ایکسپونینشل موونگ ایوریج کراس اوور امپلس ٹرینڈ تجزیہ ٹریڈنگ کی حکمت عملی

/*backtest
start: 2024-02-19 00:00:00
end: 2025-02-17 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("EMA Cross Impulsive Strategy", overlay=true, margin_long=100, margin_short=100)

// Parameters
emaLength = input.int(10, title="EMA Length")
impulsiveBodyTicks = input.int(10, title="Minimum Impulsive Candle Body (Ticks)")
rMultiplier = input.int(3, title="Risk Reward Multiplier")

// Calculate EMA
ema10 = ta.ema(close, emaLength)

// Cross conditions
crossUp = ta.crossover(close, ema10)
crossDown = ta.crossunder(close, ema10)

// Impulsive and correction conditions
tickSize = syminfo.mintick
impulsiveBodyMin = impulsiveBodyTicks * tickSize

isImpulsiveBullish = (close > open) and (close - open >= impulsiveBodyMin)
isImpulsiveBearish = (close < open) and (open - close >= impulsiveBodyMin)
isCorrectionBearish = (close < open)
isCorrectionBullish = (close > open)

// Long setup tracking
var int barsSinceLongCross = 0
var bool impulsive1Long = false
var bool correctionLong = false
var bool impulsive2Long = false

if crossUp
    barsSinceLongCross := 0
    impulsive1Long := false
    correctionLong := false
    impulsive2Long := false
else
    barsSinceLongCross := barsSinceLongCross + 1

if barsSinceLongCross == 1
    impulsive1Long := isImpulsiveBullish

if barsSinceLongCross == 2
    correctionLong := isCorrectionBearish

if barsSinceLongCross == 3
    impulsive2Long := isImpulsiveBullish and (close > math.max(high[1], high[2]))

// Short setup tracking
var int barsSinceShortCross = 0
var bool impulsive1Short = false
var bool correctionShort = false
var bool impulsive2Short = false

if crossDown
    barsSinceShortCross := 0
    impulsive1Short := false
    correctionShort := false
    impulsive2Short := false
else
    barsSinceShortCross := barsSinceShortCross + 1

if barsSinceShortCross == 1
    impulsive1Short := isImpulsiveBearish

if barsSinceShortCross == 2
    correctionShort := isCorrectionBullish

if barsSinceShortCross == 3
    impulsive2Short := isImpulsiveBearish and (close < math.min(low[1], low[2]))

// Execute trades
if barsSinceLongCross == 3 and impulsive1Long and correctionLong and impulsive2Long
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", "Long", stop=low, profit=close + (close - low) * rMultiplier)

if barsSinceShortCross == 3 and impulsive1Short and correctionShort and impulsive2Short
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", "Short", stop=high, profit=close - (high - close) * rMultiplier)

// Plot EMA
plot(ema10, color=color.blue, title="10 EMA")