دو طرفہ MACD مومینٹم اور EMA رجحان کے تعین کی تجارتی حکمت عملی

/*backtest
start: 2025-02-12 00:00:00
end: 2025-02-19 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © @DieBartDie

//@version=5
strategy("Strategy with MACD and EMA", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// Editable parameters
ema_length = input.int(200, title="EMA Length")
tp_ratio = input.float(2.0, title="Take Profit Ratio (%)") // Take Profit ratio
sl_ratio = input.float(1.0, title="Stop Loss Ratio (%)")   // Stop Loss ratio

// MACD configuration
fast_length = input.int(12, title="MACD Fast Length")
slow_length = input.int(26, title="MACD Slow Length")
signal_length = input.int(9, title="MACD Signal Length")

// Operation type configuration
operation_type = input.string("Long & Short", title="Operation Type", options=["Long", "Short", "Long & Short"])

// Indicators
ema_200 = ta.ema(close, ema_length)
[macd, signal, _] = ta.macd(close, fast_length, slow_length, signal_length)

// Conditions for LONG entries
price_above_ema = close > ema_200
macd_above_signal = ta.crossover(macd, signal) // MACD crosses above the signal line
macd_below_zero = macd < 0
long_condition = price_above_ema and macd_above_signal and macd_below_zero

// Conditions for SHORT entries
price_below_ema = close < ema_200
macd_below_signal = ta.crossunder(macd, signal) // MACD crosses below the signal line
macd_above_zero = macd > 0
short_condition = price_below_ema and macd_below_signal and macd_above_zero

// Calculate Stop Loss and Take Profit
stop_loss_long = close * (1 - sl_ratio / 100)
take_profit_long = close * (1 + tp_ratio / 100)
stop_loss_short = close * (1 + sl_ratio / 100)
take_profit_short = close * (1 - tp_ratio / 100)

// Execute LONG position if conditions are met
if (operation_type == "Long" or operation_type == "Long & Short") and long_condition
    strategy.entry("Long", strategy.long)
    strategy.exit("Take Profit/Stop Loss", "Long", stop=stop_loss_long, limit=take_profit_long)

// Execute SHORT position if conditions are met
if (operation_type == "Short" or operation_type == "Long & Short") and short_condition
    strategy.entry("Short", strategy.short)
    strategy.exit("Take Profit/Stop Loss", "Short", stop=stop_loss_short, limit=take_profit_short)

// Plot the EMA
plot(ema_200, color=color.orange, linewidth=2, title="EMA 200")