ملٹی ماڈیول اتار چڑھاؤ والا مارکیٹ ٹریڈنگ سسٹم: بولنگر بینڈز کے حجم کی شناخت اور مین ریورژن ٹیکنالوجی کو مربوط کرنا

/*backtest
start: 2025-04-01 00:00:00
end: 2025-07-13 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BNB_USDT"}]
args: [["v_input_bool_1",false],["RunMode",1,358374]]
*/

strategy("Modular Oscillation Strategy", overlay=true, default_qty_value=10)

// =================================================================================
// Universal Indicator Parameters
// =================================================================================
bb_len = input.int(20, title="BB Period", group="Universal Indicators")//BB period
bb_stddev = input.float(2.0, title="BB Std Dev", group="Universal Indicators")//BB std dev multiplier
rsi_len = input.int(14, title="RSI Period", group="Universal Indicators")//RSI period
rsi_ma_len = input.int(14, title="RSI MA Period", group="Universal Indicators")//RSI MA period
macd_fast = input.int(12, title="MACD Fast", group="Universal Indicators")//MACD fast period
macd_slow = input.int(26, title="MACD Slow", group="Universal Indicators")//MACD slow period
macd_signal = input.int(9, title="MACD Signal", group="Universal Indicators")//MACD signal period
atr_len = input.int(14, title="ATR Period", group="Universal Indicators")//ATR period
adx_len = input.int(14, title="ADX Period", group="Universal Indicators")//ADX period

// =================================================================================
// Logic 1: Momentum Confirmed Mean Reversion
// =================================================================================
use_logic1 = input.bool(true, title="Enable Logic 1", group="Logic 1")//Enable Logic 1
adx_threshold_logic1 = input.float(40.0, "ADX Oscillation Threshold", group="Logic 1")//ADX threshold
atr_multiplier_logic1 = input.float(1.8, "ATR Stop Multiplier", group="Logic 1", step=0.1)//ATR stop multiplier
use_bb_exit_logic1 = input.bool(true, "BB Upper/Lower Exit", group="Logic 1")//Use BB exit
use_rsi_exit_logic1 = input.bool(true, "RSI MA Reversal Exit", group="Logic 1")//Use RSI exit

// =================================================================================
// Logic 2: Bollinger Band Extreme Reversal
// =================================================================================
use_logic2 = input.bool(true, title="Enable Logic 2", group="Logic 2")//Enable Logic 2
rsi_ob_logic2 = input.int(70, "RSI Overbought", group="Logic 2")//RSI overbought
rsi_os_logic2 = input.int(30, "RSI Oversold", group="Logic 2")//RSI oversold
adx_threshold_logic2 = input.float(30, "ADX Oscillation Threshold", group="Logic 2")//ADX threshold
atr_multiplier_logic2 = input.float(1.8, "ATR Stop Multiplier", group="Logic 2", step=0.1)//ATR stop multiplier
use_bb_exit_logic2 = input.bool(true, "BB Middle Exit", group="Logic 2")//Use BB middle exit
use_rsi_exit_logic2 = input.bool(true, "RSI MA Reversal Exit", group="Logic 2")//Use RSI exit

// =================================================================================
// Indicator Calculations
// =================================================================================
[bb_middle, bb_upper, bb_lower] = ta.bb(close, bb_len, bb_stddev)//Calculate BB lines
rsi = ta.rsi(close, rsi_len)//Calculate RSI
rsi_ma = ta.sma(rsi, rsi_ma_len)//Calculate RSI MA
[macd_line, signal_line, _] = ta.macd(close, macd_fast, macd_slow, macd_signal)//Calculate MACD
atr = ta.atr(atr_len)//Calculate ATR
[_, _, adx_value] = ta.dmi(adx_len, adx_len)//Calculate ADX

// Market State Judgment
is_ranging_market_logic1 = adx_value < adx_threshold_logic1//Check L1 oscillation
is_ranging_market_logic2 = adx_value < adx_threshold_logic2//Check L2 oscillation

// Price and Indicator Events
price_below_bb_middle = close < bb_middle//Price below BB middle
price_above_bb_middle = close > bb_middle//Price above BB middle
price_crosses_back_above_lower = ta.crossover(close, bb_lower)//Price cross up BB lower
price_crosses_back_below_upper = ta.crossunder(close, bb_upper)//Price cross down BB upper
macd_golden_cross = ta.crossover(macd_line, signal_line)//MACD golden cross
macd_death_cross = ta.crossunder(macd_line, signal_line)//MACD death cross
rsi_above_ma = rsi > rsi_ma//RSI above MA
rsi_below_ma = rsi < rsi_ma//RSI below MA

// Exit Events
exit_long_bb_upper_target = ta.crossover(close, bb_upper)//Price cross up BB upper
exit_short_bb_lower_target = ta.crossunder(close, bb_lower)//Price cross down BB lower
exit_long_bb_middle_target = ta.crossover(close, bb_middle)//Price cross up BB middle
exit_short_bb_middle_target = ta.crossunder(close, bb_middle)//Price cross down BB middle
exit_long_rsi_reversal = ta.crossunder(rsi, rsi_ma)//RSI cross down MA
exit_short_rsi_reversal = ta.crossover(rsi, rsi_ma)//RSI cross up MA

// =================================================================================
// Position State Management
// =================================================================================
var bool is_logic1_active = false//Init L1 state
var bool is_logic2_active = false//Init L2 state

is_logic1_active := false//Reset L1 state
is_logic2_active := false//Reset L2 state

//Check open trades for active logic
if strategy.opentrades > 0
    for i = 0 to strategy.opentrades - 1
        trade_id = strategy.opentrades.entry_id(i)
        if str.contains(trade_id, "Logic1")
            is_logic1_active := true//Mark L1 active
        if str.contains(trade_id, "Logic2")
            is_logic2_active := true//Mark L2 active

// =================================================================================
// Entry Conditions
// =================================================================================
// Logic 1 Entry Conditions
logic1_long_condition = use_logic1 and not use_logic2 and is_ranging_market_logic1 and macd_golden_cross and rsi_above_ma and price_below_bb_middle
//L1 long: Enable L1, disable L2, oscillating, MACD gold cross, RSI>MA, price<BB middle

logic1_short_condition = use_logic1 and not use_logic2 and is_ranging_market_logic1 and macd_death_cross and rsi_below_ma and price_above_bb_middle
//L1 short: Enable L1, disable L2, oscillating, MACD death cross, RSI<MA, price>BB middle

// Logic 2 Entry Conditions
logic2_long_condition = use_logic2 and not use_logic1 and is_ranging_market_logic2 and price_crosses_back_above_lower and rsi <= rsi_os_logic2
//L2 long: Enable L2, disable L1, oscillating, price cross up BB lower, RSI oversold

logic2_short_condition = use_logic2 and not use_logic1 and is_ranging_market_logic2 and price_crosses_back_below_upper and rsi >= rsi_ob_logic2
//L2 short: Enable L2, disable L1, oscillating, price cross down BB upper, RSI overbought

// =================================================================================
// Strategy Execution - Long Trades
// =================================================================================
// Logic 1 Long Execution
if use_logic1
    if logic1_long_condition
        strategy.entry("Logic1Long", strategy.long, comment="Logic1-Long")//Enter L1 long
        strategy.exit("StopLoss1Long", from_entry="Logic1Long", stop=close - atr * atr_multiplier_logic1)
        //Set L1 long stop loss

    // Logic 1 Long BB Profit Taking
    if use_bb_exit_logic1
        if exit_long_bb_upper_target
            strategy.close("Logic1Long", comment="Logic1-Upper Exit")//L1 upper exit

    // Logic 1 Long RSI Reversal Profit Taking
    if use_rsi_exit_logic1
        if strategy.position_size > 0 and exit_long_rsi_reversal and price_above_bb_middle
            float total_profit_L1_long = 0.0
            for i = 0 to strategy.opentrades - 1
                if str.contains(strategy.opentrades.entry_id(i), "Logic1Long")
                    total_profit_L1_long += strategy.opentrades.profit(i)
            //Calculate L1 long profit
            if total_profit_L1_long > 0
                strategy.close("Logic1Long", comment="Logic1-Profit&RSI Reversal")
                //Close L1 long on profit & RSI reversal

// Logic 2 Long Execution
if use_logic2
    if logic2_long_condition
        strategy.entry("Logic2Long", strategy.long, comment="Logic2-Long")//Enter L2 long
        strategy.exit("StopLoss2Long", from_entry="Logic2Long", stop=close - atr * atr_multiplier_logic2)
        //Set L2 long stop loss

    // Logic 2 Long BB Profit Taking
    if use_bb_exit_logic2
        if exit_long_bb_middle_target
            strategy.close("Logic2Long", comment="Logic2-Middle Exit")//L2 middle exit

    // Logic 2 Long RSI Reversal Profit Taking
    if use_rsi_exit_logic2
        if is_logic2_active and strategy.position_size > 0 and exit_long_rsi_reversal and price_above_bb_middle
            float total_profit_L2_long = 0.0
            for i = 0 to strategy.opentrades - 1
                if str.contains(strategy.opentrades.entry_id(i), "Logic2Long")
                    total_profit_L2_long += strategy.opentrades.profit(i)
            //Calculate L2 long profit
            if total_profit_L2_long > 0
                strategy.close("Logic2Long", comment="Logic2-Profit&RSI Reversal")
                //Close L2 long on profit & RSI reversal

// =================================================================================
// Strategy Execution - Short Trades
// =================================================================================
// Logic 1 Short Execution
if use_logic1
    if logic1_short_condition
        strategy.entry("Logic1Short", strategy.short, comment="Logic1-Short")//Enter L1 short
        strategy.exit("StopLoss1Short", from_entry="Logic1Short", stop=close + atr * atr_multiplier_logic1)
        //Set L1 short stop loss

    // Logic 1 Short BB Profit Taking
    if use_bb_exit_logic1
        if exit_short_bb_lower_target
            strategy.close("Logic1Short", comment="Logic1-Lower Exit")//L1 lower exit

    // Logic 1 Short RSI Reversal Profit Taking
    if use_rsi_exit_logic1
        if strategy.position_size < 0 and exit_short_rsi_reversal and price_below_bb_middle
            float total_profit_L1_short = 0.0
            for i = 0 to strategy.opentrades - 1
                if str.contains(strategy.opentrades.entry_id(i), "Logic1Short")
                    total_profit_L1_short += strategy.opentrades.profit(i)
            //Calculate L1 short profit
            if total_profit_L1_short > 0
                strategy.close("Logic1Short", comment="Logic1-Profit&RSI Reversal")
                //Close L1 short on profit & RSI reversal

// Logic 2 Short Execution
if use_logic2
    if logic2_short_condition
        strategy.entry("Logic2Short", strategy.short, comment="Logic2-Short")//Enter L2 short
        strategy.exit("StopLoss2Short", from_entry="Logic2Short", stop=close + atr * atr_multiplier_logic2)
        //Set L2 short stop loss

    // Logic 2 Short BB Profit Taking
    if use_bb_exit_logic2
        if exit_short_bb_middle_target
            strategy.close("Logic2Short", comment="Logic2-Middle Exit")//L2 middle exit

    // Logic 2 Short RSI Reversal Profit Taking
    if use_rsi_exit_logic2
        if is_logic2_active and strategy.position_size < 0 and exit_short_rsi_reversal and price_below_bb_middle
            float total_profit_L2_short = 0.0
            for i = 0 to strategy.opentrades - 1
                if str.contains(strategy.opentrades.entry_id(i), "Logic2Short")
                    total_profit_L2_short += strategy.opentrades.profit(i)
            //Calculate L2 short profit
            if total_profit_L2_short > 0
                strategy.close("Logic2Short", comment="Logic2-Profit&RSI Reversal")
                //Close L2 short on profit & RSI reversal

// =================================================================================
// Visualization
// =================================================================================
// Plotting
plot(bb_upper, title="Upper Track", color=color.new(color.teal, 50))//Plot BB upper
plot(bb_middle, title="Middle Track", color=color.new(color.gray, 70))//Plot BB middle
plot(bb_lower, title="Lower Track", color=color.new(color.teal, 50))//Plot BB lower