ملٹی پیریڈ مارکیٹ تھکاوٹ تجزیہ کی حکمت عملی اور رسک مینجمنٹ سسٹم

/*backtest
start: 2024-02-10 00:00:00
end: 2025-02-08 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy(title="Improved Exhaustion Signal with Risk Management and Drawdown Control", shorttitle="Exhaustion Signal", overlay=true)

// ———————————————— INPUT SETTINGS ————————————————
showLevel1 = input.bool(true, 'Show Level 1 Signals')
showLevel2 = input.bool(true, 'Show Level 2 Signals')
showLevel3 = input.bool(true, 'Show Level 3 Signals')

// Thresholds for signal strength levels
level1 = 9
level2 = 12
level3 = 14

// Risk management inputs
riskPercentage = input.float(1.0, title="Risk Percentage per Trade", minval=0.1, maxval=5.0)  // Risk per trade in percentage
riskRewardRatio = input.float(2.0, title="Risk-to-Reward Ratio", minval=1.0, maxval=5.0)  // Reward-to-risk ratio
trailingStop = input.bool(true, title="Enable Trailing Stop")  // Enable/Disable trailing stop
trailingStopDistance = input.int(50, title="Trailing Stop Distance (in points)", minval=1)  // Distance for trailing stop

// Drawdown protection settings
maxDrawdown = input.float(10.0, title="Max Drawdown Percentage", minval=0.1, maxval=50.0)  // Max allowable drawdown before stopping trading

// ———————————————— GLOBAL VARIABLES ————————————————
var int cycle = 0
var int bullishSignals = 0
var int bearishSignals = 0
var float equityHigh = na  // Initialize as undefined

// Track equity drawdown
if (na(equityHigh) or strategy.equity > equityHigh)
    equityHigh := strategy.equity

drawdownPercent = 100 * (equityHigh - strategy.equity) / equityHigh

// Stop trading if drawdown exceeds the limit
if drawdownPercent >= maxDrawdown
    strategy.close_all()

// ———————————————— FUNCTION: RESET & IMMEDIATE RECHECK USING AN ARRAY RETURN ————————————————
f_resetAndRecheck(_bullish, _bearish, _cycle, _close, _close4) =>
    newBullish = _bullish
    newBearish = _bearish
    newCycle = _cycle

    // Reset cycle if necessary based on price action
    newBullish := 0
    newBearish := 0
    newCycle := 0

    if _close < _close4
        newBullish := 1
        newCycle := newBullish
    else if _close > _close4
        newBearish := 1
        newCycle := newBearish

    resultArray = array.new_int(3, 0)
    array.set(resultArray, 0, newBullish)
    array.set(resultArray, 1, newBearish)
    array.set(resultArray, 2, newCycle)

    resultArray

// ———————————————— EXHAUSTION LOGIC ————————————————
if cycle < 9
    // Bullish cycle: close < close[4]
    if close < close[4]
        bullishSignals += 1
        bearishSignals := 0
        cycle := bullishSignals
    // Bearish cycle: close > close[4]
    else if close > close[4]
        bearishSignals += 1
        bullishSignals := 0
        cycle := bearishSignals
    else
        newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
        bullishSignals := array.get(newVals, 0)
        bearishSignals := array.get(newVals, 1)
        cycle := array.get(newVals, 2)
else
    // ——— BULLISH checks ———
    if bullishSignals > 0
        if bullishSignals < (level3 - 1)
            if close < close[3]
                bullishSignals += 1
                bearishSignals := 0
                cycle := bullishSignals
            else
                newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
                bullishSignals := array.get(newVals, 0)
                bearishSignals := array.get(newVals, 1)
                cycle := array.get(newVals, 2)
        else if bullishSignals == (level3 - 1)
            if close < close[2]
                bullishSignals := level3
                cycle := bullishSignals
            else
                newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
                bullishSignals := array.get(newVals, 0)
                bearishSignals := array.get(newVals, 1)
                cycle := array.get(newVals, 2)
        else
            newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
            bullishSignals := array.get(newVals, 0)
            bearishSignals := array.get(newVals, 1)
            cycle := array.get(newVals, 2)
    // ——— BEARISH checks ———
    else if bearishSignals > 0
        if bearishSignals < (level3 - 1)
            if close > close[3]
                bearishSignals += 1
                bullishSignals := 0
                cycle := bearishSignals
            else
                newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
                bullishSignals := array.get(newVals, 0)
                bearishSignals := array.get(newVals, 1)
                cycle := array.get(newVals, 2)
        else if bearishSignals == (level3 - 1)
            if close > close[2]
                bearishSignals := level3
                cycle := bearishSignals
            else
                newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
                bullishSignals := array.get(newVals, 0)
                bearishSignals := array.get(newVals, 1)
                cycle := array.get(newVals, 2)
        else
            newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
            bullishSignals := array.get(newVals, 0)
            bearishSignals := array.get(newVals, 1)
            cycle := array.get(newVals, 2)
    else
        newVals = f_resetAndRecheck(bullishSignals, bearishSignals, cycle, close, close[4])
        bullishSignals := array.get(newVals, 0)
        bearishSignals := array.get(newVals, 1)
        cycle := array.get(newVals, 2)

// ———————————————— SIGNAL FLAGS ————————————————
bullishLevel1 = showLevel1 and (bullishSignals == level1)
bearishLevel1 = showLevel1 and (bearishSignals == level1)

bullishLevel2 = showLevel2 and (bullishSignals == level2)
bearishLevel2 = showLevel2 and (bearishSignals == level2)

bullishLevel3 = showLevel3 and (bullishSignals == level3)
bearishLevel3 = showLevel3 and (bearishSignals == level3)

// ———————————————— PLOT SIGNALS ————————————————
plotshape(bullishLevel1, style=shape.diamond, color=color.new(#30ff85, 0), textcolor=color.white, size=size.tiny, location=location.belowbar, title="Level 1 Bullish Signal")
plotshape(bearishLevel1, style=shape.diamond, color=color.new(#ff1200, 0), textcolor=color.white, size=size.tiny, location=location.abovebar, title="Level 1 Bearish Signal")

plotshape(bullishLevel2, style=shape.xcross, color=color.new(#30ff85, 0), textcolor=color.white, size=size.tiny, location=location.belowbar, title="Level 2 Bullish Signal")
plotshape(bearishLevel2, style=shape.xcross, color=color.new(#ff1200, 0), textcolor=color.white, size=size.tiny, location=location.abovebar, title="Level 2 Bearish Signal")

plotshape(bullishLevel3, style=shape.flag, color=color.new(#30ff85, 0), textcolor=color.white, size=size.tiny, location=location.belowbar, title="Level 3 Bullish Signal")
plotshape(bearishLevel3, style=shape.flag, color=color.new(#ff1200, 0), textcolor=color.white, size=size.tiny, location=location.abovebar, title="Level 3 Bearish Signal")

// ———————————————— RESET AFTER LEVEL 3 ————————————————
if bullishSignals == level3 or bearishSignals == level3
    bullishSignals := 0
    bearishSignals := 0
    cycle := 0

// ———————————————— BACKTEST LOGIC ————————————————
// Set up basic long and short entry conditions based on signal levels
longCondition = bullishLevel1 or bullishLevel2 or bullishLevel3
shortCondition = bearishLevel1 or bearishLevel2 or bearishLevel3

// Calculate position size based on risk percentage
equity = strategy.equity
riskAmount = equity * riskPercentage / 100
atr = ta.atr(14)
stopLossLevel = atr * 1.5  // Using ATR for dynamic stop-loss
positionSize = riskAmount / stopLossLevel

// Initialize strategy logic
if longCondition
    strategy.entry("Long", strategy.long, qty=positionSize)

if shortCondition
    strategy.entry("Short", strategy.short, qty=positionSize)

// ———————————————— CONCRETE STOP LOSS AND TAKE PROFIT ————————————————
stopLoss = stopLossLevel
takeProfit = stopLoss * riskRewardRatio

// Apply stop loss and take profit to the strategy based on concrete price levels
strategy.exit("Exit Long", from_entry="Long", stop=close - stopLoss, limit=close + takeProfit)
strategy.exit("Exit Short", from_entry="Short", stop=close + stopLoss, limit=close - takeProfit)

// ———————————————— TRAILING STOP ————————————————
if trailingStop
    strategy.exit("Exit Long Trailing", from_entry="Long", trail_price=close - trailingStopDistance, trail_offset=trailingStopDistance)
    strategy.exit("Exit Short Trailing", from_entry="Short", trail_price=close + trailingStopDistance, trail_offset=trailingStopDistance)