ملٹی ٹائم فریم ڈائنامک گرڈ RSI ٹرینڈ شاک ٹریڈنگ حکمت عملی

/*backtest
start: 2024-02-10 00:00:00
end: 2025-02-08 08:00:00
period: 3h
basePeriod: 3h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Multi-Timeframe RSI Grid Strategy with Arrows", overlay=true)

// Input parameters
rsi_length = input.int(14, "RSI Length")
oversold = input.int(30, "Oversold Level")
overbought = input.int(70, "Overbought Level")
higher_tf1 = input.string("60", "Higher Timeframe 1")
higher_tf2 = input.string("240", "Higher Timeframe 2")
grid_factor = input.float(1.2, "Grid Multiplication Factor", step=0.1)
lot_multiplier = input.float(1.5, "Lot Multiplication Factor", step=0.1)
max_grid = input.int(5, "Maximum Grid Levels")
daily_target = input.float(4.0, "Daily Profit Target (%)", step=0.5)
atr_length = input.int(14, "ATR Length")

// Calculate RSI values
current_rsi = ta.rsi(close, rsi_length)
higher_tf1_rsi = request.security(syminfo.tickerid, higher_tf1, ta.rsi(close, rsi_length))
higher_tf2_rsi = request.security(syminfo.tickerid, higher_tf2, ta.rsi(close, rsi_length))

// Grid system variables
var int grid_level = 0
var float last_entry_price = na
var float base_size = strategy.equity * 0.01 / close
var float daily_profit_target = strategy.equity * (daily_target / 100)
var bool target_reached = false

// ATR for grid spacing
atr = ta.atr(atr_length)
grid_space = atr * grid_factor

// Daily reset
new_day = ta.change(time("D"))
if new_day
    daily_profit_target := strategy.equity * (daily_target / 100)
    target_reached := false
    grid_level := 0
    last_entry_price := na

// Trading conditions
buy_condition = current_rsi < oversold and higher_tf1_rsi < oversold and higher_tf2_rsi < oversold
sell_condition = current_rsi > overbought and higher_tf1_rsi > overbought and higher_tf2_rsi > overbought

// Reverse signal detection
reverse_long_to_short = sell_condition and strategy.position_size > 0
reverse_short_to_long = buy_condition and strategy.position_size < 0

// Close all trades on reverse signals
if reverse_long_to_short or reverse_short_to_long
    strategy.close_all()
    grid_level := 0
    last_entry_price := na

// Grid management logic
if strategy.position_size == 0
    grid_level := 0
    last_entry_price := na

if strategy.position_size > 0 and not reverse_long_to_short
    if close < last_entry_price - grid_space and grid_level < max_grid and not target_reached
        strategy.entry("Long Grid " + str.tostring(grid_level), strategy.long, qty=base_size * math.pow(lot_multiplier, grid_level))
        grid_level += 1
        last_entry_price := close

if strategy.position_size < 0 and not reverse_short_to_long
    if close > last_entry_price + grid_space and grid_level < max_grid and not target_reached
        strategy.entry("Short Grid " + str.tostring(grid_level), strategy.short, qty=base_size * math.pow(lot_multiplier, grid_level))
        grid_level += 1
        last_entry_price := close

// Initial entry
if buy_condition and strategy.position_size == 0 and not target_reached
    strategy.entry("Long", strategy.long, qty=base_size)
    grid_level := 1
    last_entry_price := close

if sell_condition and strategy.position_size == 0 and not target_reached
    strategy.entry("Short", strategy.short, qty=base_size)
    grid_level := 1
    last_entry_price := close

// Profit target check
current_profit = strategy.netprofit + strategy.openprofit
if current_profit >= daily_profit_target and not target_reached
    strategy.close_all()
    target_reached := true

// Drawdown protection
if strategy.openprofit < -(0.02 * strategy.equity)  // 2% drawdown protection
    strategy.close_all()
    grid_level := 0
    last_entry_price := na

// Plot Buy and Sell Arrows
plotshape(series=buy_condition and strategy.position_size == 0, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY", size=size.small)
plotshape(series=sell_condition and strategy.position_size == 0, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL", size=size.small)

// Plotting RSI
plot(current_rsi, "Current RSI", color=color.blue)
plot(higher_tf1_rsi, "HTF1 RSI", color=color.red)
plot(higher_tf2_rsi, "HTF2 RSI", color=color.green)
hline(oversold, "Oversold", color=color.gray)
hline(overbought, "Overbought", color=color.gray)