ڈائمنڈ ٹرائنگل ڈائنامک ٹریکنگ کی حکمت عملی

/*backtest
start: 2024-09-29 00:00:00
end: 2025-09-26 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Bybit","currency":"ETH_USDT","balance":500000}]
*/

//@version=5
strategy("Diamond-Triangle Strategy - Dynamic Trailing", overlay=true)

// === ADJUSTABLE PARAMETERS ===
// EMA Settings
ema_fast_length = input.int(10, "Fast EMA Length", minval=1, maxval=50)
ema_slow_length = input.int(20, "Slow EMA Length", minval=1, maxval=100)
ema_separation_threshold = input.float(0.1, "EMA Separation Threshold %", minval=0.01, maxval=2.0, step=0.01)

// Pattern Detection Settings
pattern_lookback = input.int(3, "Pattern Lookback Bars", minval=2, maxval=10)

// Position Sizes
diamond_qty = input.int(475, "Diamond Trade Quantity", minval=1, maxval=2000)
triangle_qty = input.int(950, "Triangle Trade Quantity", minval=1, maxval=2000)

// Trailing Stop Settings
trailing_start_bars = input.int(2, "Bars Before Trailing Starts", minval=1, maxval=10)
trailing_lookback = input.int(2, "Trailing Stop Lookback Bars", minval=1, maxval=5)

// Lower High Exit Settings
pattern_exit_delay = input.int(2, "Bars to Wait for Pattern Exit", minval=1, maxval=5)

// RSI Settings  
rsi_length = input.int(14, "RSI Length", minval=2, maxval=50)
rsi_overbought = input.int(70, "RSI Overbought Level", minval=50, maxval=95)
rsi_oversold = input.int(30, "RSI Oversold Level", minval=5, maxval=50)

// Trading Hours
trading_start_hour = input.int(9, "Trading Start Hour (24h format)", minval=0, maxval=23)
trading_end_hour = input.int(16, "Trading End Hour (24h format)", minval=0, maxval=23)

// === BASIC SETUP ===
ema_fast = ta.ema(close, ema_fast_length)
ema_slow = ta.ema(close, ema_slow_length)
ema_separation_pct = math.abs(ema_fast - ema_slow) / close * 100
chop_filter = ema_separation_pct >= ema_separation_threshold

price_above_cloud = close > math.max(ema_fast, ema_slow)
price_below_cloud = close < math.min(ema_fast, ema_slow)

// Cloud trend detection
cloud_bull = ema_fast > ema_slow

// === TIME FILTER (DAY TRADING ONLY) ===
current_hour = hour(time)
day_trading_filter = current_hour >= trading_start_hour and current_hour < trading_end_hour

// === SIMPLE PATTERN DETECTION ===
lowPoint = ta.lowest(low, pattern_lookback)
prevLowPoint = ta.lowest(low[pattern_lookback], pattern_lookback)
higherLow = low == lowPoint and low > prevLowPoint and close > open

highPoint = ta.highest(high, pattern_lookback)
prevHighPoint = ta.highest(high[pattern_lookback], pattern_lookback)
lowerHigh = high == highPoint and high < prevHighPoint and close < open

// === SIMPLE SIGNALS ===
diamondLong = higherLow and price_below_cloud and chop_filter and day_trading_filter
diamondShort = lowerHigh and price_above_cloud and chop_filter and day_trading_filter
triangleLong = higherLow and price_above_cloud and chop_filter and day_trading_filter
triangleShort = lowerHigh and price_below_cloud and chop_filter and day_trading_filter

// === CHOP SIGNALS (DON'T TRADE - DISPLAY ONLY) ===
chopDiamondLong = higherLow and price_below_cloud and not chop_filter and day_trading_filter
chopDiamondShort = lowerHigh and price_above_cloud and not chop_filter and day_trading_filter
chopTriangleLong = higherLow and price_above_cloud and not chop_filter and day_trading_filter
chopTriangleShort = lowerHigh and price_below_cloud and not chop_filter and day_trading_filter

// === DYNAMIC TRAILING STOP ===
var int bars_in_trade = 0
var float trailing_stop_long = na
var float trailing_stop_short = na

// Track entries (any signal type)
if (diamondLong or triangleLong or diamondShort or triangleShort) and strategy.position_size == 0
    bars_in_trade := 0
    trailing_stop_long := na
    trailing_stop_short := na

// Count bars and set trailing stops
if strategy.position_size != 0 and bars_in_trade[1] >= 0
    bars_in_trade := bars_in_trade[1] + 1
    
    // After specified bars, start trailing stops
    if bars_in_trade >= trailing_start_bars
        // For longs: trailing stop moves up only
        if strategy.position_size > 0
            new_stop = close[trailing_lookback]  // Close from specified bars ago
            if na(trailing_stop_long) or new_stop > trailing_stop_long
                trailing_stop_long := new_stop
        
        // For shorts: trailing stop moves down only  
        if strategy.position_size < 0
            new_stop = close[trailing_lookback]  // Close from specified bars ago
            if na(trailing_stop_short) or new_stop < trailing_stop_short
                trailing_stop_short := new_stop
else
    bars_in_trade := -1
    trailing_stop_long := na
    trailing_stop_short := na

// Exit conditions
trailing_exit_long = strategy.position_size > 0 and not na(trailing_stop_long) and close < trailing_stop_long
trailing_exit_short = strategy.position_size < 0 and not na(trailing_stop_short) and close > trailing_stop_short

// === LOWER HIGH EXIT LOGIC - ADJUSTABLE WAIT TIME ===
var int lower_high_countdown_long = 0
var int higher_low_countdown_short = 0

// Start countdown when pattern detected
if strategy.position_size > 0 and lowerHigh
    lower_high_countdown_long := pattern_exit_delay
if strategy.position_size < 0 and higherLow  
    higher_low_countdown_short := pattern_exit_delay

// Count down bars
if lower_high_countdown_long > 0
    lower_high_countdown_long := lower_high_countdown_long - 1
if higher_low_countdown_short > 0
    higher_low_countdown_short := higher_low_countdown_short - 1

// Reset countdown when not in position
if strategy.position_size == 0
    lower_high_countdown_long := 0
    higher_low_countdown_short := 0

// Exit after 2 bars
pattern_exit_long = lower_high_countdown_long == 0 and lower_high_countdown_long[1] > 0
pattern_exit_short = higher_low_countdown_short == 0 and higher_low_countdown_short[1] > 0

// === ENTRIES ===
if diamondLong
    strategy.entry("Diamond Long", strategy.long, qty=diamond_qty, comment="Diamond Reversal")

if diamondShort
    strategy.entry("Diamond Short", strategy.short, qty=diamond_qty, comment="Diamond Reversal")

if triangleLong  
    strategy.entry("Triangle Long", strategy.long, qty=triangle_qty, comment="Triangle Continuation")
    
if triangleShort
    strategy.entry("Triangle Short", strategy.short, qty=triangle_qty, comment="Triangle Continuation")

// === EXITS ===
if strategy.position_size > 0
    if trailing_exit_long
        strategy.close_all(comment="Dynamic Trailing")
    else if close <= ta.lowest(low[pattern_lookback], pattern_lookback)
        strategy.close_all(comment="Stop Loss")
    else if pattern_exit_long
        strategy.close_all(comment="Lower High Exit")
        
if strategy.position_size < 0
    if trailing_exit_short
        strategy.close_all(comment="Dynamic Trailing")
    else if close >= ta.highest(high[pattern_lookback], pattern_lookback)
        strategy.close_all(comment="Stop Loss")
    else if pattern_exit_short
        strategy.close_all(comment="Higher Low Exit")

// === VISUALS ===
plotshape(diamondLong, "Diamond Long", shape.diamond, location.belowbar, color.lime, text="💎")
plotshape(diamondShort, "Diamond Short", shape.diamond, location.abovebar, color.red, text="💎")
plotshape(triangleLong, "Triangle Long", shape.triangleup, location.belowbar, color.green, text="🔺")
plotshape(triangleShort, "Triangle Short", shape.triangledown, location.abovebar, color.orange, text="🔺")

// Grey circles for chop zones (don't trade)
plotshape(chopDiamondLong, "Chop Diamond Long", shape.circle, location.belowbar, 
         color.new(color.gray, 50), size=size.tiny, text="⚫")
plotshape(chopDiamondShort, "Chop Diamond Short", shape.circle, location.abovebar,
         color.new(color.gray, 50), size=size.tiny, text="⚫")
plotshape(chopTriangleLong, "Chop Triangle Long", shape.circle, location.belowbar,
         color.new(color.gray, 50), size=size.tiny, text="⚫")
plotshape(chopTriangleShort, "Chop Triangle Short", shape.circle, location.abovebar,
         color.new(color.gray, 50), size=size.tiny, text="⚫")

// Show trailing stop levels
plot(strategy.position_size > 0 and not na(trailing_stop_long) ? trailing_stop_long : na, 
     "Long Trailing Stop", color.purple, linewidth=3)
plot(strategy.position_size < 0 and not na(trailing_stop_short) ? trailing_stop_short : na, 
     "Short Trailing Stop", color.purple, linewidth=3)

// EMA Cloud
ema1 = plot(ema_fast, "Fast", color.new(color.blue, 60), linewidth=1)
ema2 = plot(ema_slow, "Slow", color.new(color.blue, 60), linewidth=1)
fill(ema1, ema2, color=cloud_bull ? color.new(color.green, 85) : color.new(color.red, 85), title="Cloud")

// Background coloring for chop zones
bgcolor(not chop_filter ? color.new(color.yellow, 95) : na, title="Chop Zone")

// === COMPREHENSIVE DASHBOARD ===
rsi = ta.rsi(close, rsi_length)



// === ALERTS ===
alertcondition(diamondLong, title="Diamond Long Signal", message="💎 DIAMOND REVERSAL LONG - {{ticker}} at {{close}}")
alertcondition(triangleLong, title="Triangle Long Signal", message="🔺 TRIANGLE CONTINUATION LONG - {{ticker}} at {{close}}")
alertcondition(strategy.position_size == 0 and strategy.position_size[1] != 0, title="Position Closed", message="💰 POSITION CLOSED - {{ticker}} at {{close}}")