Ali 3-Bar MC v5 (Structure Exit)

semalam

Ali 3 bar MC implemented by Joo
//version=5
strategy("Ali 3-Bar MC v5 (Structure Exit)", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1)

// === INPUTS ===
showLabels = input.bool(true, title="Show Entry Labels")
rewardMultiple = input.float(1.0, title="Reward : Risk")
minStrongCloseRatio = input.float(0.75, title="Strong Close Threshold")
atrLength = input.int(4, title="ATR Length")
atrMult = 2.0

// === ATR ===
atr = ta.sma(ta.tr(true), atrLength)
tick = syminfo.mintick

// === Ali BULL MC ===
bullBar1 = close[3] > open[3]
bullBar2 = close[2] > open[2]
bullBar3 = close[1] > open[1]
bullStrong1 = (close[3] - low[3]) / (high[3] - low[3] + 0.01) > minStrongCloseRatio
bullStrong2 = (close[2] - low[2]) / (high[2] - low[2] + 0.01) > minStrongCloseRatio
bullStrong3 = (close[1] - low[1]) / (high[1] - low[1] + 0.01) > minStrongCloseRatio
bullHasStrong = bullStrong1 or bullStrong2 or bullStrong3
bullMicroGap = low[1] > high[3]
bullTrendLow = low[2] > low[3] and low[1] > low[2] and low > low[1]
isAliBull = bullBar1 and bullBar2 and bullBar3 and bullHasStrong and bullMicroGap and bullTrendLow

// === Ali BEAR MC ===
bearBar1 = close[3] < open[3]
bearBar2 = close[2] < open[2]
bearBar3 = close[1] < open[1]
bearStrong1 = (close[3] - low[3]) / (high[3] - low[3] + 0.01) < 1 - minStrongCloseRatio
bearStrong2 = (close[2] - low[2]) / (high[2] - low[2] + 0.01) < 1 - minStrongCloseRatio
bearStrong3 = (close[1] - low[1]) / (high[1] - low[1] + 0.01) < 1 - minStrongCloseRatio
bearHasStrong = bearStrong1 or bearStrong2 or bearStrong3
bearMicroGap = high[1] < low[3]
bearTrendHigh = high[2] < high[3] and high[1] < high[2] and high < high[1]
isAliBear = bearBar1 and bearBar2 and bearBar3 and bearHasStrong and bearMicroGap and bearTrendHigh

// === ENTRY/RISK/TARGET ===
bullEntry = high[1] + tick
bullRisk = atr * atrMult
bullStop = bullEntry - bullRisk
bullTarget = bullEntry + bullRisk * rewardMultiple

bearEntry = low[1] - tick
bearRisk = atr * atrMult
bearStop = bearEntry + bearRisk
bearTarget = bearEntry - bearRisk * rewardMultiple

// === STATE ===
var float bullGapCloseLine = na
var float bearGapCloseLine = na
var bool inLong = false
var bool inShort = false
var bool bullStructureExitArmed = false
var bool bearStructureExitArmed = false
var float lastBullOpen = na
var float lastBearOpen = na

// === BULL ENTRY ===
endOfDayEntryCutoff = time >= timestamp("America/New_York", year, month, dayofmonth, 15, 55)

if isAliBull and not endOfDayEntryCutoff and strategy.position_size == 0
strategy.entry("Ali Long", strategy.long, stop=bullEntry)
strategy.exit("Long SL", from_entry="Ali Long", stop=bullStop)
bullGapCloseLine := low[1]
lastBullOpen := open[0]
inLong := true
bullStructureExitArmed := false

// === BEAR ENTRY ===
if isAliBear and not endOfDayEntryCutoff and strategy.position_size == 0
strategy.entry("Ali Short", strategy.short, stop=bearEntry)
strategy.exit("Short SL", from_entry="Ali Short", stop=bearStop)
bearGapCloseLine := high[1]
lastBearOpen := open[0]
inShort := true
bearStructureExitArmed := false

// === GAP CLOSE ===
// === Exit label handled per-exit; no shared label variable
if inLong and low <= bullGapCloseLine
strategy.close("Ali Long", comment="Gap Closed")
label.new(bar_index, low, text="Exit: Gap Closed", style=label.style_label_down, color=color.red, textcolor=color.white)
inLong := false

if inShort and high >= bearGapCloseLine
strategy.close("Ali Short", comment="Gap Closed")
label.new(bar_index, high, text="Exit: Gap Closed", style=label.style_label_up, color=color.orange, textcolor=color.white)
inShort := false

// === STRUCTURE-BASED TRAILING ===
isBearBar = close < open
engulfBull = isBearBar and close < lastBullOpen
isBullBar = close > open
engulfBear = isBullBar and close > lastBearOpen

if inLong
if not bullStructureExitArmed and high >= bullTarget
strategy.exit("Lock Long", from_entry="Ali Long", stop=bullTarget)
bullStructureExitArmed := true
if bullStructureExitArmed and engulfBull
strategy.close("Ali Long", comment="Bear bar engulf exit")
label.new(bar_index, close, text="Exit: Engulf Bar", style=label.style_label_down, color=color.green, textcolor=color.white)
inLong := false
bullStructureExitArmed := false

if inShort
if not bearStructureExitArmed and low <= bearTarget
strategy.exit("Lock Short", from_entry="Ali Short", stop=bearTarget)
bearStructureExitArmed := true
if bearStructureExitArmed and close > open and close > lastBearOpen
strategy.close("Ali Short", comment="Bull bar engulf exit")
label.new(bar_index, close, text="Exit: Engulf Bar", style=label.style_label_up, color=color.lime, textcolor=color.white)
inShort := false
bearStructureExitArmed := false

// === END OF DAY EXIT ===
endOfDay = time >= timestamp("America/New_York", year, month, dayofmonth, 15, 30) // 可视为收盘前5分钟（适用于美股时间）
if inLong and endOfDay
strategy.close("Ali Long", comment="EOD Exit")
label.new(bar_index, close, text="Exit: EOD", style=label.style_label_down, color=color.gray, textcolor=color.white, size=size.small)
inLong := false
if inShort and endOfDay
strategy.close("Ali Short", comment="EOD Exit")
label.new(bar_index, close, text="Exit: EOD", style=label.style_label_up, color=color.gray, textcolor=color.white, size=size.small)
inShort := false

// === RESET ===
if strategy.position_size == 0
inLong := false
inShort := false
bullStructureExitArmed := false
bearStructureExitArmed := false

// === PLOTS ===
plotshape(isAliBull and showLabels, location=location.belowbar, style=shape.labelup, color=color.green, text="Bull 3MC")
plotshape(isAliBear and showLabels, location=location.abovebar, style=shape.labeldown, color=color.red, text="Bear 3MC")

semalam

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