은행 지수 양방향 모멘텀 전략

KERNEL VWAP CVD RSI ATR

생성 날짜: 2025-10-29 15:57:59 마지막으로 수정됨: 2025-10-29 15:57:59

복사: 0 클릭수: 151

ianzeng123

집중하다 사신

집중하다

319

수행원

은행 지수 양방향 모멘텀 전략

, 이 전략은 뭐하는 거야?

이 전략은 매우 유연한 ‘변형 용 거래자’와 같습니다. 고정된 한방향 전략과는 달리 시장 상황에 따라 언제든지 다방향으로 전환할 수 있습니다.

핵심 기술 지표 포트폴리오

이 전략은 5개의 강력한 지표의 조합을 이용합니다.

커널 복귀GPS 탐색처럼 가격 동향을 가리키고 있습니다.
VWAP거래량과 중화평균값이 ‘큰 돈’이 어디에 있는지 알려줍니다.
CVD의 누적적 차이는이 사진들은 “상거래의 힘”이라는 제목의 사진입니다.
RSI의 비교적 강한 지표이 사진의 제목은 “미국에서 가장 높은 지점에서 추격하는 것을 막기 위한 방법”입니다.
ATR 실제 변동 범위시장의 변동에 적응하기 위해 역동적으로 손실을 조정합니다.

다중 인증 메커니즘

이 전략의 가장 똑똑한 부분은 ‘다중 확인’입니다. 마치 집을 구입할 때 지점, 주택 유형, 가격에 대해 확인하는 것과 같습니다. 이 전략은 다음과 같이 요구합니다.

트렌드 방향 일치 ((Kernel + VWAP 이중 확인)
성량 조합 ((양량 또는 연속 증량)
K선형 전환 ((개체가 60% 이상, 크로스스타 트랩을 피한다)
시간 창 제한 (오픈 디스크와 클로즈 디스크의 혼란을 피하기 위해 9:15-15:15 사이에 거래만)

️ 지능형 위험 관리

이 전략은 교과서 수준의 위험 관리입니다!

동적 정지ATR, 고정 점수, 흔들리는 고저점 세 가지 모드
의 분배1위 목표: 50%의 지분을 매각하고 수익을 내기
손실 추적이윤이 나간 후 자동으로 상환해 수익을 잠금합니다.
매일 제한“이번 거래는 최대 5건, 2번 연속으로 손실을 입었다”
자금 관리거래 당 1% 이하의 리스크를 제어합니다.

실전 응용 제안

이 전략이 잘 작동하려면 다음의 몇 가지를 기억하세요:

가장 좋은 주기는5분 차트는 가장 좋은 성능으로, 단기적인 변동도 잘 포착할 수 있고, 너무 자주 나타나지 않습니다.
적용 가능한 품종: 은행 지수 선물용으로 설계되었지만 다른 지수들도 참고할 수 있습니다.
거래 시간인도 시간 9시 15분부터 15시 15분까지, 디스크 앞의 두 K선에서 발생하는 소음을 피하십시오.
위치 제어한 손당 25~75개의 계약, 최대 200개 이상의 계약이 권장됩니다.

이 전략의 가장 큰 특징은 “공격할 수 있고, 후퇴할 수 있다”는 것인데, 이 전략은 황소 시장이 더 많은 것을 할 수 있고, 곰 시장이 빈 것을 할 수 있고, 흔들림 시장도 두려워하지 않는다! 마치 스위스 군 칼처럼, 어떤 상황에도 대처할 수 있다.

전략 소스 코드

/*backtest
start: 2025-01-01 00:00:00
end: 2025-10-28 00:00:00
period: 10m
basePeriod: 10m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("BankNifty LONG & SHORT Multi-Confluence", 
     shorttitle="BN Long-Short",
     overlay=true)

// ═══════════════════════════════════════════════════════════
// 📊 STRATEGY INFO
// ═══════════════════════════════════════════════════════════
// Timeframe: 5-MINUTE CHART (Recommended)
// Direction: LONG & SHORT (Both directions)
// Asset: BankNifty Futures
// Style: Intraday Momentum Trading
// ═══════════════════════════════════════════════════════════

// ═══════════════════════════════════════════════════════════
// ⚙️ INPUT PARAMETERS
// ═══════════════════════════════════════════════════════════

// Trading Direction
tradingDirection = input.string("Both", "Trading Direction", 
     options=["Long Only", "Short Only", "Both"], group="🎯 Strategy Type")

// Trading Hours (IST)
startHour = input.int(9, "Start Hour", minval=0, maxval=23, group="⏰ Trading Session")
startMinute = input.int(15, "Start Minute", minval=0, maxval=59, group="⏰ Trading Session")
endHour = input.int(15, "End Hour", minval=0, maxval=23, group="⏰ Trading Session")
endMinute = input.int(15, "End Minute", minval=0, maxval=59, group="⏰ Trading Session")
avoidFirstCandles = input.int(2, "Skip First N Candles", minval=0, maxval=10, group="⏰ Trading Session")

// Position Sizing
lotSize = input.int(25, "Lot Size", minval=15, maxval=75, group="💰 Position Management")
maxContracts = input.int(75, "Max Contracts", minval=25, maxval=200, step=25, group="💰 Position Management")
riskPercent = input.float(1.0, "Risk % Per Trade", minval=0.5, maxval=3.0, step=0.1, group="💰 Position Management")

// Kernel Regression
kernelLength = input.int(20, "Kernel Length", minval=10, maxval=50, group="📈 Indicators")

// VWAP
vwapSource = input.string("Session", "VWAP Type", options=["Session", "Rolling"], group="📈 Indicators")
vwapRollingLength = input.int(20, "Rolling VWAP Length", minval=10, maxval=100, group="📈 Indicators")

// Volume
volumeLength = input.int(20, "Volume MA Length", minval=10, maxval=50, group="📊 Volume")
volumeMultiplier = input.float(1.5, "Volume Spike", minval=1.1, maxval=3.0, step=0.1, group="📊 Volume")

// CVD
useCVD = input.bool(true, "Use CVD Filter", group="📊 Volume")
cvdLength = input.int(10, "CVD Smoothing", minval=5, maxval=30, group="📊 Volume")

// RSI
useRSI = input.bool(true, "Use RSI Filter", group="🎯 Filters")
rsiLength = input.int(14, "RSI Length", minval=7, maxval=30, group="🎯 Filters")
rsiOverbought = input.int(70, "RSI Overbought", minval=60, maxval=85, group="🎯 Filters")
rsiOversold = input.int(30, "RSI Oversold", minval=15, maxval=40, group="🎯 Filters")

// Price Action
candleBodyPercent = input.float(0.6, "Min Body %", minval=0.4, maxval=0.9, step=0.05, group="🎯 Filters")
minCandlePoints = input.float(20.0, "Min Candle Size", minval=10.0, maxval=100.0, step=5.0, group="🎯 Filters")

// Stop Loss
stopLossType = input.string("ATR", "Stop Loss Type", options=["Fixed", "ATR", "Swing"], group="🛡️ Exits")
atrLength = input.int(14, "ATR Length", minval=7, maxval=30, group="🛡️ Exits")
atrMultiplier = input.float(1.5, "ATR Multiplier", minval=0.5, maxval=3.0, step=0.1, group="🛡️ Exits")
fixedStopLoss = input.float(50.0, "Fixed SL (points)", minval=20.0, maxval=200.0, step=10.0, group="🛡️ Exits")
swingLookback = input.int(10, "Swing Lookback", minval=5, maxval=30, group="🛡️ Exits")

// Targets
rrTarget1 = input.float(1.5, "Target 1 R:R", minval=0.5, maxval=3.0, step=0.1, group="🛡️ Exits")
rrTarget2 = input.float(2.5, "Target 2 R:R", minval=1.0, maxval=5.0, step=0.5, group="🛡️ Exits")
partialExitPercent = input.int(50, "Partial Exit %", minval=25, maxval=75, step=5, group="🛡️ Exits")

// Trailing
useTrailing = input.bool(true, "Trailing Stop", group="🛡️ Exits")
trailActivationRR = input.float(1.2, "Activate at R:R", minval=0.5, maxval=2.0, step=0.1, group="🛡️ Exits")
trailStopRR = input.float(0.8, "Trail Stop R:R", minval=0.3, maxval=1.5, step=0.1, group="🛡️ Exits")

// Risk Management
maxTradesPerDay = input.int(5, "Max Trades/Day", minval=1, maxval=20, group="🚨 Risk")
maxConsecutiveLosses = input.int(2, "Stop After Losses", minval=1, maxval=5, group="🚨 Risk")
dailyLossLimit = input.float(2.5, "Daily Loss %", minval=1.0, maxval=10.0, step=0.5, group="🚨 Risk")
dailyProfitTarget = input.float(5.0, "Daily Target %", minval=2.0, maxval=20.0, step=0.5, group="🚨 Risk")

// ═══════════════════════════════════════════════════════════
// 📊 INDICATORS
// ═══════════════════════════════════════════════════════════

// Kernel Regression
kernel = ta.linreg(close, kernelLength, 0)
kernelSlope = kernel - kernel[1]

// VWAP
vwapValue = vwapSource == "Session" ? ta.vwap(close) : ta.sma(hlc3, vwapRollingLength)
vwapSlope = vwapValue - vwapValue[1]

// Volume
volumeMA = ta.sma(volume, volumeLength)
highVolume = volume > volumeMA * volumeMultiplier
volumeIncreasing = volume > volume[1] and volume[1] > volume[2]

// CVD
buyVolume = close > open ? volume : 0
sellVolume = close < open ? volume : 0
volumeDelta = buyVolume - sellVolume
cvd = ta.cum(volumeDelta)
cvdMA = ta.sma(cvd, cvdLength)

// RSI
rsi = ta.rsi(close, rsiLength)

// ATR
atr = ta.atr(atrLength)

// Price Action
candleRange = high - low
candleBody = math.abs(close - open)
bodyPercent = candleRange > 0 ? candleBody / candleRange : 0

// Swing High/Low
swingHigh = ta.highest(high, swingLookback)
swingLow = ta.lowest(low, swingLookback)

// ═══════════════════════════════════════════════════════════
// ⏰ TIME MANAGEMENT
// ═══════════════════════════════════════════════════════════

currentMinutes = hour * 60 + minute
startMinutes = startHour * 60 + startMinute
endMinutes = endHour * 60 + endMinute
tradingTime = currentMinutes >= startMinutes and currentMinutes <= endMinutes

var int barsToday = 0
newDay = ta.change(dayofweek)
if newDay
    barsToday := 0
if tradingTime
    barsToday += 1

skipInitialBars = barsToday <= avoidFirstCandles
forceExitTime = currentMinutes >= (endMinutes - 5)

// ═══════════════════════════════════════════════════════════
// 💼 POSITION TRACKING
// ═══════════════════════════════════════════════════════════

var int todayTrades = 0
var int consecutiveLosses = 0
var float todayPnL = 0.0
var float entryPrice = na
var int entryBar = 0
var float stopLoss = na
var float target1 = na
var float target2 = na
var float trailStop = na
var bool target1Hit = false
var bool trailActive = false

// Daily Reset
if newDay
    todayTrades := 0
    consecutiveLosses := 0
    todayPnL := 0.0

// Track P&L
if strategy.closedtrades > 0 and strategy.closedtrades != strategy.closedtrades[1]
    lastPnL = strategy.closedtrades.profit(strategy.closedtrades - 1)
    todayPnL += lastPnL
    if lastPnL < 0
        consecutiveLosses += 1
    else
        consecutiveLosses := 0

// Risk Limits
lossLimit = strategy.initial_capital * (dailyLossLimit / 100)
profitTarget = strategy.initial_capital * (dailyProfitTarget / 100)
hitDailyTarget = todayPnL >= profitTarget
hitLossLimit = math.abs(todayPnL) >= lossLimit

canTrade = todayTrades < maxTradesPerDay and
     consecutiveLosses < maxConsecutiveLosses and
     not hitDailyTarget and
     not hitLossLimit and
     tradingTime and
     not skipInitialBars and
     strategy.position_size == 0

// ═══════════════════════════════════════════════════════════
// 🎯 LONG ENTRY CONDITIONS
// ═══════════════════════════════════════════════════════════

// Bullish Trend
longTrend = kernelSlope > 0 and close > kernel
longVWAP = close > vwapValue and vwapSlope > 0
longCVD = useCVD ? cvd > cvdMA and ta.rising(cvd, 2) : true
longRSI = useRSI ? rsi > rsiOversold and rsi < rsiOverbought : true
longVolume = highVolume or volumeIncreasing
longCandle = close > open and bodyPercent >= candleBodyPercent and 
     candleRange >= minCandlePoints and close >= (high - (candleRange * 0.25))

longSignal = longTrend and longVWAP and longCVD and longRSI and longVolume and longCandle and canTrade and
     (tradingDirection == "Long Only" or tradingDirection == "Both")

// ═══════════════════════════════════════════════════════════
// 🎯 SHORT ENTRY CONDITIONS
// ═══════════════════════════════════════════════════════════

// Bearish Trend
shortTrend = kernelSlope < 0 and close < kernel
shortVWAP = close < vwapValue and vwapSlope < 0
shortCVD = useCVD ? cvd < cvdMA and ta.falling(cvd, 2) : true
shortRSI = useRSI ? rsi < rsiOverbought and rsi > rsiOversold : true
shortVolume = highVolume or volumeIncreasing
shortCandle = close < open and bodyPercent >= candleBodyPercent and 
     candleRange >= minCandlePoints and close <= (low + (candleRange * 0.25))

shortSignal = shortTrend and shortVWAP and shortCVD and shortRSI and shortVolume and shortCandle and canTrade and
     (tradingDirection == "Short Only" or tradingDirection == "Both")

// ═══════════════════════════════════════════════════════════
// 💰 POSITION SIZING
// ═══════════════════════════════════════════════════════════

calcPositionSize(stopDistance) =>
    riskAmount = strategy.initial_capital * (riskPercent / 100)
    contracts = math.floor(riskAmount / stopDistance)
    math.min(contracts, maxContracts)

// ═══════════════════════════════════════════════════════════
// 📥 LONG ENTRY
// ═══════════════════════════════════════════════════════════

if longSignal
    entryPrice := close
    entryBar := bar_index
    
    // Calculate Stop Loss
    if stopLossType == "ATR"
        stopLoss := close - (atr * atrMultiplier)
    else if stopLossType == "Swing"
        stopLoss := math.min(swingLow, close - (atr * atrMultiplier))
    else
        stopLoss := close - fixedStopLoss
    
    risk = entryPrice - stopLoss
    target1 := entryPrice + (risk * rrTarget1)
    target2 := entryPrice + (risk * rrTarget2)
    
    qty = calcPositionSize(risk)
    
    trailStop := stopLoss
    target1Hit := false
    trailActive := false
    todayTrades += 1
    
    strategy.entry("LONG", strategy.long, qty=qty, comment="Long-" + str.tostring(todayTrades))

// ═══════════════════════════════════════════════════════════
// 📥 SHORT ENTRY
// ═══════════════════════════════════════════════════════════

if shortSignal
    entryPrice := close
    entryBar := bar_index
    
    // Calculate Stop Loss
    if stopLossType == "ATR"
        stopLoss := close + (atr * atrMultiplier)
    else if stopLossType == "Swing"
        stopLoss := math.max(swingHigh, close + (atr * atrMultiplier))
    else
        stopLoss := close + fixedStopLoss
    
    risk = stopLoss - entryPrice
    target1 := entryPrice - (risk * rrTarget1)
    target2 := entryPrice - (risk * rrTarget2)
    
    qty = calcPositionSize(risk)
    
    trailStop := stopLoss
    target1Hit := false
    trailActive := false
    todayTrades += 1
    
    strategy.entry("SHORT", strategy.short, qty=qty, comment="Short-" + str.tostring(todayTrades))

// ═══════════════════════════════════════════════════════════
// 🏃 TRAILING STOP (LONG)
// ═══════════════════════════════════════════════════════════

if strategy.position_size > 0 and useTrailing
    unrealizedProfit = close - entryPrice
    risk = entryPrice - stopLoss
    
    if unrealizedProfit >= (risk * trailActivationRR) and not trailActive
        trailActive := true
        trailStop := close - (risk * trailStopRR)
    
    if trailActive
        newTrailStop = close - (risk * trailStopRR)
        if newTrailStop > trailStop
            trailStop := newTrailStop

// ═══════════════════════════════════════════════════════════
// 🏃 TRAILING STOP (SHORT)
// ═══════════════════════════════════════════════════════════

if strategy.position_size < 0 and useTrailing
    unrealizedProfit = entryPrice - close
    risk = stopLoss - entryPrice
    
    if unrealizedProfit >= (risk * trailActivationRR) and not trailActive
        trailActive := true
        trailStop := close + (risk * trailStopRR)
    
    if trailActive
        newTrailStop = close + (risk * trailStopRR)
        if newTrailStop < trailStop
            trailStop := newTrailStop

// ═══════════════════════════════════════════════════════════
// 📤 LONG EXIT
// ═══════════════════════════════════════════════════════════

if strategy.position_size > 0
    activeSL = trailActive and useTrailing ? trailStop : stopLoss
    
    // Stop Loss
    if low <= activeSL
        strategy.close("LONG", comment="Long-SL")
    
    // Target 1
    else if high >= target1 and not target1Hit
        exitQty = math.floor(strategy.position_size * (partialExitPercent / 100))
        strategy.close("LONG", qty=exitQty, comment="Long-T1")
        target1Hit := true
        stopLoss := entryPrice
    
    // Target 2
    else if high >= target2
        strategy.close("LONG", comment="Long-T2")
    
    // Force Exit
    else if forceExitTime
        strategy.close("LONG", comment="Long-EOD")

// ═══════════════════════════════════════════════════════════
// 📤 SHORT EXIT
// ═══════════════════════════════════════════════════════════

if strategy.position_size < 0
    activeSL = trailActive and useTrailing ? trailStop : stopLoss
    
    // Stop Loss
    if high >= activeSL
        strategy.close("SHORT", comment="Short-SL")
    
    // Target 1
    else if low <= target1 and not target1Hit
        exitQty = math.floor(math.abs(strategy.position_size) * (partialExitPercent / 100))
        strategy.close("SHORT", qty=exitQty, comment="Short-T1")
        target1Hit := true
        stopLoss := entryPrice
    
    // Target 2
    else if low <= target2
        strategy.close("SHORT", comment="Short-T2")
    
    // Force Exit
    else if forceExitTime
        strategy.close("SHORT", comment="Short-EOD")

// ═══════════════════════════════════════════════════════════
// ⚠️ REVERSAL EXIT
// ═══════════════════════════════════════════════════════════

longReversal = strategy.position_size > 0 and (close < kernel and kernelSlope < 0 or close < vwapValue)
shortReversal = strategy.position_size < 0 and (close > kernel and kernelSlope > 0 or close > vwapValue)

if longReversal and target1Hit
    strategy.close("LONG", comment="Long-Rev")
if shortReversal and target1Hit
    strategy.close("SHORT", comment="Short-Rev")

// ═══════════════════════════════════════════════════════════
// 🎨 VISUALIZATION
// ═══════════════════════════════════════════════════════════

// Indicators
plot(kernel, "Kernel", color=color.new(color.purple, 0), linewidth=2)
plot(vwapValue, "VWAP", color=color.new(color.orange, 0), linewidth=2)

kernelUpper = kernel + atr
kernelLower = kernel - atr
plot(kernelUpper, "K Upper", color=color.new(color.purple, 70), linewidth=1, style=plot.style_circles)
plot(kernelLower, "K Lower", color=color.new(color.purple, 70), linewidth=1, style=plot.style_circles)

// Signals
plotshape(longSignal, "LONG", shape.triangleup, location.belowbar, 
     color=color.new(color.lime, 0), size=size.normal, text="LONG")
plotshape(shortSignal, "SHORT", shape.triangledown, location.abovebar, 
     color=color.new(color.red, 0), size=size.normal, text="SHORT")

// Position Levels
posColor = strategy.position_size > 0 ? color.blue : strategy.position_size < 0 ? color.orange : na
plot(strategy.position_size != 0 ? entryPrice : na, "Entry", 
     color=color.new(posColor, 0), style=plot.style_linebr, linewidth=2)

slColor = strategy.position_size > 0 ? color.red : color.fuchsia
plot(strategy.position_size != 0 ? stopLoss : na, "SL", 
     color=color.new(slColor, 0), style=plot.style_linebr, linewidth=2)

t1Color = strategy.position_size > 0 ? color.green : color.aqua
plot(strategy.position_size != 0 ? target1 : na, "T1", 
     color=color.new(t1Color, 0), style=plot.style_linebr, linewidth=1)
plot(strategy.position_size != 0 ? target2 : na, "T2", 
     color=color.new(t1Color, 0), style=plot.style_linebr, linewidth=2)

plot(strategy.position_size != 0 and trailActive ? trailStop : na, "Trail", 
     color=color.new(color.yellow, 0), style=plot.style_linebr, linewidth=2)

// Volume
barcolor(highVolume ? color.new(color.blue, 70) : na)

// Background
bgcolor(tradingTime ? color.new(color.green, 98) : color.new(color.gray, 95))
bgcolor(strategy.position_size > 0 ? color.new(color.blue, 97) : 
     strategy.position_size < 0 ? color.new(color.orange, 97) : na)
bgcolor(hitDailyTarget ? color.new(color.green, 92) : hitLossLimit ? color.new(color.red, 92) : na)

// ═══════════════════════════════════════════════════════════
// 📊 STATS TABLE
// ═══════════════════════════════════════════════════════════

var table stats = table.new(position.top_right, 2, 11, border_width=1)

if barstate.islast
    // Header
    table.cell(stats, 0, 0, "📊 LONG & SHORT", bgcolor=color.blue, text_color=color.white, text_size=size.small)
    table.cell(stats, 1, 0, "STRATEGY", bgcolor=color.blue, text_color=color.white, text_size=size.small)
    
    // Trades
    table.cell(stats, 0, 1, "Trades", text_size=size.small)
    table.cell(stats, 1, 1, str.tostring(todayTrades) + "/" + str.tostring(maxTradesPerDay), 
         bgcolor=todayTrades >= maxTradesPerDay ? color.red : color.green, text_color=color.white, text_size=size.small)
    
    // Losses
    table.cell(stats, 0, 2, "Losses", text_size=size.small)
    table.cell(stats, 1, 2, str.tostring(consecutiveLosses), 
         bgcolor=consecutiveLosses >= maxConsecutiveLosses ? color.red : color.green, 
         text_color=color.white, text_size=size.small)
    
    // P&L
    pnlPct = (todayPnL / strategy.initial_capital) * 100
    table.cell(stats, 0, 3, "P&L", text_size=size.small)
    table.cell(stats, 1, 3, str.tostring(todayPnL, "#,###") + "\n" + str.tostring(pnlPct, "#.##") + "%", 
         bgcolor=todayPnL > 0 ? color.green : todayPnL < 0 ? color.red : color.gray, 
         text_color=color.white, text_size=size.small)
    
    // Position
    table.cell(stats, 0, 4, "Position", text_size=size.small)
    posText = strategy.position_size > 0 ? "LONG\n" + str.tostring(strategy.position_size) : 
         strategy.position_size < 0 ? "SHORT\n" + str.tostring(math.abs(strategy.position_size)) : "FLAT"
    posBg = strategy.position_size > 0 ? color.blue : strategy.position_size < 0 ? color.orange : color.gray
    table.cell(stats, 1, 4, posText, bgcolor=posBg, text_color=color.white, text_size=size.small)
    
    if strategy.position_size != 0
        // Entry
        table.cell(stats, 0, 5, "Entry", text_size=size.small)
        table.cell(stats, 1, 5, str.tostring(entryPrice, "#.##"), text_size=size.small)
        
        // Live P&L
        livePnL = strategy.position_size > 0 ? (close - entryPrice) * strategy.position_size : 
             (entryPrice - close) * math.abs(strategy.position_size)
        livePct = strategy.position_size > 0 ? ((close - entryPrice) / entryPrice) * 100 : 
             ((entryPrice - close) / entryPrice) * 100
        table.cell(stats, 0, 6, "Live P&L", text_size=size.small)
        table.cell(stats, 1, 6, str.tostring(livePnL, "#,###") + "\n" + str.tostring(livePct, "#.##") + "%", 
             bgcolor=livePnL > 0 ? color.green : color.red, text_color=color.white, text_size=size.small)
        
        // Bars
        bars = bar_index - entryBar
        table.cell(stats, 0, 7, "Bars", text_size=size.small)
        table.cell(stats, 1, 7, str.tostring(bars), text_size=size.small)
        
        // Stop
        table.cell(stats, 0, 8, "Stop", text_size=size.small)
        table.cell(stats, 1, 8, str.tostring(trailActive ? trailStop : stopLoss, "#.##") + 
             (trailActive ? " 🟡" : ""), text_size=size.small)
        
        // T1
        table.cell(stats, 0, 9, "T1", text_size=size.small)
        table.cell(stats, 1, 9, str.tostring(target1, "#.##") + (target1Hit ? " ✓" : ""), text_size=size.small)
        
        // T2
        table.cell(stats, 0, 10, "T2", text_size=size.small)
        table.cell(stats, 1, 10, str.tostring(target2, "#.##"), text_size=size.small)

// ═══════════════════════════════════════════════════════════
// 🔔 ALERTS
// ═══════════════════════════════════════════════════════════

alertcondition(longSignal, "🟢 LONG SIGNAL", "LONG Entry Signal")
alertcondition(shortSignal, "🔴 SHORT SIGNAL", "SHORT Entry Signal")
alertcondition(longReversal or shortReversal, "⚠️ REVERSAL", "Reversal Detected")

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