통합 시장 추세 확인 거래 시스템: 이치모쿠 긴코 효와 ATR 위험 관리에 기반한 다중 신호 전략

/*backtest
start: 2024-06-25 00:00:00
end: 2025-06-23 08:00:00
period: 4d
basePeriod: 4d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Strategi Ichimoku Universal", 
         shorttitle="Ichimoku Universal", 
         overlay=true, 
         initial_capital=1000, 
         default_qty_value=10, 
         default_qty_type=strategy.percent_of_equity)

// =============================================================================
// I. INPUTS (PENGATURAN)
// =============================================================================

// ----- Pengaturan Ichimoku -----
tenkanPeriods = input.int(9, title="Periode Tenkan-sen", minval=1, group="Pengaturan Ichimoku")
kijunPeriods = input.int(26, title="Periode Kijun-sen", minval=1, group="Pengaturan Ichimoku")
senkouBPeriods = input.int(52, title="Periode Senkou Span B", minval=1, group="Pengaturan Ichimoku")
displacement = input.int(26, title="Pergeseran (Displacement)", minval=1, group="Pengaturan Ichimoku")

// ----- Pengaturan Manajemen Risiko (ATR) -----
atrPeriod = input.int(14, title="Periode ATR", group="Manajemen Risiko")
stopLossMultiplier = input.float(2.0, title="Pengali Stop Loss (ATR)", step=0.1, group="Manajemen Risiko")
takeProfitMultiplier = input.float(4.0, title="Pengali Take Profit (ATR)", step=0.1, group="Manajemen Risiko")


// =============================================================================
// II. KALKULASI INDIKATOR
// =============================================================================

// ----- Kalkulasi Ichimoku -----
donchian(len) => (ta.highest(len) + ta.lowest(len)) / 2
tenkan_sen = donchian(tenkanPeriods)
kijun_sen = donchian(kijunPeriods)
senkou_span_a = (tenkan_sen + kijun_sen) / 2
senkou_span_b = donchian(senkouBPeriods)
chikou_span = close

// ----- Kalkulasi ATR untuk Manajemen Risiko -----
atrValue = ta.atr(atrPeriod)


// =============================================================================
// III. PLOTTING (MENAMPILKAN DI GRAFIK)
// =============================================================================

// ----- Tampilkan Garis Ichimoku -----
plot(tenkan_sen, color=color.new(color.blue, 0), title="Tenkan-sen")
plot(kijun_sen, color=color.new(color.orange, 0), title="Kijun-sen")
plot(chikou_span, offset=-displacement+1, color=color.new(color.purple, 0), title="Chikou Span")

// ----- Tampilkan Awan Ichimoku (Kumo) -----
p1 = plot(senkou_span_a, offset=displacement-1, color=color.new(color.green, 0), title="Senkou Span A")
p2 = plot(senkou_span_b, offset=displacement-1, color=color.new(color.red, 0), title="Senkou Span B")
fill(p1, p2, color = senkou_span_a > senkou_span_b ? color.new(color.green, 85) : color.new(color.red, 85), title="Awan Ichimoku (Kumo)")


// =============================================================================
// IV. LOGIKA & KONDISI STRATEGI
// =============================================================================

// ----- Tentukan Tren Berdasarkan Awan (Kumo) -----
price_above_cloud = close > senkou_span_a[displacement-1] and close > senkou_span_b[displacement-1]
price_below_cloud = close < senkou_span_a[displacement-1] and close < senkou_span_b[displacement-1]

// ----- Tentukan Konfirmasi dari Chikou Span -----
chikou_confirmation_bullish = chikou_span > high[displacement-1]
chikou_confirmation_bearish = chikou_span < low[displacement-1]

// ----- Tentukan Sinyal Persilangan (Crossover) -----
tk_bullish_cross = ta.crossover(tenkan_sen, kijun_sen)
tk_bearish_cross = ta.crossunder(tenkan_sen, kijun_sen)

// ----- Kondisi untuk Posisi Long (Beli) -----
longCondition = price_above_cloud and tk_bullish_cross and chikou_confirmation_bullish

// ----- Kondisi untuk Posisi Short (Jual) -----
shortCondition = price_below_cloud and tk_bearish_cross and chikou_confirmation_bearish


// =============================================================================
// V. EKSEKUSI STRATEGI
// =============================================================================

// ----- Eksekusi Posisi Long (Beli) -----
if (longCondition)
    long_stop_level = close - (atrValue * stopLossMultiplier)
    long_profit_level = close + (atrValue * takeProfitMultiplier)
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", from_entry="Long", stop=long_stop_level, limit=long_profit_level)

// ----- Eksekusi Posisi Short (Jual) -----
if (shortCondition)
    short_stop_level = close + (atrValue * stopLossMultiplier)
    short_profit_level = close - (atrValue * takeProfitMultiplier)
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", from_entry="Short", stop=short_stop_level, limit=short_profit_level)


// =============================================================================
// VI. TAMPILKAN SINYAL DI GRAFIK
// =============================================================================
plotshape(longCondition, title="Sinyal Beli", style=shape.labelup, location=location.belowbar, color=color.new(color.green, 25), text="BELI", textcolor=color.white, size=size.small)
plotshape(shortCondition, title="Sinyal Jual", style=shape.labeldown, location=location.abovebar, color=color.new(color.red, 25), text="JUAL", textcolor=color.white, size=size.small)