Chiến lược giao thoa đa chỉ báo thích ứng động kết hợp với hệ thống kiểm soát rủi ro thông minh SRSI và MACD

/*backtest
start: 2024-09-01 00:00:00
end: 2025-02-18 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy(title="SRSI + MACD Strategy with Dynamic Stop-Loss and Take-Profit", shorttitle="SRSI + MACD Strategy", overlay=false, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// User Inputs
smoothK = input.int(3, "K", minval=1) 
smoothD = input.int(3, "D", minval=1) 
lengthRSI = input.int(16, "RSI Length", minval=1) 
lengthStoch = input.int(16, "Stochastic Length", minval=1) 
src = input(close, title="RSI Source") 
enableStopLoss = input.bool(true, "Enable Stop-Loss")  
enableTakeProfit = input.bool(true, "Enable Take-Profit")  
riskFactor = input.float(2.5, "Risk Factor", minval=0.1, step=1)  

// Calculate K and D lines
rsi1 = ta.rsi(src, lengthRSI) 
k = ta.sma(ta.stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK) 
d = ta.sma(k, smoothD) 
differenceKD = k - d 

// Calculate MACD and normalization
[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9) 
lowestK = ta.lowest(k, lengthRSI) 
highestK = ta.highest(k, lengthRSI) 
normalizedMacd = (macdLine - ta.lowest(macdLine, lengthRSI)) / (ta.highest(macdLine, lengthRSI) - ta.lowest(macdLine, lengthRSI)) * (highestK - lowestK) + lowestK 
differenceKMacd = k - normalizedMacd 

// Sum both differences for a unique display
differenceTotal = (differenceKD + differenceKMacd) / 2

// Check if MACD is falling or rising
isMacdFalling = ta.falling(macdLine, 1)  
isMacdRising = ta.rising(macdLine, 1)  

// Check if K is falling or rising
isKFalling = ta.falling(k, 1)  
isKdRising = ta.rising(k, 1)  

// Calculate ATR and dynamic levels
atrValue = ta.atr(14)  
stopLossDistance = atrValue * riskFactor  
takeProfitDistance = atrValue * riskFactor  

// Variables for stop-loss and take-profit levels
var float longStopPrice = na
var float longTakeProfitPrice = na

// Buy and sell conditions with differenceKD added
buyCondition = ((differenceTotal > 0 or differenceKD > 0) and (isKdRising or isMacdRising) and k < 20 )  
sellCondition = ((differenceTotal <= 0 or differenceKD <= 0) and (isKFalling or isMacdFalling) and k > 80)  

// Execute strategy orders with conditional stop-loss and take-profit
if buyCondition and strategy.position_size == 0
    strategy.entry("Buy", strategy.long)

if strategy.position_size > 0
    longStopPrice := strategy.position_avg_price - stopLossDistance  
    longTakeProfitPrice := strategy.position_avg_price + takeProfitDistance  

    if enableStopLoss or enableTakeProfit
        strategy.exit("Sell/Exit", "Buy", stop=(enableStopLoss ? longStopPrice : na), limit=(enableTakeProfit ? longTakeProfitPrice : na))

if sellCondition
    strategy.close("Buy")  

// Hide lines when position is closed
stopLossToPlot = strategy.position_size > 0 ? longStopPrice : na
takeProfitToPlot = strategy.position_size > 0 ? longTakeProfitPrice : na

// Plot stop-loss and take-profit lines only when long positions are active
plot(enableStopLoss ? stopLossToPlot : na, title="Stop-Loss", color=color.yellow, linewidth=1, style=plot.style_linebr, offset=0, force_overlay=true) 
plot(enableTakeProfit ? takeProfitToPlot : na, title="Take-Profit", color=color.yellow, linewidth=1, style=plot.style_linebr, offset=0, force_overlay=true)

// Plot the MACD and candles

plot(normalizedMacd, "Normalized MACD", color=color.new(color.purple, 0), linewidth=1, display=display.all)

h0 = hline(80, "Upper Band", color=#787B86) 
hline(50, "Middle Band", color=color.new(#787B86, 50)) 
h1 = hline(20, "Lower Band", color=#787B86) 
fill(h0, h1, color=color.rgb(33, 150, 243, 90), title="Background")

// New candle based on the sum of differences
plotcandle(open=0, high=differenceTotal, low=0, close=differenceTotal, color=(differenceTotal > 0 ? color.new(color.green, 60) : color.new(color.red, 60)), title="K-D + MACD Candles")