ADX ڈائنامک ٹریڈنگ سسٹم کے ساتھ ملٹی انڈیکیٹر جامع ٹرینڈ ٹریکنگ حکمت عملی

/*backtest
start: 2025-01-20 00:00:00
end: 2025-01-31 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Binance","currency":"DOGE_USDT"}]
*/

//@version=5
strategy("Enhanced GBP/USD Strategy with ADX", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=1)

// === Input Parameters ===
emaFastLength = input.int(20, title="Fast EMA Length") 
emaSlowLength = input.int(50, title="Slow EMA Length") 
rsiLength = input.int(14, title="RSI Length") 
rsiOverbought = input.int(70, title="RSI Overbought") 
rsiOversold = input.int(30, title="RSI Oversold") 
atrLength = input.int(14, title="ATR Length") 
adxLength = input.int(14, title="ADX Length") 
riskToReward = input.float(2.0, title="Risk-Reward Ratio (R:R)") 
slMultiplier = input.float(1.5, title="SL Multiplier (ATR)") 

// === Indicator Calculations ===
emaFast = ta.ema(close, emaFastLength)
emaSlow = ta.ema(close, emaSlowLength)
rsi = ta.rsi(close, rsiLength)
atr = ta.atr(atrLength)

// === ADX Calculation ===
// Components of ADX
tr = ta.rma(ta.tr, adxLength)  // True Range smoothed
plusDM = ta.rma(math.max(high - high[1], 0), adxLength)  // +DM
minusDM = ta.rma(math.max(low[1] - low, 0), adxLength)   // -DM
plusDI = (plusDM / tr) * 100
minusDI = (minusDM / tr) * 100
dx = math.abs(plusDI - minusDI) / (plusDI + minusDI) * 100
adx = ta.rma(dx, adxLength)  // Final ADX value

// === Entry Conditions ===
isUptrend = emaFast > emaSlow and adx > 20
isDowntrend = emaFast < emaSlow and adx > 20

buySignal = isUptrend and ta.crossover(rsi, rsiOversold)
sellSignal = isDowntrend and ta.crossunder(rsi, rsiOverbought)

// === Stop-Loss and Take-Profit ===
slDistance = atr * slMultiplier
tpDistance = slDistance * riskToReward

buySL = buySignal ? close - slDistance : na
buyTP = buySignal ? close + tpDistance : na
sellSL = sellSignal ? close + slDistance : na
sellTP = sellSignal ? close - tpDistance : na

// === Execute Trades ===
if buySignal
    strategy.entry("Buy", strategy.long)
    strategy.exit("Buy TP/SL", from_entry="Buy", stop=buySL, limit=buyTP)

if sellSignal
    strategy.entry("Sell", strategy.short)
    strategy.exit("Sell TP/SL", from_entry="Sell", stop=sellSL, limit=sellTP)

// === Plotting ===
plot(emaFast, title="Fast EMA", color=color.blue)
plot(emaSlow, title="Slow EMA", color=color.orange)

plotshape(buySignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(sellSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

plot(buySL, title="Buy Stop Loss", color=color.red, linewidth=1)
plot(buyTP, title="Buy Take Profit", color=color.green, linewidth=1)
plot(sellSL, title="Sell Stop Loss", color=color.red, linewidth=1)
plot(sellTP, title="Sell Take Profit", color=color.green, linewidth=1)

// === Alerts ===
alertcondition(buySignal, title="Buy Alert", message="Buy Signal Detected!")
alertcondition(sellSignal, title="Sell Alert", message="Sell Signal Detected!")