EMA انفیوژن پرو ملٹی سورس ڈیٹا فیوژن حکمت عملی

/*backtest
start: 2025-01-01 00:00:00
end: 2025-09-01 08:00:00
period: 2h
basePeriod: 2h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/

//@version=5
//@fenyesk
strategy("EMA inFusion Pro - Source Selection", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// =============================================
// === INPUT PARAMETERS =======================
// =============================================

// Moving Average Source Selection
maSourceSelection = input.string("Price", "Moving Average Source", 
  options=["Price", "Volume", "Rate of Change", "Heikin Ashi Price", "Heikin Ashi Volume", "Heikin Ashi Rate of Change"],
  tooltip="Select data source for EMA calculation")

// EMA Settings
emaLength = input.int(50, title="EMA Length", minval=1, maxval=200)
rocLength = input.int(1, title="Rate of Change Length", minval=1, maxval=50, tooltip="Length for ROC calculation")

// ADX Filter Settings
useAdxFilter = input.bool(true, title="Use ADX Filter", group="ADX Settings")
adxLength = input.int(14, title="ADX Length", minval=1, maxval=50, group="ADX Settings")
adxThreshold = input.float(25, title="ADX Threshold", minval=10, maxval=50, step=0.5, group="ADX Settings")

// Volume Spike Settings
useVolumeFilter = input.bool(true, title="Use Volume Spike Filter", group="Volume Settings")
volumeMultiplier = input.float(1.0, title="Volume Spike Multiplier", minval=1.0, maxval=5.0, step=0.1, group="Volume Settings")
volumeSmaLength = input.int(20, title="Volume SMA Length", minval=5, maxval=100, group="Volume Settings")

// Trading Exit Mode Selector
tradingMode = input.int(2, title="Trading Exit Mode", minval=1, maxval=3, 
  tooltip="1: Exit on reverse signal\n2: ATR based TP/SL\n3: Percent based TP/SL", 
  group="Exit Strategy")

// Mode 3: Percent-Based Settings
takeProfitPercent = input.float(2.0, title="Take Profit %", minval=0.1, maxval=10.0, step=0.1, group="Percent Exit")
stopLossPercent = input.float(1.5, title="Stop Loss %", minval=0.1, maxval=10.0, step=0.1, group="Percent Exit")

// Mode 2: ATR-Based Settings
atrLength = input.int(14, title="ATR Length", minval=1, maxval=50, group="ATR Exit")
atrMultiplierTp = input.float(4.0, title="ATR Take Profit Multiplier", minval=0.1, maxval=10.0, step=0.1, group="ATR Exit")
atrMultiplierSl = input.float(4.0, title="ATR Stop Loss Multiplier", minval=0.1, maxval=10.0, step=0.1, group="ATR Exit")

// =============================================
// === SOURCE CALCULATIONS ====================
// =============================================

// Rate of Change calculation
roc(src, length) =>
    change = src - src[length]
    src[length] != 0 ? (change / src[length] * 100) : 0

// Standard Rate of Change
rocPrice = roc(close, rocLength)
rocVolume = roc(volume, rocLength)

// Heikin Ashi calculations
haClose = (open + high + low + close) / 4
var float haOpen = na
haOpen := na(haOpen[1]) ? (open + close) / 2 : (haOpen[1] + haClose[1]) / 2
haHigh = math.max(high, math.max(haOpen, haClose))
haLow = math.min(low, math.min(haOpen, haClose))

// Heikin Ashi Rate of Change
haRocPrice = roc(haClose, rocLength)
haRocVolume = roc(volume, rocLength)  // Volume remains same for HA

// Define EMA source based on selection
emaSource = switch maSourceSelection
    "Price" => close
    "Volume" => volume
    "Rate of Change" => rocPrice
    "Heikin Ashi Price" => haClose
    "Heikin Ashi Volume" => volume  // Volume doesn't change in HA
    "Heikin Ashi Rate of Change" => haRocPrice
    => close  // Default fallback

// =============================================
// === INDICATOR CALCULATIONS =================
// =============================================

// Core Indicators
emaValue = ta.ema(emaSource, emaLength)
[diPlus, diMinus, adx] = ta.dmi(adxLength, adxLength)
volumeSma = ta.sma(volume, volumeSmaLength)
volumeSpike = volume > (volumeSma * volumeMultiplier)
atrValue = ta.atr(atrLength)

// Trend Conditions (adjusted for different source types)
bullishTrend = switch maSourceSelection
    "Price" => close > emaValue
    "Heikin Ashi Price" => haClose > emaValue
    "Volume" => volume > emaValue
    "Heikin Ashi Volume" => volume > emaValue
    "Rate of Change" => rocPrice > emaValue
    "Heikin Ashi Rate of Change" => haRocPrice > emaValue
    => close > emaValue

bearishTrend = not bullishTrend

// Cross conditions (adjusted for source type)
emaCrossUp = switch maSourceSelection
    "Price" => ta.crossover(close, emaValue)
    "Heikin Ashi Price" => ta.crossover(haClose, emaValue)
    "Volume" => ta.crossover(volume, emaValue)
    "Heikin Ashi Volume" => ta.crossover(volume, emaValue)
    "Rate of Change" => ta.crossover(rocPrice, emaValue)
    "Heikin Ashi Rate of Change" => ta.crossover(haRocPrice, emaValue)
    => ta.crossover(close, emaValue)

emaCrossDown = switch maSourceSelection
    "Price" => ta.crossunder(close, emaValue)
    "Heikin Ashi Price" => ta.crossunder(haClose, emaValue)
    "Volume" => ta.crossunder(volume, emaValue)
    "Heikin Ashi Volume" => ta.crossunder(volume, emaValue)
    "Rate of Change" => ta.crossunder(rocPrice, emaValue)
    "Heikin Ashi Rate of Change" => ta.crossunder(haRocPrice, emaValue)
    => ta.crossunder(close, emaValue)

// Filters
strongTrend = useAdxFilter ? adx >= adxThreshold : true
volumeConfirm = useVolumeFilter ? volumeSpike : true

// Entry Signals
longCondition = emaCrossUp and strongTrend and volumeConfirm
shortCondition = emaCrossDown and strongTrend and volumeConfirm

// =============================================
// === STRATEGY EXECUTION WITH EXIT MODES =====
// =============================================

// MODE 1: EXIT ON REVERSE SIGNAL
if (tradingMode == 1)
    if (longCondition)
        strategy.entry("Long", strategy.long)
        strategy.close("Short")
    if (shortCondition)
        strategy.entry("Short", strategy.short)
        strategy.close("Long")

// MODE 2: ATR-BASED TAKE PROFIT & STOP LOSS
else if (tradingMode == 2)
    if (longCondition)
        strategy.entry("Long", strategy.long)
        strategy.exit("Long TP/SL", "Long", 
          profit=atrMultiplierTp * atrValue / syminfo.mintick, 
          loss=atrMultiplierSl * atrValue / syminfo.mintick)
    
    if (shortCondition)
        strategy.entry("Short", strategy.short)
        strategy.exit("Short TP/SL", "Short", 
          profit=atrMultiplierTp * atrValue / syminfo.mintick, 
          loss=atrMultiplierSl * atrValue / syminfo.mintick)

// MODE 3: PERCENT-BASED TAKE PROFIT & STOP LOSS
else if (tradingMode == 3)
    if (longCondition)
        longTpPrice = close * (1 + takeProfitPercent / 100)
        longSlPrice = close * (1 - stopLossPercent / 100)
        strategy.entry("Long", strategy.long)
        strategy.exit("Long TP/SL", "Long", limit=longTpPrice, stop=longSlPrice)
    
    if (shortCondition)
        shortTpPrice = close * (1 - takeProfitPercent / 100)
        shortSlPrice = close * (1 + stopLossPercent / 100)
        strategy.entry("Short", strategy.short)
        strategy.exit("Short TP/SL", "Short", limit=shortTpPrice, stop=shortSlPrice)

// =============================================
// === VISUALIZATIONS =========================
// =============================================

// Plot EMA with dynamic color based on source type
emaColor = switch maSourceSelection
    "Price" => color.blue
    "Volume" => color.orange
    "Rate of Change" => color.purple
    "Heikin Ashi Price" => color.green
    "Heikin Ashi Volume" => color.red
    "Heikin Ashi Rate of Change" => color.maroon
    => color.blue

plot(emaValue, title="EMA", color=emaColor, linewidth=2)

// Plot source data for reference (in separate pane when not price-based)
sourceColor = maSourceSelection == "Price" or maSourceSelection == "Heikin Ashi Price" ? na : color.gray
plot(str.contains(maSourceSelection, "Price") ? na : emaSource, title="Source Data", color=sourceColor)

// Background color based on trend
bgcolor(bullishTrend ? color.new(color.green, 95) : color.new(color.red, 95), title="Trend Background")

// Entry signals
plotshape(longCondition, title="Long Signal", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(shortCondition, title="Short Signal", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)

// Volume spikes
plotchar(useVolumeFilter and volumeSpike, title="Volume Spike", char="V", location=location.bottom, color=color.orange, size=size.tiny)

// ATR-based levels for Mode 2
plot(tradingMode == 2 and strategy.position_size > 0 ? strategy.position_avg_price + (atrMultiplierTp * atrValue) : na, 
  title="Long TP Level", color=color.green, style=plot.style_circles, linewidth=1)
plot(tradingMode == 2 and strategy.position_size > 0 ? strategy.position_avg_price - (atrMultiplierSl * atrValue) : na, 
  title="Long SL Level", color=color.red, style=plot.style_circles, linewidth=1)
plot(tradingMode == 2 and strategy.position_size < 0 ? strategy.position_avg_price - (atrMultiplierTp * atrValue) : na, 
  title="Short TP Level", color=color.green, style=plot.style_circles, linewidth=1)
plot(tradingMode == 2 and strategy.position_size < 0 ? strategy.position_avg_price + (atrMultiplierSl * atrValue) : na, 
  title="Short SL Level", color=color.red, style=plot.style_circles, linewidth=1)


// Alert conditions
alertcondition(longCondition, title="Long Entry", message="EMA Fusion Pro: Long entry signal")
alertcondition(shortCondition, title="Short Entry", message="EMA Fusion Pro: Short entry signal")