انکولی بولنگر گرڈ ٹریڈنگ کی حکمت عملی

/*backtest
start: 2024-12-19 00:00:00
end: 2025-02-19 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("Grid Bot based on Bollinger Bands with Adjustable Levels", overlay=true)

// Settings
source = close
length = input.int(20, minval=1, title="Bollinger Bands Length")
mult = input.float(2.0, minval=0.001, maxval=50, title="Bollinger Bands Multiplier")
gridDistancePercent = input.float(1.0, title="Distance Between Levels (%)") / 100 // Distance between grid levels in percentage
gridSize = input.int(4, title="Number of Grid Levels") // Number of grid levels

// Bollinger Bands Calculation
basis = ta.sma(source, length)
dev = mult * ta.stdev(source, length)
upper = basis + dev
lower = basis - dev

// Middle line between the upper and lower Bollinger Bands
middle = (upper + lower) / 2

// Levels for long and short positions
var float[] longLevels = array.new_float(gridSize)
var float[] shortLevels = array.new_float(gridSize)

// Filling levels for long and short positions
for i = 0 to gridSize - 1
    array.set(longLevels, i, lower * (1 + gridDistancePercent * (i + 1))) // For longs, increase the lower band
    array.set(shortLevels, i, upper * (1 - gridDistancePercent * (i + 1))) // For shorts, decrease the upper band

// Logic for entering a long position (buy) at the first level crossover
longCondition = ta.crossover(source, array.get(longLevels, 0)) // Condition for buying — crossover with the first long level
if longCondition
    strategy.entry("GridLong", strategy.long, comment="GridLong")

// Logic for entering a short position (sell) at the first level crossunder
shortCondition = ta.crossunder(source, array.get(shortLevels, 0)) // Condition for selling — crossunder with the first short level
if shortCondition
    strategy.entry("GridShort", strategy.short, comment="GridShort")

// Logic for additional buys/sells when reaching subsequent levels
// For longs:
for i = 1 to gridSize - 1
    if ta.crossover(source, array.get(longLevels, i))
        strategy.entry("GridLong" + str.tostring(i), strategy.long, comment="GridLong")

// For shorts:
for i = 1 to gridSize - 1
    if ta.crossunder(source, array.get(shortLevels, i))
        strategy.entry("GridShort" + str.tostring(i), strategy.short, comment="GridShort")

// Visualization of the levels
plot(upper, color=color.red, linewidth=2, title="Upper Bollinger Band")
plot(lower, color=color.green, linewidth=2, title="Lower Bollinger Band")
plot(middle, color=color.blue, linewidth=2, title="Middle Line")

// Display additional grid levels (fixed titles)
plot(array.get(longLevels, 0), color=color.green, linewidth=1, title="Long Level 1") // For the 1st long level
plot(array.get(longLevels, 1), color=color.green, linewidth=1, title="Long Level 2") // For the 2nd long level
plot(array.get(longLevels, 2), color=color.green, linewidth=1, title="Long Level 3") // For the 3rd long level
plot(array.get(longLevels, 3), color=color.green, linewidth=1, title="Long Level 4") // For the 4th long level

plot(array.get(shortLevels, 0), color=color.red, linewidth=1, title="Short Level 1") // For the 1st short level
plot(array.get(shortLevels, 1), color=color.red, linewidth=1, title="Short Level 2") // For the 2nd short level
plot(array.get(shortLevels, 2), color=color.red, linewidth=1, title="Short Level 3") // For the 3rd short level
plot(array.get(shortLevels, 3), color=color.red, linewidth=1, title="Short Level 4") // For the 4th short level