ایک سے زیادہ رجحان بریک آؤٹ مومینٹم ٹریڈنگ کی حکمت عملی

/*backtest
start: 2024-02-21 00:00:00
end: 2025-02-18 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Breakout Strategy (Long & Short) + Slope of 200 EMA", overlay=true)

// -------------------
// 1. Settings
// -------------------
breakout_candles = input.int(20, title="Number of Candles for Breakout")
range_candles    = input.int(10, title="Number of Candles for Previous Range")

ema_long_period   = input.int(200, title="Long EMA Period")
ema_medium_period = input.int(50,  title="Medium EMA Period")
ema_short_period  = input.int(30,  title="Short EMA Period")

// Checkbox to allow/disallow short positions
allowShort = input.bool(true, title="Allow Short Positions")

// Inputs for the new Narrow Consolidation Short setup
consolidationBars     = input.int(10,   "Consolidation Bars",   minval=1)
narrowThreshInAtr     = input.float(0.5,"Narrowness (ATR Mult.)",minval=0.0)
atrLength             = input.int(14,   "ATR Length for Range")

// -------------------
// 2. Calculations
// -------------------
breakout_up   = close > ta.highest(high, breakout_candles)[1]
breakout_down = close < ta.lowest(low,  breakout_candles)[1]

prev_range_high = ta.highest(high, range_candles)[1]
prev_range_low  = ta.lowest(low,  range_candles)[1]

ema_long   = ta.ema(close, ema_long_period)
ema_medium = ta.ema(close, ema_medium_period)
ema_short  = ta.ema(close, ema_short_period)

average_vol      = ta.sma(volume, breakout_candles)
volume_condition = volume > 2 * average_vol

// 200 EMA sloping down?
ema_long_slope_down = ema_long < ema_long[1]

// For the Narrow Consolidation Short
rangeHigh   = ta.highest(high, consolidationBars)
rangeLow    = ta.lowest(low,  consolidationBars)
rangeSize   = rangeHigh - rangeLow

atrValue    = ta.atr(atrLength)

// Condition: Price range is "narrow" if it's less than (ATR * threshold)
narrowConsolidation = rangeSize < (atrValue * narrowThreshInAtr)

// Condition: All bars under Medium EMA if the highest difference (high - ema_medium) in last N bars is < 0
allBelowMedium = ta.highest(high - ema_medium, consolidationBars) < 0

// -------------------
// 3. Long Entry
// -------------------
breakout_candle_confirmed_long = ta.barssince(breakout_up) <= 3

long_condition = breakout_candle_confirmed_long
     and volume_condition
     and close > prev_range_high
     and close > ema_long
     and ema_short > ema_medium
     and ema_medium > ema_long
     and strategy.opentrades == 0

if long_condition
    strategy.entry("Long", strategy.long)

// -------------------
// 4. Short Entries
// -------------------

// (A) Original breakout-based short logic
breakout_candle_confirmed_short = ta.barssince(breakout_down) <= 3
short_condition_breakout = breakout_candle_confirmed_short
     and volume_condition
     and close < prev_range_low
     and close < ema_long
     and ema_short < ema_medium
     and ema_medium < ema_long
     and ema_long_slope_down
     and strategy.opentrades == 0

// (B) NEW: Narrow Consolidation Short
short_condition_consolidation = narrowConsolidation
     and allBelowMedium
     and strategy.opentrades == 0

// Combine them: if either short scenario is valid, go short
short_condition = (short_condition_breakout or short_condition_consolidation) and allowShort

if short_condition
    // Use a different order ID if you want to distinguish them
    // but "Short" is fine for a single position
    strategy.entry("Short", strategy.short)

// -------------------
// 5. Exits
// -------------------
if strategy.position_size > 0 and close < ema_long
    strategy.close("Long", qty_percent=100)

if strategy.position_size < 0 and close > ema_long
    strategy.close("Short", qty_percent=100)

// ======================================================================
// 5. ADDITIONAL PARTIAL EXITS / STOPS
// ======================================================================
// You can add partial exits for shorts or longs similarly.
// For example:
// if strategy.position_size < 0 and close > stop_level_for_short
//     strategy.close("Short", qty_percent=50)