ATR متحرک اتار چڑھاؤ کی حکمت عملی کے ساتھ مل کر متعدد اشارے کا رجحان کراس اوور

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

//@version=5
strategy(    title="AI Trade Strategy v2 (Extended) - Fixed",    shorttitle="AI_Trade_v2",    overlay=true,    format=format.price,    initial_capital=100000,    default_qty_type=strategy.percent_of_equity,    default_qty_value=100,    pyramiding=0)

//============================================================================
//=== 1) Basic Indicators (SMA, RSI, MACD) ==================================
//============================================================================

// Time Filter (optional, you can update)
inDateRange = (time >= timestamp("2018-01-01T00:00:00")) and (time <= timestamp("2069-01-01T00:00:00"))

// RSI Parameters
rsiLength  = input.int(14, "RSI Period")
rsiOB      = input.int(60, "RSI Overbought Level")
rsiOS      = input.int(40, "RSI Oversold Level")
rsiSignal  = ta.rsi(close, rsiLength)

// SMA Parameters
smaFastLen = input.int(50, "SMA Fast Period")
smaSlowLen = input.int(200, "SMA Slow Period")
smaFast    = ta.sma(close, smaFastLen)
smaSlow    = ta.sma(close, smaSlowLen)

// MACD Parameters
fastLength     = input.int(12, "MACD Fast Period")
slowLength     = input.int(26, "MACD Slow Period")
signalLength   = input.int(9,  "MACD Signal Period")
[macdLine, signalLine, histLine] = ta.macd(close, fastLength, slowLength, signalLength)

//============================================================================
//=== 2) Additional Filter (Volume) ========================================
//============================================================================
useVolumeFilter    = input.bool(true, "Use Volume Filter?")
volumeMaPeriod     = input.int(20, "Volume MA Period")
volumeMa           = ta.sma(volume, volumeMaPeriod)

// If volume filter is enabled, current bar volume should be greater than x times the average volume
volMultiplier = input.float(1.0, "Volume Multiplier (Volume > x * MA)")
volumeFilter  = not useVolumeFilter or (volume > volumeMa * volMultiplier)

//============================================================================
//=== 3) Trend Conditions (SMA) ============================================
//============================================================================
isBullTrend = smaFast > smaSlow
isBearTrend = smaFast < smaSlow

//============================================================================
//=== 4) Entry Conditions (RSI + MACD + Trend + Volume) ====================
//============================================================================

// RSI crossing above 30 + Bullish Trend + Positive MACD + Volume Filter
longCondition = isBullTrend    and ta.crossover(rsiSignal, rsiOS)    and (macdLine > signalLine)    and volumeFilter 
shortCondition = isBearTrend    and ta.crossunder(rsiSignal, rsiOB)    and (macdLine < signalLine)    and volumeFilter

//============================================================================
//=== 5) ATR-based Stop + Trailing Stop ===================================
//============================================================================
atrPeriod       = input.int(14, "ATR Period")
atrMultiplierSL = input.float(2.0, "Stop Loss ATR Multiplier")
atrMultiplierTP = input.float(4.0, "Take Profit ATR Multiplier")

atrValue = ta.atr(atrPeriod)

//============================================================================
//=== 6) Trade (Position) Management ======================================
//============================================================================
if inDateRange
    //--- Long Entry ---
    if longCondition
        strategy.entry(id="Long", direction=strategy.long, comment="Long Entry")

    //--- Short Entry ---
    if shortCondition
        strategy.entry(id="Short", direction=strategy.short, comment="Short Entry")

    //--- Stop & TP for Long Position ---
    if strategy.position_size > 0
        // ATR-based fixed Stop & TP calculation
        longStopPrice  = strategy.position_avg_price - atrValue * atrMultiplierSL
        longTakeProfit = strategy.position_avg_price + atrValue * atrMultiplierTP

        // PARTIAL EXIT: (Example) take 50% of the position at early TP
        partialTP = strategy.position_avg_price + (atrValue * 2.5)
        strategy.exit(            id         = "Partial TP Long",            stop       = na,            limit      = partialTP,            qty_percent= 50,            from_entry = "Long"        )

        // Trailing Stop + Final ATR Stop
        // WARNING: trail_offset=... is the offset in price units.
        // For example, in BTCUSDT, a value like 300 means a 300 USDT trailing distance.
        float trailingDist = atrValue * 1.5
        strategy.exit(            id          = "Long Exit (Trail)",            stop        = longStopPrice,            limit       = longTakeProfit,            from_entry  = "Long",            trail_offset= trailingDist        )

    //--- Stop & TP for Short Position ---
    if strategy.position_size < 0
        // ATR-based fixed Stop & TP calculation for Short
        shortStopPrice  = strategy.position_avg_price + atrValue * atrMultiplierSL
        shortTakeProfit = strategy.position_avg_price - atrValue * atrMultiplierTP

        // PARTIAL EXIT: (Example) take 50% of the position at early TP
        partialTPShort = strategy.position_avg_price - (atrValue * 2.5)
        strategy.exit(            id         = "Partial TP Short",            stop       = na,            limit      = partialTPShort,            qty_percent= 50,            from_entry = "Short"        )

        // Trailing Stop + Final ATR Stop for Short
        float trailingDistShort = atrValue * 1.5
        strategy.exit(            id          = "Short Exit (Trail)",            stop        = shortStopPrice,            limit       = shortTakeProfit,            from_entry  = "Short",            trail_offset= trailingDistShort        )

//============================================================================
//=== 7) Plot on Chart (SMA, etc.) =========================================
//============================================================================
plot(smaFast, color=color.blue,   linewidth=2, title="SMA (Fast)")
plot(smaSlow, color=color.orange, linewidth=2, title="SMA (Slow)")

// (Optional) Plot Stop & TP levels dynamically:
longStopForPlot  = strategy.position_size > 0 ? strategy.position_avg_price - atrValue * atrMultiplierSL : na
longTPForPlot    = strategy.position_size > 0 ? strategy.position_avg_price + atrValue * atrMultiplierTP : na
shortStopForPlot = strategy.position_size < 0 ? strategy.position_avg_price + atrValue * atrMultiplierSL : na
shortTPForPlot   = strategy.position_size < 0 ? strategy.position_avg_price - atrValue * atrMultiplierTP : na

plot(longStopForPlot,  color=color.red,   style=plot.style_linebr, title="Long Stop")
plot(longTPForPlot,    color=color.green, style=plot.style_linebr, title="Long TP")
plot(shortStopForPlot, color=color.red,   style=plot.style_linebr, title="Short Stop")
plot(shortTPForPlot,   color=color.green, style=plot.style_linebr, title="Short TP")