اعلی درجے کی تجارتی پیٹرن کی شناخت اور متحرک خطرے کے انتظام کی حکمت عملی

/*backtest
start: 2025-05-19 00:00:00
end: 2025-06-18 00:00:00
period: 3h
basePeriod: 3h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("🎯 IKODO Engulfing Strategy with Dynamic RR & Commission", shorttitle="IKODO Engulfing Pro", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, pyramiding=0, calc_on_every_tick=false, calc_on_order_fills=false, commission_type=strategy.commission.percent, commission_value=0.04)

// ═══════════════════════════════════════════════════════════════════════════════
// 📊 ADVANCED INPUT PARAMETERS
// ═══════════════════════════════════════════════════════════════════════════════

// Commission Settings
enable_commission = input.bool(true, "Enable Commission", group="💰 Commission Settings")
commission_rate = input.float(0.04, "Commission Rate (%)", minval=0.0, maxval=1.0, step=0.01, group="💰 Commission Settings", tooltip="Binance Futures: 0.02% Maker, 0.04% Taker")
commission_type_input = input.string("Percentage", "Commission Type", options=["Percentage", "Fixed USD"], group="💰 Commission Settings")

// Risk Management Inputs
rr_ratio = input.float(2.0, "Risk Reward Ratio", minval=0.5, maxval=10.0, step=0.1, group="🎯 Risk Management")
use_fibonacci_tp = input.bool(true, "Use Fibonacci Levels for TP", group="🎯 Risk Management")
fib_level_tp = input.float(0.618, "Fibonacci Level for TP", minval=0.236, maxval=1.0, step=0.001, group="🎯 Risk Management")

// Stop Loss Settings
sl_type = input.string("Fibonacci", "Stop Loss Type", options=["Fibonacci", "Fixed USD", "ATR Multiple"], group="🛡️ Stop Loss Settings")
sl_fib_level = input.float(0.236, "Fibonacci Level for SL", minval=0.1, maxval=0.5, step=0.001, group="🛡️ Stop Loss Settings")
sl_fixed_usd = input.float(50.0, "Fixed Stop Loss (USD)", minval=1.0, maxval=1000.0, step=1.0, group="🛡️ Stop Loss Settings")
sl_atr_multiple = input.float(1.5, "ATR Multiple for SL", minval=0.5, maxval=5.0, step=0.1, group="🛡️ Stop Loss Settings")

// EMA Settings
ema_length = input.int(50, "EMA Length", minval=1, maxval=200, group="📈 Trend Filter")
ema_source = input.source(close, "EMA Source", group="📈 Trend Filter")

// Pattern Recognition Settings
min_engulf_ratio = input.float(0.1, "Minimum Engulfing Ratio", minval=0.01, maxval=1.0, step=0.01, group="🔍 Pattern Recognition")
max_wick_ratio = input.float(0.3, "Maximum Wick Ratio", minval=0.1, maxval=0.8, step=0.01, group="🔍 Pattern Recognition")

// Advanced Filters
volume_filter = input.bool(true, "Use Volume Filter", group="🔧 Advanced Filters")
volume_multiplier = input.float(1.2, "Volume Multiplier", minval=1.0, maxval=3.0, step=0.1, group="🔧 Advanced Filters")
atr_filter = input.bool(true, "Use ATR Volatility Filter", group="🔧 Advanced Filters")
atr_length = input.int(14, "ATR Length", minval=1, maxval=50, group="🔧 Advanced Filters")
min_atr_ratio = input.float(0.5, "Minimum ATR Ratio", minval=0.1, maxval=2.0, step=0.1, group="🔧 Advanced Filters")

// Visualization Settings
show_fibonacci_levels = input.bool(true, "Show Fibonacci Levels", group="🎨 Visualization")

// ═══════════════════════════════════════════════════════════════════════════════
// 🧮 QUANTITATIVE CALCULATIONS
// ═══════════════════════════════════════════════════════════════════════════════

// EMA Calculation
ema_50 = ta.ema(ema_source, ema_length)

// ATR for Volatility Assessment
atr = ta.atr(atr_length)

// Volume Analysis
avg_volume = ta.sma(volume, 20)
volume_condition = not volume_filter or volume > avg_volume * volume_multiplier

// Fibonacci calculation for swing levels
swing_high = ta.highest(high, 20)
swing_low = ta.lowest(low, 20)

// ═══════════════════════════════════════════════════════════════════════════════
// 🔍 ADVANCED PATTERN RECOGNITION
// ═══════════════════════════════════════════════════════════════════════════════

// Current and Previous Candle Properties
curr_body = math.abs(close - open)
prev_body = math.abs(close[1] - open[1])
curr_range = high - low
prev_range = high[1] - low[1]

// Candle Color Identification
curr_bullish = close > open
curr_bearish = close < open
prev_bullish = close[1] > open[1]
prev_bearish = close[1] < open[1]

// Enhanced Engulfing Pattern Detection
bullish_engulfing = curr_bullish and prev_bearish and close > high[1] and low < low[1] and curr_body > prev_body * min_engulf_ratio

bearish_engulfing = curr_bearish and prev_bullish and close < low[1] and high > high[1] and curr_body > prev_body * min_engulf_ratio

// Wick Analysis for Quality Filter
curr_upper_wick = curr_bullish ? high - close : high - open
curr_lower_wick = curr_bullish ? open - low : close - low
wick_filter_long = curr_upper_wick <= curr_range * max_wick_ratio
wick_filter_short = curr_lower_wick <= curr_range * max_wick_ratio

// ATR Volatility Filter
atr_filter_condition = not atr_filter or curr_range >= atr * min_atr_ratio

// ═══════════════════════════════════════════════════════════════════════════════
// 📈 TREND ANALYSIS & ENTRY CONDITIONS
// ═══════════════════════════════════════════════════════════════════════════════

// Trend Conditions
uptrend = close > ema_50
downtrend = close < ema_50

// Complete Entry Conditions
long_condition = uptrend and bullish_engulfing and wick_filter_long and volume_condition and atr_filter_condition

short_condition = downtrend and bearish_engulfing and wick_filter_short and volume_condition and atr_filter_condition

// ═══════════════════════════════════════════════════════════════════════════════
// 🎯 ADVANCED STOP LOSS CALCULATION
// ═══════════════════════════════════════════════════════════════════════════════

// Function to calculate stop loss based on type
calculate_stop_loss(entry_price, is_long, sl_type, swing_high, swing_low, atr, sl_fib_level, sl_fixed_usd, sl_atr_multiple) =>
    var float stop_loss = na
    
    if sl_type == "Fibonacci"
        if is_long
            fib_range = swing_high - swing_low
            stop_loss := swing_low + (fib_range * sl_fib_level)
        else
            fib_range = swing_high - swing_low
            stop_loss := swing_high - (fib_range * sl_fib_level)
    
    else if sl_type == "Fixed USD"
        if is_long
            stop_loss := entry_price - sl_fixed_usd
        else
            stop_loss := entry_price + sl_fixed_usd
    
    else if sl_type == "ATR Multiple"
        if is_long
            stop_loss := entry_price - (atr * sl_atr_multiple)
        else
            stop_loss := entry_price + (atr * sl_atr_multiple)
    
    stop_loss

// Function to calculate take profit
calculate_take_profit(entry_price, stop_loss, is_long, use_fibonacci_tp, swing_high, swing_low, fib_level_tp, rr_ratio) =>
    var float take_profit = na
    
    if use_fibonacci_tp
        if is_long
            fib_range = swing_high - swing_low
            take_profit := swing_low + (fib_range * fib_level_tp)
        else
            fib_range = swing_high - swing_low
            take_profit := swing_high - (fib_range * fib_level_tp)
    else
        // Traditional RR-based TP
        if is_long
            risk = entry_price - stop_loss
            take_profit := entry_price + (risk * rr_ratio)
        else
            risk = stop_loss - entry_price
            take_profit := entry_price - (risk * rr_ratio)
    
    take_profit

// ═══════════════════════════════════════════════════════════════════════════════
// 🎯 DYNAMIC RISK MANAGEMENT SYSTEM
// ═══════════════════════════════════════════════════════════════════════════════

// Dynamic Stop Loss and Take Profit Calculation
var float entry_price = na
var float stop_loss = na
var float take_profit = na
var float commission_cost = na

if long_condition and strategy.position_size == 0
    entry_price := close
    stop_loss := calculate_stop_loss(entry_price, true, sl_type, swing_high, swing_low, atr, sl_fib_level, sl_fixed_usd, sl_atr_multiple)
    take_profit := calculate_take_profit(entry_price, stop_loss, true, use_fibonacci_tp, swing_high, swing_low, fib_level_tp, rr_ratio)
    
    // Calculate commission cost
    commission_cost := enable_commission and commission_type_input == "Fixed USD" ? sl_fixed_usd * 2 : 0

if short_condition and strategy.position_size == 0
    entry_price := close
    stop_loss := calculate_stop_loss(entry_price, false, sl_type, swing_high, swing_low, atr, sl_fib_level, sl_fixed_usd, sl_atr_multiple)
    take_profit := calculate_take_profit(entry_price, stop_loss, false, use_fibonacci_tp, swing_high, swing_low, fib_level_tp, rr_ratio)
    
    // Calculate commission cost
    commission_cost := enable_commission and commission_type_input == "Fixed USD" ? sl_fixed_usd * 2 : 0

// ═══════════════════════════════════════════════════════════════════════════════
// 🚀 STRATEGY EXECUTION WITH COMMISSION
// ═══════════════════════════════════════════════════════════════════════════════

// Entry Orders
if long_condition
    strategy.entry("Long", strategy.long, comment="🟢 Elite Long Entry")

if short_condition
    strategy.entry("Short", strategy.short, comment="🔴 Elite Short Entry")

// Exit Orders
if strategy.position_size > 0
    strategy.exit("Long Exit", "Long", stop=stop_loss, limit=take_profit, comment="🎯 Long Exit")

if strategy.position_size < 0
    strategy.exit("Short Exit", "Short", stop=stop_loss, limit=take_profit, comment="🎯 Short Exit")

// ═══════════════════════════════════════════════════════════════════════════════
// 📊 ADVANCED VISUALIZATION - GLOBAL SCOPE
// ═══════════════════════════════════════════════════════════════════════════════

// EMA Plot
plot(ema_50, "EMA 50", color=color.new(color.blue, 0), linewidth=2)

// Entry Signals
plotshape(long_condition, "Long Signal", shape.triangleup, location.belowbar, color.new(color.green, 0), size=size.normal)
plotshape(short_condition, "Short Signal", shape.triangledown, location.abovebar, color.new(color.red, 0), size=size.normal)

// Support/Resistance Levels
plot(strategy.position_size != 0 ? stop_loss : na, "Stop Loss", color.new(color.red, 0), linewidth=2, style=plot.style_linebr)
plot(strategy.position_size != 0 ? take_profit : na, "Take Profit", color.new(color.green, 0), linewidth=2, style=plot.style_linebr)

// Entry Price Line
plot(strategy.position_size != 0 ? entry_price : na, "Entry Price", color.new(color.yellow, 0), linewidth=1, style=plot.style_linebr)

// Fibonacci Levels Visualization - MOVED TO GLOBAL SCOPE
show_fib_condition = show_fibonacci_levels and (sl_type == "Fibonacci" or use_fibonacci_tp)
plot(show_fib_condition ? swing_high : na, "Swing High", color.new(color.gray, 50), linewidth=1, style=plot.style_circles)
plot(show_fib_condition ? swing_low : na, "Swing Low", color.new(color.gray, 50), linewidth=1, style=plot.style_circles)

// Additional Fibonacci Levels
fib_range = swing_high - swing_low
fib_236 = swing_low + (fib_range * 0.236)
fib_382 = swing_low + (fib_range * 0.382)
fib_618 = swing_low + (fib_range * 0.618)
fib_786 = swing_low + (fib_range * 0.786)

plot(show_fib_condition ? fib_236 : na, "Fib 23.6%", color.new(color.orange, 70), linewidth=1, style=plot.style_linebr)
plot(show_fib_condition ? fib_382 : na, "Fib 38.2%", color.new(color.orange, 70), linewidth=1, style=plot.style_linebr)
plot(show_fib_condition ? fib_618 : na, "Fib 61.8%", color.new(color.orange, 70), linewidth=1, style=plot.style_linebr)
plot(show_fib_condition ? fib_786 : na, "Fib 78.6%", color.new(color.orange, 70), linewidth=1, style=plot.style_linebr)

// ═══════════════════════════════════════════════════════════════════════════════
// 📈 ENHANCED PERFORMANCE METRICS DISPLAY
// ═══════════════════════════════════════════════════════════════════════════════

// Enhanced Information Table
var table info_table = table.new(position.top_right, 3, 12, bgcolor=color.new(color.white, 85), border_width=1)

if barstate.islast
    table.cell(info_table, 0, 0, "📊 ELITE STRATEGY PRO", text_color=color.black, text_size=size.small)
    
    // Risk Management Info
    table.cell(info_table, 0, 1, "Risk-Reward Ratio:", text_color=color.black, text_size=size.tiny)
    table.cell(info_table, 1, 1, str.tostring(rr_ratio, "#.##"), text_color=color.blue, text_size=size.tiny)
    
    // Commission Info
    table.cell(info_table, 0, 2, "Commission:", text_color=color.black, text_size=size.tiny)
    commission_text = enable_commission ? (commission_type_input == "Percentage" ? str.tostring(commission_rate, "#.##") + "%" : "$" + str.tostring(sl_fixed_usd, "#.##")) : "Disabled"
    table.cell(info_table, 1, 2, commission_text, text_color=enable_commission ? color.red : color.gray, text_size=size.tiny)
    
    // Stop Loss Type
    table.cell(info_table, 0, 3, "Stop Loss Type:", text_color=color.black, text_size=size.tiny)
    table.cell(info_table, 1, 3, sl_type, text_color=color.purple, text_size=size.tiny)
    
    // EMA Period
    table.cell(info_table, 0, 4, "EMA Period:", text_color=color.black, text_size=size.tiny)
    table.cell(info_table, 1, 4, str.tostring(ema_length), text_color=color.blue, text_size=size.tiny)
    
    // Current Trend
    table.cell(info_table, 0, 5, "Current Trend:", text_color=color.black, text_size=size.tiny)
    trend_text = uptrend ? "🟢 BULLISH" : downtrend ? "🔴 BEARISH" : "⚪ NEUTRAL"
    trend_color = uptrend ? color.green : downtrend ? color.red : color.gray
    table.cell(info_table, 1, 5, trend_text, text_color=trend_color, text_size=size.tiny)
    
    // ATR
    table.cell(info_table, 0, 6, "ATR:", text_color=color.black, text_size=size.tiny)
    table.cell(info_table, 1, 6, str.tostring(atr, "#.####"), text_color=color.blue, text_size=size.tiny)
    
    // Fibonacci Range
    table.cell(info_table, 0, 7, "Fib Range:", text_color=color.black, text_size=size.tiny)
    table.cell(info_table, 1, 7, str.tostring(fib_range, "#.####"), text_color=color.orange, text_size=size.tiny)
    
    // Current Position Info
    if strategy.position_size != 0
        current_pnl = strategy.position_size > 0 ? (close - entry_price) / entry_price * 100 : (entry_price - close) / entry_price * 100
        table.cell(info_table, 0, 8, "Current P&L:", text_color=color.black, text_size=size.tiny)
        pnl_color = current_pnl > 0 ? color.green : color.red
        table.cell(info_table, 1, 8, str.tostring(current_pnl, "#.##") + "%", text_color=pnl_color, text_size=size.tiny)
        
        // Risk Amount
        risk_amount = strategy.position_size > 0 ? entry_price - stop_loss : stop_loss - entry_price
        table.cell(info_table, 0, 9, "Risk per Share:", text_color=color.black, text_size=size.tiny)
        table.cell(info_table, 1, 9, str.tostring(risk_amount, "#.####"), text_color=color.orange, text_size=size.tiny)
        
        // Reward Amount
        reward_amount = strategy.position_size > 0 ? take_profit - entry_price : entry_price - take_profit
        table.cell(info_table, 0, 10, "Reward per Share:", text_color=color.black, text_size=size.tiny)
        table.cell(info_table, 1, 10, str.tostring(reward_amount, "#.####"), text_color=color.green, text_size=size.tiny)

// ═══════════════════════════════════════════════════════════════════════════════
// 🔔 ENHANCED ALERT CONDITIONS
// ═══════════════════════════════════════════════════════════════════════════════

// Alert conditions
alertcondition(long_condition, title="🟢 Elite Long Entry Pro", message="Elite Engulfing Strategy PRO: LONG signal detected with commission calculation.")

alertcondition(short_condition, title="🔴 Elite Short Entry Pro", message="Elite Engulfing Strategy PRO: SHORT signal detected with commission calculation.")

// Dynamic alerts with detailed information
if long_condition
    alert_msg = "🟢 LONG SIGNAL: Elite Engulfing Pro | Price: " + str.tostring(close, "#.####") + " | RR: " + str.tostring(rr_ratio, "#.##") + " | SL Type: " + sl_type + " | Commission: " + (enable_commission ? str.tostring(commission_rate, "#.##") + "%" : "Disabled")
    alert(alert_msg, alert.freq_once_per_bar)

if short_condition
    alert_msg = "🔴 SHORT SIGNAL: Elite Engulfing Pro | Price: " + str.tostring(close, "#.####") + " | RR: " + str.tostring(rr_ratio, "#.##") + " | SL Type: " + sl_type + " | Commission: " + (enable_commission ? str.tostring(commission_rate, "#.##") + "%" : "Disabled")
    alert(alert_msg, alert.freq_once_per_bar)