MACD اشارے بریک آؤٹ ٹریڈنگ کی حکمت عملی

/*backtest
start: 2023-01-01 00:00:00
end: 2023-09-11 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3 
strategy("uray MACD", overlay=false, pyramiding = 0, calc_on_every_tick=true, precision=2, currency="USD", default_qty_value=10, default_qty_type=strategy.cash,initial_capital=100,commission_type=strategy.commission.percent,commission_value=0.1) 

// === INPUT BACKTEST RANGE ===
FromMonth = input(defval = 6, title = "From Month", minval = 1, maxval = 12)
FromDay   = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromYear  = input(defval = 2018, title = "From Year", minval = 2017)
ToMonth   = input(defval = 6, title = "To Month", minval = 1, maxval = 12)
ToDay     = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToYear    = input(defval = 2020, title = "To Year", minval = 2017)

// === FUNCTION EXAMPLE ===
start     = timestamp(FromYear, FromMonth, FromDay, 00, 00)  // backtest start window
finish    = timestamp(ToYear, ToMonth, ToDay, 23, 59)        // backtest finish window
inTimeframe()  => true


isPosLong    = strategy.position_size > 0
isPosShort   = strategy.position_size < 0
isNoMarginPos= strategy.position_size == 0

fastLength    = input(12, minval = 1, title = "MACD fast")
slowlength    = input(26, minval = 1, title = "MACD slow")
MACDLength    = input( 9, minval = 1, title = "MACD length")
stopLoss      = input( 10, minval = 1, title = "Stop Loss (price %)", type=float)
takeProfit    = input( 50, minval = 1, title = "Take Profit (price %)", type=float)
src           = close   // Source of Calculations (Close of Bar)

MACD  = ta.ema(src, fastLength) - ta.ema(src, slowlength)
aMACD = ta.ema(MACD, MACDLength)
delta = MACD - aMACD
stopLossValue      = close*(stopLoss/100)/syminfo.mintick
takeProfitValue    = close*(takeProfit/100)/syminfo.mintick
switchLongTrigger  = ta.crossover(delta, 0)
switchShortTrigger = ta.crossunder(delta, 0)
closeLongTrigger   = ta.crossunder(delta, 0)
closeShortTrigger  = ta.crossover(delta, 0)
entryLongTrigger   = ta.crossover(delta, 0)
entryShortTrigger  = ta.crossunder(delta, 0)

// if inTimeframe()
//     if isNoMarginPos
//         if entryLongTrigger
//             strategy.entry("Long", strategy.long,  comment="Entry Long")
//             strategy.exit("Stop (long SL/TP)", loss=stopLossValue, profit=takeProfitValue)   
//         if entryShortTrigger
//             strategy.entry("Short", strategy.short, comment="Entry Short")  
//             strategy.exit("Stop (short SL/TP)", loss=stopLossValue, profit=takeProfitValue)   
//     if isPosShort
//         if switchLongTrigger
//             strategy.close_all()    
//             strategy.entry("Long", strategy.long, comment="switch Long")
//             strategy.exit("Stop (long SL/TP)", loss=stopLossValue, profit=takeProfitValue)   
//         if closeLongTrigger
//             strategy.close_all()    
//     if isPosLong 
//         if switchShortTrigger
//             strategy.close_all()   
//             strategy.entry("Short", strategy.short, comment="switch Short")
//             strategy.exit("Stop (short SL/TP)", loss=stopLossValue, profit=takeProfitValue) 
//         if closeShortTrigger
//             strategy.close_all()   

if inTimeframe()
    strategy.entry("Long", strategy.long,  comment="Entry Long", when=entryLongTrigger)
    strategy.close("Long", when=entryShortTrigger)
    strategy.entry("Short", strategy.short,  comment="Entry Short", when=entryShortTrigger)
    strategy.close("Short", when=entryLongTrigger)
    strategy.exit("Stop (short SL/TP)", loss=stopLossValue, profit=takeProfitValue, when=entryShortTrigger) 
    strategy.exit("Stop (long SL/TP)", loss=stopLossValue, profit=takeProfitValue, when=entryLongTrigger)