چوگنی ریورسل کنورجنسی حکمت عملی

/*backtest
start: 2025-12-10 15:15:00
end: 2026-03-10 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © FundedRelay

//@version=6
strategy("4x Reversal Confluence Strategy", overlay=true, 
         margin_long=100, margin_short=100,
         default_qty_type=strategy.percent_of_equity, 
         default_qty_value=100)

// ────────────────────────────────────────
// INPUTS
// ────────────────────────────────────────
emaShortLen   = input.int(50,  "EMA Short (context)", minval=20)
emaLongLen    = input.int(200, "EMA Long (major trend)")
macdFast      = input.int(12,  "MACD Fast")
macdSlow      = input.int(26,  "MACD Slow")
macdSignal    = input.int(9,   "MACD Signal")
rsiLen        = input.int(14,  "RSI Length")
rsiOversold   = input.int(35,  "RSI Oversold Level")
rsiOverbought = input.int(65,  "RSI Overbought Level")
divLookback   = input.int(5,   "Divergence Lookback Bars", minval=3)
volMult       = input.float(1.3,"Volume > Avg Multiplier", minval=1.0)
atrLen        = input.int(14,  "ATR Length for Stops")
atrMultSL     = input.float(1.5,"ATR Stop Multiplier", minval=0.5)
useVolume     = input.bool(true, "Require Volume Spike")

// ────────────────────────────────────────
// INDICATORS
// ────────────────────────────────────────
emaShort = ta.ema(close, emaShortLen)
emaLong  = ta.ema(close, emaLongLen)
plot(emaShort, "EMA Short", color=color.blue, linewidth=2)
plot(emaLong,  "EMA Long",  color=color.orange, linewidth=3)

// MACD
[macdLine, signalLine, hist] = ta.macd(close, macdFast, macdSlow, macdSignal)

// RSI
rsi = ta.rsi(close, rsiLen)

// Volume proxy delta
upVol   = close > close[1] ? volume : close == close[1] ? volume * 0.5 : 0.0
dnVol   = close < close[1] ? volume : close == close[1] ? volume * 0.5 : 0.0
delta   = upVol - dnVol
deltaEma = ta.ema(delta, 5)
cvd      = ta.cum(delta)
cvdEma   = ta.ema(cvd, 21)

// Volume average
volAvg = ta.sma(volume, 20)

// ────────────────────────────────────────
// DIVERGENCE DETECTION
// ────────────────────────────────────────
priceLow  = ta.pivotlow(low,  divLookback, divLookback)
priceHigh = ta.pivothigh(high, divLookback, divLookback)

rsiLow    = ta.pivotlow(rsi,   divLookback, divLookback)
rsiHigh   = ta.pivothigh(rsi,  divLookback, divLookback)

// Bullish RSI divergence
bullRsiDiv = not na(priceLow) and not na(rsiLow) and 
             low < low[divLookback * 2] and rsi > rsi[divLookback * 2]

// Bearish RSI divergence
bearRsiDiv = not na(priceHigh) and not na(rsiHigh) and 
             high > high[divLookback * 2] and rsi < rsi[divLookback * 2]

// ────────────────────────────────────────
// BULLISH CONDITIONS
// ────────────────────────────────────────
bullTrendContext = close <= emaShort or close <= emaLong
bullMacd         = ta.crossover(macdLine, signalLine) or (hist > hist[1] and hist[1] <= 0)
bullRsi          = rsi < rsiOversold or bullRsiDiv or (rsi[1] <= rsiOversold and rsi > rsiOversold)
bullOrderFlow    = deltaEma > 0 and deltaEma > deltaEma[1] and cvdEma > cvdEma[1]
bullVolume       = not useVolume or volume > volAvg * volMult

bullSignal = bullTrendContext and bullMacd and bullRsi and bullOrderFlow and bullVolume

// ────────────────────────────────────────
// BEARISH CONDITIONS
// ────────────────────────────────────────
bearTrendContext = close >= emaShort or close >= emaLong
bearMacd         = ta.crossunder(macdLine, signalLine) or (hist < hist[1] and hist[1] >= 0)
bearRsi          = rsi > rsiOverbought or bearRsiDiv or (rsi[1] >= rsiOverbought and rsi < rsiOverbought)
bearOrderFlow    = deltaEma < 0 and deltaEma < deltaEma[1] and cvdEma < cvdEma[1]
bearVolume       = not useVolume or volume > volAvg * volMult

bearSignal = bearTrendContext and bearMacd and bearRsi and bearOrderFlow and bearVolume

// ────────────────────────────────────────
// ENTRIES
// ────────────────────────────────────────
if bullSignal
    strategy.entry("Long", strategy.long)

if bearSignal
    strategy.entry("Short", strategy.short)

// ────────────────────────────────────────
// EXITS
// ────────────────────────────────────────
// Close on opposite signal
if bearSignal
    strategy.close("Long", comment="Opp Signal → Exit Long")

if bullSignal
    strategy.close("Short", comment="Opp Signal → Exit Short")

// Initial ATR stop-loss
atrVal = ta.atr(atrLen)

strategy.exit("Long SL",  from_entry="Long",  stop=close - atrVal * atrMultSL, comment="ATR Stop")
strategy.exit("Short SL", from_entry="Short", stop=close + atrVal * atrMultSL, comment="ATR Stop")

// ────────────────────────────────────────
// VISUALS
// ────────────────────────────────────────
plotshape(bullSignal, title="Bull Rev",  style=shape.triangleup,   location=location.belowbar, color=color.green,  size=size.small)
plotshape(bearSignal, title="Bear Rev",  style=shape.triangledown, location=location.abovebar, color=color.red,    size=size.small)

bgcolor(bullSignal ? color.new(color.green, 92) : na)
bgcolor(bearSignal ? color.new(color.red,   92) : na)

// Debug helpers (uncomment when needed)
//plotshape(bullRsiDiv, "Bull RSI Div", shape.labelup,   location.belowbar, color=color.lime,  text="Bull Div", size=size.tiny)
//plotshape(bearRsiDiv, "Bear RSI Div", shape.labeldown, location.abovebar, color=color.orange, text="Bear Div", size=size.tiny)