ملٹی پیریڈ بولنگر مومینٹم بریک آؤٹ حکمت عملی ہل موونگ ایوریج حکمت عملی کے ساتھ مل کر

/*backtest
start: 2019-12-23 08:00:00
end: 2024-11-28 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("1H- 280, 2.7", overlay=true)


// Fetch the indicator values from different timeframes
vwma5 = request.security(syminfo.tickerid, "5", ta.wma(close, 233), lookahead = barmerge.lookahead_off)
vwma_hourly = request.security(syminfo.tickerid, "60", ta.wma(close, 89), lookahead = barmerge.lookahead_off)
hullma155_3h = request.security(syminfo.tickerid, "180", ta.hma(close, 155), lookahead = barmerge.lookahead_off)


// Calculate the deviation value
deviation = close * 0.032


// Initialize the signal variables
var float signalLine = na
var color lineColor = na


// Long Entry Conditions
longCondition_5min = close > vwma5
longCondition_hourly = close > vwma_hourly
longCondition_3h = close > hullma155_3h


// Short Entry Conditions
shortCondition_5min = close < vwma5
shortCondition_hourly = close < vwma_hourly
shortCondition_3h = close < hullma155_3h


// Long Entry
if longCondition_5min and longCondition_hourly and longCondition_3h
    signalLine := close + deviation
    lineColor := color.rgb(0, 255, 0, 1)


// Short Entry
if shortCondition_5min and shortCondition_hourly and shortCondition_3h
    signalLine := close - deviation
    lineColor := color.rgb(255, 0, 0, 1)


// Plotting the connecting line
plot(signalLine, title="Signal Line", color=lineColor, linewidth=1, style=plot.style_line)


// Colorize the signal line
bgcolor(signalLine > close ? color.rgb(0, 255, 0, 99) : color.rgb(255, 0, 0, 99), transp=90)



// Strategy settings
useTPSL = input(true, "Use TP/SL for closing long positions?")
useDownbreakOutbreak = input(false, "Use Downbreak and Outbreak for closing positions?")
useM7FClosing = input(false, "Use M7F Signal for closing positions?")


length1 = input.int(280, minval=1)
src = input(close, title="Source")
mult = input.float(2.7, minval=0.001, maxval=50, title="StdDev")


basis = ta.vwma(src, length1)
dev = mult * ta.stdev(src, length1)
upper = basis + dev
lower = basis - dev


offset = input.int(0, "Offset", minval = -500, maxval = 500)


length2 = input.int(55, minval=1)
src2 = input(close, title="Source")
hullma = ta.wma(2 * ta.wma(src2, length2 / 2) - ta.wma(src2, length2), math.floor(math.sqrt(length2)))


hullmacrosslower = ta.crossover(hullma, lower)
hullmacrossupper = ta.crossunder(hullma, upper)


breakout = ta.crossover(ohlc4, upper)
breakdown = ta.crossunder(ohlc4, upper)
outbreak = ta.crossover(ohlc4, lower)
downbreak = ta.crossunder(ohlc4, lower)


// Calculate position size and leverage
margin_pct = 1
leverage = 1
position_size = strategy.equity * margin_pct
qty = position_size / close / leverage


// Define take profit and stop loss levels
take_profit = 0.14
stop_loss = 0.06


// Opening a long position
if breakout
    strategy.entry("Long", strategy.long, qty, limit=close*(1+take_profit), stop=close*(1-stop_loss))


// Opening a short position
if downbreak
    strategy.entry("Short", strategy.short, qty, limit=close*(1-take_profit), stop=close*(1+stop_loss))


// Closing positions based on chosen method
if useTPSL
    // Using TP/SL for closing long positions
    if strategy.position_size > 0 and breakdown
        strategy.close("Long", comment="Breakdown")
else if useDownbreakOutbreak
    // Using Downbreak and Outbreak for closing positions
    if strategy.position_size > 0 and (breakdown or downbreak)
        strategy.close("Long", comment="Breakdown")
    if strategy.position_size < 0 and (outbreak or downbreak)
        strategy.close("Short", comment="Outbreak")
else if useM7FClosing
    // Using M7F Signal for closing positions
    if strategy.position_size > 0 and (signalLine < close)
        strategy.close("Long", comment="M7F Signal")
    if strategy.position_size < 0 and (signalLine > close)
        strategy.close("Short", comment="M7F Signal")


// Plotting entry signals
plotshape(hullmacrosslower, title="High Bear Volatility", style=shape.arrowup, text="^^^^^", color=color.rgb(75, 202, 79), location=location.belowbar)
plotshape(hullmacrossupper, title="High Bull Volatility", style=shape.arrowdown, text="-----", color=color.rgb(215, 72, 72), location=location.abovebar)
plotshape(breakout ? 1 : na, title="Breakout", style=shape.arrowup, text="", color=color.rgb(75, 202, 79), location=location.belowbar, size=size.tiny)
plotshape(breakdown ? 1 : na, title="Breakdown", style=shape.arrowdown, text="", color=color.rgb(201, 71, 71), location=location.abovebar, size=size.tiny)
plotshape(outbreak ? 1 : na, title="Outbreak", style=shape.arrowup, text="", color=color.rgb(0, 110, 255), location=location.belowbar, size=size.tiny)
plotshape(downbreak ? 1 : na, title="Downbreak", style=shape.arrowdown, text="", color=color.rgb(255, 111, 0), location=location.abovebar, size=size.tiny)