ملٹی پیریڈ سپر ٹرینڈ ڈائنامک پیرامڈ ٹریڈنگ حکمت عملی

/*backtest
start: 2019-12-23 08:00:00
end: 2025-01-04 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy('4Vietnamese 3x Supertrend', overlay=true, max_bars_back=1000, initial_capital = 10000000000, slippage = 2, commission_type = strategy.commission.percent, commission_value = 0.013, default_qty_type=strategy.percent_of_equity, default_qty_value = 33.33, pyramiding = 3, margin_long = 0, margin_short = 0)

///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Inputs

// Supertrend Settings
STATRLENGTH1 = input.int(10, title='Fast Supertrend ATR Length', group='SUPERTREND SETTINGS')
STATRMULT1 = input.float(1, title='Fast Supertrend ATR Multiplier', group='SUPERTREND SETTINGS')
STATRLENGTH2 = input.int(11, title='Medium Supertrend ATR Length', group='SUPERTREND SETTINGS')
STATRMULT2 = input.float(2, title='Medium Supertrend ATR Multiplier', group='SUPERTREND SETTINGS')
STATRLENGTH3 = input.int(12, title='Slow Supertrend ATR Length', group='SUPERTREND SETTINGS')
STATRMULT3 = input.float(3, title='Slow Supertrend ATR Multiplier', group='SUPERTREND SETTINGS')

isUseHighestOf2RedCandleSetup = input.bool(false, group = "Setup Filters")


///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Calculations 
[superTrend1, dir1] = ta.supertrend(STATRMULT1, STATRLENGTH1)
[superTrend2, dir2] = ta.supertrend(STATRMULT2, STATRLENGTH2)
[superTrend3, dir3] = ta.supertrend(STATRMULT3, STATRLENGTH3)

// directionST1 = dir1 == 1 and dir1[1] == 1 ? false : dir1 == -1 and dir1[1] == -1 ? true : false
// directionST2 = dir2 == 1 and dir2[1] == 1 ? false : dir2 == -1 and dir2[1] == -1 ? true : false
// directionST3 = dir3 == 1 and dir3[1] == 1 ? false : dir3 == -1 and dir3[1] == -1 ? true : false


///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Calculate highest from supertrend1 uptrend
var float highestGreen = 0
if dir1 < 0 and highestGreen == 0 and (isUseHighestOf2RedCandleSetup ? close < open : true)
    highestGreen := high
if highestGreen > 0 and (isUseHighestOf2RedCandleSetup ? close < open : true)
    if high > highestGreen
        highestGreen := high
if dir1 >= 0
    highestGreen := 0


///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Entry SL
var entrySL4Long1 = false
var entrySL4Long2 = false
var entrySL4Long3 = false

isUseEntrySL = input.bool(true, group = "Entry SL Option")
dataToCalculate = input.source(low, group = "Entry SL Option")

if isUseEntrySL and (dir1 > 0 and dir2 < 0 and dir3 < 0)
    if strategy.opentrades >= 1
        if dataToCalculate > strategy.opentrades.entry_price(0)
            entrySL4Long1 := true
        else 
            entrySL4Long1 := false

        if entrySL4Long1 and close > strategy.opentrades.entry_price(0)
            strategy.exit('exit1', from_entry = 'long1', stop = strategy.opentrades.entry_price(0))

    if strategy.opentrades >= 2 
        if dataToCalculate > strategy.opentrades.entry_price(1)
            entrySL4Long2 := true
        else 
            entrySL4Long2 := false
    
        if entrySL4Long2 and close > strategy.opentrades.entry_price(1)
            strategy.exit('exit2', from_entry = 'long2', stop = strategy.opentrades.entry_price(1))   

    if strategy.opentrades >= 3 
        if dataToCalculate > strategy.opentrades.entry_price(2) 
            entrySL4Long3 := true
        else 
            entrySL4Long3 := false
    
        if entrySL4Long3 and close >  strategy.opentrades.entry_price(2)
            strategy.exit('exit3', from_entry = 'long3', stop = strategy.opentrades.entry_price(2))

if strategy.closedtrades > strategy.closedtrades[1]
    if strategy.closedtrades.exit_id(strategy.closedtrades-1) == 'exit3'
        entrySL4Long3 := false
    if strategy.closedtrades.exit_id(strategy.closedtrades-1) == 'exit2'
        entrySL4Long2 := false
    if strategy.closedtrades.exit_id(strategy.closedtrades-1) == 'exit1'
        entrySL4Long1 := false

    
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Entry
if dir3 < 0
    if dir2 > 0 and dir1 < 0
        strategy.entry('long1', strategy.long)
    else if dir2 < 0
        strategy.entry('long2', strategy.long, stop=superTrend1)
else
    if dir1 < 0 and highestGreen > 0
        strategy.entry('long3', strategy.long, stop=highestGreen)


///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Exit
isUseAllDowntrendExit = input.bool(true, group = "Exit Type")
if isUseAllDowntrendExit and dir3 > 0 and dir2 > 0 and dir1 > 0 and close < open
    strategy.close_all()

isUseAvgPriceInLoss = input.bool(true, group = "Exit Type")
if isUseAvgPriceInLoss and strategy.position_avg_price > close //and strategy.position_avg_price <= close[1]
    //  and (dir1 > 0 or dir2 > 0 or dir3 > 0)
    //  and strategy.opentrades >= 1  
    //  and strategy.opentrades >= 3  
    strategy.close_all()

isUseAllPositionsInLoss = input.bool(false, group = "Exit Type")
if isUseAllPositionsInLoss
      and (
       false
         or (strategy.opentrades == 1 and ((not na(strategy.opentrades.entry_price(0))) and strategy.opentrades.entry_price(0) > close))

         or (strategy.opentrades == 1 and ((not na(strategy.opentrades.entry_price(0))) and strategy.opentrades.entry_price(0) > close)
             and ((not na(strategy.opentrades.entry_price(1))) and strategy.opentrades.entry_price(1) > close))

         or (strategy.opentrades == 1 and ((not na(strategy.opentrades.entry_price(0))) and strategy.opentrades.entry_price(0) > close)
             and ((not na(strategy.opentrades.entry_price(1))) and strategy.opentrades.entry_price(1) > close)
             and ((not na(strategy.opentrades.entry_price(2))) and strategy.opentrades.entry_price(2) > close))
         )
    strategy.close_all()


///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Plot
plot(superTrend1, title='Fast Supertrend',      color=dir1 == 1 and dir1[1] == 1 ? color.red : dir1 == -1 and dir1[1] == -1 ? color.green : na)
plot(superTrend2, title='Medium Supertrend',    color=dir2 == 1 and dir2[1] == 1 ? color.red : dir2 == -1 and dir2[1] == -1 ? color.green : na)
plot(superTrend3, title='Slow Supertrend',      color=dir3 == 1 and dir3[1] == 1 ? color.red : dir3 == -1 and dir3[1] == -1 ? color.green : na)