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/*backtest
start: 2024-07-20 00:00:00
end: 2025-07-19 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"ETH_USDT","balance":2000000}]
*/

//@version=5
strategy("DR+MKR Signals – Band SL, Multiple TP & Trailing Stop", overlay=true, default_qty_value=10)

// =====================================================================
// PART 1: Optimized Dynamic Reactor
// =====================================================================
atrLength  = input.int(10, "ATR Length", minval=1)         // Lower value for increased sensitivity
smaLength  = input.int(10, "SMA Length", minval=1)         // Lower value for a faster response
multiplier = input.float(1.2, "ATR Multiplier", minval=0.1, step=0.1) // Adjusted for tighter bands

atrValue  = ta.atr(atrLength)
smaValue  = ta.sma(close, smaLength)

basicUpper = smaValue + atrValue * multiplier
basicLower = smaValue - atrValue * multiplier

var float finalUpper = basicUpper
var float finalLower = basicLower
if bar_index > 0
    finalUpper := close[1] > finalUpper[1] ? math.max(basicUpper, finalUpper[1]) : basicUpper
if bar_index > 0
    finalLower := close[1] < finalLower[1] ? math.min(basicLower, finalLower[1]) : basicLower

var int trend = 1
if bar_index > 0
    trend := close > finalUpper[1] ? 1 : close < finalLower[1] ? -1 : nz(trend[1], 1)

drLine = trend == 1 ? finalLower : finalUpper
p_dr   = plot(drLine, color = trend == 1 ? color.green : color.red, title="Dynamic Reactor", linewidth=2)

// =====================================================================
// PART 2: Optimized Multi Kernel Regression
// =====================================================================
regLength = input.int(30, "Regression Period", minval=1)  // Lower value for increased sensitivity
h1        = input.float(5.0, "Gaussian Band (h1)", minval=0.1) // Adjusted for a better fit
h2        = input.float(5.0, "Epanechnikov Band (h2)", minval=0.1)
alpha     = input.float(0.5, "Gaussian Kernel Weight", minval=0, maxval=1)

f_gaussian_regression(bw) =>
    num = 0.0
    den = 0.0
    for i = 0 to regLength - 1
        weight = math.exp(-0.5 * math.pow(i / bw, 2))
        num += close[i] * weight
        den += weight
    num / (den == 0 ? 1 : den)

f_epanechnikov_regression(bw) =>
    num = 0.0
    den = 0.0
    for i = 0 to regLength - 1
        ratio = i / bw
        weight = math.abs(ratio) <= 1 ? (1 - math.pow(ratio, 2)) : 0
        num += close[i] * weight
        den += weight
    num / (den == 0 ? 1 : den)

regGauss = f_gaussian_regression(h1)
regEpan  = f_epanechnikov_regression(h2)
multiKernelRegression = alpha * regGauss + (1 - alpha) * regEpan
p_mkr = plot(multiKernelRegression, color = trend == 1 ? color.green : color.red, title="Multi Kernel Regression", linewidth=2)

fill(p_dr, p_mkr, color = trend == 1 ? color.new(color.green, 80) : color.new(color.red, 80), title="Trend Fill")

// =====================================================================
// PART 3: Buy and Sell Signals + RSI Filter
// =====================================================================
rsi = ta.rsi(close, 14)
buySignal  = ta.crossover(multiKernelRegression, drLine) and rsi < 70
sellSignal = ta.crossunder(multiKernelRegression, drLine) and rsi > 30

plotshape(buySignal, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.tiny, title="Buy Signal")
plotshape(sellSignal, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.tiny, title="Sell Signal")

alertcondition(buySignal, title="Buy Alert", message="Buy Signal generated")
alertcondition(sellSignal, title="Sell Alert", message="Sell Signal generated")

// =====================================================================
// PART 4: Trade Management – Dynamic Stop Loss & Adaptive Take Profit
// =====================================================================
var float riskValue = na
if strategy.position_size == 0
    riskValue := na

enterLong() =>
    strategy.entry("Long", strategy.long,comment='开多仓')
    close - finalLower

enterShort() =>
    strategy.entry("Short", strategy.short,comment='开空仓')
    finalUpper - close

if (buySignal)
    riskValue := enterLong()

if (sellSignal)
    riskValue := enterShort()

exitLongOrders() =>
    entryPrice = strategy.position_avg_price
    TP1 = entryPrice + riskValue
    strategy.exit("Long_TP1", from_entry="Long", limit=TP1, qty_percent=50, comment="平多仓TP 1:1")
    strategy.exit("Long_TS", from_entry="Long", trail_offset=riskValue * 0.8, trail_points=riskValue * 0.8, comment="平多仓Trailing Stop")

if (strategy.position_size > 0)
    exitLongOrders()

exitShortOrders() =>
    entryPrice = strategy.position_avg_price
    TP1 = entryPrice - riskValue
    strategy.exit("Short_TP1", from_entry="Short", limit=TP1, qty_percent=50, comment="平空仓TP 1:1")
    strategy.exit("Short_TS", from_entry="Short", trail_offset=riskValue * 0.8, trail_points=riskValue * 0.8, comment="平空仓Trailing Stop")

if (strategy.position_size < 0)
    exitShortOrders()