ایڈوانسڈ FVG Gap Strategy Pro+

/*backtest
start: 2024-09-01 00:00:00
end: 2025-08-31 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Advanced FVG Strategy Pro+ (v6)", overlay=true,
  initial_capital=10000,
  default_qty_type=strategy.fixed,
  default_qty_value=1,
  commission_type=strategy.commission.percent,
  commission_value=0.05,
  calc_on_every_tick=true,
  process_orders_on_close=true)

// ---------------- Inputs ----------------
fvg_tf        = input.timeframe("", "FVG Timeframe (MTF)")
bodySens      = input.float(1.0, "FVG Body Sensitivity", step=0.1, minval=0.0)
mitigate_mid  = input.bool(true, "Mitigation on Midpoint")
rr_ratio      = input.float(2.0, "Risk/Reward Ratio", step=0.1)

risk_mode     = input.string("Percent", "Risk Mode", options=["Percent","Fixed $"])
risk_perc     = input.float(1.0, "Risk % (of Equity)", minval=0.1, maxval=10.0)
risk_fixed    = input.float(100.0, "Fixed $ Risk", minval=1.0)

useTrend      = input.bool(true, "Filter with FVG Trend")
rp            = input.float(10.0, "Trend Filter Ripple (dB)", minval=0.1, step=0.1)
fc            = input.float(0.1, "Trend Filter Cutoff (0..0.5)", minval=0.01, maxval=0.5, step=0.01)

extendLength  = input.int(10, "Extend Boxes (bars)", minval=0)

// ---------------- MTF candles ----------------
c1 = fvg_tf == "" ? close : request.security(syminfo.tickerid, fvg_tf, close,  lookahead = barmerge.lookahead_on)
o1 = fvg_tf == "" ? open  : request.security(syminfo.tickerid, fvg_tf, open,   lookahead = barmerge.lookahead_on)
h1 = fvg_tf == "" ? high  : request.security(syminfo.tickerid, fvg_tf, high,   lookahead = barmerge.lookahead_on)
l1 = fvg_tf == "" ? low   : request.security(syminfo.tickerid, fvg_tf, low,    lookahead = barmerge.lookahead_on)
h2 = fvg_tf == "" ? high[2] : request.security(syminfo.tickerid, fvg_tf, high[2], lookahead = barmerge.lookahead_on)
l2 = fvg_tf == "" ? low[2]  : request.security(syminfo.tickerid, fvg_tf, low[2],  lookahead = barmerge.lookahead_on)

// ---------------- FVG detection ----------------
float wick = math.abs(c1 - o1)
float avg_body = ta.sma(wick, 50)

bool bullFVG = (l1 > h2) and (c1 > h2) and (wick >= avg_body * bodySens)
bool bearFVG = (h1 < l2) and (c1 < l2) and (wick >= avg_body * bodySens)

// ---------------- Trend Filter (IIR low-pass) ----------------
float src = (h1 + l1) / 2.0
float epsilon = math.sqrt(math.pow(10.0, rp/10.0) - 1.0)
float d = math.sqrt(1.0 + epsilon * epsilon)
float c  = 1.0 / math.tan(math.pi * fc)
float norm = 1.0 / (1.0 + d * c + c * c)
float b0 = norm
float b1 = 2.0 * norm
float b2 = norm
float a1 = 2.0 * norm * (1.0 - c * c)
float a2 = norm * (1.0 - d * c + c * c)

var float trend = na
var float trend1 = na
var float trend2 = na
trend := bar_index < 2 ? src : (b0 * src + b1 * src[1] + b2 * src[2] - a1 * nz(trend1) - a2 * nz(trend2))
trend2 := trend1
trend1 := trend

bool trendUp   = trend > nz(trend[1])
bool trendDown = trend < nz(trend[1])

// ---------------- Strategy Conditions ----------------
bool longCond  = bullFVG and (not useTrend or trendUp)
bool shortCond = bearFVG and (not useTrend or trendDown)

// stop loss / take profit (based on MTF gap edges)
float longSL  = l1
float shortSL = h1
float longRisk = close - longSL
float shortRisk = shortSL - close
float longTP  = close + (close - longSL) * rr_ratio
float shortTP = close - (shortSL - close) * rr_ratio

// ---------------- Position sizing ----------------
float equity = strategy.equity
float riskCash = risk_mode == "Percent" ? (equity * risk_perc / 100.0) : risk_fixed
float longQty  = (longRisk > 0.0) ? (riskCash / longRisk) : na
float shortQty = (shortRisk > 0.0) ? (riskCash / shortRisk) : na

// safety cap: avoid ridiculously large position sizes (simple protective cap)
float maxQty = math.max(1.0, (equity / math.max(1e-8, close)) * 0.25)  // cap ~25% equity worth of base asset
if not na(longQty)
    longQty := math.min(longQty, maxQty)
if not na(shortQty)
    shortQty := math.min(shortQty, maxQty)

// small extra guard (do not trade if qty becomes extremely small or NaN)
bool canLong  = longCond and not na(longQty) and (longQty > 0.0)
bool canShort = shortCond and not na(shortQty) and (shortQty > 0.0)

// ---------------- Orders ----------------
if canLong
    strategy.entry("Long", strategy.long, qty = longQty)
    strategy.exit("Long TP/SL", "Long", stop = longSL, limit = longTP)

if canShort
    strategy.entry("Short", strategy.short, qty = shortQty)
    strategy.exit("Short TP/SL", "Short", stop = shortSL, limit = shortTP)

// ---------------- Visuals ----------------
plotshape(longCond, title="Bull FVG", color=color.new(color.green, 0), style=shape.triangleup, location=location.belowbar, size=size.small)
plotshape(shortCond, title="Bear FVG", color=color.new(color.red, 0), style=shape.triangledown, location=location.abovebar, size=size.small)
plot(useTrend ? trend : na, title="FVG Trend", color=trendUp ? color.lime : trendDown ? color.red : color.gray, linewidth=2)