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Momentum Breakout Moving Average Strategi perdagangan

Penulis:ChaoZhang, Tanggal: 2023-12-22 13:23:55
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Gambaran umum

Strategi ini mengidentifikasi arah tren pasar menggunakan indikator Supertrend dikombinasikan dengan pola lilin Heikin Ashi untuk masuk ke pasar.
Logika Strategi

Gunakan indikator Supertrend untuk menentukan arah tren pasar. Indikator ini didasarkan pada rentang rata-rata yang benar dan pengganda yang ditentukan untuk menentukan band atas dan bawah.
Bergabung dengan pola candlestick Heikin Ashi untuk menyaring sinyal masuk. Pergi panjang ketika Supertrend sinyal uptrend dan Heikin Ashi menunjukkan lilin bullish, pergi pendek ketika sinyal downtrend dan Heikin Ashi menunjukkan lilin bearish.
Tetapkan tingkat stop loss dan take profit. Strategi menyediakan beberapa metode stop loss termasuk persentase tetap, harga tetap, ATR trailing, pivot point dll. Metode take profit termasuk persentase tetap, harga tetap, rasio risiko-imbalan dan banyak lagi.
Analisis Keuntungan

Indikator Supertrend secara efektif melacak tren pasar dan menghindari kesempatan perdagangan yang hilang.
Filter Heikin Ashi mengurangi perdagangan yang tidak perlu dan meningkatkan tingkat kemenangan.
Multiple stop loss dan mengambil keuntungan opsi melayani preferensi pribadi dan secara efektif mengendalikan risiko.
Opsi untuk menutup posisi yang ada pada sinyal baru memastikan selalu mengikuti tren terbaru.
Analisis Risiko

Supertrend bereaksi lambat terhadap perubahan pasar dan mungkin melewatkan titik pembalikan tren.
Heikin Ashi filter pola tidak dapat sepenuhnya menghindari kehilangan perdagangan.
Pengaturan stop loss yang tidak benar dapat menyebabkan keluar prematur atau kerugian yang berlebihan.
Masuk kembali yang sering membawa biaya perdagangan yang lebih tinggi dan risiko slip.
Risiko di atas dapat dikurangi dengan mengoptimalkan parameter Supertrend, menggabungkan indikator filter lainnya dan meningkatkan stop loss/take profit.
Arahan Optimasi

Sesuaikan parameter Supertrend untuk menemukan kombinasi terbaik.
Coba data harga yang berbeda sebagai sumber perhitungan untuk Supertrend misalnya harga penutupan, harga tipikal dll.
Tambahkan indikator lain sebagai kondisi filter misalnya KDJ, moving average dll.
Optimalkan stop loss dan ambil keuntungan untuk rasio risiko-manfaat terbaik.
Uji kuantitas tetap versus persentase ekuitas untuk ukuran posisi.
Kesimpulan

Strategi ini mengintegrasikan teknik Supertrend dan Heikin Ashi untuk secara efektif mendapatkan keuntungan dari tren pasar dengan melacak arah dan waktu entri dengan benar. Stop loss / take profit yang fleksibel juga memfasilitasi pengendalian risiko. Peningkatan lebih lanjut pada stabilitas dan profitabilitas dapat dicapai melalui penyesuaian parameter, menambahkan lebih banyak filter dan optimasi.
/*backtest
start: 2022-12-15 00:00:00
end: 2023-12-21 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/


//# * —————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
//# *
//# *  Script       |  [MT Trader] Backtest Template w/ Supertrend Strategy
//# *  Description  |  Small template open source made in pinescript with the purpose of testing 
//# *                  different strategies and how they could be improved
//# *
//# *  Author       |  ©VertMT
//# *
//# *  Pinescript   |  https://www.tradingview.com/pine-script-docs/en/v5/Introduction.html
//# *                 @version=5
//# *
//# *  Revision History
//# *    Release    |  Jul 30, 2022  | Initial Release
//# *
//# *
//# *  Reference    |  https://tradingview.com/script/wzevYXew-TEMPLATE-Code-Block-Comments/
//# *
//# *
//# *    ███▄ ▄███▓ ▄▄▄█████▓
//# *   ▓██▒▀█▀ ██▒ ▓  ██▒ ▓▒
//# *   ▓██    ▓██░ ▒ ▓██░ ▒░
//# *   ▒██    ▒██  ░ ▓██▓ ░ 
//# *   ▒██▒   ░██▒   ▒██▒ ░ 
//# *   ░ ▒░   ░  ░   ▒ ░░   
//# *   ░  ░      ░     ░    
//# *   ░      ░      ░      
//# *
//# * —————————————————————————————————————————————————————————————————————————————————————————————————————————————————————

//@version=5
strategy("[MT Trader] Backtest template w/ SuperTrend Strategy", overlay=true, pyramiding = 0, calc_on_order_fills = false, commission_type = strategy.commission.percent, commission_value = 0.03, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital=100, currency=currency.USD, process_orders_on_close=true, backtest_fill_limits_assumption=0)





// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
// —————————————————————————————————————— 1. 📆 Timeframe 📆 ——————————————————————————————————————————————————————————————
//# * —————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
//# *
//# *        In this section you can configure the strategy so that it only runs between 2 
//# *               time periods, being also able to adjust to any time zone.
//# *
//# *        En este apartado se puede configurar la estrategia para que solo se ejecute entre
//# *        2 periodos de tiempo, siendo capaz tambien de ajustarse a cualquier zona horaria.
//# *
// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————


dateFilter  = input.bool(group='📆 Timeframe 📆', defval=false)
startTime   = input(group='📆 Timeframe 📆', defval=timestamp('01 Jan 2022 00:00'), title='Start Time')
endTime     = input(group='📆 Timeframe 📆', defval=timestamp('31 Dec 2022 23:45'), title='End Time')
zoneTime    = input.string("UTC", options = ["UTC-10", "UTC-8", "UTC-7", "UTC-6", "UTC-5", "UTC-4", "UTC-3", "UTC", "UTC+1", "UTC+2", "UTC+3", "UTC+4", "UTC+4:30", "UTC+5", "UTC+5:30", "UTC+6", "UTC+7", "UTC+8", "UTC+9", "UTC+9:30", "UTC+10", "UTC+11", "UTC+12", "UTC+12:45", "UTC+13"], title='UTC', group='📆 Timeframe 📆', tooltip="Match this time zone with that of your graph so that all values are displayed correctly. \n\nHaga coincidir esta zona horaria con la de su gráfico para que todos los valores se muestren correctamente.")

cTime = timestamp(year(timenow), month(timenow), dayofmonth(timenow), hour(timenow), minute(timenow))
sTime = timestamp(year(startTime), month(startTime), dayofmonth(startTime), hour(startTime), minute(startTime), second(startTime))
eTime = timestamp(year(endTime), month(endTime), dayofmonth(endTime), hour(endTime), minute(endTime), second(endTime))

bgcolor(dateFilter and time == sTime or dateFilter and time == eTime?color.new(color.white, 80):na, title="Date Range")
plotshape(dateFilter and time == sTime, title="Start Time", style=shape.labelup, location=location.belowbar, color=color.white, text="Start", textcolor=color.black, size=size.tiny)
plotshape(dateFilter and time == eTime, title="End Time",   style=shape.labelup, location=location.belowbar, color=color.white, text="End",   textcolor=color.black, size=size.tiny)

zcTime = zoneTime == "UTC-10" ? cTime - 10*60*60000 : zoneTime == "UTC-8" ? cTime - 8*60*60000 : zoneTime == "UTC-7" ? cTime - 7*60*60000 : zoneTime == "UTC-6" ? cTime - 6*60*60000 : zoneTime == "UTC-5" ? cTime - 5*60*60000 : zoneTime == "UTC-4" ? cTime - 4*60*60000 : zoneTime == "UTC-3" ? cTime - 3*60*60000 : zoneTime == "UTC" ? cTime - 0*60*60000 : zoneTime == "UTC+1" ? cTime + 1*60*60000 :  zoneTime == "UTC+2" ? cTime + 2*60*60000 : zoneTime == "UTC+3" ? cTime + 3*60*60000 : zoneTime == "UTC+4" ? cTime + 4*60*60000 : zoneTime == "UTC+4:30" ? cTime + 4*60*60000 + 30*60000 : zoneTime == "UTC+5" ? cTime + 5*60*60000 : zoneTime == "UTC+5" ? cTime + 5*60*60000 + 30*60000 : zoneTime == "UTC+6" ? cTime + 6*60*60000 : zoneTime == "UTC+7" ? cTime + 7*60*60000 : zoneTime == "UTC+8" ? cTime + 8*60*60000 : zoneTime == "UTC+9" ? cTime + 9*60*60000 : zoneTime == "UTC+9" ? cTime + 9*60*60000 + 30*60000 : zoneTime == "UTC+10" ? cTime + 10*60*60000 : zoneTime == "UTC+11" ? cTime + 11*60*60000 : zoneTime == "UTC+12" ? cTime + 12*60*60000 : zoneTime == "UTC+12:45" ? cTime + 12*60*60000 + 45*60000 : zoneTime == "UTC+13" ? cTime + 13*60*60000 : 0
zsTime = zoneTime == "UTC-10" ? sTime - 10*60*60000 : zoneTime == "UTC-8" ? sTime - 8*60*60000 : zoneTime == "UTC-7" ? sTime - 7*60*60000 : zoneTime == "UTC-6" ? sTime - 6*60*60000 : zoneTime == "UTC-5" ? sTime - 5*60*60000 : zoneTime == "UTC-4" ? sTime - 4*60*60000 : zoneTime == "UTC-3" ? sTime - 3*60*60000 : zoneTime == "UTC" ? sTime - 0*60*60000 : zoneTime == "UTC+1" ? sTime + 1*60*60000 :  zoneTime == "UTC+2" ? sTime + 2*60*60000 : zoneTime == "UTC+3" ? sTime + 3*60*60000 : zoneTime == "UTC+4" ? sTime + 4*60*60000 : zoneTime == "UTC+4:30" ? sTime + 4*60*60000 + 30*60000 : zoneTime == "UTC+5" ? sTime + 5*60*60000 : zoneTime == "UTC+5" ? sTime + 5*60*60000 + 30*60000 : zoneTime == "UTC+6" ? sTime + 6*60*60000 : zoneTime == "UTC+7" ? sTime + 7*60*60000 : zoneTime == "UTC+8" ? sTime + 8*60*60000 : zoneTime == "UTC+9" ? sTime + 9*60*60000 : zoneTime == "UTC+9" ? sTime + 9*60*60000 + 30*60000 : zoneTime == "UTC+10" ? sTime + 10*60*60000 : zoneTime == "UTC+11" ? sTime + 11*60*60000 : zoneTime == "UTC+12" ? sTime + 12*60*60000 : zoneTime == "UTC+12:45" ? sTime + 12*60*60000 + 45*60000 : zoneTime == "UTC+13" ? sTime + 13*60*60000 : 0
zeTime = zoneTime == "UTC-10" ? eTime - 10*60*60000 : zoneTime == "UTC-8" ? eTime - 8*60*60000 : zoneTime == "UTC-7" ? eTime - 7*60*60000 : zoneTime == "UTC-6" ? eTime - 6*60*60000 : zoneTime == "UTC-5" ? eTime - 5*60*60000 : zoneTime == "UTC-4" ? eTime - 4*60*60000 : zoneTime == "UTC-3" ? eTime - 3*60*60000 : zoneTime == "UTC" ? eTime - 0*60*60000 : zoneTime == "UTC+1" ? eTime + 1*60*60000 :  zoneTime == "UTC+2" ? eTime + 2*60*60000 : zoneTime == "UTC+3" ? eTime + 3*60*60000 : zoneTime == "UTC+4" ? eTime + 4*60*60000 : zoneTime == "UTC+4:30" ? eTime + 4*60*60000 + 30*60000 : zoneTime == "UTC+5" ? eTime + 5*60*60000 : zoneTime == "UTC+5" ? eTime + 5*60*60000 + 30*60000 : zoneTime == "UTC+6" ? eTime + 6*60*60000 : zoneTime == "UTC+7" ? eTime + 7*60*60000 : zoneTime == "UTC+8" ? eTime + 8*60*60000 : zoneTime == "UTC+9" ? eTime + 9*60*60000 : zoneTime == "UTC+9" ? eTime + 9*60*60000 + 30*60000 : zoneTime == "UTC+10" ? eTime + 10*60*60000 : zoneTime == "UTC+11" ? eTime + 11*60*60000 : zoneTime == "UTC+12" ? eTime + 12*60*60000 : zoneTime == "UTC+12:45" ? eTime + 12*60*60000 + 45*60000 : zoneTime == "UTC+13" ? eTime + 13*60*60000 : 0

tradeDateIsAllowed() =>
    dateFilter ? time >= sTime and time <= eTime : true
dateRange = tradeDateIsAllowed()





// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
// —————————————————————————————————————— 2. 🔰 Strategy 🔰 ———————————————————————————————————————————————————————————————
//# * —————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
//# *
//# *                Here are located the options that you can use in this strategy.
//# *
//# *           Aqui se encuentran ubicados las opciones que puedes utilizar en esta estrategia.
//# *  
//# *  
//# *  Heikin Ashi  |  https://tradingview.com/script/U1QGgSOw-Heikin-Ashi-Source-Function-HTF/
//# *
// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————


superTrend    =   input.bool(group='🔰 Strategy 🔰', defval=true,    title="Supertrend")
closeNewEntry =   input.bool(group='🔰 Strategy 🔰', defval=true,    title="Close Position on New Entry", tooltip="When it is active and a new alert is fired, the current position is closed to open a new one, otherwise, the operations only close when reach sl/tp \n\nCuando está activa y una nueva alerta es disparada se cierra la posicion actual para abrir una nueva, en caso contrario las operaciones solo se cierran al tocar sl/tp")
heikinPrice   =   input.bool(group='🔰 Strategy 🔰', defval=false,   title="Heikin Ashi Entry", tooltip="When activated, entries will be based on Heikin Ashi candles but executed at Japanese candles prices. Disable the border of the candles from chart settings for a better experience. \n\nCuando se active, las entradas se basarán en velas heikin ashi pero se ejecutarán a precios de velas japonesas. Deshabilite el borde de las velas desde la configuración del gráfico para una mejor experiencia.")



// —————————————————————————————————————— 1. Heikin Ashi Entry —————————————————————————————————————————————————————————————————


heikin(_src)  => 
    Close  = not heikinPrice ? close : ohlc4
    Open   = float(na)
    Open  := not heikinPrice ? open  : na(Open[1]) ? (open + close) / 2 : (nz(Open[1]) + nz(Close[1])) / 2
    High   = not heikinPrice ? high  : math.max(high, math.max(Open, Close))
    Low    = not heikinPrice ? low   : math.min(low,  math.min(Open, Close))
    HL2    = not heikinPrice ? hl2   : math.avg(High, Low) 
    HLC3   = not heikinPrice ? hlc3  : math.avg(High, Low, Close) 
    OHLC4  = not heikinPrice ? ohlc4 : math.avg(Open, High, Low, Close)
    HLCC4  = not heikinPrice ? ohlc4 : math.avg(High, Low, Close, Close)
    Price  = _src == 'close' ? Close : _src == 'open' ? Open : _src == 'high' ? High : _src == 'low' ? Low : _src == 'hl2' ? HL2 : _src == 'hlc3' ? HLC3 : _src == 'ohlc4' ? OHLC4 : HLCC4
    Source = math.round(Price / syminfo.mintick) * syminfo.mintick

heikinColor   = heikin('close') > heikin('open') ? #26a69a : #ef5350
plotcandle(heikin('open'), heikin('high'), heikin('low'), heikin('close'), title="Heikin Ashi", color=heikinColor, wickcolor=heikinColor, bordercolor=heikinColor)
barcolor(color=color.new(heikinPrice ? heikinColor:na, 100))

Open  = heikinPrice ? heikin('open')  : open
High  = heikinPrice ? heikin('high')  : high
Low   = heikinPrice ? heikin('low')   : low
Close = heikinPrice ? heikin('close') : close
HL2   = heikinPrice ? heikin('hl2')   : hl2
HLC3  = heikinPrice ? heikin('hl3')   : hlc3
OHLC4 = heikinPrice ? heikin('ohlc4') : ohlc4
HLCC4 = heikinPrice ? heikin('hlcc4') : hlcc4






// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
// —————————————————————————————————————— 2-1. Indicators —————————————————————————————————————————————————————————————————
//# * —————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
//# *
//# *                         Here are the indicators used for the strategy
//# *
//# *                  Aqui se encuentran los indicadores usados para la estrategia.
//# *
//# *  
//# *  Supertrend  |  https://tradingview.com/script/P5Gu6F8k/
//# *  
// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————

// —————————————————————————————————————— 1. Supertrend ———————————————————————————————————————————————————————————————————


stPeriods    = input(group="Supertrend", title='ATR Period', defval=10)
stSourceX    = input(group="Supertrend", title='Source', defval=hl2)
stMultiplier = input.float(group="Supertrend", title='ATR Multiplier', defval=3.0, step=0.1)
stChangeATR  = input(group="Supertrend", title='Change ATR Calculation Method ?', defval=false)
showsignals  = input(group="Supertrend", title='Plot Supertrend', defval=false)

varip float stSource = 0.0
stSource := stSourceX == close ? Close : stSourceX == open ? Open : stSourceX == high ? High : stSourceX == low ? Low : stSourceX == hl2 ? HL2 : stSourceX == hlc3 ? HLC3 : stSourceX == ohlc4 ? OHLC4 : HLCC4

tr   = math.max(High - Low, math.abs(High - Close[1]), math.abs(Low - Close[1]))    // The true range and functions that need olhc need to be calculated with the custom olhc values 
atr2 = ta.sma(tr, stPeriods)                                                        // in lines 117-124 for the heikin ashi entries, otherwise the functions will be calculated with
atr  = stChangeATR ? atr2 : ta.rma(tr, stPeriods)                                   // Japanese values and the entries will be in Japanese candlesticks.
up   = stSource - stMultiplier * atr
up1  = nz(up[1], up)                                                                // El rango verdadero y las funciones que necesitan olhc, necesitan ser calculados con los valores 
up   := Close[1] > up1 ? math.max(up, up1) : up                                     // olhc personalizados en las líneas 117-124 para las entradas heikin ashi, de lo contrario las 
dn   = stSource + stMultiplier * atr                                                // funciones serán calculadas con valores japoneses y las entradas estarán en velas japonesas.
dn1  = nz(dn[1], dn)
dn   := Close[1] < dn1 ? math.min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and Close > dn1 ? 1 : trend == 1 and Close < up1 ? -1 : trend

supertrend = trend == 1 ? true : false         //🔵
supertrendBuy  = trend == 1 and trend[1] == -1 //🟢
supertrendSell = trend == -1 and trend[1] == 1 //🔴


upPlot = plot(trend == 1 and showsignals ? up : na, title='Supertrend', style=plot.style_linebr, color=color.new(color.green, 0), linewidth=2)
dnPlot = plot(trend != 1 and showsignals ? dn : na, title='Supertrend', style=plot.style_linebr, color=color.new(color.red,   0), linewidth=2)

plotshape(supertrendBuy  and showsignals ? up : na, title='Supertrend', style=shape.circle,      color=color.new(color.green, 0), location=location.absolute, size=size.tiny)
plotshape(supertrendBuy  and showsignals ? up : na, title='Supertrend', style=shape.labelup,     color=color.new(color.green, 0), location=location.absolute, text='Buy',  textcolor=color.new(color.white, 0))

plotshape(supertrendSell and showsignals ? dn : na, title='Supertrend', style=shape.circle,      color=color.new(color.red,   0), location=location.absolute, size=size.tiny)
plotshape(supertrendSell and showsignals ? dn : na, title='Supertrend', style=shape.labeldown,   color=color.new(color.red,   0), location=location.absolute, text='Sell', textcolor=color.new(color.white, 0))

mPlot = plot(ohlc4, title='Supertrend', style=plot.style_circles, linewidth=0, color=color.new(color.white, 100))
longFillColor  = trend ==  1 ? color.green : color.white
shortFillColor = trend == -1 ? color.red   : color.white
fill(mPlot, upPlot, title='UpTrend Highligter',   color=color.new(longFillColor,  90))
fill(mPlot, dnPlot, title='DownTrend Highligter', color=color.new(shortFillColor, 90))




// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
// —————————————————————————————————————— 3. Stop Loss and Take Profit ————————————————————————————————————————————————————
//# * —————————————————————————————————————————————————————————————————————————————————————————————————————————————————————
//# *
//# *           Various options for stop loss and take profit are already pre-programmed to 
//# *                   protect the investment from unexpected market movements.
//# *
//# *           Diversas opciones para stop loss y take profit se encuentran ya pre-programadas 
//# *               para asi proteger la inversion de movimientos innesperados del mercado
//# *
//# *
// ————————————————————————————————————————————————————————————————————————————————————————————————————————————————————————


SL       = input.bool(   group="🔴 Stop Loss 🔴",   title="Use Stop Loss",     defval=true)
optionSL = input.string( group="🔴 Stop Loss 🔴",   title="Type of Stop",      defval="Last High/Low",        options = ["Fixed %", "Fixed $", "ATR", "Last High/Low", "Custom"])
fixedPSL = input.float(  group="🔴 Stop Loss 🔴",   title="Fixed %",           defval=1,   minval = 0)  / 100
fixedESL = input.float(  group="🔴 Stop Loss 🔴",   title="Fixed $",           defval=100, minval = 0)
atrL     = input.int(    group="🔴 Stop Loss 🔴",   title="ATR Lenght",        defval=14,  minval = 1)
atrM     = input.float(  group="🔴 Stop Loss 🔴",   title="ATR Multiplier",    defval=1,   minval = 0)
leftBHL  = input.int(    group="🔴 Stop Loss 🔴",   title="Last H/L Left",     defval=5,   minval = 1)
rightBHL = input.int(    group="🔴 Stop Loss 🔴",   title="last H/L Right",    defval=5,   minval = 1)
customSL = input.string( group="🔴 Stop Loss 🔴",   title="Custom",            defval="Custom",         options = ["Custom"])
trailSL  = input.bool(   group="🔴 Stop Loss 🔴",   title="Trailng Stop Loss", defval=false,            tooltip="The maximum stop loss price will decrease as the closing price moves further away from the entry price. \n\nEl precio maximo de stop loss ira disminuyendo mientras el precio de cierre se aleje mas del precio de entrada")

TP       = input.bool(   group="🟢 Take Profit 🟢", title="Use Take Profit",   defval=true)
optionTP = input.string( group="🟢 Take Profit 🟢", title="Type of Stop",      defval="Ratio 1:#",        options = ["Fixed %", "Fixed $", "Ratio 1:#", "Custom"])
fixedPTP = input.float(  group="🟢 Take Profit 🟢", title="Fixed %",           defval=1,   minval = 0)  / 100
fixedETP = input.float(  group="🟢 Take Profit 🟢", title="Fixed $",           defval=100, minval = 0)
ratioTP  = input.float(  group="🟢 Take Profit 🟢", title="Ratio 1:",          defval=1,   minval = 0)
customTP = input.string( group="🟢 Take Profit 🟢", title="Custom",            defval="Custom",         options = ["Custom"])

inOperationB = strategy.position_size >  0 ? true : false
inOperationS = strategy.position_size <  0 ? true : false
inOperation  = strategy.position_size != 0 ? true : false

varip float stopLossB   = 0
varip float takeProfitB = 0
varip float stopLossS   = 0
varip float takeProfitS = 0
varip float entryPrice  = 0
varip float entryPriceB = 0
varip float entryPriceS = 0
varip float trailingB = 0
varip float trailingS = 0

buy  = superTrend and supertrendBuy  //🟢
sell = superTrend and supertrendSell //🔴


// —————————————————————————————————————————— 1. ATR ————————————————————————————————————————————————————————————————————————

atrHigh = ta.rma(ta.tr(true), atrL) * atrM + high
atrLow  = low - ta.rma(ta.tr(true), atrL) * atrM

atrHighPlot = plot(atrHigh, title='ATR Sell Stop Loss', color=color.new(color.red,   not inOperation and optionSL == "ATR" ? 70 : 100), style=plot.style_stepline)
atrLowPlot  = plot(atrLow,  title='ATR Buy Stop Loss',  color=color.new(color.green, not inOperation and optionSL == "ATR" ? 70 : 100), style=plot.style_stepline)


// —————————————————————————————————————— 2. Pivot Points ———————————————————————————————————————————————————————————————————

mb = leftBHL + rightBHL + 1
highestbars_1 = ta.highestbars(mb)
lowestbars_1  = ta.lowestbars(mb)
iff_1 = highestbars_1 == -leftBHL ? high[leftBHL] : na
iff_2 = lowestbars_1  == -leftBHL ?  low[leftBHL] : na
lowest  = not na(high[mb]) ? iff_1 : na
highest = not na( low[mb]) ? iff_2 : na

varip float highestHigh = 0
varip float lowestLow = 0
highestHigh := ta.valuewhen(lowest, high[leftBHL], 0)
lowestLow   := ta.valuewhen(highest, low[leftBHL], 0)

plotshape(highest, title="Last Low",  color=color.new(color.red,   optionSL == "Last High/Low" ?  0 : 100), style=shape.triangleup,   location=location.belowbar, size=size.tiny, offset=-leftBHL)
plotshape(lowest,  title="Last High", color=color.new(color.lime,  optionSL == "Last High/Low" ?  0 : 100), style=shape.triangledown, location=location.abovebar, size=size.tiny, offset=-leftBHL)

plot(lowestLow,    title='Last Low',  color=color.new(color.red,   optionSL == "Last High/Low" ? 70 : 100), style=plot.style_stepline)
plot(highestHigh,  title='Last High', color=color.new(color.green, optionSL == "Last High/Low" ? 70 : 100), style=plot.style_stepline)


// —————————————————————————————————————— 3. Stop Loss ——————————————————————————————————————————————————————————————————————

calculateSL() =>
    varip float stopResult = 0
    varip float stop = 0
            
    if optionSL == "Fixed %"       and buy  
        stop := entryPriceB - ( entryPriceB * fixedPSL)
    
    if optionSL == "Fixed %"       and sell  
        stop := entryPriceS + ( entryPriceS * fixedPSL)
    
    if optionSL == "Fixed $"       and buy   
        stop := entryPriceB - fixedESL
    
    if optionSL == "Fixed $"       and sell  
        stop := entryPriceS + fixedESL
    
    if optionSL == "Last High/Low" and buy   
        stop := lowestLow  
    
    if optionSL == "Last High/Low" and sell  
        stop := highestHigh
    
    if optionSL == "ATR"           and buy   
        stop := atrLow 
    
    if optionSL == "ATR"           and sell  
        stop := atrHigh
    
    if optionSL == "Custom"        and buy   
        stop := entryPriceB - ( entryPriceB * fixedPSL)
    
    if optionSL == "Custom"        and sell  
        stop := entryPriceS + ( entryPriceS * fixedPSL)
    
    stopResult := stop
    

// —————————————————————————————————————— 4. Take Profit ————————————————————————————————————————————————————————————————————

calculateTP() =>
    varip float takeResult = 0
    varip float take = 0
            
    if optionTP == "Fixed %"            and buy 
        take := entryPriceB + ( entryPriceB * fixedPTP)
        
    if optionTP == "Fixed %"            and sell
        take := entryPriceS - ( entryPriceS * fixedPTP)
        
    if optionTP == "Fixed $"            and buy 
        take := entryPriceB + fixedETP
        
    if optionTP == "Fixed $"            and sell
        take := entryPriceS - fixedETP
        
    if optionTP == "Ratio 1:#"          and buy 
        take := entryPriceB + ( trailingB * ratioTP )
        
    if optionTP == "Ratio 1:#"          and sell
        take := entryPriceS - ( trailingS * ratioTP )
        
    if optionTP == "Custom"             and buy
        take := entryPriceB + ( entryPriceB * fixedPTP)
        
    if optionTP == "Custom"             and sell
        take := entryPriceS - ( entryPriceS * fixedPTP)
        
    takeResult := take




// —————————————————————————————————————— 5. BUY ————————————————————————————————————————————————————————————————————————————

if inOperationB and trailSL and not buy
    stopLossBNew = close - trailingB
    stopLossB := stopLossBNew > stopLossB ? stopLossBNew : stopLossB[1]
    strategy.exit("Buy Exit", "Buy", stop=stopLossB, limit=takeProfitB)

if dateRange and buy and (((inOperation and closeNewEntry) or not inOperation))
    entryPrice  := close
    entryPriceB := close
    stopLossB   := SL ? calculateSL() : na
    trailingB   := close - stopLossB
    takeProfitB := TP ? calculateTP() : na
    strategy.entry("Buy", strategy.long, limit=entryPriceB)
    strategy.exit("Buy Exit", "Buy", stop=stopLossB, limit=takeProfitB)

if sell and inOperationB and not closeNewEntry
    strategy.cancel("Buy")

// —————————————————————————————————————— 6. SELL ———————————————————————————————————————————————————————————————————————————

if inOperationS and trailSL and not sell
    stopLossSNew = close + trailingS
    stopLossS := stopLossSNew > stopLossS ? stopLossSNew : stopLossS[1]
    strategy.exit("Sell Exit", "Sell", stop=stopLossS, limit=takeProfitS)

if dateRange and sell and (((inOperation and closeNewEntry) or not inOperation))
    entryPrice  := close
    entryPriceS := close
    stopLossS   := SL ? calculateSL() : na
    trailingS   := stopLossS - close
    takeProfitS := TP ? calculateTP() : na
    strategy.entry("Sell", strategy.short, limit=entryPriceS)
    strategy.exit("Sell Exit", "Sell", stop=stopLossS, limit=takeProfitS)

if sell and inOperationS and not closeNewEntry
    strategy.cancel("Sell")


slbp = plot(stopLossB,   color=color.new(color.red,   inOperationB ?  0 : 100), style=plot.style_linebr, linewidth=3, title="Stop Loss B")
slsp = plot(stopLossS,   color=color.new(color.red,   inOperationS ?  0 : 100), style=plot.style_linebr, linewidth=3, title="Stop Loss S")
tpbp = plot(takeProfitB, color=color.new(color.green, inOperationB ?  0 : 100), style=plot.style_linebr, linewidth=3, title="Take Profit B")
tpsp = plot(takeProfitS, color=color.new(color.green, inOperationS ?  0 : 100), style=plot.style_linebr, linewidth=3, title="Take Profit S")
epbp = plot(entryPriceB, color=color.new(color.gray,  inOperationB ? 50 : 100), style=plot.style_linebr, linewidth=3, title="Entry Price B")
epsp = plot(entryPriceS, color=color.new(color.gray,  inOperationS ? 50 : 100), style=plot.style_linebr, linewidth=3, title="Entry Price S")

fill(epbp, slbp, color=color.new(color.red,   inOperationB ? 75 : 100))
fill(epbp, tpbp, color=color.new(color.green, inOperationB ? 75 : 100))
fill(epsp, slsp, color=color.new(color.red,   inOperationS ? 75 : 100))
fill(epsp, tpsp, color=color.new(color.green, inOperationS ? 75 : 100))
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