Chiến lược lai ghép đường trung bình động và đường trung bình thực

/*backtest
start: 2023-08-26 00:00:00
end: 2023-09-25 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Phoenix085

//@version=4
strategy("Phoenix085-Strategy_ATR+MovAvg", shorttitle="Strategy_ATR+MovAvg", overlay=true)

// // ######################>>>>>>>>>>>>Inputs<<<<<<<<<<<#########################
// // ######################>>>>>>>>>>>>Strategy Inputs<<<<<<<<<<<#########################

TakeProfitPercent = input(50, title="Take Profit %", type=input.float, step=.25)
StopLossPercent = input(5, title="Stop Loss %", type=input.float, step=.25)

ProfitTarget = (close * (TakeProfitPercent / 100)) / syminfo.mintick
LossTarget = (close * (StopLossPercent / 100)) / syminfo.mintick

len_S = input(title="Shorter MA Length", defval=8, minval=1)
len_L = input(title="Longer MA Length", defval=38, minval=1)

TF = input(defval="", title="Session TF for calc only", type=input.session,options=[""])
TF_ = "1"

if TF == "3"
    TF_ == "1"
else 
    if TF == "5" 
        TF_ == "3"
    else 
        if TF == "15"
            TF_ == "5"
        else 
            if TF == "30"
                TF_ == "15"
            else 
                if TF == "1H"
                    TF_ == "30"
                else 
                    if TF == "2H"
                        TF_ == "1H"
                    else 
                        if TF == "4H"
                            TF_ == "3H"
                        else 
                            if TF == "1D"
                                TF_ == "4H"
                            else
                                if TF == "1W"
                                    TF_ == "1H"
                                else 
                                    if TF == "1M"
                                        TF_ == "1W"
                                    else
                                        if TF =="3H"
                                            TF_ == "2H"

Src = security(syminfo.tickerid, TF, close[1], barmerge.lookahead_on)

Src_ = security(syminfo.tickerid, TF_, close, barmerge.lookahead_off)

// ######################>>>>>>>>>>>>ATR Inputs<<<<<<<<<<<#########################
length = input(title="ATR Length", defval=4, minval=1)
smoothing = input(title="ATR Smoothing", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"])


// //######################>>>>>>>>>>>>Custom Functions Declarations<<<<<<<<<<<#########################



// ######################>>>>>>>>>>>>ATR<<<<<<<<<<<#########################

ma_function(source, length) =>
	if smoothing == "RMA"
		rma(Src, length)
	else
		if smoothing == "SMA"
			sma(Src, length)
		else
			if smoothing == "EMA"
				ema(Src, length)
			else
				wma(Src, length)

ATR=ma_function(tr(true), length)


// //######################>>>>>>>>>>>>Conditions<<<<<<<<<<<#########################
ATR_Rise = ATR>ATR[1] and ATR[1]<ATR[2] and ATR[2]<ATR[3]

longCondition = crossover(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) < sma(Src_, len_S) and (sma(Src_, len_S) < Src_[1])
shortCondition = crossunder(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) > sma(Src_, len_S) 

plot(sma(Src_, len_S), color=color.lime, transp=90)
col = longCondition ? color.lime : shortCondition ? color.red : color.gray
plot(sma(Src_, len_L),color=col,linewidth=2)


bool IsABuy = longCondition 
bool IsASell = shortCondition

// // ######################>>>>>>>>>>>>Strategy<<<<<<<<<<<#########################

testStartYear = input(2015, "Backtest Start Year", minval=1980)
testStartMonth = input(1, "Backtest Start Month", minval=1, maxval=12)
testStartDay = input(1, "Backtest Start Day", minval=1, maxval=31)
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0)

testStopYear = input(9999, "Backtest Stop Year", minval=1980)
testStopMonth = input(12, "Backtest Stop Month", minval=1, maxval=12)
testStopDay = input(31, "Backtest Stop Day", minval=1, maxval=31)
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)

testPeriod() =>
    time >= testPeriodStart and time <= testPeriodStop ? true : false
inDateRange = true

bgcolor(inDateRange ? color.green : na, 90)
// //<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//

// // ######################>>>>>>LongEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsABuy 
    strategy.entry("longCondition",true,when = longCondition)
    strategy.close("shortCondition")
    strategy.exit("Take Profit or Stop Loss", "longCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
// strategy.risk.max_drawdown(10, strategy.percent_of_equity)
    
// // ######################>>>>>>ShortEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsASell  
    strategy.entry("shortCondition",false,when = shortCondition)
    strategy.exit("Take Profit or Stop Loss", "shortCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
    strategy.close("longCondition")