رجحان کی پیروی کرنے والی موونگ ایوریج اور کینڈل سٹک پیٹرن کے امتزاج کی حکمت عملی

/*backtest
start: 2024-01-01 00:00:00
end: 2024-01-31 23:59:59
period: 3h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Trend Following Strategy with Candlestick Patterns", overlay=true)

// Moving Average
ma_period = input(10, title="Moving Average Period")
moving_average = ta.sma(close, ma_period)

// Candlestick Patterns
// Custom Function
abs(x) => x >= 0 ? x : -x

// Candlestick Patterns
isDoji() =>
    (close - open) <= (high - low) * 0.1

isMarubozuWhite() =>
    close == high and open == low and close > open

isHammer() =>
    (high - low) >= 3 * abs(open - close) and (close - low) / (0.001 + high - low) > 0.6 and (open - low) / (0.001 + high - low) > 0.6

isInvertedHammer() =>
    (high - low) >= 3 * abs(open - close) and (high - close) / (0.001 + high - low) > 0.6 and (high - open) / (0.001 + high - low) > 0.6

isLongLowerShadow() =>
    (low - close) > 2 * abs(open - close) and (low - open) / (0.001 + high - low) > 0.6

isUpsideTasukiGap() =>
    close[1] < open[1] and open > close and open > close[1] and close < open[1]

isRisingWindow() =>
    high[1] < low and close > open

isPiercing() =>
    close[1] < open[1] and close > open and close > ((open + low) / 2) and close < open[1] and open < close[1]

isBullishEngulfing() =>
    close[1] < open[1] and close > open and high > high[1] and low < low[1]

isTweezerBottom() =>
    low == ta.valuewhen(low == ta.lowest(low, 10), low, 0) and low == ta.valuewhen(low == ta.lowest(low, 20), low, 0)

isBullishAbandonedBaby() =>
    close[2] < open[2] and close[1] > open[1] and low[1] > ta.valuewhen(high == ta.highest(high, 2), high, 0) and open > close and close > ta.valuewhen(high == ta.highest(high, 2), high, 0)

isMorningStar() =>
    close[2] < open[2] and close[1] < open[1] and close > open[1] and open < close[2] and open > close[1]

isMorningDojiStar() =>
    close[2] < open[2] and close[1] < open[1] and isDoji() and close > open[1] and open < close[2] and open > close[1]

isDragonflyDoji() =>
    isDoji() and (high - close) / (0.001 + high - low) < 0.1 and (open - low) / (0.001 + high - low) > 0.6

isThreeWhiteSoldiers() =>
    close[2] < open[2] and close[1] < open[1] and close > open and open < close[2] and open < close[1] and close > open[1]

isRisingThreeMethods() =>
    close[4] < open[4] and close[1] < open[1] and close > open and open < close[4] and open < close[1] and close > open[1]

isMarubozuBlack() =>
    close == low and open == high and open > close

isGravestoneDoji() =>
    isDoji() and (close - low) / (0.001 + high - low) < 0.1 and (high - open) / (0.001 + high - low) > 0.6

isHangingMan() =>
    (high - low) >= 4 * abs(open - close) and (open - close) / (0.001 + high - low) > 0.6 and (high - open) / (0.001 + high - low) > 0.6

isLongUpperShadow() =>
    (high - open) > 2 * abs(open - close) and (high - close) / (0.001 + high - low) > 0.6

isDownsideTasukiGap() =>
    close[1] > open[1] and open < close and open < close[1] and close > open[1]

isFallingWindow() =>
    low[1] > high and close < open

isDarkCloudCover() =>
    close[1] > open[1] and close < open and close < ((open + high) / 2) and close > open[1] and open > close[1]

isBearishEngulfing() =>
    close[1] > open[1] and close < open and high > high[1] and low < low[1]

isTweezerTop() =>
    high == ta.valuewhen(high == ta.highest(high, 10), high, 0) and high == ta.valuewhen(high == ta.highest(high, 20), high, 0)

isAbandonedBaby() =>
    close[2] > open[2] and close[1] < open[1] and high[1] < ta.valuewhen(low == ta.lowest(low, 2), low, 0) and open < close and close < ta.valuewhen(low == ta.lowest(low, 2), low, 0)

isEveningDojiStar() =>
    close[2] > open[2] and close[1] > open[1] and isDoji() and close < open[1] and open > close[2] and open < close[1]

isEveningStar() =>
    close[2] > open[2] and close[1] > open[1] and close < open[1] and open > close[2] and open < close[1]

isThreeBlackCrows() =>
    close[2] > open[2] and close[1] > open[1] and close < open and open > close[2] and open > close[1] and close < open[1]

isFallingThreeMethods() =>
    close[4] > open[4] and close[1] > open

isShootingStar() =>
    (high - low) >= 3 * abs(open - close) and (high - close) / (0.001 + high - low) > 0.6 and (high - open) / (0.001 + high - low) > 0.6

doji = isDoji()
marubozuWhite = isMarubozuWhite()
hammer = isHammer()
invertedHammer = isInvertedHammer()
longLowerShadow = isLongLowerShadow()
upsideTasukiGap = isUpsideTasukiGap()
risingWindow = isRisingWindow()
piercing = isPiercing()
bullishEngulfing = isBullishEngulfing()
tweezerBottom = isTweezerBottom()
bullishAbandonedBaby = isBullishAbandonedBaby()
morningStar = isMorningStar()
morningDojiStar = isMorningDojiStar()
dragonflyDoji = isDragonflyDoji()
threeWhiteSoldiers = isThreeWhiteSoldiers()
risingThreeMethods = isRisingThreeMethods()
marubozuBlack = isMarubozuBlack()
gravestoneDoji = isGravestoneDoji()
hangingMan = isHangingMan()
longUpperShadow = isLongUpperShadow()
downsideTasukiGap = isDownsideTasukiGap()
fallingWindow = isFallingWindow()
darkCloudCover = isDarkCloudCover()
bearishEngulfing = isBearishEngulfing()
tweezerTop = isTweezerTop()
abandonedBaby = isAbandonedBaby()
eveningDojiStar = isEveningDojiStar()
eveningStar = isEveningStar()
threeBlackCrows = isThreeBlackCrows()
fallingThreeMethods = isFallingThreeMethods()
shootingStar = isShootingStar()
isBullishPattern() =>
    (isMarubozuWhite() or isHammer() or isInvertedHammer() or isDoji() or isMorningStar() or isBullishEngulfing() or isThreeWhiteSoldiers() or isMarubozuBlack() or isHangingMan() or isDownsideTasukiGap() or isDarkCloudCover())

isBearishPattern() =>
    (isMarubozuBlack() or isInvertedHammer() or isLongUpperShadow() or isTweezerTop() or isGravestoneDoji() or isEveningStar() or isBearishEngulfing() or isThreeBlackCrows() or isShootingStar())

isBullishCandle = isBullishPattern()
isBearishCandle = isBearishPattern()

// Calculate Pivot Points
pivotPoint(high, low, close) =>
    (high + low + close) / 3

r1 = pivotPoint(high[1], low[1], close[1]) * 2 - low[1]
s1 = pivotPoint(high[1], low[1], close[1]) * 2 - high[1]

r2 = pivotPoint(high[1], low[1], close[1]) + (high[1] - low[1])
s2 = pivotPoint(high[1], low[1], close[1]) - (high[1] - low[1])

r3 = high[1] + 2 * (pivotPoint(high[1], low[1], close[1]) - low[1])
s3 = low[1] - 2 * (high[1] - pivotPoint(high[1], low[1], close[1]))
// Trend Identification
is_uptrend = close > moving_average
is_downtrend = close < moving_average
// Entry and Exit Conditions with Trend Identification
enterLong = is_uptrend and isBullishCandle and close > r1
exitLong = is_uptrend and (bearishEngulfing or doji or close < s1)

enterShort = is_downtrend and isBearishCandle and close < s1
exitShort = is_downtrend and (bullishEngulfing or doji or close > r1)



// Strategy Execution
if enterLong and strategy.position_size == 0 and strategy.position_size[1] == 0 and close > r1
    strategy.entry("Buy", strategy.long, qty=1)

if exitLong and strategy.position_size > 0
    strategy.close("Buy")

if enterShort and strategy.position_size == 0 and close < s1
    strategy.entry("Sell", strategy.short, qty=1)

if exitShort and strategy.position_size < 0
    strategy.close("Sell")


// Stop-Loss and Trailing Stop-Loss
stop_loss_pct = input(2.0, title="Stop Loss Percentage")
trailing_stop_loss_pct = input(1.0, title="Trailing Stop Loss Percentage")
trailing_stop_loss_active = input(true, title="Trailing Stop Loss Active")

// Stop-Loss
stop_loss_level = strategy.position_avg_price * (1 - stop_loss_pct / 100)
strategy.exit("Stop Loss", "Buy", loss=stop_loss_level)

// Trailing Stop-Loss


// Plotting Moving Average
plot(moving_average, color=color.blue, title="Moving Average", linewidth=2)

// Plotting Candlestick Patterns
plotshape(isBullishCandle, title="Bullish Candle", location=location.belowbar, color=color.green, style=shape.labelup)
plotshape(isBearishCandle, title="Bearish Candle", location=location.abovebar, color=color.red, style=shape.labeldown)

// Plotting Support and Resistance Levels
//hline(r1, "Resistance Level 1", color=color.red, linestyle=hline.style_dotted)
//hline(s1, "Support Level 1", color=color.green, linestyle=hline.style_dotted)