다중 모드 적응형 추세 추종 및 변동성 차익 거래 전략

/*backtest
start: 2025-02-01 00:00:00
end: 2025-06-02 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("NOCTURNA v2.0 – Shadow Engine: Trail Edition", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=2)

// === USER SETTINGS ===
useSL      = true
useTP      = true
useTrail   = true
trailTrigger = 1.5 // % before trail starts
trailOffset  = 0.75 // % trail distance

manualMode = input.string("AUTO", title="Mode", options=["AUTO", "EVE", "LUCIFER", "REAPER", "SENTINEL"])
gridSpacing = 0.015
maxLayers = 4
atrMultSL = 1.5
tpTarget = 0.015

// === INDICATORS ===
ema8   = ta.ema(close, 8)
ema34  = ta.ema(close, 34)
ema50  = ta.ema(close, 50)
ema200 = ta.ema(close, 200)
atr    = ta.atr(14)
[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9)
volatilitySpike = math.abs(close - open) > 3 * atr

// === AUTO MODE LOGIC ===
isRanging   = math.abs(ema50 - ema50[10]) < atr * 0.25
isTrending  = math.abs(ema50 - ema200) > atr and macdLine > signalLine
isReversing = ta.crossover(ema8, ema34) or ta.crossunder(ema8, ema34)
isBreakout  = ta.crossover(close, ema200) or ta.crossunder(close, ema200)

var string activeMode = "None"
if manualMode != "AUTO"
    activeMode := manualMode
else
    if isRanging
        activeMode := "EVE"
    else if isReversing
        activeMode := "REAPER"
    else if isTrending
        activeMode := "SENTINEL"
    else if isBreakout
        activeMode := "LUCIFER"

// === BASE FOR GRID ===
var float basePrice = na
if na(basePrice) or activeMode != "EVE"
    basePrice := close

var int openTrades = 0
openTrades := 0

// === GRID (EVE) ===
for i = 1 to maxLayers
    longLevel = basePrice * (1 - gridSpacing * i)
    shortLevel = basePrice * (1 + gridSpacing * i)

    if activeMode == "EVE" and not volatilitySpike
        if close <= longLevel
            id = "EVE L" + str.tostring(i)
            strategy.entry(id, strategy.long)
            sl = close - atrMultSL * atr
            tp = useTP ? close + tpTarget * close : na
            strategy.exit("TP/SL " + id, from_entry=id, stop=useSL ? sl : na, limit=tp)
            openTrades += 1

        if close >= shortLevel
            id = "EVE S" + str.tostring(i)
            strategy.entry(id, strategy.short)
            sl = close + atrMultSL * atr
            tp = useTP ? close - tpTarget * close : na
            strategy.exit("TP/SL " + id, from_entry=id, stop=useSL ? sl : na, limit=tp)
            openTrades += 1

// === TRAILING STOP FUNCTION ===
f_trailStop(side, id) =>
    if useTrail
        trigger = close * (trailTrigger / 100)
        offset  = close * (trailOffset / 100)
        if side == "long"
            strategy.exit("Trail " + id, from_entry=id, trail_price=trigger, trail_offset=offset)
        else
            strategy.exit("Trail " + id, from_entry=id, trail_price=trigger, trail_offset=offset)

// === LUCIFER MODE ===
if activeMode == "LUCIFER" and not volatilitySpike
    if ta.crossover(close, ema50)
        strategy.entry("Lucifer Long", strategy.long)
        f_trailStop("long", "Lucifer Long")
    if ta.crossunder(close, ema50)
        strategy.entry("Lucifer Short", strategy.short)
        f_trailStop("short", "Lucifer Short")

// === REAPER MODE ===
if activeMode == "REAPER" and not volatilitySpike
    if ta.crossover(ema8, ema34)
        strategy.entry("Reaper Long", strategy.long)
        f_trailStop("long", "Reaper Long")
    if ta.crossunder(ema8, ema34)
        strategy.entry("Reaper Short", strategy.short)
        f_trailStop("short", "Reaper Short")

// === SENTINEL MODE ===
if activeMode == "SENTINEL" and not volatilitySpike
    if ema50 > ema200 and macdLine > signalLine
        strategy.entry("Sentinel Long", strategy.long)
        f_trailStop("long", "Sentinel Long")
    if ema50 < ema200 and macdLine < signalLine
        strategy.entry("Sentinel Short", strategy.short)
        f_trailStop("short", "Sentinel Short")

// === DASHBOARD PANEL ===
var label panel = na
label.delete(panel)
panel := label.new(bar_index, high,
  "NOCTURNA v2.0\nMode: " + activeMode + "\nOpen Grids: " + str.tostring(openTrades),
  style=label.style_label_left, textcolor=color.white, color=color.black)

// === ALERTS – Human Readable
alertcondition(activeMode == "EVE", title="EVE Signal", message="🕊️ NOCTURNA: EVE Grid")
alertcondition(activeMode == "LUCIFER", title="Lucifer Signal", message="🔥 NOCTURNA: LUCIFER Breakout")
alertcondition(activeMode == "REAPER", title="Reaper Signal", message="☠️ NOCTURNA: REAPER Reversal")
alertcondition(activeMode == "SENTINEL", title="Sentinel Signal", message="🛡️ NOCTURNA: SENTINEL Trend")

// === ALERTS – JSON for Bots
alertcondition(activeMode == "EVE", title="JSON EVE", message='{"mode":"EVE","ticker":"{{ticker}}","price":"{{close}}"}')
alertcondition(activeMode == "LUCIFER", title="JSON LUCIFER", message='{"mode":"LUCIFER","ticker":"{{ticker}}","price":"{{close}}"}')
alertcondition(activeMode == "REAPER", title="JSON REAPER", message='{"mode":"REAPER","ticker":"{{ticker}}","price":"{{close}}"}')
alertcondition(activeMode == "SENTINEL", title="JSON SENTINEL", message='{"mode":"SENTINEL","ticker":"{{ticker}}","price":"{{close}}"}')

// === VISUAL PLOT
plot(ema50, title="EMA 50", color=color.gray)