ڈائنامک ٹرینڈ مومنٹم کراس اوور حکمت عملی - دوہری EMA اور MACD اشارے پر مبنی مقداری تجارتی نظام

/*backtest
start: 2025-01-21 00:00:00
end: 2025-02-03 15:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

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

// === Inputs ===
shortEmaLength = input.int(12, title="Short EMA Period", minval=1)
longEmaLength = input.int(26, title="Long EMA Period", minval=1)
macdFastLength = input.int(12, title="MACD Fast EMA Period", minval=1)
macdSlowLength = input.int(26, title="MACD Slow EMA Period", minval=1)
macdSignalLength = input.int(9, title="MACD Signal Period", minval=1)
stopLossPerc = input.float(2.0, title="Stop-Loss (%)", minval=0.1, step=0.1)
takeProfitPerc = input.float(5.0, title="Take-Profit (%)", minval=0.1, step=0.1)

// === Indicator Calculations ===
// Exponential Moving Averages (EMA)
shortEMA = ta.ema(close, shortEmaLength)
longEMA = ta.ema(close, longEmaLength)

// MACD
[macdLine, signalLine, _] = ta.macd(close, macdFastLength, macdSlowLength, macdSignalLength)

// === Entry Conditions ===
// Buy signal: Short EMA crosses above Long EMA and MACD > Signal Line
longCondition = ta.crossover(shortEMA, longEMA) and (macdLine > signalLine)

// Sell signal: Short EMA crosses below Long EMA and MACD < Signal Line
shortCondition = ta.crossunder(shortEMA, longEMA) and (macdLine < signalLine)

// === Entry Signals with Stop-Loss and Take-Profit ===
if (longCondition)
    strategy.entry("Long", strategy.long)
    // Calculate Stop-Loss and Take-Profit
    stopPrice = close * (1 - stopLossPerc / 100)
    takePrice = close * (1 + takeProfitPerc / 100)
    strategy.exit("Long Exit", from_entry="Long", stop=stopPrice, limit=takePrice)

if (shortCondition)
    strategy.entry("Short", strategy.short)
    // Calculate Stop-Loss and Take-Profit
    stopPrice = close * (1 + stopLossPerc / 100)
    takePrice = close * (1 - takeProfitPerc / 100)
    strategy.exit("Short Exit", from_entry="Short", stop=stopPrice, limit=takePrice)

// === Exit Conditions ===
// Alternative exit conditions based on crossovers
exitLongCondition = ta.crossunder(shortEMA, longEMA) or (macdLine < signalLine)
exitShortCondition = ta.crossover(shortEMA, longEMA) or (macdLine > signalLine)

if (exitLongCondition)
    strategy.close("Long")

if (exitShortCondition)
    strategy.close("Short")

// === Indicator Plotting ===
// EMA
plot(shortEMA, color=color.blue, title="Short EMA")
plot(longEMA, color=color.red, title="Long EMA")

// MACD Indicator in separate window
hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dotted)
plot(macdLine - signalLine, color=(macdLine - signalLine) >= 0 ? color.green : color.red, title="MACD Histogram", style=plot.style_histogram)
plot(macdLine, color=color.blue, title="MACD Line")
plot(signalLine, color=color.orange, title="Signal Line")

// === Signal Visualization ===
// Markers for Long and Short entries
plotshape(series=longCondition, title="Long Entry", location=location.belowbar, color=color.green, style=shape.labelup, text="Long")
plotshape(series=shortCondition, title="Short Entry", location=location.abovebar, color=color.red, style=shape.labeldown, text="Short")

// Markers for Long and Short exits
plotshape(series=exitLongCondition, title="Long Exit", location=location.abovebar, color=color.red, style=shape.labeldown, text="Exit Long")
plotshape(series=exitShortCondition, title="Short Exit", location=location.belowbar, color=color.green, style=shape.labelup, text="Exit Short")