= ema89 and close < ema89) or 
                     (high >= ema150 and close < ema150)

// Bearish reversal candlestick patterns
pinbarBearish = close < open and (high - open) >= 2 * (open - low) and (open - low) <= (open - close) / 2
engulfingBearish = close[1] > open[1] and close < open and close < open[1] and open > close[1]
insideBarBearish = high < high[1] and low > low[1] and close < open
eveningStar = close[2] > open[2] and math.max(open[1], close[1]) < close[2] and close < open and close < (open[2] + close[2]) / 2

sellPattern = pinbarBearish or engulfingBearish or insideBarBearish or eveningStar
sellSignal = isDowntrend and emaBearish and priceTestEMABearish and sellPattern

// ==== 4. EXIT CONDITIONS ====
// Get EMA150 from M15 for exit
ema150_m15 = request.security(syminfo.tickerid, "15", ta.ema(close, 150))

// Exit Long
exitBuyCondition = ta.crossunder(close, ema150_m15)

// Exit Short
exitSellCondition = ta.crossover(close, ema150_m15)

// Volume Spike (VSA)
volAvg = ta.sma(volume, 20)
volSpike = volume > volAvg * 2.5

// ==== 5. EXECUTE STRATEGY ====
// Enter Long
if (buySignal)
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", "Long", stop=low - slDistance, when=exitBuyCondition or volSpike)

// Enter Short
if (sellSignal)
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", "Short", stop=high + slDistance, when=exitSellCondition or volSpike)

// ==== 6. DISPLAY ON CHART ====
// Plot EMAs
plot(ema36, "EMA 36", color.new(color.blue, 0), 1)
plot(ema54, "EMA 54", color.new(color.orange, 0), 1)
plot(ema89, "EMA 89", color.new(color.purple, 0), 1)
plot(ema150, "EMA 150", color.new(color.red, 0), 2)

// Mark signals
plotshape(buySignal, title="Buy Signal", text="BUY", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(sellSignal, title="Sell Signal", text="SELL", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)

// Highlight bars with volume spike
barcolor(volSpike ? color.new(color.purple, 70) : na)

// Show Win Rate
var float winRate = na
var int totalTrades = 0
var int winningTrades = 0

if (strategy.closedtrades > 0)
    totalTrades := strategy.closedtrades
    winningTrades := strategy.wintrades
    winRate := winningTrades / totalTrades * 100

var table statsTable = table.new(position.top_right, 2, 2, border_width=1)
table.cell(statsTable, 0, 0, "Win Rate", bgcolor=color.gray)
table.cell(statsTable, 1, 0, str.tostring(winRate, "#.##") + "%", bgcolor=winRate >= 50 ? color.green : color.red)
table.cell(statsTable, 0, 1, "Total Trades", bgcolor=color.gray)
table.cell(statsTable, 1, 1, str.tostring(totalTrades), bgcolor=color.silver)