/*backtest
start: 2025-02-20 00:00:00
end: 2025-02-27 00:00:00
period: 2m
basePeriod: 2m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Profit Guard Short Strategy with Time Delay & Stop Loss", shorttitle="PGSS", overlay=true)

// Inputs
fastMA_length = input.int(50, title="Fast MA Length")
slowMA_length = input.int(200, title="Slow MA Length")
atrLength = input.int(14, title="ATR Length")
atrSensitivity = input.float(1.0, title="ATR Sensitivity")
rangePercent = input.float(0.03, title="Range Percent (%)")
rangeLookback = input.int(20, title="Range Lookback")
delayMinutes = input.int(10, title="Delay Before Close (Minutes)")
stopLossPercent = input.float(0.5, title="Stop Loss (%)")
shortAlertMsg = input.string("Short", title="Short Alert Message")
closeAlertMsg = input.string("Close", title="Close Alert Message")
stopLossAlertMsg = input.string("Stop loss!", title="Stop Loss Alert Message") // Custom stop loss alert message

// Calculations
fastMA = ta.sma(close, fastMA_length)
slowMA = ta.sma(close, slowMA_length)
atr = ta.atr(atrLength)
atrMA = ta.sma(atr, atrLength * 2)
volatilityCondition = atr > atrMA * atrSensitivity

rangeHigh = ta.highest(high, rangeLookback)
rangeLow = ta.lowest(low, rangeLookback)
rangeSize = (rangeHigh - rangeLow) / ta.sma(close, rangeLookback) * 100
rangeCondition = rangeSize < rangePercent

fmaBelowSma = fastMA < slowMA
crossDownFma = ta.crossunder(close, fastMA)
crossUpSma = ta.crossover(close, slowMA)
smaCrossUp = ta.crossover(fastMA, slowMA)

// Persistent Variables
var bool shortPositionOpen = false
var float shortEntryPrice = na
var int entryTime = na

// Strategy Logic
if (fmaBelowSma and volatilityCondition and not rangeCondition)
    if (crossDownFma and not shortPositionOpen)
        strategy.entry("Short", strategy.short)
        shortPositionOpen := true
        shortEntryPrice := close
        entryTime := time

    if (shortPositionOpen)
        stopLossPrice = shortEntryPrice * (1 + stopLossPercent / 100)
        if (high >= stopLossPrice)
            strategy.close("Short", comment="Stop Loss")
            shortPositionOpen := false
            shortEntryPrice := na
            entryTime := na
        else if (time >= entryTime + delayMinutes * 60 * 1000)
            if (crossUpSma or smaCrossUp)
                strategy.close("Short", comment="Close")
                shortPositionOpen := false
                shortEntryPrice := na
                entryTime := na

// Plotting
plot(fastMA, color=color.blue, title="Fast MA")
plot(slowMA, color=color.red, title="Slow MA")

// Alerts
if (fmaBelowSma and crossDownFma and not shortPositionOpen[1] and volatilityCondition and not rangeCondition)
    alert(shortAlertMsg)

if (shortPositionOpen[1] and high >= shortEntryPrice[1] * (1 + stopLossPercent / 100))
    alert(stopLossAlertMsg) // Use custom stop loss alert message

if (shortPositionOpen[1] and time >= entryTime[1] + delayMinutes * 60 * 1000 and (crossUpSma or smaCrossUp))
    alert(closeAlertMsg)

• 多重趋势线突破交叉量化策略
• ATR均线突破策略
• 日内可扩展波动率交易策略
• Follow Line Indicator
• 双均线均值回归策略结合风险控制
• Supertrend+4moving
• Concept Dual SuperTrend
• 逆势突破交易系统：基于多日价格模式与波动率过滤的量化策略
• ATR和交易量结合的动态信号线趋势跟踪策略
• 多重均线支撑位假突破策略结合ATR止损系统

• 自适应成本均值动态网格策略 - 基于DCA与马丁格尔原理的高级量化交易系统
• 交易时段VWMA动态价位上下穿透策略
• 多维图表模式量化策略：融合头肩顶底与双顶底形态的技术分析交易系统
• 多指标趋势反转波动率条件选择性期权销售策略
• 自适应网格交易策略与动态调整机制
• 动态色彩阈值波动分析交易策略
• 多时间框架趋势追踪与动量确认量化交易策略
• 技术图形确认型多周期动量策略
• ATR增强型蜡烛反转模式识别与风险管理策略
• 量化交易突破策略：首时段ATR止损与EMA斜率优化策略
• 多维度量化交易系统：高级VSA-MACD-FVG策略分析与优化框架
• 多重均线追踪策略与动态仓位管理系统
• 高级自动交易策略：多指标动量和支撑阻力趋势分析系统
• SSL通道双阶梯利润策略（SSL Channel Dual-Tranche Profit Strategy）
• 多指标合成多维决策交易系统 — 基于RSI、MACD、布林带、成交量及趋势的量化策略
• 多指标动量波浪交易策略
• 增强型十字星烛台趋势反转量化交易策略
• 多周期超级趋势百分比风控策略
• 高级趋势捕捉型均线交叉多指标确认交易策略
• 多维度自适应趋势追踪与风险管理策略