کثیر اشارے جامع متحرک تجارتی حکمت عملی

/*backtest
start: 2024-06-29 00:00:00
end: 2024-07-29 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("EMA & RSI Strategy", overlay=true)

// Install indicators
ema34 = ta.ema(close, 34)
ema89 = ta.ema(close, 89)
ema54 = ta.ema(close, 54)
ema150 = ta.ema(close, 150)
rsi = ta.rsi(close, 14)

// Draw indicator
plot(ema34, color=color.red, title="EMA 34")
plot(ema89, color=color.blue, title="EMA 89")
//plot(ema54, color=color.green, title="EMA 54")
//plot(ema150, color=color.yellow, title="EMA 150")
hline(50, "RSI 50", color=color.gray)
plot(rsi, title="RSI", color=color.orange, linewidth=2, offset=-1)

// condition long or short
longCondition = ta.crossover(ema34, ema89) and rsi > 30
shortCondition = ta.crossunder(ema34, ema89) and rsi < 70

// Add strategy long
if (longCondition)
    strategy.entry("Long", strategy.long)

// Add strategy short
if (shortCondition)
    strategy.entry("Short", strategy.short)

// Calculate the average volume of previous candles
length = 20 // Number of candles to calculate average volume
avgVolume = ta.sma(volume, length)
highVolumeCondition = volume > 3 * avgVolume

// Determine take profit and stop loss prices when there is high volume
var float takeProfitPriceLong = na
var float stopLossPriceLong = na
var float takeProfitPriceShort = na
var float stopLossPriceShort = na

if (longCondition)
    takeProfitPriceLong := na
    stopLossPriceLong := na

if (shortCondition)
    takeProfitPriceShort := na
    stopLossPriceShort := na

// Update take profit and stop loss prices when volume is high
if (strategy.opentrades.entry_id(0) == "Long" and highVolumeCondition)
    takeProfitPriceLong := close
    stopLossPriceLong := close

if (strategy.opentrades.entry_id(0) == "Short" and highVolumeCondition)
    takeProfitPriceShort := close
    stopLossPriceShort := close

// Execute exit orders for buy and sell orders when there is high volume
if (not na(takeProfitPriceLong))
    strategy.exit("Take Profit Long", from_entry="Long", limit=takeProfitPriceLong, stop=stopLossPriceLong)

if (not na(takeProfitPriceShort))
    strategy.exit("Take Profit Short", from_entry="Short", limit=takeProfitPriceShort, stop=stopLossPriceShort)

// Track the number of candles since the order was opened
var int barsSinceEntryLong = na
var int barsSinceEntryShort = na
var bool longPositionClosed = false
var bool shortPositionClosed = false

if (longCondition)
    barsSinceEntryLong := 0
    longPositionClosed := false
if (shortCondition)
    barsSinceEntryShort := 0
    shortPositionClosed := false

if (strategy.opentrades.entry_id(0) == "Long")
    barsSinceEntryLong := barsSinceEntryLong + 1

if (strategy.opentrades.entry_id(0) == "Short")
    barsSinceEntryShort := barsSinceEntryShort + 1

// Check the conditions to close the order at the 15th candle
if (strategy.opentrades.entry_id(0) == "Long" and barsSinceEntryLong >= 15 and not longPositionClosed)
    strategy.close("Long")
    longPositionClosed := true

if (strategy.opentrades.entry_id(0) == "Short" and barsSinceEntryShort >= 15 and not shortPositionClosed)
    strategy.close("Short")
    shortPositionClosed := true

// Thêm stop loss theo EMA34
if (strategy.opentrades.entry_id(0) == "Long")
    strategy.exit("Stop Loss Long", from_entry="Long", stop=ema34)
if (strategy.opentrades.entry_id(0) == "Short")
    strategy.exit("Stop Loss Short", from_entry="Short", stop=ema34)

// Displays buy/sell signals and price levels on the chart
plotshape(series=longCondition, location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(series=shortCondition, location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Displays take profit and stop loss prices on the chart
// var line takeProfitLineLong = na
// var line stopLossLineLong = na
// var line takeProfitLineShort = na
// var line stopLossLineShort = na

// if (not na(takeProfitPriceLong)) 
//     if na(takeProfitLineLong)
//         takeProfitLineLong := line.new(x1=bar_index, y1=takeProfitPriceLong, x2=bar_index + 1, y2=takeProfitPriceLong, color=color.blue, width=1, style=line.style_dashed)
//     else
//         line.set_xy1(takeProfitLineLong, x=bar_index, y=takeProfitPriceLong)
//         line.set_xy2(takeProfitLineLong, x=bar_index + 1, y=takeProfitPriceLong)

// if (not na(stopLossPriceLong)) 
//     if na(stopLossLineLong)
//         stopLossLineLong := line.new(x1=bar_index, y1=stopLossPriceLong, x2=bar_index + 1, y2=stopLossPriceLong, color=color.red, width=1, style=line.style_dashed)
//     else
//         line.set_xy1(stopLossLineLong, x=bar_index, y=stopLossPriceLong)
//         line.set_xy2(stopLossLineLong, x=bar_index + 1, y=stopLossPriceLong)

// if (not na(takeProfitPriceShort)) 
//     if na(takeProfitLineShort)
//         takeProfitLineShort := line.new(x1=bar_index, y1=takeProfitPriceShort, x2=bar_index + 1, y2=takeProfitPriceShort, color=color.blue, width=1, style=line.style_dashed)
//     else
//         line.set_xy1(takeProfitLineShort, x=bar_index, y=takeProfitPriceShort)
//         line.set_xy2(takeProfitLineShort, x=bar_index + 1, y=takeProfitPriceShort)

// if (not na(stopLossPriceShort)) 
//     if na(stopLossLineShort)
//         stopLossLineShort := line.new(x1=bar_index, y1=stopLossPriceShort, x2=bar_index + 1, y2=stopLossPriceShort, color=color.red, width=1, style=line.style_dashed)
//     else
//         line.set_xy1(stopLossLineShort, x=bar_index, y=stopLossPriceShort)
//         line.set_xy2(stopLossLineShort, x=bar_index + 1, y=stopLossPriceShort)

// // Shows annotations for take profit and stop loss prices
// if (not na(takeProfitPriceLong))
//     label.new(x=bar_index, y=takeProfitPriceLong, text="TP Long", style=label.style_label_down, color=color.blue, textcolor=color.white)
// if (not na(stopLossPriceLong))
//     label.new(x=bar_index, y=stopLossPriceLong, text="SL Long", style=label.style_label_up, color=color.red, textcolor=color.white)
// if (not na(takeProfitPriceShort))
//     label.new(x=bar_index, y=takeProfitPriceShort, text="TP Short", style=label.style_label_up, color=color.blue, textcolor=color.white)
// if (not na(stopLossPriceShort))
//     label.new(x=bar_index, y=stopLossPriceShort, text="SL Short", style=label.style_label_down, color=color.red, textcolor=color.white)