کثیر سطحی EMA اور RSI متحرک ممکنہ طاقت پر مبنی بٹ کوائن کراس سائیکل ٹرینڈ ٹریڈنگ 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=6
strategy("Bitcoin Regime Filter Strategy",         // Strategy name
     overlay=true,                                 // The strategy will be drawn directly on the price chart
     initial_capital=10000,                        // Initial capital of 10000 USD
     currency=currency.USDT,                       // Defines the currency used, USDT
     default_qty_type=strategy.percent_of_equity,  // Position size will be calculated as a percentage of equity
     default_qty_value=100,                        // The strategy uses 100% of available capital for each trade
     commission_type=strategy.commission.percent,  // The strategy uses commission as a percentage
     commission_value=0.1)                         // Transaction fee is 0.1%

// User input 
res = input.timeframe(title = "Timeframe", defval = "W")                     // Higher timeframe for reference
len = input.int(title = "EMA Length", defval = 20)                           // EMA length input
marketTF = input.timeframe(title = "Market Timeframe", defval = "D")         // Current analysis timeframe (D)
useRSI = input.bool(title = "Use RSI Momentum Filter", defval = false)       // Option to use RSI filter
rsiMom = input.int(title = "RSI Momentum Threshold", defval = 70)            // RSI momentum threshold (default 70)

// Custom function to output data
f_sec(_market, _res, _exp) => request.security(_market, _res, _exp[barstate.isrealtime ? 1 : 0])[barstate.isrealtime ? 0: 1]

// The f_sec function has three input parameters: _market, _res, _exp
// request.security = a Pine Script function to fetch market data, accessing OHLC data
// _exp[barstate.isrealtime ? 1 : 0] checks if the current bar is real-time, and retrieves the previous bar (1) or the current bar (0)
// [barstate.isrealtime ? 0 : 1] returns the value of request.security, with a real-time check on the bar

// Define time filter
dateFilter(int st, int et) => time >= st and time <= et
// The dateFilter function has two input parameters: st (start time) and et (end time)
// It checks if the current bar's time is between st and et

// Fetch EMA value
ema = ta.ema(close, len)                                   // Calculate EMA with close prices and input length
htfEmaValue = f_sec(syminfo.tickerid, res, ema)            // EMA value for high time frame, using f_sec function

// Fetch ATR value
atrValue = ta.atr(5)

// Check if price is above or below EMA
marketPrice = f_sec(syminfo.tickerid, marketTF, close)
regimeFilter = marketPrice > (htfEmaValue + (atrValue * 0.25))       // Compare current price with EMA in higher timeframe (with ATR dependency)

// Calculate RSI value
rsiValue = ta.rsi(close, 7)

// Bullish momentum filter
bullish = regimeFilter and (rsiValue > rsiMom or not useRSI)

// Set caution alert
caution = bullish and (ta.highest(high, 7) - low) > (atrValue * 1.5)

// Set momentum background color
bgCol = color.red
if bullish[1]
    bgCol := color.green
if caution[1]
    bgCol := color.orange

// Plot background color
plotshape(1, color = bgCol, style = shape.square, location = location.bottom, size = size.auto, title = "Momentum Strength")
plot(htfEmaValue, color = close > htfEmaValue ? color.green : color.red, linewidth = 2)

// Initialize trailing stop variable
var float trailStop = na

// Entry logic
if bullish and strategy.position_size == 0 and not caution
    strategy.entry(id = "Buy", direction = strategy.long)
    trailStop := na

// Trailing stop logic
temp_trailStop = ta.highest(low, 7) - (caution[1] ? atrValue * 0.2 : atrValue)
if strategy.position_size > 0
    if temp_trailStop > trailStop or na(trailStop)
        trailStop := temp_trailStop

// Exit logic
if (close < trailStop or close < htfEmaValue)
    strategy.close("Buy", comment = "Sell")

// Plot stop loss line
plot(strategy.position_size[1] > 0 ? trailStop : na, style = plot.style_linebr, color = color.red, title = "Stoploss")