Nhiều chỉ số xác nhận chiến lược chốt lời động DCA của đột phá đường trung bình động

/*backtest
start: 2024-04-11 00:00:00
end: 2025-04-10 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Scalping Strategy with DCA - V2", overlay=true, margin_long=100, margin_short=100)

// Input parameters
emaLength = input.int(48, title="EMA Length", minval=1, group="Main Indicators")
rsiLength = input.int(14, title="RSI Length", minval=1, group="Main Indicators")
macdShortLength = input.int(12, title="MACD Short Length", minval=1, group="Main Indicators")
macdLongLength = input.int(30, title="MACD Long Length", minval=1, group="Main Indicators")
macdSignalLength = input.int(9, title="MACD Signal Length", minval=1, group="Main Indicators")
bbLength = input.int(20, title="Bollinger Bands Length", group="Main Indicators")
bbMult = input.float(2.0, title="Bollinger Bands Multiplier", group="Main Indicators")

// Risk management parameters
initialRiskPercent = input.float(1.0, title="Initial Risk % of Account", minval=0.1, maxval=3.0, step=0.1, group="Risk Management")
stopLossPercent = input.float(1.5, title="Stop Loss % (Unboosted)", minval=0.5, maxval=3.0, step=0.1, group="Risk Management")
fixedSLPercent = input.float(1.3, title="Fixed SL % after full DCA", minval=0.1, maxval=5.0, step=0.1, group="Risk Management")
takeProfitPercent1 = input.float(0.5, title="First Take Profit % (25% Volume)", minval=0.1, group="Risk Management")
takeProfitPercent2 = input.float(1.0, title="Second Take Profit % (50% Volume)", minval=0.1, group="Risk Management")

// DCA parameters
enableDCA = input.bool(true, title="Enable DCA", group="DCA Settings")
dcaLevel1 = input.float(1.0, title="DCA Level 1 % Drop", minval=0.1, group="DCA Settings")
dcaLevel2 = input.float(2.0, title="DCA Level 2 % Drop", minval=0.1, group="DCA Settings")

// Higher Timeframe parameters
higherTF = input.timeframe("D", title="Higher Timeframe for Confirmation", group="Advanced Settings")
useHTFConfirmation = input.bool(true, title="Use Higher Timeframe Confirmation", group="Advanced Settings")

// Debug parameters
showLabels = input.bool(true, title="Show Entry/Exit Labels", group="Visual")
showSL = input.bool(true, title="Show Stop Loss Lines", group="Visual")
showTP = input.bool(true, title="Show Take Profit Lines", group="Visual")

// Calculate indicators
ema = ta.ema(close, emaLength)
rsi = ta.rsi(close, rsiLength)
[macdLine, signalLine, _] = ta.macd(close, macdShortLength, macdLongLength, macdSignalLength)
[middle, upper, lower] = ta.bb(close, bbLength, bbMult)

// Variables for tracking peaks and troughs
var priceHighs = array.new_float(0)
var priceLows = array.new_float(0)
var rsiHighs = array.new_float(0)
var rsiLows = array.new_float(0)

// Track last 5 peaks and troughs for both price and RSI
pivot_high = ta.pivothigh(high, 2, 2)
if not na(pivot_high)
    array.push(priceHighs, pivot_high)
    if array.size(priceHighs) > 5
        array.shift(priceHighs)

pivot_low = ta.pivotlow(low, 2, 2)
if not na(pivot_low)
    array.push(priceLows, pivot_low)
    if array.size(priceLows) > 5
        array.shift(priceLows)

rsi_pivot_high = ta.pivothigh(rsi, 2, 2)
if not na(rsi_pivot_high)
    array.push(rsiHighs, rsi_pivot_high)
    if array.size(rsiHighs) > 5
        array.shift(rsiHighs)

rsi_pivot_low = ta.pivotlow(rsi, 2, 2)
if not na(rsi_pivot_low)
    array.push(rsiLows, rsi_pivot_low)
    if array.size(rsiLows) > 5
        array.shift(rsiLows)

// Check for RSI divergence
rsiDivergenceBullish = array.size(priceLows) >= 5 and array.size(rsiLows) >= 5 and array.get(priceLows, array.size(priceLows) - 1) < array.get(priceLows, array.size(priceLows) - 5) and array.get(rsiLows, array.size(rsiLows) - 1) > array.get(rsiLows, array.size(rsiLows) - 5)

rsiDivergenceBearish = array.size(priceHighs) >= 5 and array.size(rsiHighs) >= 5 and array.get(priceHighs, array.size(priceHighs) - 1) > array.get(priceHighs, array.size(priceHighs) - 5) and array.get(rsiHighs, array.size(rsiHighs) - 1) < array.get(rsiHighs, array.size(rsiHighs) - 5)

// Check if price is near previous high/low (Rule #4)
isNearPrevHigh = array.size(priceHighs) >= 2 and math.abs(high - array.get(priceHighs, array.size(priceHighs) - 2)) / array.get(priceHighs, array.size(priceHighs) - 2) < 0.01
isNearPrevLow = array.size(priceLows) >= 2 and math.abs(low - array.get(priceLows, array.size(priceLows) - 2)) / array.get(priceLows, array.size(priceLows) - 2) < 0.01

// Higher timeframe confirmation (Rule #10)
// Get pivot points from higher timeframe
htf_is_pivot_low = request.security(syminfo.tickerid, higherTF, not na(ta.pivotlow(low, 2, 2)), barmerge.gaps_off, barmerge.lookahead_off)
htf_is_pivot_high = request.security(syminfo.tickerid, higherTF, not na(ta.pivothigh(high, 2, 2)), barmerge.gaps_off, barmerge.lookahead_off)

// Count pivots in higher timeframe to check if this is the 2nd pivot
var htf_pivot_low_count = 0
var htf_pivot_high_count = 0

if htf_is_pivot_low
    htf_pivot_low_count := htf_pivot_low_count + 1
    htf_pivot_low_count := math.min(htf_pivot_low_count, 10)  // Prevent unlimited counting

if htf_is_pivot_high
    htf_pivot_high_count := htf_pivot_high_count + 1
    htf_pivot_high_count := math.min(htf_pivot_high_count, 10)  // Prevent unlimited counting

// Reset counts after a while to maintain relevance
if not htf_is_pivot_low and not htf_is_pivot_high and bar_index % 100 == 0
    htf_pivot_low_count := 0
    htf_pivot_high_count := 0

// Check if this is the 2nd pivot in higher timeframe
isHTFSecondPivotLow = htf_is_pivot_low and htf_pivot_low_count == 2
isHTFSecondPivotHigh = htf_is_pivot_high and htf_pivot_high_count == 2

// Check crossing of Bollinger Bands
crossUpperBand = ta.crossover(close, upper)
crossLowerBand = ta.crossunder(close, lower)

// Entry conditions refined with higher timeframe confirmation
longCondition = close > ema and close[1] <= ema[1] and rsi > 60 and macdLine > signalLine and isNearPrevLow and rsiDivergenceBullish and (not useHTFConfirmation or isHTFSecondPivotLow)
shortCondition = close < ema and close[1] >= ema[1] and rsi < 40 and macdLine < signalLine and isNearPrevHigh and rsiDivergenceBearish and (not useHTFConfirmation or isHTFSecondPivotHigh)

// Additional entry conditions when price crosses Bollinger Bands (Rule #11)
longBBCondition = crossLowerBand and rsi < 30
shortBBCondition = crossUpperBand and rsi > 70

// Calculate position sizes for DCA
initialSize = strategy.equity * initialRiskPercent / 100 / 9  // Initial sizing according to the 1-2-6 rule
dca1Size = initialSize * 2
dca2Size = initialSize * 6

// Calculate SL in money terms (Rule #3)
slMoneyAmount = strategy.equity * initialRiskPercent / 100 * stopLossPercent / 100

// Variables to track DCA levels
var float longEntryPrice = 0.0
var float shortEntryPrice = 0.0
var int longDCACount = 0
var int shortDCACount = 0
var float stopLossLevel = 0.0
var float takeProfit1Level = 0.0
var float takeProfit2Level = 0.0
var float slMoneyValue = 0.0

// Close partial positions at take profit levels
if strategy.position_size > 0
    if close >= takeProfit1Level and takeProfit1Level > 0 and strategy.position_size == initialSize + (longDCACount > 0 ? dca1Size : 0) + (longDCACount > 1 ? dca2Size : 0)
        strategy.order("Long TP1", strategy.short, qty=strategy.position_size * 0.25)
        if showLabels
            label.new(bar_index, high, "TP1 (25%)", color=color.green, textcolor=color.white, style=label.style_label_down)
    
    if close >= takeProfit2Level and takeProfit2Level > 0 and strategy.position_size > initialSize * 0.25
        strategy.order("Long TP2", strategy.short, qty=strategy.position_size * 0.5)
        stopLossLevel := longEntryPrice  // Move SL to breakeven after TP2
        if showLabels
            label.new(bar_index, high, "TP2 (50%) & SL→BE", color=color.green, textcolor=color.white, style=label.style_label_down)

if strategy.position_size < 0
    if close <= takeProfit1Level and takeProfit1Level > 0 and math.abs(strategy.position_size) == initialSize + (shortDCACount > 0 ? dca1Size : 0) + (shortDCACount > 1 ? dca2Size : 0)
        strategy.order("Short TP1", strategy.long, qty=math.abs(strategy.position_size) * 0.25)
        if showLabels
            label.new(bar_index, low, "TP1 (25%)", color=color.red, textcolor=color.white, style=label.style_label_up)
    
    if close <= takeProfit2Level and takeProfit2Level > 0 and math.abs(strategy.position_size) > initialSize * 0.25
        strategy.order("Short TP2", strategy.long, qty=math.abs(strategy.position_size) * 0.5)
        stopLossLevel := shortEntryPrice  // Move SL to breakeven after TP2
        if showLabels
            label.new(bar_index, low, "TP2 (50%) & SL→BE", color=color.red, textcolor=color.white, style=label.style_label_up)

// DCA Logic
if enableDCA and strategy.position_size > 0 and longDCACount < 2
    if close < longEntryPrice * (1 - dcaLevel1/100) and longDCACount == 0
        strategy.entry("Long DCA1", strategy.long, qty=dca1Size)
        longDCACount := 1
        if showLabels
            label.new(bar_index, low, "DCA1", color=color.blue, textcolor=color.white, style=label.style_label_up)
    
    if close < longEntryPrice * (1 - dcaLevel2/100) and longDCACount == 1
        strategy.entry("Long DCA2", strategy.long, qty=dca2Size)
        longDCACount := 2
        // Update SL to fixed percentage after full DCA (Rule #6)
        stopLossLevel := longEntryPrice * (1 - fixedSLPercent/100)
        if showLabels
            label.new(bar_index, low, "DCA2 & SL Update", color=color.blue, textcolor=color.white, style=label.style_label_up)

if enableDCA and strategy.position_size < 0 and shortDCACount < 2
    if close > shortEntryPrice * (1 + dcaLevel1/100) and shortDCACount == 0
        strategy.entry("Short DCA1", strategy.short, qty=dca1Size)
        shortDCACount := 1
        if showLabels
            label.new(bar_index, high, "DCA1", color=color.purple, textcolor=color.white, style=label.style_label_down)
    
    if close > shortEntryPrice * (1 + dcaLevel2/100) and shortDCACount == 1
        strategy.entry("Short DCA2", strategy.short, qty=dca2Size)
        shortDCACount := 2
        // Update SL to fixed percentage after full DCA (Rule #6)
        stopLossLevel := shortEntryPrice * (1 + fixedSLPercent/100)
        if showLabels
            label.new(bar_index, high, "DCA2 & SL Update", color=color.purple, textcolor=color.white, style=label.style_label_down)

// Entry with initial position
if longCondition or longBBCondition
    strategy.close("Short")
    strategy.entry("Long", strategy.long, qty=initialSize)
    longEntryPrice := close
    longDCACount := 0
    shortDCACount := 0
    
    // Set SL based on money value (not percentage)
    slMoneyValue := slMoneyAmount
    // Convert to price level - simplified version
    stopLossLevel := close * (1 - stopLossPercent/100)
    
    takeProfit1Level := close * (1 + takeProfitPercent1/100)
    takeProfit2Level := close * (1 + takeProfitPercent2/100)
    if showLabels
        label.new(bar_index, low, "LONG", color=color.green, textcolor=color.white, style=label.style_label_up)

if shortCondition or shortBBCondition
    strategy.close("Long")
    strategy.entry("Short", strategy.short, qty=initialSize)
    shortEntryPrice := close
    longDCACount := 0
    shortDCACount := 0
    
    // Set SL based on money value (not percentage)
    slMoneyValue := slMoneyAmount
    // Convert to price level - simplified version
    stopLossLevel := close * (1 + stopLossPercent/100)
    
    takeProfit1Level := close * (1 - takeProfitPercent1/100)
    takeProfit2Level := close * (1 - takeProfitPercent2/100)
    if showLabels
        label.new(bar_index, high, "SHORT", color=color.red, textcolor=color.white, style=label.style_label_down)

// Stop Loss
if strategy.position_size > 0 and low <= stopLossLevel
    strategy.close("Long")
    if showLabels
        label.new(bar_index, low, "SL", color=color.red, textcolor=color.white, style=label.style_label_up)

if strategy.position_size < 0 and high >= stopLossLevel
    strategy.close("Short")
    if showLabels
        label.new(bar_index, high, "SL", color=color.red, textcolor=color.white, style=label.style_label_down)

// Market cap and holder % check can't be done directly in TradingView, but we display a reminder
if strategy.position_size != 0 and bar_index % 100 == 0
    label.new(bar_index, close, "Remember: Only trade coins with large market cap and >7% holder ratio", 
              color=color.yellow, textcolor=color.black, style=label.style_label_left)

// Plot indicators - these must be at the global scope in Pine Script v6
plot(ema, color=color.blue, title="48 EMA")
plot(upper, color=color.red, title="Upper BB")
plot(lower, color=color.green, title="Lower BB")
plot(middle, color=color.yellow, title="Middle BB")

// Plot stop loss and take profit levels - conditions need to be part of the plot function in v6
plotSL = showSL and stopLossLevel > 0 ? stopLossLevel : na
plot(plotSL, color=color.red, style=plot.style_circles, linewidth=2, title="Stop Loss")

// TP for long positions
plotTP1Long = showTP and strategy.position_size > 0 and takeProfit1Level > 0 ? takeProfit1Level : na
plot(plotTP1Long, color=color.green, style=plot.style_circles, linewidth=1, title="TP1 Long")

plotTP2Long = showTP and strategy.position_size > 0 and takeProfit2Level > 0 ? takeProfit2Level : na
plot(plotTP2Long, color=color.green, style=plot.style_circles, linewidth=2, title="TP2 Long")

// TP for short positions
plotTP1Short = showTP and strategy.position_size < 0 and takeProfit1Level > 0 ? takeProfit1Level : na
plot(plotTP1Short, color=color.green, style=plot.style_circles, linewidth=1, title="TP1 Short")

plotTP2Short = showTP and strategy.position_size < 0 and takeProfit2Level > 0 ? takeProfit2Level : na
plot(plotTP2Short, color=color.green, style=plot.style_circles, linewidth=2, title="TP2 Short")

// Additional table with strategy information
if barstate.islastconfirmedhistory
    var table infoTable = table.new(position=position.top_right, columns=2, rows=5, bgcolor=color.new(color.black, 70), frame_width=1)
    
    table.cell(infoTable, 0, 0, "Strategy:", bgcolor=color.new(color.blue, 90), text_color=color.white)
    table.cell(infoTable, 1, 0, "Scalping with DCA", text_color=color.white)
    
    table.cell(infoTable, 0, 1, "Initial Risk:", bgcolor=color.new(color.blue, 90), text_color=color.white)
    table.cell(infoTable, 1, 1, str.tostring(initialRiskPercent, "#.##") + "% of account", text_color=color.white)
    
    table.cell(infoTable, 0, 2, "DCA Ratio:", bgcolor=color.new(color.blue, 90), text_color=color.white)
    table.cell(infoTable, 1, 2, "1-2-6", text_color=color.white)
    
    table.cell(infoTable, 0, 3, "SL After DCA:", bgcolor=color.new(color.blue, 90), text_color=color.white)
    table.cell(infoTable, 1, 3, str.tostring(fixedSLPercent, "#.##") + "%", text_color=color.white)
    
    table.cell(infoTable, 0, 4, "REMINDERS:", bgcolor=color.new(color.red, 90), text_color=color.white)
    table.cell(infoTable, 1, 4, "Only trade coins with market cap and >7% holder ratio", text_color=color.white)