다중 평활화 모멘텀 교차 양자화 전략

/*backtest
start: 2024-08-22 00:00:00
end: 2025-08-19 08:00:00
period: 3d
basePeriod: 3d
exchanges: [{"eid":"Binance","currency":"ETH_USDT","balance":500000}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © nirnaykhatri - Strategy Version (Based on Scalping Line Indicatory By KivancOzbilgic)

//@version=6
strategy("Scalping Line Strategy", overlay=false)

// ═══════════════════════════════════════════════════════════════════════════════
// 📊 INPUT PARAMETERS
// ═══════════════════════════════════════════════════════════════════════════════

// === Core Indicator Settings ===
src = input.source(close, title="Source", group="📈 Core Settings")
percent = input.float(1.0, "Percent Filter", step=0.1, minval=0, group="📈 Core Settings", tooltip="Percentage threshold for signal filtering")
mainperiod = input.int(100, "Main Period", minval=1, group="📈 Core Settings", tooltip="Main moving average period")
signalperiod = input.int(7, "Signal Period", minval=1, group="📈 Core Settings", tooltip="Signal line moving average period")

// === Strategy Configuration ===
tradeDirection = input.string("Both", "Trade Direction", options=["Long Only", "Short Only", "Both"], group="🎯 Strategy Settings")
flipSignals = input.bool(false, "Flip Entry Signals", group="🎯 Strategy Settings", tooltip="When enabled: Long on cross above zero, Short on cross below zero. When disabled: Long on cross below zero, Short on cross above zero")
enableLongs = tradeDirection == "Long Only" or tradeDirection == "Both"
enableShorts = tradeDirection == "Short Only" or tradeDirection == "Both"

// === Signal Filtering ===
enableTimeFilter = input.bool(false, "Enable Time Filter", group="🕒 Signal Filters")
startHour = input.int(9, "Start Hour", minval=0, maxval=23, group="🕒 Signal Filters")
endHour = input.int(16, "End Hour", minval=0, maxval=23, group="🕒 Signal Filters")

// ═══════════════════════════════════════════════════════════════════════════════
// 🔧 CORE CALCULATIONS (Original Indicator Logic)
// ═══════════════════════════════════════════════════════════════════════════════

// Calculate the main moving average with double smoothing
MA = ta.sma(ta.sma(src, math.ceil(mainperiod / 2)), math.floor(mainperiod / 2) + 1)

// Apply percentage-based signal smoothing
ssMA = MA > close + MA * percent / 100 ? MA : MA < close - MA * percent / 100 ? MA : close

// Calculate signal line
signalline = ta.sma(close, signalperiod)

// Calculate the Scalping Line Indicator (core signal)
ScalpLine = signalline - ssMA

// ═══════════════════════════════════════════════════════════════════════════════
// 📈 ORIGINAL INDICATOR VISUALS (Preserved)
// ═══════════════════════════════════════════════════════════════════════════════

// Plot the original indicator
k1 = plot(ScalpLine, "SLI", color.maroon, 2)
k2 = plot(0, "", color=color.gray)

// Original color logic and fill
color1 = ScalpLine >= 0 ? color.green : color.red
fill(k1, k2, color=color.new(color1, 80))

// ═══════════════════════════════════════════════════════════════════════════════
// 🎯 TRADING LOGIC & SIGNAL GENERATION
// ═══════════════════════════════════════════════════════════════════════════════

// Time filter logic
inTimeWindow = not enableTimeFilter or (hour >= startHour and hour <= endHour)

// Signal generation with crossover detection
longSignal = (flipSignals ? ta.crossover(ScalpLine, 0) : ta.crossunder(ScalpLine, 0)) and enableLongs and inTimeWindow
shortSignal = (flipSignals ? ta.crossunder(ScalpLine, 0) : ta.crossover(ScalpLine, 0)) and enableShorts and inTimeWindow

// ═══════════════════════════════════════════════════════════════════════════════
// 🚀 STRATEGY EXECUTION (Following BB-Strategy Pattern)
// ═══════════════════════════════════════════════════════════════════════════════

// Simple strategy entries following BB-Strategy pattern
if (longSignal)
    strategy.entry("Long", strategy.long, comment="Long Entry")
else
    strategy.cancel(id="Long")
    
if (shortSignal)
    strategy.entry("Short", strategy.short, comment="Short Entry")
else
    strategy.cancel(id="Short")

// ═══════════════════════════════════════════════════════════════════════════════
// 🎨 VISUAL INDICATORS (Simple and Clean)
// ═══════════════════════════════════════════════════════════════════════════════

// Plot entry signals
plotshape(longSignal, title="Long Entry", style=shape.triangleup, location=location.belowbar, color=color.lime, size=size.small)
plotshape(shortSignal, title="Short Entry", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)

// Zero line for reference
hline(0, title="Zero Line", color=color.gray, linestyle=hline.style_solid)