LTPI 트렌드 임펄스 전략

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © lungusebi100

//@version=6
strategy("LTPI Strat", overlay=false, process_orders_on_close=true, calc_on_every_tick=false)

RequestSecurityNRP(_tf, _exp, _barmerge)=>
    request.security(syminfo.tickerid, _tf, _exp[barstate.isrealtime ? 1 : 0],_barmerge)[barstate.isrealtime ? 0 : 1]

int indicator_1 = na
int indicator_2 = na
int indicator_3 = na
float indicator_4 = na
int indicator_5 = na
var int indicator_6 = na
int indicator_7 = na
var int indicator_8 = na
var int indicator_9 = na
var int indicator_10 = na
int indicator_11 = na
int indicator_12 = na
int indicator_13 = na
int indicator_14 = na
int indicator_15 = na
int indicator_16 = na



// ------------------------------------------------------------INDICATOR 1: Trend Impulse Channels ---------------------------------------

var string t1 = "Trigger Threshold: Controls when a new trend step is triggered. It's a multiplier of the ATR — higher values require a stronger price move to flip the trend direction."
var string t2 = "Max Step Size: Defines the maximum allowed size for each trend step, based on ATR. Use a negative number to scale down large step jumps in volatile conditions."
var string t3 = "Band Multiplier: Expands or contracts the volatility bands around the trend line. A higher value creates wider channels to account for more price fluctuation."
var string t4 = "Trend Hold: After a trend flip, the trend will hold for this many bars before another flip can occur. Useful for avoiding rapid flip-flopping in choppy markets."
var string t5 = "Retest Signals: Enables triangle markers on the chart when price re-tests the upper or lower channel boundary. Helpful for spotting potential continuation or bounce zones."
var string t6 = "Trend Filter: Only show retest signals if they align with the current trend direction (e.g., only show upper retests in a downtrend)."
var string t7 = "Trend Step Signals: Shows circular markers each time a new step is taken in the trend direction. These mark every structural trend advancement."
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Inputs {
indi_1_tf = input.timeframe(title = "Timeframe", defval="2D", group = "-------Trend Impulse Channel------")
flipMult   = input.float(2.16,step=0.01, title="Trigger Threshold",  group = "-------Trend Impulse Channel------", inline="", tooltip=t1)
maxStepAtr = input.float(-0.004,step=0.001, title="Max Step Size",  group = "-------Trend Impulse Channel------", inline="", tooltip=t2)
bandMult   = input.float(1, step=0.01,title="Band Multiplier",  group = "-------Trend Impulse Channel------", inline="", tooltip=t3)
holdBars   = input.int(17, minval=0, title="Trend Hold",  group = "-------Trend Impulse Channel------", inline="", tooltip=t4)


//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

[close2d, atr2d] = request.security(syminfo.tickerid, indi_1_tf, [close, ta.atr(200)], gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)

// ~~ Atr Scaling {
atr = atr2d
stepBase = atr * 2.52
maxStep  = atr * maxStepAtr
trigger  = atr * flipMult
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Var {
var float trend     = na
var int dir         = 0
var int barsInTrend = 0
var float hold      = na
var int extension   = 0
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Logic {
startLong  = close2d > nz(trend) + trigger
startShort = close2d < nz(trend) - trigger
flip       = (startLong or startShort) and barsInTrend >= 0
stepSize   = math.min(stepBase + 0.0093 * barsInTrend * atr, maxStep)

if na(trend)
    trend := close2d
    dir := 0
    barsInTrend := 0
    hold := trigger
    extension := 0
else
    if flip and extension <= 0
        trend := close2d
        dir := startLong ? 1 : -1
        barsInTrend := 1
        hold := trigger
        extension := holdBars
    else
        trend := trend + (dir == 1 ? stepSize : dir == -1 ? -stepSize : 0)
        barsInTrend += 1
        extension := math.max(extension - 1, 0)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Channel {
trendDirection = dir == 1 ? 1 : dir == -1 ? -1 : 0
upper = trend + atr * bandMult
lower = trend - atr * bandMult
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// LTPI Signal
indicator_1 := dir

if indicator_1 > 0
    strategy.entry("long", strategy.long)
if indicator_1 < 0
    strategy.close("long")

plot (indicator_1, color = color.blue)