多重指标波动率交易RSI-EMA-ATR策略-Multi-Indicator-Volatility-Trading-RSI-EMA-ATR-Strategy

/*backtest
start: 2024-12-12 00:00:00
end: 2024-12-19 00:00:00
period: 3m
basePeriod: 3m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Scalp Master BTCUSDT Strategy", overlay=true, max_labels_count=500, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.1)

//=== Kullanıcı Parametreleri ===
rsi_length         = input.int(14, "RSI Length")
rsi_lower_band     = input.float(45, "RSI Lower Band")  
rsi_upper_band     = input.float(55, "RSI Upper Band")  

ema_fast_length    = input.int(5, "Fast EMA")
ema_slow_length    = input.int(21, "Slow EMA")

atr_period         = input.int(14, "ATR Period")
atr_mult           = input.float(0.8, "ATR Multiplier")

volume_filter      = input.bool(false, "Enable Volume Filter")
volume_period      = input.int(20, "Volume SMA Period")
volume_mult        = input.float(1.0, "Volume Threshold Multiplier")

//=== Hesaplamalar ===

// RSI Hesabı
rsi_val = ta.rsi(close, rsi_length)

// ATR Tabanlı Volatilite Kontrolü
atr_val = ta.atr(atr_period)
volatility_ok = atr_val > (ta.sma(atr_val, atr_period) * atr_mult)

// EMA Trend
ema_fast_val = ta.ema(close, ema_fast_length)
ema_slow_val = ta.ema(close, ema_slow_length)
trend_up = ema_fast_val > ema_slow_val
trend_down = ema_fast_val < ema_slow_val

// Hacim Filtresi
volume_sma = ta.sma(volume, volume_period)
high_volume = volume > (volume_sma * volume_mult)

// Sinyal Koşulları (Aynı Alarm Koşulları)
long_signal = trend_up and rsi_val < rsi_lower_band and volatility_ok and (volume_filter ? high_volume : true)
short_signal = trend_down and rsi_val > rsi_upper_band and volatility_ok and (volume_filter ? high_volume : true)

//=== Strateji Mantığı ===
// Basit bir yaklaşım: 
// - Long sinyali gelince önce Short pozisyonu kapat, sonra Long pozisyona gir.
// - Short sinyali gelince önce Long pozisyonu kapat, sonra Short pozisyona gir.

if (long_signal)
    strategy.close("Short") // Eğer varsa Short pozisyonu kapat
    strategy.entry("Long", strategy.long)
    
if (short_signal)
    strategy.close("Long") // Eğer varsa Long pozisyonu kapat
    strategy.entry("Short", strategy.short)

// EMA Çizimleri
plot(ema_fast_val, title="Fast EMA (5)", color=color.new(color.orange, 0), linewidth=2)
plot(ema_slow_val, title="Slow EMA (21)", color=color.new(color.blue, 0), linewidth=2)

// Sinyal İşaretleri
plotshape(long_signal, title="BUY Signal", location=location.belowbar, 
     color=color.new(color.green, 0), style=shape.labelup, text="BUY")

plotshape(short_signal, title="SELL Signal", location=location.abovebar, 
     color=color.new(color.red, 0), style=shape.labeldown, text="SELL")

// Arka plan renklendirmesi
bgcolor(long_signal ? color.new(color.green, 85) : short_signal ? color.new(color.red, 85) : na)

// Alarm Koşulları (İndikatör ile aynı koşullar)
alertcondition(long_signal, title="Buy Alert", message="BTCUSDT Scalp Master: Buy Signal Triggered")
alertcondition(short_signal, title="Sell Alert", message="BTCUSDT Scalp Master: Sell Alert Triggered")