آپٹمائزڈ اوسط صحیح رینج پر مبنی رجحان کی حکمت عملی v6 (فکسڈ ٹرینڈ کیپچر)

/*backtest
start: 2024-03-31 00:00:00
end: 2025-03-29 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Optimized ATR-Based Trend Strategy v6 (Fixed Trend Capture)", overlay=true)

// 🔹 Input parameters
lengthSMMA = input(8, title="SMMA Length")
lengthEMA = input(50, title="EMA Length")
supertrendFactor = input(2.0, title="Supertrend Factor")
supertrendLength = input(5, title="Supertrend Length")
atrLength = input(14, title="ATR Length")  
atrSmoothing = input(50, title="ATR Moving Average Length")  
atrMultiplierTP = input.float(5.0, title="ATR Multiplier for Take-Profit", minval=1.0, step=0.5)  
atrMultiplierTSL = input.float(3.5, title="ATR Multiplier for Trailing Stop-Loss", minval=1.0, step=0.5)  // 🔹 Increased to ride trends
atrStopMultiplier = input.float(0.8, title="ATR Stop Multiplier", minval=0.5, step=0.1)  
breakEvenMultiplier = input.float(2.0, title="Break-Even Trigger ATR Multiplier", minval=1.0, step=0.1)
rsiLength = input(14, title="RSI Length")  

// 🔹 Indicator calculations
smma8 = ta.sma(ta.sma(close, lengthSMMA), lengthSMMA)  
ema50 = ta.ema(close, lengthEMA)  

// 🔹 Supertrend Calculation
[superTrend, _] = ta.supertrend(supertrendFactor, supertrendLength)

// 🔹 Supertrend Conditions
isBullishSupertrend = close > superTrend
isBearishSupertrend = close < superTrend

// 🔹 ATR Calculation for Smarter Filtering
atrValue = ta.atr(atrLength)
atrMA = ta.sma(atrValue, atrSmoothing)
atrRising = ta.rising(atrValue, 3)  // 🔹 More sensitive ATR detection
isTrending = atrValue > atrMA * 1.01 or atrRising  // 🔹 Loosened ATR filter

// 🔹 RSI Calculation
rsi = ta.rsi(close, rsiLength)

// 🔹 RSI Conditions (More Flexible)
isRSIBullish = rsi > 45  // 🔹 Lowered to capture early trends
isRSIBearish = rsi < 45  

// 🔹 TP Lock Mechanism
var bool tpHit = false  
if strategy.position_size == 0 and strategy.closedtrades > 0
    tpHit := true  

// 🔹 Supertrend Flip Detection (Resumes Trading After Trend Change)
trendFlip = (isBullishSupertrend and not isBullishSupertrend[1]) or (isBearishSupertrend and not isBearishSupertrend[1])
if trendFlip
    tpHit := false  

// 🔹 Entry Conditions
bullishEntry = close > ema50 and isBullishSupertrend and isRSIBullish and isTrending and not tpHit
bearishEntry = close < ema50 and isBearishSupertrend and isRSIBearish and isTrending and not tpHit

// 🔹 Dynamic Take-Profit, Stop-Loss, and Break-Even Stop
longTakeProfit = close + (atrValue * atrMultiplierTP)  
shortTakeProfit = close - (atrValue * atrMultiplierTP)  
longTrailStop = atrValue * atrMultiplierTSL  
shortTrailStop = atrValue * atrMultiplierTSL  

// ✅ Adjusted SL to Reduce Drawdown
longStopLoss = close - (atrValue * atrMultiplierTSL * atrStopMultiplier)
shortStopLoss = close + (atrValue * atrMultiplierTSL * atrStopMultiplier)

// ✅ Break-Even Stop Trigger (More Room for Trends)
longBreakEven = strategy.position_avg_price + (atrValue * breakEvenMultiplier)
shortBreakEven = strategy.position_avg_price - (atrValue * breakEvenMultiplier)

// 🔹 Strategy Execution (Fixed Take-Profit & Stop-Loss)
if (bullishEntry)
    strategy.entry("Buy", strategy.long)
    strategy.exit("TSL/TP", from_entry="Buy", stop=longStopLoss, trail_offset=longTrailStop, limit=longTakeProfit)
    strategy.exit("BreakEven", from_entry="Buy", stop=longBreakEven)

if (bearishEntry)
    strategy.entry("Sell", strategy.short)
    strategy.exit("TSL/TP", from_entry="Sell", stop=shortStopLoss, trail_offset=shortTrailStop, limit=shortTakeProfit)
    strategy.exit("BreakEven", from_entry="Sell", stop=shortBreakEven)

// 🔹 Trend Band
trendColor = isBullishSupertrend and smma8 > ema50 and close > ema50 ? color.green :
             isBearishSupertrend and smma8 < ema50 and close < ema50 ? color.red : color.gray
fill(plot(smma8, color=color.new(trendColor, 60), title="8 SMMA Band"),
     plot(ema50, color=color.new(trendColor, 60), title="50 EMA Band"),
     color=color.new(trendColor, 80), title="Trend Band")

// 🔹 Supertrend Line
plot(superTrend, color=color.gray, title="Supertrend", style=plot.style_line)