ATR اور RSI پر مبنی تجارتی حکمت عملی کے بعد رجحان

/*backtest
start: 2023-09-08 00:00:00
end: 2023-10-08 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// © liwei666
//@version=5
// # ========================================================================= #
// #                   |   Strategy  |
// # ========================================================================= #
strategy(
 title                = "ATR_RSI_Strategy v2[liwei666]",
 shorttitle           = "ATR_RSI_Strategy",
 overlay              =  true,
 max_lines_count                 =  500, 
 max_labels_count                =  500, 
 max_boxes_count                 =  500,
 max_bars_back = 5000,
 initial_capital = 10000,
 default_qty_type=strategy.percent_of_equity, 
 default_qty_value=50, commission_type=strategy.commission.percent, pyramiding=1, 
 commission_value=0.05
 )
// # ========================================================================= #
// #                   |   Strategy  |
// # ========================================================================= #

atr_length = input.int(26, "atr_length", minval = 6, maxval = 100, step=1)
atr_ma_length = input.int(45, "atr_ma_length", minval = 6, maxval = 100, step=1)
rsi_length = input.int(15, "rsi_length", minval = 6, maxval = 100, step=1)
rsi_entry = input.int(10, "rsi_entry", minval = 6, maxval = 100, step=1)
atr_ma_norm_min = input.float(0.3, "atr_ma_norm_min", minval = 0.1, maxval = 0.5, step=0.1)
atr_ma_norm_max = input.float(0.7, "atr_ma_norm_max", minval = 0.5, maxval = 1, step=0.1)
trailing_percent= input.float(1.5, "trailing_percent", minval = 0.1, maxval = 2, step=0.1)

var rsi_buy = 50 + rsi_entry
var rsi_sell = 50 - rsi_entry

sma_norm_h_45() => 
    source = high
    n = 45
    sma = ta.sma(source, n) 
    sma_norm = (sma - ta.lowest(sma, n)) / (ta.highest(sma,n) - ta.lowest(sma, n))
    sma_norm

atr_value = ta.atr(atr_length)
atr_ma = ta.sma(atr_value, atr_ma_length) 
rsi_value = ta.rsi(close, length = rsi_length) 
atr_ma_norm = atr_ma / close * 100
sma_norm = sma_norm_h_45()

var intra_trade_high = 0.0
var intra_trade_low = 0.0

if strategy.position_size == 0
    intra_trade_high := high
    intra_trade_low := low

    if atr_ma_norm >= atr_ma_norm_min and atr_ma_norm <= atr_ma_norm_max
        if atr_value > atr_ma
            if rsi_value > rsi_buy
                strategy.entry("B1", strategy.long, limit = close + 5 )
            else if rsi_value < rsi_sell
                strategy.entry("S1", strategy.short, limit = close - 5 )
else if strategy.position_size > 0
    intra_trade_high := math.max(intra_trade_high, high)
    intra_trade_low := low

    long_tp = intra_trade_high * (1 - trailing_percent / 100)
    strategy.exit("Exit B1", from_entry="B1", stop = long_tp, limit = strategy.position_avg_price * 1.03)

else if strategy.position_size < 0
    intra_trade_high := high
    intra_trade_low := math.min(intra_trade_low, low) 

    short_tp = intra_trade_low * (1 + trailing_percent / 100)
    strategy.exit("Exit S1", from_entry="S1", stop = short_tp, limit = strategy.position_avg_price * 0.94)