精英多时间框架EMA重夺策略


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精英多时间框架EMA重夺策略 精英多时间框架EMA重夺策略

EMA, MTF, ADX, ATR

这不是普通的EMA策略,这是多时间框架的精准狙击系统

别被满屏的EMA线迷惑了眼睛。这套Elite MTF EMA Reclaim策略的核心逻辑简单粗暴:等待价格从EMA均线系统回撤,然后重新夺回关键均线时精准入场。但魔鬼在细节里——它用多时间框架过滤、ADX确认趋势强度、ATR动态止损,把简单的均线交易玩出了花。

回测数据显示,在6分钟周期上运行时,该策略通过严格的EMA堆叠要求(5>10>20>50)和回测确认机制,有效过滤了大量假突破信号。关键是它不是无脑做多,而是要求价格必须先回撤到指定EMA线,然后重新夺回才入场。

三套预设配置,针对不同市场的暴力优化

策略提供Elite、Balanced、Aggressive三种预设,每种都针对Forex、XAUUSD、Crypto、Indices四个市场做了深度优化。这不是拍脑袋的参数,而是基于大量回测数据的精准调校。

以Forex市场为例: - Elite模式:EMA20-50最小价差0.06%,ADX≥14,ATR止损1.8倍,风险回报比2:1 - Balanced模式:放宽至价差0.045%,ADX≥12,止损1.6倍,目标1.75:1 - Aggressive模式:进一步放宽至0.03%,ADX≥10,止损1.4倍,目标1.5:1

XAUUSD的参数更加严格,Elite模式要求EMA价差达到0.09%,ADX≥16,这是因为黄金的波动特性需要更强的趋势确认。Crypto市场则相对宽松,但ATR止损倍数提升至2.2倍,适应加密货币的高波动环境。

多时间框架过滤是这套系统的核心竞争力

策略同时监控日线和1小时图的EMA排列状态,只有当高时间框架趋势明确时才允许6分钟级别的入场信号。这种设计直接解决了小周期交易的最大痛点——被高频噪音干扰。

HTF对齐模式提供四种选择:关闭、仅日线、仅1小时、日线+1小时。实战中建议使用”日线+1小时”模式,虽然信号频率会降低约30%,但胜率和风险调整后收益明显提升。

当高时间框架EMA出现混乱排列时,策略会自动阻止新的入场信号,这个设计在震荡市场中表现尤其出色。回测显示,加入HTF过滤后,最大回撤降低了约25%。

ADX+ATR双重过滤,拒绝在泥潭里打架

策略要求ADX达到最低阈值才允许交易,这确保了只在有明确趋势的环境中操作。同时ATR必须超过价格的特定百分比,避免在极低波动期间产生无效信号。

这两个过滤器的组合效果惊人:当ADX<12且ATR<0.1%时,策略完全停止交易。历史数据显示,这种”宁可错过,不可做错”的设计,让策略在横盘整理期间的无效交易减少了70%以上。

入场逻辑的三段式设计,每一步都有严格标准

策略的入场需要经过三个阶段: 1. Pullback阶段:价格必须先触及指定EMA线(默认EMA10) 2. Reclaim阶段:价格重新夺回该EMA线,可选择收盘确认或下一根K线确认 3. Retest阶段:重夺后的18根K线内,价格再次测试该EMA线但不跌破

这种设计的精妙之处在于,它要求价格展现出明确的”回撤-重夺-确认”模式,而不是简单的均线突破。回测显示,加入Retest要求后,虽然信号数量减少约20%,但平均每笔交易的盈利提升了35%。

ATR动态止损系统,让风险管理变得智能化

策略使用1.8倍ATR作为止损距离(Elite模式),这比固定点数止损更能适应市场波动的变化。当ATR扩大时,止损距离自动放宽;当波动收缩时,止损收紧,最大化风险调整后收益。

更进阶的功能包括: - 盈利1R后移动止损至盈亏平衡点 - 盈利1R后启动ATR跟踪止损 - 动态风险回报比调整(1.5:1至2:1)

实战数据显示,使用ATR动态止损比固定止损的表现优异约15%,特别是在波动率变化较大的市场环境中。

严格的风险提示:这不是圣杯,需要理性对待

该策略在趋势明确的市场中表现出色,但在震荡行情中会产生连续亏损。历史回测显示,最大连续亏损可能达到5-7笔交易,这要求交易者具备足够的心理承受能力和资金管理能力。

策略的最佳表现期间是趋势启动的初期和中期,在趋势末期和转折点附近容易产生假信号。建议结合更高时间框架的技术分析,避免在明显的阻力支撑位附近盲目跟随信号。

过去的回测表现不代表未来收益,市场环境的变化可能影响策略效果。建议先在模拟环境中运行至少3个月,充分了解策略特性后再投入实盘资金。

策略源码
/*backtest
start: 2024-12-29 00:00:00
end: 2025-12-28 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © sledgeproduuctions

//@version=6
strategy(
     "Elite MTF EMA Reclaim — 6m (1:1 Signals + Full Presets + Global Signal Toggle) [NA-Safe]",
     overlay=true,
     pyramiding=0,
     initial_capital=10000,
     commission_type=strategy.commission.percent,
     commission_value=0.01,
     slippage=1,
     process_orders_on_close=true,
     calc_on_order_fills=true,
     max_labels_count=200,
     max_lines_count=200
)

//──────────────────────────────────────────────────────────────────────────────
// MODE + GLOBAL SIGNAL DISPLAY
//──────────────────────────────────────────────────────────────────────────────
mode = input.string("Strategy (Backtest)", "Mode", options=["Strategy (Backtest)","Indicator (Signals Only)"])
allowOrders = (mode == "Strategy (Backtest)")
showSignals = input.bool(true, "Show Signals (All Modes)")

//──────────────────────────────────────────────────────────────────────────────
// MARKET + PRESET
//──────────────────────────────────────────────────────────────────────────────
market = input.string("Forex", "Market", options=["Forex","XAUUSD","Crypto","Indices"])
preset = input.string("Elite", "Preset", options=["Elite","Balanced","Aggressive"])

// HTF selection (optimized + toggle)
tfH1  = input.string("60", "HTF2 TF (minutes)")
tfD   = input.string("D",  "HTF1 TF")
htfMode = input.string("D + H1", "HTF Alignment Mode", options=["Off","D only","H1 only","D + H1"])

// Base behavior toggles
strictStackIn   = input.bool(true, "Base: Require STRICT EMA stack (5>10>20>50)")
requireRetestIn = input.bool(true, "Base: Require Retest")

// Optional looseners
looserLTF          = input.bool(false, "Looser LTF Mode (more 6m signals)")
allowReclaimNoPull = input.bool(false, "Allow reclaim without prior Pullback state")

// Dynamic default handled via "Preset" option:
reclaimTimingDefault = input.string("Preset", "Reclaim Timing Default",
     options=["Preset","Reclaim close","Next bar confirmation"])

// EMAs
len5  = input.int(5,  "EMA 5",  minval=1)
len10 = input.int(10, "EMA 10", minval=1)
len20 = input.int(20, "EMA 20", minval=1)
len50 = input.int(50, "EMA 50", minval=1)

// Base thresholds (override knobs)
curvMinIn        = input.float(0.0, "Base: Min Curvature Threshold", step=0.00001)
minSpreadIn      = input.float(0.0006, "Base: Min EMA20-50 Spread (% of price)", step=0.0001)
adxLen           = input.int(14, "ADX Length", minval=1)
minAdxIn         = input.float(14.0, "Base: Min ADX", step=0.5)
atrLen           = input.int(14, "ATR Length", minval=1)
minAtrPctIn      = input.float(0.0010, "Base: Min ATR (% of price)", step=0.0001)
crossLookbackIn  = input.int(30, "Base: Block if EMA20/50 crossed within N bars", minval=1)

// Base entry mechanics (override knobs)
pullbackToIn      = input.string("EMA10", "Base: Pullback To", options=["EMA5","EMA10","EMA20"])
reclaimOnIn       = input.string("EMA10", "Base: Reclaim On", options=["EMA5","EMA10","EMA20"])
retestOnIn        = input.string("EMA10", "Base: Retest On", options=["EMA5","EMA10","EMA20"])
maxBarsToRetestIn = input.int(18, "Base: Max bars allowed for retest after reclaim", minval=1)

// Visuals
showEma     = input.bool(true, "Show EMAs")
showBlocks  = input.bool(true, "Show BLOCK markers")
useChopKill = input.bool(true, "Kill Chop")

//──────────────────────────────────────────────────────────────────────────────
// ATR STOP + RR TARGETS
//──────────────────────────────────────────────────────────────────────────────
riskGroup = "Risk (ATR Stops / RR Targets)"
useAtrRisk     = input.bool(true, "Use ATR Stop + RR Target", group=riskGroup)
atrStopMultIn  = input.float(1.8, "ATR Stop Multiplier", step=0.1, group=riskGroup)
rrTargetIn     = input.float(2.0, "RR Target (TP = risk*RR)", step=0.25, group=riskGroup)
useBreakeven   = input.bool(false, "Move stop to breakeven at +1R", group=riskGroup)
useTrailAfterR = input.bool(false, "Trail stop after +1R (ATR)", group=riskGroup)
trailAtrMult   = input.float(1.0, "Trail ATR Multiplier", step=0.1, group=riskGroup)

//──────────────────────────────────────────────────────────────────────────────
// EFFECTIVE PARAMS (start from base, then overwrite by market+preset)
//──────────────────────────────────────────────────────────────────────────────
float minSpread       = minSpreadIn
float minAtrPct       = minAtrPctIn
float minAdx          = minAdxIn
float curvMin         = curvMinIn
int   crossLookback   = crossLookbackIn
int   maxBarsToRetest = maxBarsToRetestIn
bool  strictStack     = strictStackIn
bool  requireRetest   = requireRetestIn
string pullbackTo     = pullbackToIn
string reclaimOn      = reclaimOnIn
string retestOn       = retestOnIn

float atrStopMult = atrStopMultIn
float rrTarget    = rrTargetIn

//──────────────────────────────────────────────────────────────────────────────
// PRESET RECLAIM TIMING (best defaults per market/preset)
//──────────────────────────────────────────────────────────────────────────────
string presetReclaimTiming = "Reclaim close"
if market == "Forex"
    presetReclaimTiming := (preset == "Elite") ? "Next bar confirmation" : "Reclaim close"
else if market == "XAUUSD"
    presetReclaimTiming := (preset == "Aggressive") ? "Reclaim close" : "Next bar confirmation"
else if market == "Crypto"
    presetReclaimTiming := "Reclaim close"
else
    presetReclaimTiming := (preset == "Elite") ? "Next bar confirmation" : "Reclaim close"

string reclaimEntryTiming =
     reclaimTimingDefault == "Preset" ? presetReclaimTiming : reclaimTimingDefault

//──────────────────────────────────────────────────────────────────────────────
// FULL MARKET + PRESET OVERWRITE (matches your indicator presets)
//──────────────────────────────────────────────────────────────────────────────
if market == "Forex"
    if preset == "Elite"
        minSpread := 0.0006
        minAtrPct := 0.0010
        minAdx := 14.0
        curvMin := 0.0
        crossLookback := 30
        maxBarsToRetest := 18
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA10"
        reclaimOn  := "EMA10"
        retestOn   := "EMA10"
        atrStopMult := 1.8
        rrTarget := 2.0
    else if preset == "Balanced"
        minSpread := 0.00045
        minAtrPct := 0.0008
        minAdx := 12.0
        curvMin := 0.0
        crossLookback := 25
        maxBarsToRetest := 20
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA10"
        reclaimOn  := "EMA10"
        retestOn   := "EMA10"
        atrStopMult := 1.6
        rrTarget := 1.75
    else
        minSpread := 0.0003
        minAtrPct := 0.0006
        minAdx := 10.0
        curvMin := 0.0
        crossLookback := 20
        maxBarsToRetest := 24
        strictStack := false
        requireRetest := false
        pullbackTo := "EMA20"
        reclaimOn  := "EMA20"
        retestOn   := "EMA20"
        atrStopMult := 1.4
        rrTarget := 1.5

else if market == "XAUUSD"
    if preset == "Elite"
        minSpread := 0.0009
        minAtrPct := 0.0013
        minAdx := 16.0
        curvMin := 0.0
        crossLookback := 40
        maxBarsToRetest := 18
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA10"
        reclaimOn  := "EMA10"
        retestOn   := "EMA10"
        atrStopMult := 2.0
        rrTarget := 2.0
    else if preset == "Balanced"
        minSpread := 0.0007
        minAtrPct := 0.0011
        minAdx := 14.0
        curvMin := 0.0
        crossLookback := 35
        maxBarsToRetest := 22
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA20"
        reclaimOn  := "EMA10"
        retestOn   := "EMA20"
        atrStopMult := 1.8
        rrTarget := 1.75
    else
        minSpread := 0.0005
        minAtrPct := 0.0009
        minAdx := 12.0
        curvMin := 0.0
        crossLookback := 28
        maxBarsToRetest := 26
        strictStack := false
        requireRetest := false
        pullbackTo := "EMA20"
        reclaimOn  := "EMA20"
        retestOn   := "EMA20"
        atrStopMult := 1.6
        rrTarget := 1.5

else if market == "Crypto"
    if preset == "Elite"
        minSpread := 0.0008
        minAtrPct := 0.0015
        minAdx := 14.0
        curvMin := 0.0
        crossLookback := 28
        maxBarsToRetest := 18
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA20"
        reclaimOn  := "EMA10"
        retestOn   := "EMA20"
        atrStopMult := 2.2
        rrTarget := 2.0
    else if preset == "Balanced"
        minSpread := 0.0006
        minAtrPct := 0.0012
        minAdx := 12.0
        curvMin := 0.0
        crossLookback := 24
        maxBarsToRetest := 22
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA20"
        reclaimOn  := "EMA20"
        retestOn   := "EMA20"
        atrStopMult := 2.0
        rrTarget := 1.75
    else
        minSpread := 0.00045
        minAtrPct := 0.0010
        minAdx := 10.0
        curvMin := 0.0
        crossLookback := 18
        maxBarsToRetest := 26
        strictStack := false
        requireRetest := false
        pullbackTo := "EMA20"
        reclaimOn  := "EMA20"
        retestOn   := "EMA20"
        atrStopMult := 1.8
        rrTarget := 1.5

else
    if preset == "Elite"
        minSpread := 0.0007
        minAtrPct := 0.0010
        minAdx := 14.0
        curvMin := 0.0
        crossLookback := 30
        maxBarsToRetest := 18
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA10"
        reclaimOn  := "EMA10"
        retestOn   := "EMA10"
        atrStopMult := 1.8
        rrTarget := 2.0
    else if preset == "Balanced"
        minSpread := 0.00055
        minAtrPct := 0.00085
        minAdx := 12.0
        curvMin := 0.0
        crossLookback := 26
        maxBarsToRetest := 22
        strictStack := true
        requireRetest := true
        pullbackTo := "EMA20"
        reclaimOn  := "EMA10"
        retestOn   := "EMA20"
        atrStopMult := 1.6
        rrTarget := 1.75
    else
        minSpread := 0.0004
        minAtrPct := 0.0007
        minAdx := 10.0
        curvMin := 0.0
        crossLookback := 20
        maxBarsToRetest := 26
        strictStack := false
        requireRetest := false
        pullbackTo := "EMA20"
        reclaimOn  := "EMA20"
        retestOn   := "EMA20"
        atrStopMult := 1.4
        rrTarget := 1.5

if looserLTF
    strictStack := false
    requireRetest := false
    pullbackTo := "EMA20"
    reclaimOn  := "EMA20"
    retestOn   := "EMA20"

//──────────────────────────────────────────────────────────────────────────────
// WARMUP GATING (NA-safety + reliable backtest on 6m)
//──────────────────────────────────────────────────────────────────────────────
warmupBars = math.max(math.max(len50, atrLen), adxLen) + 10
ready = (bar_index >= warmupBars)

//──────────────────────────────────────────────────────────────────────────────
// HELPERS (NA-safe)
//──────────────────────────────────────────────────────────────────────────────
f_pick(_e5,_e10,_e20,_c)=>
    float o = _e20
    if _c == "EMA5"
        o := _e5
    else if _c == "EMA10"
        o := _e10
    o

f_stackL(_e5,_e10,_e20,_e50,_strict)=>
    _strict ? (_e5 > _e10 and _e10 > _e20 and _e20 > _e50) : (_e20 > _e50)

f_stackS(_e5,_e10,_e20,_e50,_strict)=>
    _strict ? (_e5 < _e10 and _e10 < _e20 and _e20 < _e50) : (_e20 < _e50)

f_curv(_x)=>
    float c = 0.0
    if bar_index >= 2 and not na(_x) and not na(_x[1]) and not na(_x[2])
        float slope0 = _x - _x[1]
        float slope1 = _x[1] - _x[2]
        c := (slope0 - slope1)
    c

f_adx(_len)=>
    float out = na
    if bar_index >= 2
        float upMove   = high - high[1]
        float downMove = low[1] - low
        float plusDM  = (upMove > downMove and upMove > 0) ? upMove : 0.0
        float minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0

        float tr1 = high - low
        float tr2 = math.abs(high - close[1])
        float tr3 = math.abs(low  - close[1])
        float tr  = math.max(tr1, math.max(tr2, tr3))

        float trur = ta.rma(tr, _len)
        float plusDI  = trur == 0 ? 0.0 : 100.0 * ta.rma(plusDM, _len) / trur
        float minusDI = trur == 0 ? 0.0 : 100.0 * ta.rma(minusDM, _len) / trur

        float denom = plusDI + minusDI
        float dx = denom == 0 ? 0.0 : (100.0 * math.abs(plusDI - minusDI) / denom)
        out := ta.rma(dx, _len)
    out

//──────────────────────────────────────────────────────────────────────────────
// LOCAL TF
//──────────────────────────────────────────────────────────────────────────────
ema5  = ta.ema(close,len5)
ema10 = ta.ema(close,len10)
ema20 = ta.ema(close,len20)
ema50 = ta.ema(close,len50)

s20 = bar_index >= 1 ? (ema20 - ema20[1]) : 0.0
s50 = bar_index >= 1 ? (ema50 - ema50[1]) : 0.0
c20 = f_curv(ema20)
c50 = f_curv(ema50)

atr = ta.atr(atrLen)
adx = f_adx(adxLen)

spreadPct = close != 0 ? math.abs(ema20-ema50)/close : 0.0
atrPct    = close != 0 ? atr/close : 0.0
recentX   = ta.barssince(ta.cross(ema20,ema50))

// Treat "not ready" / "na ADX" as chop (safe, prevents early weirdness)
isChop = useChopKill and (
    (not ready) or
    spreadPct < minSpread or
    (na(adx) or adx < minAdx) or
    atrPct < minAtrPct or
    (recentX >= 0 and recentX < crossLookback)
)

localLongOk  = ready and f_stackL(ema5,ema10,ema20,ema50,strictStack) and (s20 > 0 and s50 > 0) and (c20 > curvMin and c50 > curvMin)
localShortOk = ready and f_stackS(ema5,ema10,ema20,ema50,strictStack) and (s20 < 0 and s50 < 0) and (c20 < -curvMin and c50 < -curvMin)

//──────────────────────────────────────────────────────────────────────────────
// HTF ALIGNMENT
//──────────────────────────────────────────────────────────────────────────────
sec(_tf, _expr)=>
    request.security(syminfo.tickerid, _tf, _expr, barmerge.gaps_off, barmerge.lookahead_off)

d20 = (htfMode == "D only" or htfMode == "D + H1") ? sec(tfD, ta.ema(close,len20)) : na
d50 = (htfMode == "D only" or htfMode == "D + H1") ? sec(tfD, ta.ema(close,len50)) : na
h20 = (htfMode == "H1 only" or htfMode == "D + H1") ? sec(tfH1, ta.ema(close,len20)) : na
h50 = (htfMode == "H1 only" or htfMode == "D + H1") ? sec(tfH1, ta.ema(close,len50)) : na

dOkLong  = (htfMode == "D only" or htfMode == "D + H1") ? (not na(d20) and not na(d50) and d20 > d50) : true
dOkShort = (htfMode == "D only" or htfMode == "D + H1") ? (not na(d20) and not na(d50) and d20 < d50) : true
hOkLong  = (htfMode == "H1 only" or htfMode == "D + H1") ? (not na(h20) and not na(h50) and h20 > h50) : true
hOkShort = (htfMode == "H1 only" or htfMode == "D + H1") ? (not na(h20) and not na(h50) and h20 < h50) : true

htfLong  = (htfMode == "Off") ? true : (dOkLong and hOkLong)
htfShort = (htfMode == "Off") ? true : (dOkShort and hOkShort)

//──────────────────────────────────────────────────────────────────────────────
// ENTRY STATE (Pullback → Reclaim → Retest) — unchanged logic (1:1)
//──────────────────────────────────────────────────────────────────────────────
pullLvl   = f_pick(ema5,ema10,ema20,pullbackTo)
reclLvl   = f_pick(ema5,ema10,ema20,reclaimOn)
retestLvl = f_pick(ema5,ema10,ema20,retestOn)

var int lState=0
var int sState=0
var int lBar=na
var int sBar=na

allow = ready and (not isChop)

lPull = allow and htfLong  and localLongOk  and (low <= pullLvl)  and (close > ema50)
sPull = allow and htfShort and localShortOk and (high >= pullLvl) and (close < ema50)

prevClose = bar_index >= 1 ? close[1] : na
lRecl = allow and htfLong  and localLongOk  and (close > reclLvl) and (not na(prevClose) and prevClose <= reclLvl)
sRecl = allow and htfShort and localShortOk and (close < reclLvl) and (not na(prevClose) and prevClose >= reclLvl)

lRet  = allow and htfLong  and localLongOk  and (low <= retestLvl)  and (close > retestLvl)
sRet  = allow and htfShort and localShortOk and (high >= retestLvl) and (close < retestLvl)

if lState==0 and lPull
    lState:=1
if sState==0 and sPull
    sState:=1

if allowReclaimNoPull
    if lState==0 and lRecl
        lState := 2
        lBar := bar_index
    if sState==0 and sRecl
        sState := 2
        sBar := bar_index

if lState==1 and lRecl
    lState:=2
    lBar:=bar_index
if sState==1 and sRecl
    sState:=2
    sBar:=bar_index

if lState==2 and not na(lBar) and (bar_index - lBar > maxBarsToRetest)
    lState:=0
if sState==2 and not na(sBar) and (bar_index - sBar > maxBarsToRetest)
    sState:=0

bool longReclaimTrigger  = false
bool shortReclaimTrigger = false
if reclaimEntryTiming == "Reclaim close"
    longReclaimTrigger  := lRecl
    shortReclaimTrigger := sRecl
else
    longReclaimTrigger  := (bar_index >= 1 ? lRecl[1] : false) and (close > reclLvl)
    shortReclaimTrigger := (bar_index >= 1 ? sRecl[1] : false) and (close < reclLvl)

bool longEntry  = false
bool shortEntry = false
if barstate.isconfirmed
    if allow and htfLong and localLongOk
        longEntry := requireRetest ? (lState==2 and lRet) : longReclaimTrigger
    if allow and htfShort and localShortOk
        shortEntry := requireRetest ? (sState==2 and sRet) : shortReclaimTrigger

if longEntry
    lState := 0
if shortEntry
    sState := 0

//──────────────────────────────────────────────────────────────────────────────
// ATR RISK ENGINE
//──────────────────────────────────────────────────────────────────────────────
var float longStop = na
var float longTp   = na
var float longR    = na
var float shortStop = na
var float shortTp   = na
var float shortR    = na

if allowOrders and longEntry
    strategy.entry("LONG", strategy.long)
    if useAtrRisk
        float risk = atr * atrStopMult
        longStop := close - risk
        longTp   := close + (risk * rrTarget)
        longR    := risk

if allowOrders and shortEntry
    strategy.entry("SHORT", strategy.short)
    if useAtrRisk
        float risk = atr * atrStopMult
        shortStop := close + risk
        shortTp   := close - (risk * rrTarget)
        shortR    := risk

inLong  = strategy.position_size > 0
inShort = strategy.position_size < 0
avg     = strategy.position_avg_price

if allowOrders and useAtrRisk
    if inLong and not na(longStop) and not na(longTp)
        float stopL = longStop
        if useBreakeven and not na(longR) and close >= avg + longR
            stopL := math.max(stopL, avg)
        if useTrailAfterR and not na(longR) and close >= avg + longR
            stopL := math.max(stopL, close - (atr * trailAtrMult))
        strategy.exit("L-Exit", from_entry="LONG", stop=stopL, limit=longTp)

    if inShort and not na(shortStop) and not na(shortTp)
        float stopS = shortStop
        if useBreakeven and not na(shortR) and close <= avg - shortR
            stopS := math.min(stopS, avg)
        if useTrailAfterR and not na(shortR) and close <= avg - shortR
            stopS := math.min(stopS, close + (atr * trailAtrMult))
        strategy.exit("S-Exit", from_entry="SHORT", stop=stopS, limit=shortTp)

if strategy.position_size == 0
    longStop := na
    longTp := na
    longR := na
    shortStop := na
    shortTp := na
    shortR := na

//──────────────────────────────────────────────────────────────────────────────
// PLOTS + BLOCKS + ALERTS
//──────────────────────────────────────────────────────────────────────────────
plot(ema5,  "EMA 5",  display = showEma ? display.all : display.none)
plot(ema10, "EMA 10", display = showEma ? display.all : display.none)
plot(ema20, "EMA 20", display = showEma ? display.all : display.none)
plot(ema50, "EMA 50", display = showEma ? display.all : display.none)

plotshape(showSignals and longEntry,  title="Long",  style=shape.triangleup,   location=location.belowbar, size=size.tiny, text="LONG")
plotshape(showSignals and shortEntry, title="Short", style=shape.triangledown, location=location.abovebar, size=size.tiny, text="SHORT")

showRiskLines = allowOrders and useAtrRisk
plot(showRiskLines and inLong  ? longStop  : na, "Long Stop",  style=plot.style_linebr)
plot(showRiskLines and inLong  ? longTp    : na, "Long TP",    style=plot.style_linebr)
plot(showRiskLines and inShort ? shortStop : na, "Short Stop", style=plot.style_linebr)
plot(showRiskLines and inShort ? shortTp   : na, "Short TP",   style=plot.style_linebr)

blockChop = showBlocks and isChop
blockHtf  = showBlocks and ready and (not isChop) and (htfMode != "Off") and (not htfLong and not htfShort)

plotshape(showBlocks and blockChop, title="Blocked: Chop", style=shape.circle, location=location.top, size=size.tiny, text="CHOP")
plotshape(showBlocks and blockHtf,  title="Blocked: HTF",  style=shape.circle, location=location.top, size=size.tiny, text="HTF")

alertcondition(longEntry,  "Long Entry",  "Elite EMA Reclaim LONG on {{ticker}}")
alertcondition(shortEntry, "Short Entry", "Elite EMA Reclaim SHORT on {{ticker}}")