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Приспосабливаемая многочасовая стратегия торговли ретрасценцией Фибоначчи

Автор:Чао Чжан, Дата: 2023-12-25 13:54:39
Тэги:

Обзор

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy - это стратегия, основанная на тренде, которая включает в себя адаптивные скользящие средние, стохастический RSI и зоны ретракции Фибоначчи. Она анализирует движение рынка в разные временные рамки с помощью различных индикаторов для динамической корректировки размеров позиций. Стратегия может точно определять потенциальные зоны отступления для установления позиций при формировании тренда.

Логика стратегии

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy использует следующие технические инструменты и механизмы:

Адаптивная скользящая средняя (SMA и WMA): вычисляет адаптивные скользящие средние цены за разные периоды (минуты, часы, дни и т. д.).
Стохастический RSI: Вычислить стохастическое значение RSI, чтобы определить, является ли RSI перекупленным или перепроданным. Анализировать импульс и тенденцию с использованием формы кривой RSI.
Зоны ретрацирования Фибоначчи: Графика зон ретрацирования Фибоначчи с использованием недавнего высокого и низкого колебания. Установите точки входа и выхода в этих зонах, которые, как правило, отмечают потенциальные перевороты тренда или отступления.
Размер позиции: динамически корректировать размер позиции на основе силы сигналов от Stoch RSI и адаптивных скользящих средних.

Стратегия сначала определяет направление тренда. Когда цена входит в зону Фибоначчи, потенциальные точки входа отмечаются вблизи зоны. Торги выполняются, когда адаптивная скользящая средняя и Stoch RSI выпускают сигналы входа вокруг потенциальных точек. Стоп-лосс устанавливается за пределами зоны Фибоначчи для контроля риска.

Анализ преимуществ

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy имеет следующие преимущества:

Многочасовой анализ: одновременно оценивает несколько уровней временных рамок (минуты, часы, дни и т.д.) для более полного суждения о тенденции.
Динамическое размещение позиций: динамическое регулирование размеров позиций в соответствии с рыночными условиями для лучшего контроля рисков.
Точное ориентирование на обратный сдвиг: зоны Фибоначчи можно использовать для обнаружения краткосрочных переворотов во время трендов.
Строгая стоп-лосс: стоп-лосс, основанный на зонах ретрексера, эффективно предотвращает большие потери.
Сигнальная фильтрация: вступает в сделки только вокруг обозначенных пунктов входа, избегая ложных прорывов.
Высокая оптимизация: множество настрояемых параметров ввода, которые могут быть настроены для оптимизации эффективности стратегии на каждом рынке.

Анализ рисков

Основными рисками, связанными с этой стратегией, являются:

Риск недействительной зоны: Недостижение зон или недействительных зон приводит к пропущенным входам.
Риск отслеживания стоп-потери: статическая стоп-потеря может быть преждевременно достигнута. Может рассматривать отслеживание стоп-потери, зоны стоп-потери и т. Д.
Риск ложных сигналов: адаптивная скользящая средняя и RSI могут иногда давать ложные сигналы, вызывая ненужные сделки.
Риски высокой сложности: сочетание нескольких параметров и индикаторов увеличивает сложность стратегии, затрудняя оптимизацию и тестирование.

Возможности для расширения

Эта стратегия может быть дополнительно оптимизирована следующими способами:

Тест на большее количество акций и валютных продуктов для оценки надежности.
Добавление механизмов фильтрации сигнала для снижения частоты ложного сигнала и увеличения соотношения сигнала к шуму.
Испытать и сравнить параметры различных типов скользящих средних.
Оценить улучшения от замены фиксированных потерь остановки с задержкой потерь остановки или зоны потерь остановки.
Экспериментировать с сигналами прорыва или механизмами отслеживания трендов для разработки долгосрочных подходов к получению прибыли.

Заключение

Adaptive Multi Timeframe Fibonacci Retracement Trading Strategy использует различные аналитические инструменты для выявления условий тренда и развертывания позиций во время ретрассов. Строгие механизмы контроля риска и стоп-лосс помогают оптимизировать прибыль в рамках основных трендов.

/*backtest
start: 2023-12-17 00:00:00
end: 2023-12-24 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © imal_max

//@version=5
strategy(title="Auto Fib Golden Pocket Band - Autofib Moving Average", shorttitle="Auto Fib Golden Pocket Band", overlay=true, pyramiding=15, process_orders_on_close=true, calc_on_every_tick=true, initial_capital=10000, currency = currency.USD, default_qty_value=100, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.05, slippage=2)

//indicator("Auto Fib Golden Pocket Band - Autofib Moving Average", overlay=true, shorttitle="Auto Fib Golden Pocket Band", timeframe""")


// Fibs


// auto fib ranges

// fib band Strong Trend                                                                                                                                           
enable_StrongBand_Bull = input.bool(title='enable Upper Bullish Band . . . Fib Level', defval=true, group='══════ Strong Trend Levels ══════', inline="0")
select_StrongBand_Fib_Bull = input.float(0.236, title="     ", options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Strong Trend Levels ══════', inline="0")


enable_StrongBand_Bear = input.bool(title='enable Lower Bearish Band . . . Fib Level', defval=false, group='══════ Strong Trend Levels ══════', inline="1")
select_StrongBand_Fib_Bear = input.float(0.382, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Strong Trend Levels ══════', inline="1")

StrongBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=400, group='══════ Strong Trend Levels ══════', inline="2")
StrongBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=120, group='══════ Strong Trend Levels ══════', inline="2")


// fib middle Band regular Trend
enable_MiddleBand_Bull = input.bool(title='enable Middle Bullish Band . . . Fib Level', defval=true, group='══════ Regular Trend Levels ══════', inline="0")
select_MiddleBand_Fib_Bull = input.float(0.618, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.6, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Regular Trend Levels ══════', inline="0")


enable_MiddleBand_Bear = input.bool(title='enable Middle Bearish Band . . . Fib Level', defval=true, group='══════ Regular Trend Levels ══════', inline="1")
select_MiddleBand_Fib_Bear = input.float(0.382, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Regular Trend Levels ══════', inline="1")

MiddleBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=900, group='══════ Regular Trend Levels ══════', inline="2")
MiddleBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=400, group='══════ Regular Trend Levels ══════', inline="2")


// fib Sideways Band
enable_SidewaysBand_Bull = input.bool(title='enable Lower Bullish Band . . . Fib Level', defval=true, group='══════ Sideways Trend Levels ══════', inline="0")
select_SidewaysBand_Fib_Bull = input.float(0.6, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.6, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Sideways Trend Levels ══════', inline="0")


enable_SidewaysBand_Bear = input.bool(title='enable Upper Bearish Band . . . Fib Level', defval=true, group='══════ Sideways Trend Levels ══════', inline="1")
select_SidewaysBand_Fib_Bear = input.float(0.5, '', options=[-0.272, 0, 0.236, 0.382, 0.5, 0.618, 0.702, 0.71, 0.786, 0.83, 0.886, 1, 1.272], group='══════ Sideways Trend Levels ══════', inline="1")

SidewaysBand_Lookback = input.int(title='Pivot Look Back', minval=1, defval=4000, group='══════ Sideways Trend Levels ══════', inline="2")
SidewaysBand_EmaLen = input.int(title='Fib EMA Length', minval=1, defval=150, group='══════ Sideways Trend Levels ══════', inline="2")




// Strong Band
isBelow_StrongBand_Bull = true
isBelow_StrongBand_Bear = true
StrongBand_Price_of_Low = float(na)
StrongBand_Price_of_High = float(na)

StrongBand_Bear_Fib_Price = float(na)
StrongBand_Bull_Fib_Price = float(na)

/// Middle Band
isBelow_MiddleBand_Bull = true
isBelow_MiddleBand_Bear = true
MiddleBand_Price_of_Low = float(na)
MiddleBand_Price_of_High = float(na)

MiddleBand_Bear_Fib_Price = float(na)
MiddleBand_Bull_Fib_Price = float(na)


// Sideways Band
isBelow_SidewaysBand_Bull = true
isBelow_SidewaysBand_Bear = true
SidewaysBand_Price_of_Low = float(na)
SidewaysBand_Price_of_High = float(na)

SidewaysBand_Bear_Fib_Price = float(na)
SidewaysBand_Bull_Fib_Price = float(na)


// get Fib Levels
if enable_StrongBand_Bull
    StrongBand_Price_of_High := ta.highest(high, StrongBand_Lookback)
    StrongBand_Price_of_Low := ta.lowest(low, StrongBand_Lookback)
    StrongBand_Bull_Fib_Price := (StrongBand_Price_of_High - StrongBand_Price_of_Low) * (1 - select_StrongBand_Fib_Bull) + StrongBand_Price_of_Low //+ fibbullHighDivi
    isBelow_StrongBand_Bull := StrongBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_StrongBand_Bull

if enable_StrongBand_Bear
    StrongBand_Price_of_High := ta.highest(high, StrongBand_Lookback)
    StrongBand_Price_of_Low := ta.lowest(low, StrongBand_Lookback)
    StrongBand_Bear_Fib_Price := (StrongBand_Price_of_High - StrongBand_Price_of_Low) * (1 - select_StrongBand_Fib_Bear) + StrongBand_Price_of_Low// + fibbullLowhDivi
    isBelow_StrongBand_Bear := StrongBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_StrongBand_Bear

if enable_MiddleBand_Bull
    MiddleBand_Price_of_High := ta.highest(high, MiddleBand_Lookback)
    MiddleBand_Price_of_Low := ta.lowest(low, MiddleBand_Lookback)
    MiddleBand_Bull_Fib_Price := (MiddleBand_Price_of_High - MiddleBand_Price_of_Low) * (1 - select_MiddleBand_Fib_Bull) + MiddleBand_Price_of_Low //+ fibbullHighDivi
    isBelow_MiddleBand_Bull := MiddleBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_MiddleBand_Bull

if enable_MiddleBand_Bear
    MiddleBand_Price_of_High := ta.highest(high, MiddleBand_Lookback)
    MiddleBand_Price_of_Low := ta.lowest(low, MiddleBand_Lookback)
    MiddleBand_Bear_Fib_Price := (MiddleBand_Price_of_High - MiddleBand_Price_of_Low) * (1 - select_MiddleBand_Fib_Bear) + MiddleBand_Price_of_Low// + fibbullLowhDivi
    isBelow_MiddleBand_Bear := MiddleBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_MiddleBand_Bear

if enable_SidewaysBand_Bull
    SidewaysBand_Price_of_High := ta.highest(high, SidewaysBand_Lookback)
    SidewaysBand_Price_of_Low := ta.lowest(low, SidewaysBand_Lookback)
    SidewaysBand_Bull_Fib_Price := (SidewaysBand_Price_of_High - SidewaysBand_Price_of_Low) * (1 - select_SidewaysBand_Fib_Bull) + SidewaysBand_Price_of_Low //+ fibbullHighDivi
    isBelow_SidewaysBand_Bull := SidewaysBand_Bull_Fib_Price > ta.lowest(low, 2) or not enable_SidewaysBand_Bull

if enable_SidewaysBand_Bear
    SidewaysBand_Price_of_High := ta.highest(high, SidewaysBand_Lookback)
    SidewaysBand_Price_of_Low := ta.lowest(low, SidewaysBand_Lookback)
    SidewaysBand_Bear_Fib_Price := (SidewaysBand_Price_of_High - SidewaysBand_Price_of_Low) * (1 - select_SidewaysBand_Fib_Bear) + SidewaysBand_Price_of_Low// + fibbullLowhDivi
    isBelow_SidewaysBand_Bear := SidewaysBand_Bear_Fib_Price < ta.highest(low, 2) or not enable_SidewaysBand_Bear



// Fib EMAs


// fib ema Strong Trend
StrongBand_current_Trend_EMA = float(na)

StrongBand_Bull_EMA = ta.ema(StrongBand_Bull_Fib_Price, StrongBand_EmaLen)
StrongBand_Bear_EMA = ta.ema(StrongBand_Bear_Fib_Price, StrongBand_EmaLen)


StrongBand_Ema_in_Uptrend = ta.change(StrongBand_Bull_EMA) > 0 or ta.change(StrongBand_Bear_EMA) > 0
StrongBand_Ema_Sideways = ta.change(StrongBand_Bull_EMA) == 0 or ta.change(StrongBand_Bear_EMA) == 0
StrongBand_Ema_in_Downtrend = ta.change(StrongBand_Bull_EMA) < 0 or ta.change(StrongBand_Bear_EMA) < 0


if StrongBand_Ema_in_Uptrend or StrongBand_Ema_Sideways
    StrongBand_current_Trend_EMA := StrongBand_Bull_EMA
if StrongBand_Ema_in_Downtrend 
    StrongBand_current_Trend_EMA := StrongBand_Bear_EMA



// fib ema Normal Trend
MiddleBand_current_Trend_EMA = float(na)

MiddleBand_Bull_EMA = ta.ema(MiddleBand_Bull_Fib_Price, MiddleBand_EmaLen)
MiddleBand_Bear_EMA = ta.ema(MiddleBand_Bear_Fib_Price, MiddleBand_EmaLen)


MiddleBand_Ema_in_Uptrend = ta.change(MiddleBand_Bull_EMA) > 0 or ta.change(MiddleBand_Bear_EMA) > 0
MiddleBand_Ema_Sideways = ta.change(MiddleBand_Bull_EMA) == 0 or ta.change(MiddleBand_Bear_EMA) == 0
MiddleBand_Ema_in_Downtrend = ta.change(MiddleBand_Bull_EMA) < 0 or ta.change(MiddleBand_Bear_EMA) < 0


if MiddleBand_Ema_in_Uptrend or MiddleBand_Ema_Sideways
    MiddleBand_current_Trend_EMA := MiddleBand_Bull_EMA
if MiddleBand_Ema_in_Downtrend 
    MiddleBand_current_Trend_EMA := MiddleBand_Bear_EMA


// fib ema Sideways Trend
SidewaysBand_current_Trend_EMA = float(na)

SidewaysBand_Bull_EMA = ta.ema(SidewaysBand_Bull_Fib_Price, SidewaysBand_EmaLen)
SidewaysBand_Bear_EMA = ta.ema(SidewaysBand_Bear_Fib_Price, SidewaysBand_EmaLen)


SidewaysBand_Ema_in_Uptrend = ta.change(SidewaysBand_Bull_EMA) > 0 or ta.change(SidewaysBand_Bear_EMA) > 0
SidewaysBand_Ema_Sideways = ta.change(SidewaysBand_Bull_EMA) == 0 or ta.change(SidewaysBand_Bear_EMA) == 0
SidewaysBand_Ema_in_Downtrend = ta.change(SidewaysBand_Bull_EMA) < 0 or ta.change(SidewaysBand_Bear_EMA) < 0


if SidewaysBand_Ema_in_Uptrend or SidewaysBand_Ema_Sideways
    SidewaysBand_current_Trend_EMA := SidewaysBand_Bull_EMA
if SidewaysBand_Ema_in_Downtrend 
    SidewaysBand_current_Trend_EMA := SidewaysBand_Bear_EMA




// trend states and colors

all_Fib_Emas_Trending = StrongBand_Ema_in_Uptrend and MiddleBand_Ema_in_Uptrend and SidewaysBand_Ema_in_Uptrend
all_Fib_Emas_Downtrend = MiddleBand_Ema_in_Downtrend and StrongBand_Ema_in_Downtrend and SidewaysBand_Ema_in_Downtrend
all_Fib_Emas_Sideways = MiddleBand_Ema_Sideways and StrongBand_Ema_Sideways and SidewaysBand_Ema_Sideways
all_Fib_Emas_Trend_or_Sideways = (MiddleBand_Ema_Sideways or StrongBand_Ema_Sideways or SidewaysBand_Ema_Sideways) or (StrongBand_Ema_in_Uptrend or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend) and not (MiddleBand_Ema_in_Downtrend or StrongBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend)
allFibsUpAndDownTrend = (MiddleBand_Ema_in_Downtrend or StrongBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend) and (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways or StrongBand_Ema_Sideways or StrongBand_Ema_in_Uptrend or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend)

Middle_and_Sideways_Emas_Trending = MiddleBand_Ema_in_Uptrend and SidewaysBand_Ema_in_Uptrend
Middle_and_Sideways_Fib_Emas_Downtrend = MiddleBand_Ema_in_Downtrend and SidewaysBand_Ema_in_Downtrend
Middle_and_Sideways_Fib_Emas_Sideways = MiddleBand_Ema_Sideways and SidewaysBand_Ema_Sideways
Middle_and_Sideways_Fib_Emas_Trend_or_Sideways = (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways) or (MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend) and not (MiddleBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend)
Middle_and_Sideways_UpAndDownTrend = (MiddleBand_Ema_in_Downtrend or SidewaysBand_Ema_in_Downtrend) and (MiddleBand_Ema_Sideways or SidewaysBand_Ema_Sideways or MiddleBand_Ema_in_Uptrend or SidewaysBand_Ema_in_Uptrend)




UpperBand_Ema_Color = all_Fib_Emas_Trend_or_Sideways ? color.lime : all_Fib_Emas_Downtrend ? color.red : allFibsUpAndDownTrend ? color.white : na
MiddleBand_Ema_Color = Middle_and_Sideways_Fib_Emas_Trend_or_Sideways ? color.lime : Middle_and_Sideways_Fib_Emas_Downtrend ? color.red : Middle_and_Sideways_UpAndDownTrend ? color.white : na
SidewaysBand_Ema_Color = SidewaysBand_Ema_in_Uptrend ? color.lime : SidewaysBand_Ema_in_Downtrend ? color.red : (SidewaysBand_Ema_in_Downtrend and (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend)) ? color.white : na


plotStrong_Ema = plot(StrongBand_current_Trend_EMA, color=UpperBand_Ema_Color, title="Strong Trend")
plotMiddle_Ema = plot(MiddleBand_current_Trend_EMA, color=MiddleBand_Ema_Color, title="Normal Trend")
plotSideways_Ema = plot(SidewaysBand_current_Trend_EMA, color=SidewaysBand_Ema_Color, title="Sidewaysd")



Strong_Middle_fillcolor = color.new(color.green, 90)

if all_Fib_Emas_Trend_or_Sideways
    Strong_Middle_fillcolor := color.new(color.green, 90)
if all_Fib_Emas_Downtrend
    Strong_Middle_fillcolor := color.new(color.red, 90)
    
if allFibsUpAndDownTrend
    Strong_Middle_fillcolor := color.new(color.white, 90)


Middle_Sideways_fillcolor = color.new(color.green, 90)

if Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
    Middle_Sideways_fillcolor := color.new(color.green, 90)
if Middle_and_Sideways_Fib_Emas_Downtrend
    Middle_Sideways_fillcolor := color.new(color.red, 90)
    
if Middle_and_Sideways_UpAndDownTrend
    Middle_Sideways_fillcolor := color.new(color.white, 90)


fill(plotStrong_Ema, plotMiddle_Ema, color=Strong_Middle_fillcolor, title="fib band background")
fill(plotMiddle_Ema, plotSideways_Ema, color=Middle_Sideways_fillcolor, title="fib band background")


// buy condition
StrongBand_Price_was_below_Bull_level = ta.lowest(low, 1) < StrongBand_current_Trend_EMA
StrongBand_Price_is_above_Bull_level =  close > StrongBand_current_Trend_EMA
StronBand_Price_Average_above_Bull_Level = ta.ema(low, 10) > StrongBand_current_Trend_EMA
StrongBand_Low_isnt_toLow = (ta.lowest(StrongBand_current_Trend_EMA, 15) - ta.lowest(low, 15)) < close * 0.005
StronBand_Trend_isnt_fresh = ta.barssince(StrongBand_Ema_in_Downtrend) > 50 or na(ta.barssince(StrongBand_Ema_in_Downtrend))

MiddleBand_Price_was_below_Bull_level = ta.lowest(low, 1) < MiddleBand_current_Trend_EMA
MiddleBand_Price_is_above_Bull_level = close > MiddleBand_current_Trend_EMA
MiddleBand_Price_Average_above_Bull_Level = ta.ema(close, 20) > MiddleBand_current_Trend_EMA
MiddleBand_Low_isnt_toLow = (ta.lowest(MiddleBand_current_Trend_EMA, 10) - ta.lowest(low, 10)) < close * 0.0065
MiddleBand_Trend_isnt_fresh = ta.barssince(MiddleBand_Ema_in_Downtrend) > 50 or na(ta.barssince(MiddleBand_Ema_in_Downtrend))

SidewaysBand_Price_was_below_Bull_level = ta.lowest(low, 1) < SidewaysBand_current_Trend_EMA
SidewaysBand_Price_is_above_Bull_level =  close > SidewaysBand_current_Trend_EMA
SidewaysBand_Price_Average_above_Bull_Level = ta.ema(low, 80) > SidewaysBand_current_Trend_EMA
SidewaysBand_Low_isnt_toLow = (ta.lowest(SidewaysBand_current_Trend_EMA, 150) - ta.lowest(low, 150)) < close * 0.0065
SidewaysBand_Trend_isnt_fresh = ta.barssince(SidewaysBand_Ema_in_Downtrend) > 50 or na(ta.barssince(SidewaysBand_Ema_in_Downtrend))



StrongBand_Buy_Alert = StronBand_Trend_isnt_fresh and StrongBand_Low_isnt_toLow and StronBand_Price_Average_above_Bull_Level and StrongBand_Price_was_below_Bull_level and StrongBand_Price_is_above_Bull_level and all_Fib_Emas_Trend_or_Sideways
MiddleBand_Buy_Alert = MiddleBand_Trend_isnt_fresh and MiddleBand_Low_isnt_toLow and MiddleBand_Price_Average_above_Bull_Level and MiddleBand_Price_was_below_Bull_level and MiddleBand_Price_is_above_Bull_level and Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
SidewaysBand_Buy_Alert = SidewaysBand_Trend_isnt_fresh and SidewaysBand_Low_isnt_toLow and SidewaysBand_Price_Average_above_Bull_Level and SidewaysBand_Price_was_below_Bull_level and SidewaysBand_Price_is_above_Bull_level and (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend and ( not SidewaysBand_Ema_in_Downtrend))



// Sell condition
StrongBand_Price_was_above_Bear_level = ta.highest(high, 1) > StrongBand_current_Trend_EMA
StrongBand_Price_is_below_Bear_level =  close < StrongBand_current_Trend_EMA
StronBand_Price_Average_below_Bear_Level = ta.sma(high, 10) < StrongBand_current_Trend_EMA
StrongBand_High_isnt_to_High = (ta.highest(high, 15) - ta.highest(StrongBand_current_Trend_EMA, 15)) < close * 0.005
StrongBand_Bear_Trend_isnt_fresh = ta.barssince(StrongBand_Ema_in_Uptrend) > 50

MiddleBand_Price_was_above_Bear_level = ta.highest(high, 1) > MiddleBand_current_Trend_EMA
MiddleBand_Price_is_below_Bear_level =  close < MiddleBand_current_Trend_EMA
MiddleBand_Price_Average_below_Bear_Level = ta.sma(high, 9) < MiddleBand_current_Trend_EMA
MiddleBand_High_isnt_to_High = (ta.highest(high, 10) - ta.highest(MiddleBand_current_Trend_EMA, 10)) < close * 0.0065
MiddleBand_Bear_Trend_isnt_fresh = ta.barssince(MiddleBand_Ema_in_Uptrend) > 50

SidewaysBand_Price_was_above_Bear_level = ta.highest(high, 1) > SidewaysBand_current_Trend_EMA
SidewaysBand_Price_is_below_Bear_level =  close < SidewaysBand_current_Trend_EMA
SidewaysBand_Price_Average_below_Bear_Level = ta.sma(high, 20) < SidewaysBand_current_Trend_EMA
SidewaysBand_High_isnt_to_High = (ta.highest(high, 20) - ta.highest(SidewaysBand_current_Trend_EMA, 15)) < close * 0.0065
SidewaysBand_Bear_Trend_isnt_fresh = ta.barssince(SidewaysBand_Ema_in_Uptrend) > 50



StrongBand_Sell_Alert = StronBand_Price_Average_below_Bear_Level and StrongBand_High_isnt_to_High and StrongBand_Bear_Trend_isnt_fresh and StrongBand_Price_was_above_Bear_level and StrongBand_Price_is_below_Bear_level and all_Fib_Emas_Downtrend and not all_Fib_Emas_Trend_or_Sideways
MiddleBand_Sell_Alert = MiddleBand_Price_Average_below_Bear_Level and MiddleBand_High_isnt_to_High and MiddleBand_Bear_Trend_isnt_fresh and MiddleBand_Price_was_above_Bear_level and MiddleBand_Price_is_below_Bear_level and Middle_and_Sideways_Fib_Emas_Downtrend and not Middle_and_Sideways_Fib_Emas_Trend_or_Sideways
SidewaysBand_Sell_Alert = SidewaysBand_Price_Average_below_Bear_Level and SidewaysBand_High_isnt_to_High and SidewaysBand_Bear_Trend_isnt_fresh and SidewaysBand_Price_was_above_Bear_level and SidewaysBand_Price_is_below_Bear_level and SidewaysBand_Ema_in_Downtrend and not (SidewaysBand_Ema_Sideways or SidewaysBand_Ema_in_Uptrend and ( not SidewaysBand_Ema_in_Downtrend))

// Backtester


////////////////// Stop Loss

// Stop loss
enableSL =  input.bool(true, title='enable Stop Loss', group='══════════ Stop Loss Settings ══════════')
whichSL =  input.string(defval='low/high as SL', title='SL based on static % or based on the low/high', options=['low/high as SL', 'static % as SL'], group='══════════ Stop Loss Settings ══════════')
whichOffset = input.string(defval='% as offset', title='choose offset from the low/high', options=['$ as offset', '% as offset'], group='Stop Loss at the low/high')
lowPBuffer = input.float(1.4, title='SL Offset from the Low/high in %', group='Stop Loss at the low/high') / 100
lowDBuffer = input.float(100, title='SL Offset from the Low/high in $', group='Stop Loss at the low/high')
SlLowLookback = input.int(title='SL lookback for Low/high', defval=5, minval=1, maxval=50, group='Stop Loss at the low/high')


longSlLow = float(na)
shortSlLow = float(na)

if whichOffset == "% as offset" and whichSL == "low/high as SL" and enableSL
    longSlLow := ta.lowest(low, SlLowLookback) * (1 - lowPBuffer)
    shortSlLow := ta.highest(high, SlLowLookback) * (1 + lowPBuffer)
if whichOffset == "$ as offset" and whichSL == "low/high as SL" and enableSL
    longSlLow := ta.lowest(low, SlLowLookback) - lowDBuffer
    shortSlLow := ta.highest(high, SlLowLookback) + lowDBuffer
//plot(shortSlLow, title="stoploss", color=color.new(#00bcd4, 0))


// long settings - 🔥 uncomment the 6 lines below to disable the alerts and enable the backtester 
longStopLoss = input.float(0.5, title='Long Stop Loss in %', group='static % Stop Loss', inline='Input 1') / 100
// short settings - 🔥 uncomment the 6 lines below to disable the alerts and enable the backtester 
shortStopLoss = input.float(0.5, title='Short Stop Loss in %', group='static % Stop Loss', inline='Input 1') / 100

/////// Take profit

longTakeProfit1 = input.float(4, title='Long Take Profit in %', group='Take Profit', inline='Input 1') / 100


/////// Take profit

shortTakeProfit1 = input.float(1.6, title='Short Take Profit in %', group='Take Profit', inline='Input 1') / 100


////////////////// SL TP END


/////////////////// alerts 


selectalertFreq = input.string(defval='once per bar close', title='Alert Options', options=['once per bar', 'once per bar close', 'all'], group='═══════════ alert settings ═══════════')
BuyAlertMessage = input.string(defval="Bullish Divergence detected, put your SL @", title='Buy Alert Message',  group='═══════════ alert settings ═══════════')
enableSlMessage =  input.bool(true, title='enable Stop Loss Value at the end of "buy Alert message"', group='═══════════ alert settings ═══════════')
AfterSLMessage = input.string(defval="", title='Buy Alert message after SL Value',  group='═══════════ alert settings ═══════════')


 
////////////////// Backtester 

// 🔥 uncomment the all lines below for the backtester and revert for alerts
shortTrading = enable_MiddleBand_Bear or enable_StrongBand_Bear or enable_SidewaysBand_Bear
longTrading = enable_StrongBand_Bull or enable_MiddleBand_Bull or enable_SidewaysBand_Bull

longTP1 = strategy.position_size > 0 ? strategy.position_avg_price * (1 + longTakeProfit1) : strategy.position_size < 0 ? strategy.position_avg_price * (1 - longTakeProfit1) : na
longSL = strategy.position_size > 0 ? strategy.position_avg_price * (1 - longStopLoss) : strategy.position_size < 0 ? strategy.position_avg_price * (1 + longStopLoss) : na

shortTP = strategy.position_size > 0 ? strategy.position_avg_price * (1 + shortTakeProfit1) : strategy.position_size < 0 ? strategy.position_avg_price * (1 - shortTakeProfit1) : na
shortSL = strategy.position_size > 0 ? strategy.position_avg_price * (1 - shortStopLoss) : strategy.position_size < 0 ? strategy.position_avg_price * (1 + shortStopLoss) : na

strategy.risk.allow_entry_in(longTrading == true and shortTrading == true ? strategy.direction.all : longTrading == true ? strategy.direction.long : shortTrading == true ? strategy.direction.short : na)
strategy.entry('Bull', strategy.long, comment='Upper Band Long', when=StrongBand_Buy_Alert)
strategy.entry('Bull', strategy.long, comment='Lower Band Long', when=MiddleBand_Buy_Alert)
strategy.entry('Bull', strategy.long, comment='Lower Band Long', when=SidewaysBand_Buy_Alert)
strategy.entry('Bear', strategy.short, comment='Upper Band Short', when=StrongBand_Sell_Alert)
strategy.entry('Bear', strategy.short, comment='Lower Band Short', when=MiddleBand_Sell_Alert)
strategy.entry('Bear', strategy.short, comment='Lower Band Short', when=SidewaysBand_Sell_Alert)




// check which SL to use
if enableSL and whichSL == 'static % as SL'
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1, stop=longSL)
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP, stop=shortSL)


// get bars since last entry for the SL at low to work
barsSinceLastEntry()=>
    strategy.opentrades > 0 ? (bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades-1)) : na
    
if enableSL and whichSL == 'low/high as SL' and ta.barssince(StrongBand_Buy_Alert or MiddleBand_Buy_Alert or SidewaysBand_Buy_Alert) < 2 and barsSinceLastEntry() < 2
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1, stop=longSlLow)
if enableSL and whichSL == 'low/high as SL' and ta.barssince(StrongBand_Sell_Alert or MiddleBand_Sell_Alert or SidewaysBand_Sell_Alert) < 2 and barsSinceLastEntry() < 2
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP, stop=shortSlLow)


if not enableSL
    strategy.exit(id='longTP-SL', from_entry='Bull', limit=longTP1)
    strategy.exit(id='shortTP-SL', from_entry='Bear', limit=shortTP)

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