ملٹی پیریڈ ٹرینڈ ٹریکنگ اور ATR اتار چڑھاؤ کے انتظام کی حکمت عملی

/*backtest
start: 2019-12-23 08:00:00
end: 2024-11-26 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Trend Following with ATR and MTF Confirmation", overlay=true)

// Parameters
emaShortPeriod = input.int(9, title="Short EMA Period", minval=1)
emaLongPeriod = input.int(21, title="Long EMA Period", minval=1)
rsiPeriod = input.int(14, title="RSI Period", minval=1)
rsiOverbought = input.int(70, title="RSI Overbought", minval=50)
rsiOversold = input.int(30, title="RSI Oversold", minval=1)
atrPeriod = input.int(14, title="ATR Period", minval=1)
atrMultiplier = input.float(1.5, title="ATR Multiplier", minval=0.1)
takeProfitATRMultiplier = input.float(2.0, title="Take Profit ATR Multiplier", minval=0.1)

// Multi-timeframe settings
htfEMAEnabled = input.bool(true, title="Use Higher Timeframe EMA Confirmation?", inline="htf")
htfEMATimeframe = input.timeframe("D", title="Higher Timeframe", inline="htf")

// Select trade direction
tradeDirection = input.string("Both", title="Trade Direction", options=["Both", "Long", "Short"])

// Calculating indicators
emaShort = ta.ema(close, emaShortPeriod)
emaLong = ta.ema(close, emaLongPeriod)
rsiValue = ta.rsi(close, rsiPeriod)
atrValue = ta.atr(atrPeriod)

// Higher timeframe EMA confirmation
htfEMALong = request.security(syminfo.tickerid, htfEMATimeframe, ta.ema(close, emaLongPeriod))

// Trading conditions
longCondition = ta.crossover(emaShort, emaLong) and rsiValue < rsiOverbought and (not htfEMAEnabled or close > htfEMALong)
shortCondition = ta.crossunder(emaShort, emaLong) and rsiValue > rsiOversold and (not htfEMAEnabled or close < htfEMALong)

// Plotting EMAs
plot(emaShort, title="EMA Short", color=color.green)
plot(emaLong, title="EMA Long", color=color.red)

// Trailing Stop-Loss and Take-Profit levels
var float trailStopLoss = na
var float trailTakeProfit = na

// Exit conditions
var bool exitLongCondition = na
var bool exitShortCondition = na

if (strategy.position_size != 0)
    if (strategy.position_size > 0) // Long Position
        trailStopLoss := na(trailStopLoss) ? close - atrValue * atrMultiplier : math.max(trailStopLoss, close - atrValue * atrMultiplier)
        trailTakeProfit := close + atrValue * takeProfitATRMultiplier
        exitLongCondition := close <= trailStopLoss or close >= trailTakeProfit
        strategy.exit("Exit Long", "Long", stop=trailStopLoss, limit=trailTakeProfit, when=exitLongCondition)
    else // Short Position
        trailStopLoss := na(trailStopLoss) ? close + atrValue * atrMultiplier : math.min(trailStopLoss, close + atrValue * atrMultiplier)
        trailTakeProfit := close - atrValue * takeProfitATRMultiplier
        exitShortCondition := close >= trailStopLoss or close <= trailTakeProfit
        strategy.exit("Exit Short", "Short", stop=trailStopLoss, limit=trailTakeProfit, when=exitShortCondition)

// Strategy Entry
if (longCondition and (tradeDirection == "Both" or tradeDirection == "Long"))
    strategy.entry("Long", strategy.long)
    
if (shortCondition and (tradeDirection == "Both" or tradeDirection == "Short"))
    strategy.entry("Short", strategy.short)

// Plotting Buy/Sell signals
plotshape(series=longCondition, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(series=shortCondition, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Plotting Trailing Stop-Loss and Take-Profit levels
plot(strategy.position_size > 0 ? trailStopLoss : na, title="Long Trailing Stop Loss", color=color.red, linewidth=2, style=plot.style_line)
plot(strategy.position_size < 0 ? trailStopLoss : na, title="Short Trailing Stop Loss", color=color.green, linewidth=2, style=plot.style_line)
plot(strategy.position_size > 0 ? trailTakeProfit : na, title="Long Take Profit", color=color.blue, linewidth=2, style=plot.style_line)
plot(strategy.position_size < 0 ? trailTakeProfit : na, title="Short Take Profit", color=color.orange, linewidth=2, style=plot.style_line)

// Alerts
alertcondition(longCondition, title="Buy Alert", message="Buy Signal Triggered")
alertcondition(shortCondition, title="Sell Alert", message="Sell Signal Triggered")
alertcondition(exitLongCondition, title="Long Exit Alert", message="Long Position Closed")
alertcondition(exitShortCondition, title="Short Exit Alert", message="Short Position Closed")