Adaptive Multi Timeframe Fibonacci Retracement Strategi Dagangan

Penulis:ChaoZhang, Tarikh: 2023-12-25 13:54:39
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Ringkasan

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy adalah strategi trend-mengikuti yang menggabungkan purata bergerak adaptif, Stochastic RSI dan zon retracement Fibonacci. Ia menganalisis pergerakan pasaran merentasi jangka masa yang berbeza dengan pelbagai penunjuk untuk menyesuaikan saiz kedudukan secara dinamik. Strategi ini dapat dengan tepat mencari zon pullback yang berpotensi untuk menubuhkan kedudukan apabila trend terbentuk. Ia juga menetapkan stop loss untuk mengawal risiko.

Logika Strategi

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy menggunakan alat dan mekanisme teknikal berikut:

Purata bergerak adaptif (SMA dan WMA): Mengira purata bergerak adaptif harga dalam tempoh yang berbeza (minit, jam, hari dan lain-lain).
Stochastic RSI: Mengira nilai stochastic RSI untuk menentukan sama ada RSI terlalu banyak dibeli atau terlalu banyak dijual. Menganalisis momentum dan trend menggunakan bentuk lengkung RSI.
Zon Retracement Fibonacci: Merangka zon retracement Fibonacci menggunakan Swing High dan Swing Low baru-baru ini. Tetapkan titik masuk dan keluar di dalam zon ini, yang cenderung menandakan pembalikan trend atau pullbacks yang berpotensi.
Ukuran Kedudukan: Sesuaikan saiz kedudukan secara dinamik berdasarkan kekuatan isyarat dari Stoch RSI dan purata bergerak adaptif.

Strategi pertama menentukan arah trend. Apabila harga memasuki zon Fibonacci, titik masuk berpotensi ditandakan berhampiran zon. Dagangan dilaksanakan apabila purata bergerak adaptif dan Stoch RSI mengeluarkan isyarat masuk di sekitar titik berpotensi. Stop loss ditetapkan di luar zon Fib untuk mengawal risiko.

Analisis Kelebihan

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy mempunyai kelebihan berikut:

Analisis Jangka Masa Berbilang: Pada masa yang sama menilai pelbagai tahap jangka masa (minit, jam, hari dll.) untuk penilaian trend yang lebih komprehensif.
Dimensi Posisi Dinamis: Mengatur saiz kedudukan secara dinamik mengikut keadaan pasaran untuk mengawal risiko dengan lebih baik.
Penargetan Pullback yang tepat: Zon Fibonacci boleh digunakan untuk menangkap pembalikan jangka pendek semasa trend.
Stop Loss yang ketat: Stop loss berdasarkan zon retracement secara berkesan menghalang kerugian besar.
Penapisan Isyarat: Hanya memasuki perdagangan di sekitar titik kemasukan yang ditandakan, mengelakkan pecah palsu.
Keupayaan Optimizasi Tinggi: Beberapa parameter input yang boleh disesuaikan yang boleh diselaraskan untuk mengoptimumkan prestasi strategi setiap pasaran.

Analisis Risiko

Risiko utama yang berkaitan dengan strategi ini adalah:

Risiko zon yang tidak sah: Kegagalan untuk mencapai zon atau zon yang tidak sah mengakibatkan entri yang terlepas.
Risiko Pengesanan Stop Loss: Stop loss statik mungkin dipukul sebelum waktunya. Boleh melihat ke dalam kehilangan berhenti yang tertinggal, zon stop loss dan lain-lain.
Risiko Isyarat Palsu: Purata bergerak adaptif dan Stoch RSI kadang-kadang boleh memberikan isyarat palsu, menyebabkan perdagangan yang tidak perlu. Isyarat boleh disaring untuk mengurangkan kadar isyarat palsu.
Risiko Kerumitan Tinggi: Gabungan pelbagai parameter dan penunjuk meningkatkan kerumitan strategi, menjadikan pengoptimuman dan ujian lebih sukar.

Peluang Peningkatan

Strategi ini boleh dioptimumkan lagi dengan cara berikut:

Uji lebih banyak saham dan produk forex untuk menilai ketahanan.
Tambah mekanisme penapisan isyarat untuk menurunkan kadar isyarat palsu dan meningkatkan nisbah isyarat ke bunyi.
Uji dan bandingkan parameter pelbagai jenis purata bergerak.
Mengkaji peningkatan daripada menggantikan kehilangan berhenti tetap dengan kehilangan berhenti belakang atau kehilangan berhenti zon.
Bereksperimen dengan isyarat pecah atau mekanisme pengesanan trend untuk merancang pendekatan mengambil keuntungan jangka panjang.

Kesimpulan

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy menggunakan pelbagai alat analisis untuk mengenal pasti keadaan trend dan menggunakan kedudukan semasa retracements. mekanisme kawalan risiko yang ketat dan stop loss membantu mengoptimumkan keuntungan dalam trend utama. Dengan banyak parameter yang boleh disesuaikan dan peluang pengoptimuman, penyempurnaan lanjut kepada strategi ini akan membentuknya menjadi sistem perdagangan yang stabil dan boleh dipercayai.

/*backtest
start: 2023-12-17 00:00:00
end: 2023-12-24 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © imal_max

//@version=5
strategy(title="Auto Fib Golden Pocket Band - Autofib Moving Average", shorttitle="Auto Fib Golden Pocket Band", overlay=true, pyramiding=15, process_orders_on_close=true, calc_on_every_tick=true, initial_capital=10000, currency = currency.USD, default_qty_value=100, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.05, slippage=2)

//indicator("Auto Fib Golden Pocket Band - Autofib Moving Average", overlay=true, shorttitle="Auto Fib Golden Pocket Band", timeframe""")


// Fibs


// auto fib ranges

// fib band Strong Trend                                                                                                                                           
enable_StrongBand_Bull = input.bool(title='enable Upper Bullish Band . . . Fib Level', defval=true, group='══════ Strong Trend Levels ══════', inline="0")
select_StrongBand_Fib_Bull = input.float(0.236, title="     ", options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Strong Trend Levels ══════', inline="0")


enable_StrongBand_Bear = input.bool(title='enable Lower Bearish Band . . . Fib Level', defval=false, group='══════ Strong Trend Levels ══════', inline="1")
select_StrongBand_Fib_Bear = input.float(0.382, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Strong Trend Levels ══════', inline="1")

StrongBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=400, group='══════ Strong Trend Levels ══════', inline="2")
StrongBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=120, group='══════ Strong Trend Levels ══════', inline="2")


// fib middle Band regular Trend
enable_MiddleBand_Bull = input.bool(title='enable Middle Bullish Band . . . Fib Level', defval=true, group='══════ Regular Trend Levels ══════', inline="0")
select_MiddleBand_Fib_Bull = input.float(0.618, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.6, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Regular Trend Levels ══════', inline="0")


enable_MiddleBand_Bear = input.bool(title='enable Middle Bearish Band . . . Fib Level', defval=true, group='══════ Regular Trend Levels ══════', inline="1")
select_MiddleBand_Fib_Bear = input.float(0.382, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Regular Trend Levels ══════', inline="1")

MiddleBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=900, group='══════ Regular Trend Levels ══════', inline="2")
MiddleBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=400, group='══════ Regular Trend Levels ══════', inline="2")


// fib Sideways Band
enable_SidewaysBand_Bull = input.bool(title='enable Lower Bullish Band . . . Fib Level', defval=true, group='══════ Sideways Trend Levels ══════', inline="0")
select_SidewaysBand_Fib_Bull = input.float(0.6, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.6, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Sideways Trend Levels ══════', inline="0")


enable_SidewaysBand_Bear = input.bool(title='enable Upper Bearish Band . . . Fib Level', defval=true, group='══════ Sideways Trend Levels ══════', inline="1")
select_SidewaysBand_Fib_Bear = input.float(0.5, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Sideways Trend Levels ══════', inline="1")

SidewaysBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=4000, group='══════ Sideways Trend Levels ══════', inline="2")
SidewaysBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=150, group='══════ Sideways Trend Levels ══════', inline="2")




// Strong Band
isBelow_StrongBand_Bull = true
isBelow_StrongBand_Bear = true
StrongBand_Price_of_Low = float(na)
StrongBand_Price_of_High = float(na)

StrongBand_Bear_Fib_Price = float(na)
StrongBand_Bull_Fib_Price = float(na)

/// Middle Band
isBelow_MiddleBand_Bull = true
isBelow_MiddleBand_Bear = true
MiddleBand_Price_of_Low = float(na)
MiddleBand_Price_of_High = float(na)

MiddleBand_Bear_Fib_Price = float(na)
MiddleBand_Bull_Fib_Price = float(na)


// Sideways Band
isBelow_SidewaysBand_Bull = true
isBelow_SidewaysBand_Bear = true
SidewaysBand_Price_of_Low = float(na)
SidewaysBand_Price_of_High = float(na)

SidewaysBand_Bear_Fib_Price = float(na)
SidewaysBand_Bull_Fib_Price = float(na)


// get Fib Levels
if enable_StrongBand_Bull
    StrongBand_Price_of_High := ta.highest(high, StrongBand_Lookback)
    StrongBand_Price_of_Low := ta.lowest(low, StrongBand_Lookback)
    StrongBand_Bull_Fib_Price := (StrongBand_Price_of_High - StrongBand_Price_of_Low) * (1 - select_StrongBand_Fib_Bull) + StrongBand_Price_of_Low //+ fibbullHighDivi
    isBelow_StrongBand_Bull := StrongBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_StrongBand_Bull

if enable_StrongBand_Bear
    StrongBand_Price_of_High := ta.highest(high, StrongBand_Lookback)
    StrongBand_Price_of_Low := ta.lowest(low, StrongBand_Lookback)
    StrongBand_Bear_Fib_Price := (StrongBand_Price_of_High - StrongBand_Price_of_Low) * (1 - select_StrongBand_Fib_Bear) + StrongBand_Price_of_Low// + fibbullLowhDivi
    isBelow_StrongBand_Bear := StrongBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_StrongBand_Bear

if enable_MiddleBand_Bull
    MiddleBand_Price_of_High := ta.highest(high, MiddleBand_Lookback)
    MiddleBand_Price_of_Low := ta.lowest(low, MiddleBand_Lookback)
    MiddleBand_Bull_Fib_Price := (MiddleBand_Price_of_High - MiddleBand_Price_of_Low) * (1 - select_MiddleBand_Fib_Bull) + MiddleBand_Price_of_Low //+ fibbullHighDivi
    isBelow_MiddleBand_Bull := MiddleBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_MiddleBand_Bull

if enable_MiddleBand_Bear
    MiddleBand_Price_of_High := ta.highest(high, MiddleBand_Lookback)
    MiddleBand_Price_of_Low := ta.lowest(low, MiddleBand_Lookback)
    MiddleBand_Bear_Fib_Price := (MiddleBand_Price_of_High - MiddleBand_Price_of_Low) * (1 - select_MiddleBand_Fib_Bear) + MiddleBand_Price_of_Low// + fibbullLowhDivi
    isBelow_MiddleBand_Bear := MiddleBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_MiddleBand_Bear

if enable_SidewaysBand_Bull
    SidewaysBand_Price_of_High := ta.highest(high, SidewaysBand_Lookback)
    SidewaysBand_Price_of_Low := ta.lowest(low, SidewaysBand_Lookback)
    SidewaysBand_Bull_Fib_Price := (SidewaysBand_Price_of_High - SidewaysBand_Price_of_Low) * (1 - select_SidewaysBand_Fib_Bull) + SidewaysBand_Price_of_Low //+ fibbullHighDivi
    isBelow_SidewaysBand_Bull := SidewaysBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_SidewaysBand_Bull

if enable_SidewaysBand_Bear
    SidewaysBand_Price_of_High := ta.highest(high, SidewaysBand_Lookback)
    SidewaysBand_Price_of_Low := ta.lowest(low, SidewaysBand_Lookback)
    SidewaysBand_Bear_Fib_Price := (SidewaysBand_Price_of_High - SidewaysBand_Price_of_Low) * (1 - select_SidewaysBand_Fib_Bear) + SidewaysBand_Price_of_Low// + fibbullLowhDivi
    isBelow_SidewaysBand_Bear := SidewaysBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_SidewaysBand_Bear



// Fib EMAs


// fib ema Strong Trend
StrongBand_current_Trend_EMA = float(na)

StrongBand_Bull_EMA = ta.ema(StrongBand_Bull_Fib_Price, StrongBand_EmaLen)
StrongBand_Bear_EMA = ta.ema(StrongBand_Bear_Fib_Price, StrongBand_EmaLen)


StrongBand_Ema_in_Uptrend = ta.change(StrongBand_Bull_EMA) > 0 or ta.change(StrongBand_Bear_EMA) > 0
StrongBand_Ema_Sideways = ta.change(StrongBand_Bull_EMA) == 0 or ta.change(StrongBand_Bear_EMA) == 0
StrongBand_Ema_in_Downtrend = ta.change(StrongBand_Bull_EMA) < 0 or ta.change(StrongBand_Bear_EMA) < 0


if StrongBand_Ema_in_Uptrend or StrongBand_Ema_Sideways
    StrongBand_current_Trend_EMA := StrongBand_Bull_EMA
if StrongBand_Ema_in_Downtrend 
    StrongBand_current_Trend_EMA := StrongBand_Bear_EMA



// fib ema Normal Trend
MiddleBand_current_Trend_EMA = float(na)

MiddleBand_Bull_EMA = ta.ema(MiddleBand_Bull_Fib_Price, MiddleBand_EmaLen)
MiddleBand_Bear_EMA = ta.ema(MiddleBand_Bear_Fib_Price, MiddleBand_EmaLen)


MiddleBand_Ema_in_Uptrend = ta.change(MiddleBand_Bull_EMA) > 0 or ta.change(MiddleBand_Bear_EMA) > 0
MiddleBand_Ema_Sideways = ta.change(MiddleBand_Bull_EMA) == 0 or ta.change(MiddleBand_Bear_EMA) == 0
MiddleBand_Ema_in_Downtrend = ta.change(MiddleBand_Bull_EMA) < 0 or ta.change(MiddleBand_Bear_EMA) < 0


if MiddleBand_Ema_in_Uptrend or MiddleBand_Ema_Sideways
    MiddleBand_current_Trend_EMA := MiddleBand_Bull_EMA
if MiddleBand_Ema_in_Downtrend 
    MiddleBand_current_Trend_EMA := MiddleBand_Bear_EMA


// fib ema Sideways Trend
SidewaysBand_current_Trend_EMA = float(na)

SidewaysBand_Bull_EMA = ta.ema(SidewaysBand_Bull_Fib_Price, SidewaysBand_EmaLen)
SidewaysBand_Bear_EMA = ta.ema(SidewaysBand_Bear_Fib_Price, SidewaysBand_EmaLen)


SidewaysBand_Ema_in_Uptrend = ta.change(SidewaysBand_Bull_EMA) > 0 or ta.change(SidewaysBand_Bear_EMA) > 0
SidewaysBand_Ema_Sideways = ta.change(SidewaysBand_Bull_EMA) == 0 or ta.change(SidewaysBand_Bear_EMA) == 0
SidewaysBand_Ema_in_Downtrend = ta.change(SidewaysBand_Bull_EMA) < 0 or ta.change(SidewaysBand_Bear_EMA) < 0


if SidewaysBand_Ema_in_Uptrend or SidewaysBand_Ema_Sideways
    SidewaysBand_current_Trend_EMA := SidewaysBand_Bull_EMA
if SidewaysBand_Ema_in_Downtrend 
    SidewaysBand_current_Trend_EMA := SidewaysBand_Bear_EMA




// trend states and colors

all_Fib_Emas_Trending = StrongBand_Ema_in_Uptrend and MiddleBand_Ema_in_Uptrend and SidewaysBand_Ema_in_Uptrend
all_Fib_Emas_Downtrend = MiddleBand_Ema_in_Downtrend and StrongBand_Ema_in_Downtrend and SidewaysBand_Ema_in_Downtrend
all_Fib_Emas_Sideways = MiddleBand_Ema_Sideways and StrongBand_Ema_Sideways and SidewaysBand_Ema_Sideways
all_Fib_Emas_Trend_or_Sideways = (MiddleBand_Ema_Sideways or StrongBand_Ema_Sideways or SidewaysBand_Ema_Sideways) or (StrongBand_Ema_in_Uptrend or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend) and not (MiddleBand_Ema_in_Downtrend or StrongBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend)
allFibsUpAndDownTrend = (MiddleBand_Ema_in_Downtrend or StrongBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend) and (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways or StrongBand_Ema_Sideways or StrongBand_Ema_in_Uptrend or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend)

Middle_and_Sideways_Emas_Trending = MiddleBand_Ema_in_Uptrend and SidewaysBand_Ema_in_Uptrend
Middle_and_Sideways_Fib_Emas_Downtrend = MiddleBand_Ema_in_Downtrend and SidewaysBand_Ema_in_Downtrend
Middle_and_Sideways_Fib_Emas_Sideways = MiddleBand_Ema_Sideways and SidewaysBand_Ema_Sideways
Middle_and_Sideways_Fib_Emas_Trend_or_Sideways = (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways) or (MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend) and not (MiddleBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend)
Middle_and_Sideways_UpAndDownTrend = (MiddleBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend) and (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend)




UpperBand_Ema_Color = all_Fib_Emas_Trend_or_Sideways ? color.lime : all_Fib_Emas_Downtrend ? color.red : allFibsUpAndDownTrend ? color.white : na
MiddleBand_Ema_Color = Middle_and_Sideways_Fib_Emas_Trend_or_Sideways ? color.lime : Middle_and_Sideways_Fib_Emas_Downtrend ? color.red : Middle_and_Sideways_UpAndDownTrend ? color.white : na
SidewaysBand_Ema_Color = SidewaysBand_Ema_in_Uptrend ? color.lime : SidewaysBand_Ema_in_Downtrend ? color.red : (SidewaysBand_Ema_in_Downtrend and (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend)) ? color.white : na


plotStrong_Ema = plot(StrongBand_current_Trend_EMA, color=UpperBand_Ema_Color, title="Strong Trend")
plotMiddle_Ema = plot(MiddleBand_current_Trend_EMA, color=MiddleBand_Ema_Color, title="Normal Trend")
plotSideways_Ema = plot(SidewaysBand_current_Trend_EMA, color=SidewaysBand_Ema_Color, title="Sidewaysd")



Strong_Middle_fillcolor = color.new(color.green, 90)

if all_Fib_Emas_Trend_or_Sideways
    Strong_Middle_fillcolor := color.new(color.green, 90)
if all_Fib_Emas_Downtrend
    Strong_Middle_fillcolor := color.new(color.red, 90)
    
if allFibsUpAndDownTrend
    Strong_Middle_fillcolor := color.new(color.white, 90)


Middle_Sideways_fillcolor = color.new(color.green, 90)

if Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
    Middle_Sideways_fillcolor := color.new(color.green, 90)
if Middle_and_Sideways_Fib_Emas_Downtrend
    Middle_Sideways_fillcolor := color.new(color.red, 90)
    
if Middle_and_Sideways_UpAndDownTrend
    Middle_Sideways_fillcolor := color.new(color.white, 90)


fill(plotStrong_Ema, plotMiddle_Ema, color=Strong_Middle_fillcolor, title="fib band background")
fill(plotMiddle_Ema, plotSideways_Ema, color=Middle_Sideways_fillcolor, title="fib band background")


// buy condition
StrongBand_Price_was_below_Bull_level = ta.lowest(low, 1) < StrongBand_current_Trend_EMA
StrongBand_Price_is_above_Bull_level =  close > StrongBand_current_Trend_EMA
StronBand_Price_Average_above_Bull_Level = ta.ema(low, 10) > StrongBand_current_Trend_EMA
StrongBand_Low_isnt_toLow = (ta.lowest(StrongBand_current_Trend_EMA, 15) - ta.lowest(low, 15)) < close * 0.005
StronBand_Trend_isnt_fresh = ta.barssince(StrongBand_Ema_in_Downtrend) > 50 or na(ta.barssince(StrongBand_Ema_in_Downtrend))

MiddleBand_Price_was_below_Bull_level = ta.lowest(low, 1) < MiddleBand_current_Trend_EMA
MiddleBand_Price_is_above_Bull_level = close > MiddleBand_current_Trend_EMA
MiddleBand_Price_Average_above_Bull_Level = ta.ema(close, 20) > MiddleBand_current_Trend_EMA
MiddleBand_Low_isnt_toLow = (ta.lowest(MiddleBand_current_Trend_EMA, 10) - ta.lowest(low, 10)) < close * 0.0065
MiddleBand_Trend_isnt_fresh = ta.barssince(MiddleBand_Ema_in_Downtrend) > 50 or na(ta.barssince(MiddleBand_Ema_in_Downtrend))

SidewaysBand_Price_was_below_Bull_level = ta.lowest(low, 1) < SidewaysBand_current_Trend_EMA
SidewaysBand_Price_is_above_Bull_level =  close > SidewaysBand_current_Trend_EMA
SidewaysBand_Price_Average_above_Bull_Level = ta.ema(low, 80) > SidewaysBand_current_Trend_EMA
SidewaysBand_Low_isnt_toLow = (ta.lowest(SidewaysBand_current_Trend_EMA, 150) - ta.lowest(low, 150)) < close * 0.0065
SidewaysBand_Trend_isnt_fresh = ta.barssince(SidewaysBand_Ema_in_Downtrend) > 50 or na(ta.barssince(SidewaysBand_Ema_in_Downtrend))



StrongBand_Buy_Alert = StronBand_Trend_isnt_fresh and StrongBand_Low_isnt_toLow and StronBand_Price_Average_above_Bull_Level and StrongBand_Price_was_below_Bull_level and StrongBand_Price_is_above_Bull_level and all_Fib_Emas_Trend_or_Sideways
MiddleBand_Buy_Alert = MiddleBand_Trend_isnt_fresh and MiddleBand_Low_isnt_toLow and MiddleBand_Price_Average_above_Bull_Level and MiddleBand_Price_was_below_Bull_level and MiddleBand_Price_is_above_Bull_level and Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
SidewaysBand_Buy_Alert = SidewaysBand_Trend_isnt_fresh and SidewaysBand_Low_isnt_toLow and SidewaysBand_Price_Average_above_Bull_Level and SidewaysBand_Price_was_below_Bull_level and SidewaysBand_Price_is_above_Bull_level and (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend and ( not SidewaysBand_Ema_in_Downtrend))



// Sell condition
StrongBand_Price_was_above_Bear_level = ta.highest(high, 1) > StrongBand_current_Trend_EMA
StrongBand_Price_is_below_Bear_level =  close < StrongBand_current_Trend_EMA
StronBand_Price_Average_below_Bear_Level = ta.sma(high, 10) < StrongBand_current_Trend_EMA
StrongBand_High_isnt_to_High = (ta.highest(high, 15) - ta.highest(StrongBand_current_Trend_EMA, 15)) < close * 0.005
StrongBand_Bear_Trend_isnt_fresh = ta.barssince(StrongBand_Ema_in_Uptrend) > 50

MiddleBand_Price_was_above_Bear_level = ta.highest(high, 1) > MiddleBand_current_Trend_EMA
MiddleBand_Price_is_below_Bear_level =  close < MiddleBand_current_Trend_EMA
MiddleBand_Price_Average_below_Bear_Level = ta.sma(high, 9) < MiddleBand_current_Trend_EMA
MiddleBand_High_isnt_to_High = (ta.highest(high, 10) - ta.highest(MiddleBand_current_Trend_EMA, 10)) < close * 0.0065
MiddleBand_Bear_Trend_isnt_fresh = ta.barssince(MiddleBand_Ema_in_Uptrend) > 50

SidewaysBand_Price_was_above_Bear_level = ta.highest(high, 1) > SidewaysBand_current_Trend_EMA
SidewaysBand_Price_is_below_Bear_level =  close < SidewaysBand_current_Trend_EMA
SidewaysBand_Price_Average_below_Bear_Level = ta.sma(high, 20) < SidewaysBand_current_Trend_EMA
SidewaysBand_High_isnt_to_High = (ta.highest(high, 20) - ta.highest(SidewaysBand_current_Trend_EMA, 15)) < close * 0.0065
SidewaysBand_Bear_Trend_isnt_fresh = ta.barssince(SidewaysBand_Ema_in_Uptrend) > 50



StrongBand_Sell_Alert = StronBand_Price_Average_below_Bear_Level and StrongBand_High_isnt_to_High and StrongBand_Bear_Trend_isnt_fresh and StrongBand_Price_was_above_Bear_level and StrongBand_Price_is_below_Bear_level and all_Fib_Emas_Downtrend and not all_Fib_Emas_Trend_or_Sideways
MiddleBand_Sell_Alert = MiddleBand_Price_Average_below_Bear_Level and MiddleBand_High_isnt_to_High and MiddleBand_Bear_Trend_isnt_fresh and MiddleBand_Price_was_above_Bear_level and MiddleBand_Price_is_below_Bear_level and Middle_and_Sideways_Fib_Emas_Downtrend and not Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
SidewaysBand_Sell_Alert = SidewaysBand_Price_Average_below_Bear_Level and SidewaysBand_High_isnt_to_High and SidewaysBand_Bear_Trend_isnt_fresh and SidewaysBand_Price_was_above_Bear_level and SidewaysBand_Price_is_below_Bear_level and SidewaysBand_Ema_in_Downtrend and not (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend and ( not SidewaysBand_Ema_in_Downtrend))

// Backtester


////////////////// Stop Loss

// Stop loss
enableSL =  input.bool(true, title='enable Stop Loss', group='══════════ Stop Loss Settings ══════════')
whichSL =  input.string(defval='low/high as SL', title='SL based on static % or based on the low/high', options=['low/high as SL', 'static % as SL'], group='══════════ Stop Loss Settings ══════════')
whichOffset = input.string(defval='% as offset', title='choose offset from the low/high', options=['$ as offset', '% as offset'], group='Stop Loss at the low/high')
lowPBuffer = input.float(1.4, title='SL Offset from the Low/high in %', group='Stop Loss at the low/high') / 100
lowDBuffer = input.float(100, title='SL Offset from the Low/high in $', group='Stop Loss at the low/high')
SlLowLookback = input.int(title='SL lookback for Low/high', defval=5, minval=1, maxval=50, group='Stop Loss at the low/high')


longSlLow = float(na)
shortSlLow = float(na)

if whichOffset == "% as offset" and whichSL == "low/high as SL" and enableSL
    longSlLow := ta.lowest(low, SlLowLookback) * (1 - lowPBuffer)
    shortSlLow := ta.highest(high, SlLowLookback) * (1 + lowPBuffer)
if whichOffset == "$ as offset" and whichSL == "low/high as SL" and enableSL
    longSlLow := ta.lowest(low, SlLowLookback) - lowDBuffer
    shortSlLow := ta.highest(high, SlLowLookback) + lowDBuffer
//plot(shortSlLow, title="stoploss", color=color.new(#00bcd4, 0))


// long settings - 🔥 uncomment the 6 lines below to disable the alerts and enable the backtester 
longStopLoss = input.float(0.5, title='Long Stop Loss in %', group='static % Stop Loss', inline='Input 1') / 100
// short settings - 🔥 uncomment the 6 lines below to disable the alerts and enable the backtester 
shortStopLoss = input.float(0.5, title='Short Stop Loss in %', group='static % Stop Loss', inline='Input 1') / 100

/////// Take profit

longTakeProfit1 = input.float(4, title='Long Take Profit in %', group='Take Profit', inline='Input 1') / 100


/////// Take profit

shortTakeProfit1 = input.float(1.6, title='Short Take Profit in %', group='Take Profit', inline='Input 1') / 100


////////////////// SL TP END


/////////////////// alerts 


selectalertFreq = input.string(defval='once per bar close', title='Alert Options', options=['once per bar', 'once per bar close', 'all'], group='═══════════ alert settings ═══════════')
BuyAlertMessage = input.string(defval="Bullish Divergence detected, put your SL @", title='Buy Alert Message',  group='═══════════ alert settings ═══════════')
enableSlMessage =  input.bool(true, title='enable Stop Loss Value at the end of "buy Alert message"', group='═══════════ alert settings ═══════════')
AfterSLMessage = input.string(defval="", title='Buy Alert message after SL Value',  group='═══════════ alert settings ═══════════')


 
////////////////// Backtester 

// 🔥 uncomment the all lines below for the backtester and revert for alerts
shortTrading = enable_MiddleBand_Bear or enable_StrongBand_Bear or enable_SidewaysBand_Bear
longTrading = enable_StrongBand_Bull or enable_MiddleBand_Bull or enable_SidewaysBand_Bull

longTP1 = strategy.position_size > 0 ? strategy.position_avg_price * (1 + longTakeProfit1) : strategy.position_size < 0 ? strategy.position_avg_price * (1 - longTakeProfit1) : na
longSL = strategy.position_size > 0 ? strategy.position_avg_price * (1 - longStopLoss) : strategy.position_size < 0 ? strategy.position_avg_price * (1 + longStopLoss) : na

shortTP = strategy.position_size > 0 ? strategy.position_avg_price * (1 + shortTakeProfit1) : strategy.position_size < 0 ? strategy.position_avg_price * (1 - shortTakeProfit1) : na
shortSL = strategy.position_size > 0 ? strategy.position_avg_price * (1 - shortStopLoss) : strategy.position_size < 0 ? strategy.position_avg_price * (1 + shortStopLoss) : na

strategy.risk.allow_entry_in(longTrading == true and shortTrading == true ? strategy.direction.all : longTrading == true ? strategy.direction.long : shortTrading == true ? strategy.direction.short : na)
strategy.entry('Bull', strategy.long, comment='Upper Band Long', when=StrongBand_Buy_Alert)
strategy.entry('Bull', strategy.long, comment='Lower Band Long', when=MiddleBand_Buy_Alert)
strategy.entry('Bull', strategy.long, comment='Lower Band Long', when=SidewaysBand_Buy_Alert)
strategy.entry('Bear', strategy.short, comment='Upper Band Short', when=StrongBand_Sell_Alert)
strategy.entry('Bear', strategy.short, comment='Lower Band Short', when=MiddleBand_Sell_Alert)
strategy.entry('Bear', strategy.short, comment='Lower Band Short', when=SidewaysBand_Sell_Alert)




// check which SL to use
if enableSL and whichSL == 'static % as SL'
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1, stop=longSL)
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP, stop=shortSL)


// get bars since last entry for the SL at low to work
barsSinceLastEntry()=>
    strategy.opentrades > 0 ? (bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades-1)) : na
    
if enableSL and whichSL == 'low/high as SL' and ta.barssince(StrongBand_Buy_Alert or MiddleBand_Buy_Alert or SidewaysBand_Buy_Alert) < 2 and barsSinceLastEntry() < 2
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1, stop=longSlLow)
if enableSL and whichSL == 'low/high as SL' and ta.barssince(StrongBand_Sell_Alert or MiddleBand_Sell_Alert or SidewaysBand_Sell_Alert) < 2 and barsSinceLastEntry() < 2
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP, stop=shortSlLow)


if not enableSL
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1)
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP)

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