ٹیک بلبلا کی حکمت عملی

/*backtest
start: 2024-11-20 00:00:00
end: 2025-11-18 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Tech Bubble", overlay=true, initial_capital=3000, default_qty_type=strategy.percent_of_equity,pyramiding = 1,  default_qty_value=100)

//Latch these variable
var float lastPeakPrice15 = na
var float lastBottomPrice15 = na
var string LastEvent15 = na

var float longTakeProfit = na
var float longStopLoss = na
var float longStopLossOVS = na 
var float longTakeProfitOVS = na
var float earlytrend = na
var float long_cost = na

var int L_mode = na // 1 : BRK , 2 : OVS
var int SW_counter = na

var int latch_trend = 0

// == Parameter Tune ==
//BRK_TP = input.float(30.0,title = "TP on Brake up")

BRK_TP = 30.0

// Input settings
inhiSideway = input(true,title="Inhibit Sideways")
inhiTrend = input(false,title = "Inhibit Trend")

//Trailing = input.bool(false,title = "Trailing")
Trailing = false
//SLlimit = input.bool(true,"Long SL limit")
SLlimit = true


trend_gap = input.float(0.0,"Trend Filter Gap")
trend_gap_p = input.float(10,"Trend Filter %")
//TP = input.float(80,title = "Long TP interval")
//maxSL = input.int(14,title = "SL",minval =0)



kPeriod = 9
dPeriod = 3
smoothK = 3
overboughtLevel = 76
oversoldLevel = 24

ema200 = ta.ema(close, 200)
ema_offset = math.max(trend_gap,0.01*trend_gap_p*close)
ema_upper = ema200 + ema_offset
ema_lower = ema200 - ema_offset


// === PERIOD TEST ===
usePeriod  = input.bool(false, "Use Testing Period")
startYear  = input.int(2020, "Start Year")
startMonth = input.int(1, "Start Month")
endYear    = input.int(2025, "End Year")
endMonth   = input.int(10, "End Month")

// === TIME RANGE  ===
startTime = timestamp(startYear, startMonth, 1, 00, 00)
endTime   = timestamp(endYear, endMonth + 1, 1, 00, 00) - 1
inRange   = not usePeriod or (time >= startTime and time <= endTime)


[high15, low15, close15, open15] = request.security(syminfo.tickerid, timeframe.period, [high, low, close, open])
k15 = ta.sma(ta.stoch(close15, high15, low15, kPeriod), smoothK)
d15 = ta.sma(k15, dPeriod)

isPeak15 = k15 > overboughtLevel and ta.crossunder(k15, d15)
isFalseBrk = SW_counter > 80 ? (k15 < 70 and ta.crossunder(k15, d15)) : (k15 > 65 and ta.crossunder(k15, d15)) // Short at early phase of SW

isRebound = k15 >  30 and ta.crossover(k15, d15)
isBottom15 = k15 < oversoldLevel and ta.crossover(k15, d15)
isPullback = k15 < 35 and ta.crossover(k15, d15)



if barstate.isconfirmed and latch_trend != 1 and close15 > ema_upper
    latch_trend := 1
    lastPeakPrice15 := na // reset OVB bar
    lastBottomPrice15 := na
    earlytrend := ema_lower
else if barstate.isconfirmed and latch_trend!= -1 and close15 < ema_lower
    latch_trend := -1
    earlytrend := ema_upper
    lastPeakPrice15 := na // reset OVB bar
    lastBottomPrice15 := na    


trendMarket = latch_trend ==1 and barstate.isconfirmed
sidewaysMarket = latch_trend ==-1 and barstate.isconfirmed

// Code Start Here
if usePeriod and time > endTime
    strategy.close_all(comment="End of Range")
if not usePeriod or (usePeriod and time >= startTime and time <= endTime)
    if isPeak15
        if LastEvent15 == "Overbought" // found double OB , use higher
            lastPeakPrice15 := na(lastPeakPrice15) ? high15 : math.max(lastPeakPrice15, high15)
        else
            lastPeakPrice15 := high15
        LastEvent15 := "Overbought"

    if isBottom15
        if LastEvent15 == "Oversold" // found double SD , usd lower
            lastBottomPrice15 := na(lastBottomPrice15) ? low15 : math.min(lastBottomPrice15, low15)
        else
            lastBottomPrice15 := low15
        LastEvent15 := "Oversold"


    if trendMarket
        // Clear S position
        SW_counter := 0
        if strategy.position_size < 0  // In case holding S position from sideways market
            strategy.close("Short BRK", comment="Trend Change @ " + str.tostring(close15, "#,###"))
            strategy.close("Short OVB", comment="Trend Change @ " + str.tostring(close15, "#,###"))
        
        isSafeLong = close15 < ema_upper-10.0 and close15 >= ema200-20.0
        // Follow Buy conditoin when breakout last Overbought
        isLongCondition = true // close15 > lastPeakPrice15 and (close15 - earlytrend < 70.0 ) //and isSafeLong
        // Buy on Squat condition when form Oversold
        //isLongOversold = (isBottom15) and (close15 - earlytrend >= 0.0 ) and isSafeLong
        isLongOversold =(close15 - earlytrend >= 40.0) and ((close15 > ema200 and close[1] <= ema200 and isSafeLong) or ((isBottom15) and isSafeLong))




        //Open L
        if strategy.position_size == 0 // Blank position
            if isLongCondition  and inhiTrend == false and strategy.position_size == 0
                strategy.entry("Long BRK", strategy.long, comment="Long BRK " + str.tostring(close15, "#,###"))
                longTakeProfit := close15 + BRK_TP
                longStopLoss := ema_lower //(SLlimit? close15 - maxSL : lastPeakPrice15 -5.0)
                longStopLossOVS := ema_lower 
                long_cost := close15
                L_mode := 1 // BRK
                //strategy.exit("TP Long BRK " + str.tostring(longTakeProfit,"#,###"), from_entry="Long BRK", limit=longTakeProfit)
                

            if isLongOversold  and inhiTrend == false
                strategy.entry("Long OVS" , strategy.long, comment = "OVS 1 "  + str.tostring(close15, "#,###"))
                longStopLossOVS := ema_lower //math.min(lastBottomPrice15 - 5.0,ema200-5.0)
                //longTakeProfitOVS := close15 + 15.0
                long_cost := close15
                L_mode := 2 // OVS

        // Has L or S position
        else if strategy.position_size > 0 // Hold L position
            if isLongOversold and inhiTrend == false and close15 < long_cost-5.0
                strategy.entry("Long OVS 2" , strategy.long , comment = "OVS 2 "  + str.tostring(close15, "#,###"))
                longStopLossOVS := ema_lower // lastBottomPrice15 - 20.0
                //longTakeProfitOVS := close15 + 15.0
                long_cost := (long_cost+close15)/2

            isLongWin = close15 > long_cost + 10.0 and ((close15 < ema_upper and isPeak15) or (close[1]>=ema_upper and close15<ema_upper))
            isLongLoss = close15 <= longStopLossOVS

            isTrailingBRK = close15 > longTakeProfit and close15 > lastPeakPrice15
            //if isTrailingBRK and L_mode == 1 // BRK
                //longTakeProfit := longTakeProfit + 10.0  
                //label.new(bar_index, high15,text = "trailing ="+ str.tostring(close15, "#,###"), style=label.style_label_down, size=size.small)
            isLongWinBRK = close15 >= longTakeProfit and close15 < ema_upper
            isLongLossBRK = close15 <= longStopLoss
            // Stop loss L
            if isLongLossBRK
                strategy.close("Long BRK", comment="SL Long BRK @"+ str.tostring(close15, "#,###"))
                L_mode := 0 // clear


            //if close15 <= longStopLossOVS
            if isLongLoss
                if strategy.position_size == 2
                    strategy.close_all(comment="SL OVS @"+ str.tostring(close15, "#,###"))
                    L_mode := 0 // clear
                else
                    strategy.close("Long OVS", comment="SL Long OVS @"+ str.tostring(close15, "#,###"))
                    strategy.close("Long OVS 2", comment="SL Long OVS @"+ str.tostring(close15, "#,###"))
                    L_mode := 0 // clear

            //if close15 > longTakeProfitOVS //(close15 > longTakeProfitOVS -8.0 and isFalseBrk)
            if isLongWin
                if strategy.position_size == 2
                    strategy.close_all(comment="TP OVS @"+ str.tostring(close15, "#,###"))
                    L_mode := 0 // clear
                else
                    strategy.close("Long OVS", comment="TP OVS 1@"+ str.tostring(close15, "#,###"))
                    strategy.close("Long OVS 2", comment="TP OVS 2 @"+ str.tostring(close15, "#,###"))
                    L_mode := 0 // clear

            if false // isLongWinBRK
                strategy.close("Long BRK", comment="TP Long BRK @"+ str.tostring(close15, "#,###"))
                L_mode := 0 // clear


            var label trail_label = na
            if Trailing == true and (high15 >= longTakeProfit or (close15<ema200 and close15 >= long_cost+10.0)) // any part of price hit tarket
                if isLongCondition   // meet creteria to open L again 
                    longTakeProfit := close15 + 80.0 
                    longStopLoss := (SLlimit? close15 - 15.0: lastBottomPrice15)
                    trail_label := label.new(bar_index, high15,text = "trailing ="+ str.tostring(close15, "#,###"), style=label.style_label_down, size=size.small)
                else // Take Profit
                    strategy.close("Long BRK", comment="Reach" + str.tostring(longTakeProfit,"#,###")) 


    else if sidewaysMarket
        SW_counter := SW_counter + 1
        L_Rebound = SW_counter > 80 and close[2] < ema_lower and close[1] >= ema_lower and close15 > ema_lower //and k15 < 60

        if strategy.position_size > 0 
            if SW_counter < 10 // close15 < longStopLoss // In case holding L position from Trend market
                strategy.close("Long BRK", comment="Reverse SW " + str.tostring(close15, "#,###") )
                L_mode := 0 // clear

            if SW_counter < 10 // close15 < longStopLossOVS
                strategy.close_all(comment="Stop all " + str.tostring(close15, "#,###"))
                //strategy.close("Long OVS", comment="Stop Oversold " + str.tostring(close15, "#,###") )
                //strategy.close("Long OVS 2", comment="SL Long OVS @"+ str.tostring(close15, "#,###"))
                L_mode := 0 // clear

            if SW_counter < 10 //close15 >= ema200-5.0
                strategy.close("Long Rebound", comment="TP Rebound " + str.tostring(close15, "#,###") )
        
        if strategy.position_size == 0 and L_Rebound and inhiSideway == false
            strategy.entry("Long Rebound", strategy.long, comment="Rebound " + str.tostring(close15, "#,###"))
            strategy.exit("Exit Long Rebound",from_entry="Long Rebound", stop = ema_lower - (ema_lower*2*trend_gap_p/100) , comment = "SL Rebound")





var label DebugLabel = na
label.delete(DebugLabel)
if not na(latch_trend)
    DebugLabel := label.new(bar_index, high15, text="trend " + str.tostring(latch_trend,"#") , style=label.style_label_down, color=color.blue, textcolor=color.white, size=size.small)


// Plot Bollinger Bands
//plot(sidewaysMarket ? lastBottomPrice15 : na , color=color.yellow, style=plot.style_circles)
//plot(sidewaysMarket ? lastPeakPrice15 : na , color=color.blue, style=plot.style_circles)
plot(trendMarket ? lastBottomPrice15 : na, color=color.red, style=plot.style_circles)
plot(trendMarket ? lastPeakPrice15 : na, color=color.green, style=plot.style_circles)
bgcolor(sidewaysMarket ? color.new(color.black, 90) : na)
bgcolor(trendMarket ? color.new(color.lime, 90) : na)

// Plot the three lines
plot(ema200, title="EMA 200",       color=color.white)
plot(ema_upper,  title="EMA 200 + 20",  color=color.white)
plot(ema_lower,  title="EMA 200 - 20",  color=color.white)