Стратегия, основанная на концепции «умных денег» и трендах.

/*backtest
start: 2024-12-04 00:00:00
end: 2025-12-02 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy(title="Stratégie SMC V18.2 (BTC/EUR FINAL R3 - Tendance)", shorttitle="SMC-BTC-FINAL-Tendance", overlay=true,
     currency=currency.EUR, // <--- CHANGÉ EN EUR
     initial_capital=1000, // Capital initial de 1000 euros pour coller à votre compte démo
     pyramiding=0, 
     default_qty_type=strategy.cash, 
     default_qty_value=1) 

// --- PARAMÈTRES ADAPTÉS POUR BTC (M15) ---
i_max_lot_size = input.float(0.01, title="Lot Max (Quantité Max BTC)", minval=0.00001, step=0.001)
i_min_lot_size = input.float(0.00001, title="Lot Min Réel (Exigence Broker)", minval=0.00001, step=0.00001) 
i_swing_length = input.int(4, title="Long. Swing (BOS) pour BTC", minval=2) // ADAPTÉ M15
i_ob_opacity = input.int(80, title="Opacité OB", minval=0, maxval=100)
i_liq_tolerance = input.float(0.1, title="Tolérance Liq. (%) pour BTC", minval=0.01, step=0.01)
i_liq_search = input.int(7, title="Long. Recherche Liq.", minval=5) // ADAPTÉ M15

// --- PARAMÈTRES DE FILTRE DE TENDANCE (H1/EMA 200 PAR DÉFAUT) ---
i_tf_tendance = input.string("60", title="Timeframe Tendance (ex: 60 pour H1)", options=["30", "60", "120", "240"]) // ADAPTÉ H1
i_ema_length = input.int(200, title="Longueur EMA Tendance", minval=1)

// --- GESTION DU RISQUE DÉDIÉE ---
float risk_amount = 2.0 // Risque de 2.00 EUROS par transaction
float min_sl_distance = 0.0001 

// --- VARIABLES SMC ---
var float obHigh = na
var float obLow = na
var bool obIsBullish = false 
var box currentBox = na          
var float last_swing_low = na
var float last_swing_high = na
var label active_label = na      
var bool signal_entry_long = false
var bool signal_entry_short = false
var float entry_sl_level = na
var float entry_tp_level = na
var float entry_qty_to_risk = na 
var bool signal_persistant_long = false
var bool signal_persistant_short = false

// --- FONCTION DE FILTRE DE TENDANCE (EMA sur TF supérieur) ---
f_get_ema_hl() => 
    request.security(syminfo.tickerid, i_tf_tendance, ta.ema(close, i_ema_length))

ema_tendance = f_get_ema_hl()

// PLOT de l'EMA pour la visualisation (Titre corrigé)
plot(ema_tendance, color=color.new(color.white, 20), title="EMA Tendance (Filtre)", linewidth=2)


// --- RÉINITIALISATION ---
if not na(active_label)
    label.delete(active_label)
active_label := na 

signal_entry_long := false 
signal_entry_short := false 
entry_qty_to_risk := na 


// Mise à jour des Swings Highs/Lows
sh_confirmed = ta.barssince(high == ta.highest(i_swing_length * 2 + 1)) == i_swing_length
sl_confirmed = ta.barssince(low == ta.lowest(i_swing_length * 2 + 1)) == i_swing_length

// Initialisation des swings 
if na(last_swing_high)
    last_swing_high := ta.highest(200)
if na(last_swing_low)
    last_swing_low := ta.lowest(200)

if sh_confirmed
    last_swing_high := high[i_swing_length]
if sl_confirmed
    last_swing_low := low[i_swing_length]

float fib_0_5_level = not na(last_swing_high) and not na(last_swing_low) ? (last_swing_high + last_swing_low) / 2 : na

// PLOT DE DÉBOGAGE: Visualisation des derniers swings
plot(last_swing_high, color=color.new(color.fuchsia, 50), style=plot.style_line, linewidth=2, title="Last Swing High")
plot(last_swing_low, color=color.new(color.lime, 50), style=plot.style_line, linewidth=2, title="Last Swing Low")


// --- FONCTIONS DE DÉTECTION (unchanged) ---
fvg_bullish() => high[1] < low[3]
fvg_bearish() => low[1] > high[3]

f_has_liquidity(direction) =>
    result = false
    price_to_search = direction ? low : high 
    
    search_price = direction ? ta.lowest(i_liq_search) : ta.highest(i_liq_search)

    tolerance = close * i_liq_tolerance / 100 
    
    if direction 
        result := search_price < price_to_search - tolerance
    else 
        result := search_price > price_to_search + tolerance
        
    result

// --- LOGIQUE DE DÉCLENCHEMENT DE L'ORDRE BLOCK (unchanged) ---
is_bullish_ob() =>
    isBearCandle = close[1] < open[1] 
    hasFVG = fvg_bullish() 
    isBOS = not na(last_swing_low) and close > last_swing_low 
    hasLiquiditySupport = f_has_liquidity(true)
    isDiscount = not na(fib_0_5_level) and close < fib_0_5_level

    isBearCandle and hasFVG and isBOS and hasLiquiditySupport and isDiscount

is_bearish_ob() =>
    isBullCandle = close[1] > open[1] 
    hasFVG = fvg_bearish() 
    isBOS = not na(last_swing_high) and close < last_swing_high 
    hasLiquiditySupport = f_has_liquidity(false)
    isPremium = not na(fib_0_5_level) and close > fib_0_5_level

    isBullCandle and hasFVG and isBOS and hasLiquiditySupport and isPremium

// --- CRÉATION / MISE À JOUR DE L'OB ACTIF (unchanged) ---
if na(obHigh) or strategy.position_size == 0
    if is_bullish_ob() or is_bearish_ob()
        obIsBullish := is_bullish_ob()
        obHigh := high[1]
        obLow := low[1]

// --- GESTION DE LA MITIGATION ET VALIDATION ---
if not na(obHigh) 
    
    float mitigation_buffer = 0.00005 * close 

    isTouched = obIsBullish ? low <= obHigh + mitigation_buffer : high >= obLow - mitigation_buffer
    isInvalidatedBull = obIsBullish and close < obLow
    isInvalidatedBear = not obIsBullish and close > obHigh
    
    // L'OB est touché ET nous ne sommes pas déjà en position
    if isTouched and strategy.position_size == 0
        
        // --- CALCULS ET SIGNAL ---
        var float sl_level = obIsBullish ? obLow : obHigh
        var float rr_distance_usd = math.abs(close - sl_level) 
        float safe_rr_distance = math.max(rr_distance_usd, min_sl_distance)
        
        float desired_risk_amount = risk_amount 
        
        float calculated_qty = desired_risk_amount / safe_rr_distance
        
        // LOGIQUE POUR GÉRER LOT MAX/MIN
        float minimum_lot_for_market = i_min_lot_size 
        
        entry_qty_to_risk := math.max(calculated_qty, minimum_lot_for_market)
        
        entry_qty_to_risk := math.min(entry_qty_to_risk, i_max_lot_size) 
        
        entry_sl_level := sl_level
        
        // TP FIXE : R:R 1:3
        entry_tp_level := obIsBullish ? close + safe_rr_distance * 3 : close - safe_rr_distance * 3 
        
        // VÉRIFICATION DU LOT MINIMUM 
        if entry_qty_to_risk >= minimum_lot_for_market
            if obIsBullish
                signal_entry_long := true
            else
                signal_entry_short := true



// --- EXÉCUTION DE LA STRATÉGIE ---

// Persistance du signal
if signal_entry_long and strategy.position_size == 0
    signal_persistant_long := true

if signal_entry_short and strategy.position_size == 0
    signal_persistant_short := true

// EXÉCUTION AVEC FILTRE DE TENDANCE
if strategy.position_size == 0
    
    // EXÉCUTION LONG
    if signal_persistant_long and not na(entry_qty_to_risk)
        // FILTRE LONG : Prix M15 au-dessus de l'EMA de tendance H1
        if close > ema_tendance
            strategy.entry("LongEntry", strategy.long, qty=entry_qty_to_risk, comment="OB Long Actif")
            strategy.exit("ExitLong", from_entry="LongEntry", stop=entry_sl_level, limit=entry_tp_level) 
        signal_persistant_long := false 

    // EXÉCUTION SHORT
    if signal_persistant_short and not na(entry_qty_to_risk)
        // FILTRE SHORT : Prix M15 en dessous de l'EMA de tendance H1
        if close < ema_tendance
            strategy.entry("ShortEntry", strategy.short, qty=entry_qty_to_risk, comment="OB Short Actif")
            strategy.exit("ExitShort", from_entry="ShortEntry", stop=entry_sl_level, limit=entry_tp_level)
        signal_persistant_short := false 

// S'assurer que le signal actif est effacé après l'entrée/sortie
if strategy.position_size != 0
    signal_persistant_long := false
    signal_persistant_short := false