스마트 반전 논리를 활용한 고급 시간 세션 거래 전략

/*backtest
start: 2024-06-27 00:00:00
end: 2025-06-25 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":50000000}]
*/

//@version=6
strategy("LANZ Strategy 1.0 [Backtest]", overlay=true, default_qty_type=strategy.cash, default_qty_value=100)

// === TIMEFRAME RESTRICTION ===
if timeframe.period != "60"
    runtime.error("🚫 LANZ Strategy 1.0 is only available on the 1h timeframe.")

// === INPUTS ===
accountSizeUSD = input.int(100000, title="Account #1 - Capital ($)", minval=1, group="💸 Main Account Management")
riskPercent = input.float(1.0, title="Account #1 - Risk (%)", minval=0.1, maxval=100, group="💸 Main Account Management")
slPipsInput = input.int(18, title="Stop Loss (pips)", minval=1, group="📏 Risk Settings")
tpPipsInput = input.int(54, title="Take Profit (pips)", minval=1, group="📏 Risk Settings")
manualCloseHour = input.int(9, title="Hora de Cierre Manual (NY)", minval=0, maxval=23, group="🔚 Cierre Manual")

// === GLOBALS ===
pipSize = syminfo.mintick * 10
var float openAt0800 = na
var float closeAt1800 = na
var int priceDirection = na
var int prevPriceDirection = na
var int todayPriceDirection = na
var int finalSignalDirection = na
var float baseLevel = na
var float baseSL = na
var float baseTP = na
var bool orderSent = false

// === KEY TIMES ===
is0800 = (hour(time, "America/New_York") == 8 and minute(time, "America/New_York") == 0)
is1800 = (hour(time, "America/New_York") == 18 and minute(time, "America/New_York") == 0)
nyHour = hour(time, "America/New_York")
nyMinute = minute(time, "America/New_York")
entryWindow = (nyHour >= 18 or nyHour < 8)
cutoffPassed = not entryWindow
isManualClose = (nyHour == manualCloseHour and nyMinute == 0)

// === CAPTURE OPEN AND CLOSE ===
if is0800
    openAt0800 := open
if is1800
    closeAt1800 := close
    priceDirection := closeAt1800 > openAt0800 ? 1 : closeAt1800 < openAt0800 ? -1 : 0
    prevPriceDirection := todayPriceDirection
    todayPriceDirection := priceDirection

    coinciden = priceDirection == prevPriceDirection and not na(prevPriceDirection)
    finalSignalDirection := coinciden ? priceDirection : -1 * priceDirection

    fibRange = high - low
    baseLevel := finalSignalDirection == -1 ? low : high
    baseSL := finalSignalDirection == -1 ? baseLevel - slPipsInput * pipSize : baseLevel + slPipsInput * pipSize
    baseTP := finalSignalDirection == -1 ? baseLevel + tpPipsInput * pipSize : baseLevel - tpPipsInput * pipSize

    orderSent := false

// === LIMIT ORDER SENDING (AT 19:00 AND FOLLOWING IF NOT YET TOUCHED) ===
canPlaceOrder = not orderSent and strategy.opentrades == 0 and entryWindow
if canPlaceOrder
    slPips = math.abs(baseLevel - baseSL) / pipSize
    riskUSD = accountSizeUSD * (riskPercent / 100)
    qty = slPips > 0 ? (riskUSD / (slPips * 10)) : na
    if not na(qty)
        isLong = finalSignalDirection == -1
        if isLong
            strategy.entry("BUY", strategy.long, qty=qty, limit=baseLevel)
            strategy.exit("TP/SL BUY", from_entry="BUY", stop=baseSL, limit=baseTP)
        else
            strategy.entry("SELL", strategy.short, qty=qty, limit=baseLevel)
            strategy.exit("TP/SL SELL", from_entry="SELL", stop=baseSL, limit=baseTP)
        orderSent := true

// === CANCEL IF NO EP TOUCHED BEFORE 08:00 NY ===
if cutoffPassed and strategy.opentrades == 0 and orderSent
    strategy.cancel("BUY")
    strategy.cancel("SELL")
    orderSent := false

// === MANUAL CLOSING AT HH:00 NY CONFIGURABLE ===
if strategy.opentrades > 0 and isManualClose
    strategy.close("BUY")
    strategy.close("SELL")