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1176 lines (1114 loc) · 123 KB
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//@version=5
// ????????????????????????????????????????????????????????????????????????????
// Triple SuperTrend v11-Evo-A-ASCEND ?? 3ST-RGVS-MTF (Regime-Gated Vol-Targeted)
// (Regime-Gated, true Vol-Targeted, Symmetric-Exit, contiguous-stack,
// peak-anchored right-tail lock, regime-fade de-risk, MTF maturity gate,
// 瘜Ｗ??芷???? / TP ?０撘??砍??/ ?餌?郭??閬?/ 頞典撟湧翩????唳
// + 頝典偕摨?ATR ?折?甇Ｘ? / ?脣???孵榆蝣箄???/ 銝?游漲?Ⅳ靽∪艙??// + ?R ??漲?Ⅳ??/ ?葉撠箏漲?脣蝣箄???
//
// ?祆???v9-Evo-A-CONV ?脣????極蝔璅?(a)蝬剜??Ｘ?????芣晾??/ ?箏鈭?抒??游董
// 靽桀儔(璉?? stageLive==strategy.opentrades)嚗?b)?豢撠?韐振?券瘥瑼撥????// (頝典偕摨?ATR ?折?甇Ｘ? / ?脣???孵榆蝣箄???/ 銝?游漲?Ⅳ靽∪艙??/ ?唳靘?甇詨???葫??嚗?// 銝行??Ⅳ addOK ???孵?撠惇 addOKLong/addOKShort 蝬剜??湔?∪?嚗?c)?冽迨?芣晾?箇?銝??啣?
// ?拇?韐振瘝????Ｘ?閮?頠詨?賊??迤鈭文????啣??航矽 input??閮剝?? not usePureA??// 憭征?湔?∪?)??//
// ??蝮暹?隤除?脫?嚗?潮摰??∪?皜砍????????????????????????????????????????????
// ?祆???葫撘??????嗥???銝敺???嗆撠?閮剛??牧嚗???? walk-forward
// ????撽??????胯雿?蜀?瑼??恐蝔曹遙雿?頞?/ ?? / 銝??撘?/
// 瘙箏??扳???/ ???? Sharpe X???詨?蝮暹??擃摮?隢迨憿??飛??嗅?皜砌??⊥?
// ??嚗歇?冽蝘駁?遙雿撠銝蝑摮啣摮啣 / ?芣?璈?舀捱摰批?鞎????賡?嚗???// ?撽??牧???誑 walk-forward 撠蝯祕皜砍??孵閮???//
// ?? ????芣晾靽格迤 1嚚ntrabar hardstop ?菜葫?箸? ?????????????????????????????????
// process_orders_on_close=true?alc_on_order_fills=false 銝??祆????strategy.exit ????// 閬?銝璉?撠銝剜?鈭斤????詨??祆??迤????live stop ?胯?銝璉?committed ??// trailStop??= trailStop[1])?ardstop ?支葉?漱?菜葫銝敺?朣?trailStop[1]嚗??詨??漱?箸?銝?氬?//
// ?? ????芣晾靽格迤 2嚚?游??鈭 + 銝??單撅斗頝?蝵????????????????????????
// brokerStopHit ??蝡?剛楝?祆????????TP/cut/fade/belowAvg)?擗?斤Ⅱ隤??// (閮?exitedThisBar/blockPartials=true)嚗???璉摮 hX ?典?鈭?蝯??找???嚗?????// ?刻?砍惜??銝剖董??蝵栽?歇?芾?撟喳?銝?璉?禮6 not inPos ?芰摰?蔭?X 銝?摰?// from_entry嚗蝙?嗥瘨菔??券 tranche ?擃雿????//
// ?? ????芣晾靽格迤 3嚚ntryBar ?蔭瘙⊥? ??????????????????????????????????????????
// ?典像??entryBar ?寥?蝵桃 na(??0)嚗imeStop 璇辣??not na(entryBar) 摰? + na ??閮?嚗?// 敺??剜?蝯?(bar_index-0)>=effTimeStop ???鈭活撟喳?//
// ?? ???砍?靽格迤 4嚚?折?銵虜?豢??脩?舀???input ?????????????????????????????
// ???潛?撘Ⅳ???摰虜?訾?敺??脩 input(?臬 walk-forward ??/ablation)嚗?// ??cohRelaxK (??1.15) / stallShrinkMin (??0.5) / pctlGaugeLo/Hi (??1/2) /
// eqBlendInit / eqBlendSmooth(??0.5 / 0.99)??銝????tooltip 璅酉撅祆?撠征?雁摨艾?//
// ?? ?餌?耨甇?5嚚?朣璇迤鈭斗郭??撟湧翩撽?嚗? brakeK ?桅??摹??????????????????
// useDecorrVolGauge(atrPct ?曉?雿??breathPctl)/useStallRatchet(撜啣澆?皛?stallShrink)??//
// ?? ?航??找耨甇?6嚚?銵冽?餃?蝣澆? ?????????????????????????????????????????????????
// 鈭粹??航?銝剜???皜 + 銝剜??剛??? + ????+ 璉 fresh stageLive 憿舐內/撠董??//
// ?? ?豢韐振璈嚗1~A4嚗?韐振蝑嚗?啣??航矽 input??閮剝?? not usePureA??蝛粹????
// [NEW-A1嚚楊撠箏漲 ATR ?折?甇Ｘ??⊥?] 撌?BE 敺敹? trail ??ATR 撠箏漲?寧
// atrScale=max(atrChand, |close-st3|)嚗?Ｗ偕摨?ST3 band 撖砍漲雿?瑼◢?芣?撠偕摨血?選?蝺抵圾
// ?Ｚ隅?Ｗ low-vol pocket 鋡怠翰 ATR trail ?典摨瑕?瑼葉???premature-stopout 憭望?璅∪???曉之
// rawStop 撠箏漲?唳?atchet 隞?脖???eActive ??雿(銝憭批?憪?R)????st3/atrChand??// [NEW-A2嚚脣???孵榆蝣箄?? 擐 L1/S1 ??瘙?|close?t1| ??kBuf?atrChand嚗?典?蝧餉?撠
// ?渲??脣嚗?瞈曇蕭擃?餈賜征???? R 撌脰◤????祇◢?芣??∪?)?a 摰????銵?踹???隤日???// [NEW-A3嚚??游漲?Ⅳ靽∪艙? addOK ???孵?撠惇 addOKLong/addOKShort 銝血? AND coherence>=2(憭?// coherenceLong/蝛?coherenceShort)嚗甇Ｗ翰撠箏漲撌脰??Ｘ?隞頞典銵啁垠暺憭扳??芥? convMult(隤?// size)甇?漱??矽 go/no-go??// [NEW-A4嚚?蹂?皞飛?皜砍?] 蝝閫皜祆扼鈭斗?銵?寡?嚗?銵冽??嗡?撖阡? binding ?敹?// 靽?唳靘?(BE/?０/撌脣祕?暸/撜啣?撟湧翩??)嚗蝙 walk-forward ?臬?瑟?璇?踵?血???binding
// ??芣????冽??*FloorL/S ??effGiveback???潔遙雿?strategy.* ?澆??//
// ?? ??頞?堆?韐振瘝?嚗?啣??航矽 input??閮剝?? not usePureA??蝛箏?潮????????????
// [NEW-C1嚚R ??漲?Ⅳ? ?Ⅳ addOK ??AND (er >= er[1])嚗?瘙?蝣潛銝??????冽??// ?銵?L2/L3???渡?瑽?隤迎?A3 ???胯??瑽?血?隤?coherence)?onvMult ???胯??// ???抒?撠偌皞?er/erThr 隤?size)???抵??箝偌皞?蝯???嚗??????????榆??// (??漲)????ER 隞?>?瑼颯?撠箏漲隞??? ER 撌脤??銝??隅?ｇ?甇???澆??質※皜?
// late-trend ?挾嚗迨??蝣潭?券???皜?頞典撠暹挾????Calmar 畾箸?)???榆???偌皞迤鈭歹?
// 擃偌皞???典???皜??冽??er(禮5) 銋?[1] 甇瑕嚗?啣? input?ffErAccelAdd ??// usePureA?? A3(蝯?)/convMult(size) 銝迤鈭歹??恣 go/no-go ???賣?雁摨艾?蝛箏?蝔?// (ER ?箇?孵?蝝???憭征?梁??璇?er嚗??漲??憭征憭拍?∪?)???閮剛??牧嚗?撽???// [NEW-C2嚚葉撠箏漲?脣蝣箄?? 擐 L1/S1 ??瘙葉撠箏漲 ST2 ??(憭?st2Bull / 蝛?st2Bear)????// 蝯??牧嚗egime gate ??蟡函 ER/ADX/ST3嚗??瑽?乩??撠箏漲 ST3??敹怠偕摨衣蕃頧?ST1嚗?// ?蝻箔葉撠箏漲 ST2???潭 ST1 ?蕃憭T3 撌脣??? ST2 隞征(swing 撠箏漲?◢)?冗敹擐??// ?◤?曇?? 1:2.5:6 銝偕摨衣?瑽葉???whipsaw ?脣??(敹怠偕摨血?喟蕃頧撠箏漲皛臬??葉
// 撠箏漲? swing ?????? coherence ????Ⅳ?瘜?蝘餃???桅脣?釭??閬??脣
// ?嗡?銝偕摨血??(蝑 coherence==3 ?脣??嚗?銝?regime gate ?葉撠箏漲?孵??脤??? A2(??// ?Ｚ??撌格???甇?漱嚗???葉撠箏漲?孵??臬蝣箄????冽??st2Bull/st2Bear 蝝??瑽???// ?啣? input?雿擐(銝蔣?踹?蝣???蝛箏?潮?ffMidConfirm ??usePureA?? walk-forward
// 撽?嚗酉嚗????閬?銝剖偕摨衣Ⅱ隤???雿漱?嚗?隞?usePureA 蝝蝺???鞎Ｙ撠?閬?// 擃?銝銵?// ??銝膩?剜???A1~A4 + C1/C2)銝敺?a)銴?Ｘ? input ?嗆憓隤輯?勗漲嚗?b)?身 false ??// not usePureA嚗?c)憭征?∪?嚗?d)???箸??嗆撠?閮剛??牧/? walk-forward 撽?嚗?隞颱??詨?
// 摮啣?瑁?????皜祆摮?//
// ???芰摨西?撖西??銝?憭改????剝嚗?詨?蝮暹??瑁?嚗?????????????????????????????
// ???啣??航矽 input(撅祆?撠征?雁摨佗?walk-forward ????摨行???嚗tfCapBars / fadeK /
// fadeCoolBars / cohRelaxK / stallShrinkMin / pctlGaugeLo / pctlGaugeHi / eqBlendInit /
// eqBlendSmooth?EW-A1/A2/A3/A4 ???EW-C1/C2 ???冽??input嚗?啣??航矽?芰摨艾?// ???桅??摹?改?擃血?嚗ultBE 銝?撽?銝???BE 蝺抵? + peakR ????+ TP ?０?唳)嚗?// relVol(蝬?brakeK clamp)?舫?????頠?+ 瘜Ｗ??? + 瘜Ｗ?銝?trail + 瘜Ｗ??瑕(??賊???
// 敺郭?蜓 trail 閫??????銝???嚗rThr 撽? convMult/regime-fade/adaptive-TS 憭楝敺?// (NEW-C1 ?寧 er 銝?榆??蝣?erThr嚗??賊???erThr 隞仿??嗉???嚗en3 ????ST3
// ?望???MTF ?瑼颱?皞銵??? multBE/brakeK/erThr ?? 簣2 step 閫撖?????// ???脤?璈??憭???????勗漲??閮剖??粹???靘?usePureA 銋暹楊?箇?嚗alk-forward
// ?????箇? vs ?????嗚??甜?餃??改??芾?擃?(plateau)霅?銝??曇???//
// ???砍?嚗? ??ST ? ??1 ?箇??望? + 瘣曄???(1:2.5:6)嚗頝隞?ATR% 甇????
// 憭征?湔?∪?嚗??臭?撌桃嚗???瞈??箏/?Ⅳ/?脤?璈?? toggle 靘?ablation??// 瘜冽?嚗瑼?葫撘?嚗??????箝??嗆撠?閮剛??牧嚗? walk-forward ????撽???
// ?渡??嗡??Ｘ?蝮暹???閮剖潛蝛拙韏琿?嚗?甇?per-symbol 隤踹???// ????????????????????????????????????????????????????????????????????????????
strategy("Triple SuperTrend v11-Evo-A-ASCEND", shorttitle="3ST-v11EAa", overlay=true,
initial_capital=10000, default_qty_type=strategy.fixed, pyramiding=3,
commission_type=strategy.commission.percent, commission_value=0.05,
slippage=2, calc_on_order_fills=false, process_orders_on_close=true)
// ????????????????????????????????????????????????????????????????????????????
// 禮1 頛詨?嚗?蝯?/ 銝剜? tooltip / min-max-step / ?函????塚?
// ????????????????????????????????????????????????????????????????????????????
// ?? 頞典嚗uperTrend嚗?1 ?箇??望? + 瘣曄???嚗?蝯?10/11/12 ?脩??砍? ??????????
gTrend = "頞典 SuperTrend"
baseLen = input.int(10, "?箇? ATR ?望?", minval=7, maxval=20, group=gTrend,
tooltip="銝? ST ?梁?蝷?ATR ?望?嚗T2/ST3 ?勗?瘣曄?嚗??圈?銵(10/11/12)?敺株矽??瞈?蝢抬?摰儔??剛隅?Ｘ??偕摨艾遣霅圈???8~12?? timeframe嚗?擃望?(?梁?)?舫???7~9??)
midMult = input.float(2.5, "銝剖偕摨阡望???", minval=2.0, maxval=3.0, step=0.1, group=gTrend,
tooltip="ST2 ?望? = ?箇??甇文??遣霅?ST1:ST2:ST3 ??1:2.5:6 隞亙???intraday noise / swing / regime嚗蝙銝? ST ?孵??賊? <0.7 ???函??Ⅳ靘??矽憭芸?銝? ST ?梁???蝣潸????孵?銝?游漲 ratchet 憭勗?儔嚗?撠?midMult/slowMult ??摨行???)
slowMult = input.float(6.0, "?Ｗ偕摨阡望???", minval=5.0, maxval=7.0, step=0.5, group=gTrend,
tooltip="ST3 ?望? = ?箇??甇文??T3 雿?ａ?regime ?孵????孵?嚗T1 摰?暺? timeframe 銝??對??摰?詨? baseLen ???TF ?瑼?persistBars ??len3 瘣曄??? mtfCapBars clamp?en3 ????ST3 ?望???MTF ?瑼颱?皞??桅??摹??????游漲 ratchet 靘陷銝偕摨血??Ｗ漲嚗銝?ST ?梁????)
f1 = input.float(1.5, "ST1 ??(敹?", minval=1.3, maxval=2.0, step=0.1, group=gTrend,
tooltip="敹恍?ST ??ATR ??????1.3 ??斗 whipsaw嚗??1.0 ??車?餌?蝧餉?嚗?憭扯???撠?蝛押?)
f2 = input.float(2.5, "ST2 ??(銝?", minval=2.0, maxval=3.5, step=0.1, group=gTrend,
tooltip="銝剝?ST ??嚗?望???隞亙?甇交????偕摨艾?)
f3 = input.float(3.5, "ST3 ??(??", minval=3.0, maxval=5.0, step=0.5, group=gTrend,
tooltip="?ａ?ST ????蕪摰???? ST1 摰?暺郭?? size ?隅?Ｖ?畾萇?瑽?)
// ?? 瘥???銝?萇??箇?嚗?閮剖尿???湔?/ 銋暹楊甇詨?嚗??????????????????????????????
gMaster = "瘥???Master"
usePureA = input.bool(false, "蝝蝺芋撘?銝?菟????脤?璈嚗?, group=gMaster,
tooltip="??敺撥?園?????脤?璈嚗eak-R ????瘜Ｗ??芷????Regime-fade/ER ?芷??time-stop/MTF ??摨阡?/TP ?０靽?唳/瘜Ｗ??芷?蜓 trail/憭偕摨行???游漲 ratchet/?餌?郭??閬?頞典撟湧翩????唳/撠迂?澆撘脣?瑕/撌脣祕?曄?拚?唳/頝典偕摨?ATR ?折?甇Ｘ? A1/?脣???孵榆??A2/銝?游漲?Ⅳ靽∪艙??A3/ER ??漲?Ⅳ??C1/銝剖偕摨阡脣蝣箄???C2嚗?雿輻??仿?嗾瘛函??箇????walk-forward ???箇? vs +璈???甜?餃??改??踹??????? toggle ??甇詨??航炊???脤?璈? not usePureA嚗??箇?銝??孵神?詨????唳/?瑕/trail/?脣嚗?蝯情?蝺飛?rThr/multBE/brakeK ??撽?憭?頝臬??箏暺?撘望改??祇??噶?潮??Ｘ葫閰艾?)
// ?? Regime ??嚗???(ER) ?箔蜓?DX ?箄??T3 ?Ｘ???誨?箏? MA200 ???????????
gReg = "Regime ??"
useRegime = input.bool(true, "? Regime Gate嚗????殷?", group=gReg,
tooltip="頞典蝑??撖?edge ?芸??冽?孵??扳?蝥? regime嚗??雿R/雿DX)?◤?????迨?雿?潮???L1/S1嚗?敶梢?Ⅳ/?箏????蝝?ST 撠蝯?靘?ablation)???閮剛??牧嚗? walk-forward 撽???)
useER = input.bool(true, "??Kaufman ??瘥?ER) ?巨", group=gReg,
tooltip="ER = |close-close[n]| / 峉|close-close[1]|?身閮?隤迎?ER ?瑼餅頞典蝑?詨?蝛拙?銝?蕪?剁???ADX 甇?漱?折???Choppiness嚗??函???湧??撠?? walk-forward 撽???)
erLen = input.int(20, "ER ?望?", minval=10, maxval=40, group=gReg,
tooltip="??瘥??摨艾誑 baseLen ??閮剖?嚗望??⊿?嚗?瘥?嚗楊???芷????)
erThr = input.float(0.30, "ER ?瑼?, minval=0.20, maxval=0.50, step=0.05, group=gReg,
tooltip="ER > ?瑼?閬?孵???regime??.30 ?箔葉?扯絲暺???鈭斗??訾?頞喋?雿蕪銝??斗??閬迨?瑼餃????暨靽∪艙??][???[regime-fade][?芷??time-stop]??典皞偕摨色惇?桅??摹?改?walk-forward 敹?撠?erThr ?????摨行葫閰艾酉嚗EW-C1 ??漲?Ⅳ????er 銝?榆??銝１ erThr)嚗誑?餌??雿?瑼餉??瑯?)
useADX = input.bool(true, "??ADX ?巨嚗皛舫??曉潘?", group=gReg,
tooltip="ADX ?箄??拇?蟡具dxOn/adxOff 敶Ｘ??脫趙嚗????芸?閬???regime?? ER ??甇?漱蝣箄???)
adxLen = input.int(14, "ADX / DI ?望?", minval=10, maxval=20, group=gReg,
tooltip="ADX ??DI ?孵????望?????澆翰 ATR 隡啗???)
adxOn = input.float(23.0, "ADX ???曉?, minval=20.0, maxval=30.0, step=1.0, group=gReg,
tooltip="ADX ?甇文?regime 頧?On??)
adxOff = input.float(18.0, "ADX ???曉?, minval=14.0, maxval=22.0, step=1.0, group=gReg,
tooltip="ADX 頝甇文?regime 頧?Off?? < ???曉潔誑敶Ｘ??脫趙撣塚??踹???????)
useSlowST = input.bool(true, "??ST3 ???巨嚗?孵???", group=gReg,
tooltip="隞交??ST3 ??銝忽????regime ?孵?蟡剁??誨蝖祉楊蝣?MA200?望??⊿???拇???瘜Ｗ???)
minVotes = input.int(2, "?撠?蟡冽", minval=1, maxval=3, group=gReg,
tooltip="ER / ADX / ST3 銝巨銝剝??迨蟡冽?銵??柴? 蟡函蝛拙韏琿??釣??撖阡??瑼餃歇?? clamp ?喋歇?蟡冽???踹??巨?券???甇鳴?銝??澆?巨?豢??銵冽?誑??瑼餃歇蝮柴?蝷箝?)
useDIgate = input.bool(true, "? DI ?孵???diPlus>diMinus嚗?, group=gReg,
tooltip="擐?斗?蟡典???瘙?DI ?孵?銝?氬?????航?蕪?(?虫?蝔桅??砍?)嚗?閮剔?舫?嚗? walk-forward 撠?園??甜?鳴??身?inVotes 隞?2??)
useMTFgate = input.bool(false, "? MTF ?Ｙ?瑽??漲???身?? ablation嚗?, group=gReg,
tooltip="擐??瘙?ST3 蝧餃?敺歇??蝛???persistBars 璉?persistBars=clamp(len3,3,mtfCapBars))??隤祕?剝嚗?憓?1 ?隤?input mtfCapBars??閬甈?)嚗蒂??啣??芰摨佗?mtfCapBars ?湔瘙箏?擐?曇??瑼鳴?撅祆?撠征?雁摨佗?walk-forward ???亙?皜祈?勗漲?身閮?隤迎??隅?Ｗ憭偕摨血????Ｙ?瑽歇??嚗?蝒?芸敹?TF ?祆??箇嚗誑?T3 蝧餃?敺?瘣餅??詻?隡?HTF ??摨佗???request.security ?鼓/??憸券?sePureA=true ?撥?園???)
mtfCapBars = input.int(20, "MTF ??摨虫???璉?[?啣??芰摨因", minval=5, maxval=60, group=gReg,
tooltip="persistBars ????persistBars = clamp(len3, 3, 甇文?????憓??航矽 input?????脣?撣豢嚗??嗅潛?交捱摰?MTF 擐?曇??瑼鳴??迨撅祆?撠征?雁摨佗?敹?閮?祕?蝛粹?銝血???摨行葫閰艾en3=baseLen?slowMult ?券?閮剖??~60 璉?閬? ST3 蝡帘 60 璉??曇?擐?扔摨血辣?脤脣?之撟?鈭斗??賂?甇支??甇Ｘ晷?潮???曉之?啣嗾銋???20 璉蝛拙韏琿??? useMTFgate=true ????)
// ?? ??嚗?繚瘜Ｗ??璅?嚗T-Core嚗? ER 靽∪艙???Ⅳ + ??頠?+ 瑽▼銝? ??????
gPos = "?? Vol-Target"
useVolTarget= input.bool(true, "?瘜Ｗ??璅???", group=gPos,
tooltip="????摰????抒?(瘥?=1)???? qty=(targetVol/instVolAnn)*equity*weight/close嚗楊??/頝?regime 憸券鞎Ｙ銝?湛??舀??敹身閮?隤迎??孵? Sharpe嚗? walk-forward 撽???)
targetVol = input.float(15.0, "撟游??格?瘜Ｗ???%", minval=8.0, maxval=30.0, step=1.0, group=gPos,
tooltip="瘥雿??芰??格?撟游?瘜Ｗ?(憒?15%)??瘜Ｗ????憭扼?瘜Ｗ????葬撠??迎?雿踹???憸券鞎Ｙ蝑??? timeframe 銝???撟游?撌脩 barsPerYear ??)??) / 100.0
volEstMode = input.string("ATR%", "瘜Ｗ?隡啗?瘜?, options=["ATR%","Stdev"], group=gPos,
tooltip="ATR%嚗a.atr/close 撟游?(撠?gap 頛帘??嚗tdev嚗? N ?亙??詨?祆?皞榆撟游?(頛票餈?蝘摰儔)????詨???瘨 close ?寞??瘙⊥???)
volLen = input.int(20, "瘜Ｗ?隡啗???", minval=10, maxval=40, group=gPos,
tooltip="instVol 隡啗?閬??? 20 璉瘜Ｗ??????漲?像銵∴?????????瑕????)
barsPerYear = input.float(365.0, "撟游?璉(撟游???)", minval=24.0, maxval=8760.0, step=1.0, group=gPos,
tooltip="撟游??冽?撟?K 璉?蝺?撖?365?蝺蟡兩?252??H??190??H??760???望????郊隤踵嚗??vol-target 撟游?憭梁????芰頂蝯望批?憭扳????釣??commission/slippage/timeStopBars/cooldownBars 蝑誑璉閮漲??望????郊(?∠?撘??撅砌蝙?刻痊隞???)
wL1 = input.float(0.40, "L1 甈?(擐挾)", minval=0.20, maxval=0.60, step=0.05, group=gPos,
tooltip="擐挾?甈???畾菜???蝮格?格??嚗?蝯??蜇瑽▼銝?蝝???)
wL2 = input.float(0.30, "L2 甈?(?Ⅳ)", minval=0.15, maxval=0.50, step=0.05, group=gPos,
tooltip="蝚砌?畾萄?蝣潭???蝣澆??典?畾菜筑??R>0)銝隅?Ｗ???閫貊(winners-add-only)嚗蒂??ER 靽∪艙????瘜Ｗ???蝝???)
wL3 = input.float(0.30, "L3 甈?(?Ⅳ)", minval=0.15, maxval=0.50, step=0.05, group=gPos,
tooltip="蝚砌?畾萄?蝣潭???)
useConvAdd = input.bool(true, "? ER 靽∪艙???Ⅳ", group=gPos,
tooltip="L2/L3 ?甈? ?clamp(er/erThr,0.5,1.0)嚗隅?Ｘ?蝥扯?擃??遛蝣潘?皞隅?Ｗ???蝣潦身閮?隤迎????怎垢???游?蝣潭??芥??Calmar???冽??er/erThr嚗?啣??芰摨佗???=?箏?甈?撠??)
maxGross = input.float(1.5, "蝮賣?獢蹂???? equity)", minval=1.0, maxval=3.0, step=0.1, group=gPos,
tooltip="??惜???? / equity ?′銝???瘜Ｗ???vol-target ?憭扳??迎?甇支???漲瑽▼???活?貉? debug capHits??)
useVolBrake = input.bool(true, "?擃郭????頠?, group=gPos,
tooltip="??instVol > ?瑟?銝凋??蜆 ???怠? L2/L3 ?Ⅳ?身閮?隤迎?頞典?怎垢擃郭??蝣潭 Calmar 畾箸?嚗誑??????誨鈭??斗?? walk-forward 撽???)
brakeLen = input.int(100, "瘜Ｗ?銝凋??詨???, minval=50, maxval=300, group=gPos,
tooltip="閮? instVol ?瑟?銝凋??貊?閬?嚗??箏???頠? vol floor ?箸???賊?瘜Ｗ???鈭西??冽迨閬?雿?atrPct ?曉?雿妝???摨??嗆憓?input)??)
brakeK = input.float(1.8, "??? k", minval=1.2, maxval=3.0, step=0.1, group=gPos,
tooltip="instVol 擃銝凋??豢迨????蝣潦?撠?靽????刻郎蝷甄瑕暺?撘望扼迨?澆??撽????塚?(1)??頠?瑼鳴?(2)瘜Ｗ??芷????銝? clamp(relVol,1,brakeK)嚗?3)瘜Ｗ??芷?蜓 trail 銝?嚗?4)瘜Ｗ??芷?脣?瑕銝?????賊?瘜Ｗ???敺?瘜Ｗ?銝?trail ?寧 atrPct ?曉?雿????血? brakeK嚗? brakeK ?梢???璈??銝??嗚alk-forward ?? brakeK ?????摨行???簣2 step 閫撖?????)
// ?? ?箏嚗atchet Chandelier(high/low) + ?典?甇Ｙ? + ?T摨? + ???? ?????????
gExit = "?箏 Exit"
useChandelier= input.bool(true, "? Chandelier 蝘餃???", group=gExit,
tooltip="隞?ta.highest(high)-mult*ATR嚗征?桅??銝?ratchet ?芷脖??嚗?雿◤?格?瑕蔣蝺?蝒????????芷???ST 摨??箏(靘?ablation)??)
chandLen = input.int(22, "Chandelier ATR ?望?", minval=14, maxval=30, group=gExit,
tooltip="蝘餃??????ATR ?望????脣 R ????璇?ATR嚗Ⅱ靽??桅◢?芸偕摨西? R ?０撠箏漲銝?氬?)
chandMult = input.float(3.0, "Chandelier ATR ?(??/R ??)", minval=2.0, maxval=4.0, step=0.5, group=gExit,
tooltip="蝘餃???頝 = mult?ATR嚗????粹脣??銋?憪迫???Ｕ皞?雿?R=1 = 1 ??撖血?憪◢?芥???R ?０???嗥?? R-multiple ?摩??綽?????sizing 銝?氬?)
useRStep = input.bool(true, "? R ?０?嗥?", group=gExit,
tooltip="靘筑??R ????嗥??嚗<1 撖?=??mult)??~2 銝准?2 蝺???曉之?喳偏??瑕椰撠?閮剛??牧)?????箏? chandMult?eak-R ratchet ?冽迨?Ｘ銝?銋???????唳嚗郭??拇?銝?trail 撠葉/蝺??郭?凝隤踴?)
trailMidR = input.float(2.0, "銝剜??(1~2R)", minval=1.5, maxval=3.0, step=0.5, group=gExit,
tooltip="瘚桃? 1~2R ?? Chandelier ??? ??chandMult?郭??拇?銝?trail ??迨瑼???relVol(??atrPct ?曉?雿???[trailTightR, chandMult] ??詻?)
trailTightR = input.float(1.5, "蝺??(>2R)", minval=1.0, maxval=2.5, step=0.5, group=gExit,
tooltip="瘚桃? >2R ?蝺? Chandelier ??? ??銝剜??嚗雁?隤踵蝺郭??拇?銝?trail ??迨瑼??冽郭???擃郭?撖研?瘜Ｗ??嗥?)嚗漲?箸???游漲銵啁垠?蝺??蝺?踴?)
useBE = input.bool(true, "?靽(break-even)", group=gExit,
tooltip="瘚桃???kBE?R 敺???銝宏?單??砌???multBE?R嚗???蝥祥+皛???R 閫貊暺???甇Ｘ?頝銝?氬?)
kBE = input.float(1.0, "靽閫貊 R", minval=0.5, maxval=2.0, step=0.1, group=gExit,
tooltip="瘚桃??迨 R ???靽??)
multBE = input.float(0.3, "靽蝺抵? R", minval=0.1, maxval=0.6, step=0.1, group=gExit,
tooltip="靽??蝵格???+/- 甇?R ?嚗? ??.1 隞亥?????皛?????頛郎蝷甄瑕暺?撘望扼迨?澆??撽?銝??塚?(1)BE 蝺抵?嚗?2)peakR ????givebackR/effGiveback 撜啣澆???嚗?3)TP ?０?唳瘥挾?砍???啣? input 雿血?摨阡??酉嚗歇撖衣?脣?典?踹???bankedQty/openInitQty 瘣曄???蝣?multBE嚗誑?餌??雿?鞎嚗blation ???漲皜祈岫??瘜冽?甇文暺?撘望扼?)
// ?? ?挾 Partial TP嚗?澆擗雿移蝣箄鋡???????????????????????????????????????
usePartialTP= input.bool(true, "??挾?典?甇Ｙ?(R ?０?質?)", group=gExit,
tooltip="R?另p1R 撟喟蜇??tp1Pct??另p2R ?像蝮賢?tp2Pct嚗ne-shot ??閫貊銝甈～身閮?隤迎?銝餃??芣?之鞈箏???像?撠整像皛??誑 posLive(???嗅??拚??其?)?瘥???qty 蝎曄Ⅱ?質?嚗P1 敺?posLive ?喟葬撠?TP2 ??閫貊?芸?隞亦葬撠??拚??其?閮??畾萇敞閮祕?鋡?< tp1Pct+tp2Pct ???debug/?銵冽憿舐內?敞閮鋡? vs 摰?迂%??撠董嚗偶銝??像?敹?L1??)
tp1R = input.float(1.0, "TP1 閫貊 R", minval=0.5, maxval=2.0, step=0.1, group=gExit,
tooltip="瘚桃??迨 R ?撟單?蝮賢?tp1Pct??R = 1 ??撖血?憪迫???Ｕ孛?澆??郊???砌??砍?踴?)
tp1Pct = input.float(25.0, "TP1 撟喳?靘?%嚗蜇??", minval=10.0, maxval=50.0, step=5.0, group=gExit,
tooltip="TP1 閫貊?像??擗雿?posLive??甇斤??(?銝 id)嚗鋡??押?)
tp2R = input.float(2.0, "TP2 閫貊 R", minval=1.5, maxval=4.0, step=0.5, group=gExit,
tooltip="瘚桃??迨 R ??像蝮賢?tp2Pct?? > tp1R??)
tp2Pct = input.float(25.0, "TP2 撟喳?靘?%嚗蜇??", minval=10.0, maxval=50.0, step=5.0, group=gExit,
tooltip="TP2 閫貊??撟喋P1 ?質?敺葬撠??拚??其? posLive?迨?曉?瘥?靽??詨????喳偏?p1+tp2 撱箄降 ??0% 隞乩??隅?Ｘ敹?)
useBEonTP1 = input.bool(true, "TP1 ?質??喲?靽", group=gExit,
tooltip="銝?西鋡?1R(TP1)嚗?擗敹??撥?????(憭?/???(蝛??身閮?隤迎?撌脣祕??1R 敺敹???霈?嚗?瑯?頧?椰撠整???Calmar????BE 璈嚗?啣? input嚗???蝝?trail??)
useTPstairBE= input.bool(true, "TP ?０撘??砍??, group=gExit,
tooltip="BE-on-TP1 ?芷??桐?瑼??+multBE?R)嚗P2 ?質?敺??擃?踴璈霈??砍?輸?質?畾菜?０銝嚗P1 敺??+1?multBE?rDenom?P2 敺??+2?multBE?rDenom(蝛箏?∪?)嚗? peakR ????唳 math.max ??蝺身閮?隤迎?瘥祕?曆?畾萄瞏歹??詨???銝?霈瞏文?蝺??株矽銝宏????multBE ??tp1Done/tp2Done嚗?啣? input嚗?????瑼?BE?祕????璅?effTPstair = useTPstairBE and not usePureA嚗sePureA ?撥?園??誑靽嗾瘛典蝺飛??)
usePeakRatchet= input.bool(false, "? Peak-R ?????身?? ablation嚗?, group=gExit,
tooltip="蝬剛風 peakR(? high-water R)嚗??詨?????????唳嚗railStop ??rBasePx+(peakR?ffGiveback)?rDenom(蝛箏?∪?)?身閮?隤迎???R ?０?Ｘ銝??嗥????粹?? peak-anchored ?嗥?嚗???芣憭扯??桀??撠整?閮剝?(?踹???箇?)???? effGiveback ?身?望郭??拇?隤踵?蒂?舐頞典撟湧翩?蝺????撟湧翩??摰?multBE?sePureA=true ?撥?園???)
useBreathGiveback= input.bool(true, "瘜Ｗ??芷????", group=gExit,
tooltip="????givebackR=multBE ??箏??潘?擃郭??regime 甇?虜??撟漲?砍停?游之嚗摰??????憭芰???亙熒憭批????◤??瑕撠整璈霈????函撠郭??賂?effGiveback=multBE?clamp(relVol,1.0,brakeK)?身閮?隤迎?擃?relVol 摰孵??游之??(?唳?曉祝?踹???)?? relVol(瘜Ｗ??嗆?頞典撟喲?)???嗥??憭瞏扎???relVol/brakeK/multBE嚗?啣? input嚗?????摰?givebackR=multBE?? usePeakRatchet=true ????effBreathGB=useBreathGiveback and not usePureA??)
useStallRatchet= input.bool(false, "頞典撟湧翩????唳嚗?閮剝?嚗?, group=gExit,
tooltip="閮剛??牧嚗eakR ?????芰?瘜Ｗ?嚗???銝活?瑟撜啣澆歇??撠???畾菔隅?Ｗ?萄 high-water R 敺?瑟?銝??瑟撜啣?barsSincePeak 憓之)嚗?賣?銵啁垠/??斗閮?嚗?銝餃??嗥????唳???嚗??瑟撜啣??隞)?策?游??澆?璈霈????典陸?澆?皛舀??貊??扳蝺?effGiveback ?? stallShrink=clamp(1?arsSincePeak/timeStopBars, stallShrinkMin, 1.0)嚗?皛航?銋???撠??唳頞?)??憭??stallShrinkMin ??瘜Ｗ?/撌脣祕?曄??蝬剖漲甇?漱???冽??peakR ?瑟鈭辣 + timeStopBars + multBE嚗???stallShrinkMin ?箸憓隤?input?ffStallRatchet=useStallRatchet and not usePureA嚗? usePeakRatchet=true ?????閮剛??牧嚗? walk-forward 撽???)
stallShrinkMin= input.float(0.5, "撟湧翩??銝? stallShrinkMin[?啣??芰摨因", minval=0.2, maxval=0.9, step=0.1, group=gExit,
tooltip="???箇?撘Ⅳ?折撣豢 0.5嚗??箏隤?input 隞乩噶 walk-forward ??/ablation?隅?Ｗ僑朣∪?皛舀蝺???????stallShrink=clamp(1?arsSincePeak/timeStopBars, 甇文? 1.0)??撠??趙銋????嗅?頞?(?唳頞???敹恍??拐?銋??◤甇?虜???)?惇??蝛粹?蝬剖漲嚗?閮?葫?芰摨艾? useStallRatchet=true ????)
useBreathTrail= input.bool(false, "瘜Ｗ??芷?蜓 trail嚗?閮剝?嚗?, group=gExit,
tooltip="R ?０ multStep 銝?蝺???箏??潘?撠郭??regime ?脩?璈撠葉/蝺?(??憪祝瑼??誑瘜Ｗ???拇?敺株矽??瘜Ｗ?(頞典撟喲?)?渡?璆菜蝺蜓 trail ???瘜Ｗ?(??曉之)?曉祝?踹??亙熒??鋡急??祕雿?effMultStep=multStepBase??澆靽嚗lamp ??[trailTightR, chandMult] 蝬剜??株矽嚗???R>=1(撌脤??憪祝瑼?????訾??賊?閮剛???clamp(relVol,1,brakeK)嚗???餌?郭??閬??寧 atrPct ?曉?雿??breathPctl(銝血? brakeK)????relVol/brakeK ??atrPct嚗?啣? input?身閮?隤迎?雿??Chandelier 銝?trail(?? peak ?唳)嚗????芷?peak-ratchet 雿歇??1~2R??銝剜挾?喳偏?ffBreathTrail=useBreathTrail and not usePureA??)
useDecorrVolGauge= input.bool(false, "?餌?郭??閬?ATR% ?曉?雿?嚗?閮剝?嚗?, group=gExit,
tooltip="relVol(蝬?brakeK clamp)?券???璈敺??箏暺?撘望扼璈??銝璇?靘陷 relVol/brakeK??甇?漱瘜Ｗ???嚗 atrPct ?刻? brakeLen 璉??曉?雿妝(ta.percentrank)????[pctlGaugeLo, pctlGaugeHi] ??訾???breathPctl嚗??箸郭?蜓 trail ?隞???身閮?隤迎?percentrank ?胯?雿?蝵柴????撳?瑼颯?撠?撠?頝喟征?渡帘?乓??銝銝凋??詨皞? brakeK ???血?瘙⊥?????瘜Ｗ?銝?trail ?寧 breathPctl 撽?嚗蝙?嗉???頠???/?瑕?餌????brakeK 敺???璈??銝??嗚???atrPct/brakeLen嚗?撠???pctlGaugeLo/Hi ?箸憓隤?input?ffDecorrGauge=useDecorrVolGauge and not usePureA嚗?瘜Ｗ?銝?trail ??蔣?踹?澆靘???)
pctlGaugeLo = input.float(1.0, "?曉?雿?閬???pctlGaugeLo[?啣??芰摨因", minval=0.5, maxval=1.5, step=0.1, group=gExit,
tooltip="???箇?撘Ⅳ?折撣豢(???????1)嚗??箏隤?input 隞乩噶 walk-forward ??/ablation??賊?????atrPct ?曉?雿妝(0~100%)蝺扳?撠 [pctlGaugeLo, pctlGaugeHi]嚗?? 0% ??pctlGaugeLo??00% ??pctlGaugeHi?? < pctlGaugeHi 隞亦雁?隤??亙?蝵桃?撘??芸? swap ?脣?)?惇??蝛粹?蝬剖漲嚗? useDecorrVolGauge=true ????)
pctlGaugeHi = input.float(2.0, "?曉?雿?閬???pctlGaugeHi[?啣??芰摨因", minval=1.5, maxval=3.0, step=0.1, group=gExit,
tooltip="???箇?撘Ⅳ?折撣豢(???????2)嚗??箏隤?input 隞乩噶 walk-forward ??/ablation?? pctlGaugeLo???曉?雿?擃郭????撠甇支????曉祝銝?trail?惇??蝛粹?蝬剖漲嚗? useDecorrVolGauge=true ????)
useCoherenceTrail= input.bool(false, "憭偕摨行???游漲 ratchet嚗?閮剝?嚗?, group=gExit,
tooltip="銝?trail ?芰? R/瘜Ｗ?嚗???撠箏漲?孵?蝯??璈 coherence=?? ST ??憭?st1Bull+st2Bull+st3Bull)嚗oherence==3(銝偕摨血??)?曉祝銝?trail 銝瑼?靽 cohRelaxK嚗???chandMult)?踹??撘瑁隅?Ｚ◤蝺?trail ??oherence<=1(敹思葉撠箏漲撌脰??Ｘ敹??嗅?蝺?(trailTightR)????身閮?隤迎?銝? ST ??1:2.5:6 瘣曄?閬? noise/swing/regime嚗???舀?蝵?????撠曄???蝯行?憭批?賂?敹怠偕摨血???航隅?Ｚ※蝡剜??拇迤鈭方????????瘜Ｗ?銝?trail 甇?漱嚗???math.min ??蝺?????st1/2/3 ?孵?嚗撖砍 cohRelaxK ?箸憓隤?input?ffCoherenceTrail=useCoherenceTrail and not usePureA??靘陷銝偕摨血??Ｗ漲嚗? ST ?梁?????? midMult/slowMult ??摨行???)
cohRelaxK = input.float(1.15, "銝?游漲?曉祝? cohRelaxK[?啣??芰摨因", minval=1.0, maxval=1.5, step=0.05, group=gExit,
tooltip="???箇?撘Ⅳ?折撣豢 1.15嚗??箏隤?input 隞乩噶 walk-forward ??/ablation?oherence==3(銝偕摨血??)?蜓 trail ? ?甇文?銝? chandMult)隞亦策?撘瑁隅?Ｘ憭?詻?憭扳敺?撖?頞??◤?雿???憭??惇??蝛粹?蝬剖漲嚗? useCoherenceTrail=true ????)
useBankedFloor= input.bool(false, "撌脣祕?曄?拚靽?唳嚗?閮剝?嚗?, group=gExit,
tooltip="TP ?０?唳隞 multBE 撽?(?? multBE ?桅??摹???璈?寧??蝣?multBE???餌??選?bankFrac=bankedQty/openInitQty(撌脰鋡???蝮賢??格?靘?嚗rofitFloorL=rBasePx+bankFrac?rDenom(蝛粹??嚗? BE/peak/?０?唳 math.max/min ??蝺身閮?隤迎?瘥祕?曆?畾萄歇撖衣?脣嚗敹??舫霈??拙?蝺??株矽銝宏銝迤瘥撌脰鋡?靘? peakR(?撖衣擃偌雿?甇?漱嚗摰歇撖衣?暸?瘚???bankedQty/openInitQty嚗?啣? input?ffBankedFloor=useBankedFloor and not usePureA????posLive 撘瑁血?嚗ankedQty 撠董甇?Ⅱ?臬?踵迤蝣箏???)
usePartialST= input.bool(true, "? ST ???挾皜?cut)", group=gExit,
tooltip="ST1/ST2 ?????畾菔鋡?靽??詨????喳偏?? Partial TP 鈭?嚗P 蝞∠?抵鋡ut 蝞∟隅?Ｚ?撘望?蝣潦ut 銝敺?top-first ???怠惜嚗??????詨?嚗?蝯撅扎?)
useRegimeFade= input.bool(false, "? Regime-fade ?詨??駁◢?迎??身?? ablation嚗?, group=gExit,
tooltip="?葉 er < erThr?fadeK ?? cutTop ???怠?蝣澆惜????tranche(銝??詨? L1嚗? contiguous-stack + fresh 瘣?stage 靽?)?身閮?隤迎?regime gate ?芰恣?脣嚗??葉 ER 撏抵??詨??????鋡怠??箏?迨?粹脣靽∪艙?Ⅳ?典?游??e-arm ?寧摰?脫趙(er>=erThr)+?撠????賊??風甈????瑼駁?餈??????隤祕?剝嚗璈?憓?2 ?隤?input fadeK ??fadeCoolBars??銝阡??嗆憓?勗漲?sePureA=true ?撥?園???)
fadeK = input.float(0.6, "Regime-fade 閫貊瘥?(?erThr)[?啣??芰摨因", minval=0.3, maxval=0.9, step=0.1, group=gExit,
tooltip="?葉 er < erThr?fadeK 閬靽∪艙瘨?憸券??.6 ??ER 頝?瑼?60% ??雿??踹?甇?虜??隤方孛????憓??航矽 input??仿???regime-fade 閫貊?曉潘?撅祆?撠征?雁摨佗?walk-forward ????摨行葫閰佗???erThr ?血?嚗? useRegimeFade=true ????)
fadeCoolBars= input.int(5, "Regime-fade ?撠???[?啣??芰摨因", minval=1, maxval=20, group=gExit,
tooltip="?拇活 regime-fade ?惜銋??喳???甇斗??賂??? re-arm ? er>=erThr ???湧皛臬葆嚗??甇?ER ?券?瑼駁?餈?????????游?蝣澆?????憓??航矽 input?惇??蝛粹?蝬剖漲???乩蒂???漲皜祈岫?? 璉蝛拙韏琿??? useRegimeFade=true ????)
useBelowAvg = input.bool(false, "? belowAvg ?怠惜皜Ⅳ嚗?閮剝?嚗?挾嚗?, group=gExit,
tooltip="????stage?? 銝?close 頝?-蝺抵??喋撟喋??甇?虜????頞典?詨?? Calmar???箏?皜??思?撅扎? close_all嚗??身??靘??扼?)
kBuf = input.float(0.5, "belowAvg 蝺抵? / ?脣?孵榆??ATR)", minval=0.3, maxval=1.0, step=0.1, group=gExit,
tooltip="belowAvg 皜Ⅳ閫貊蝺抵?嚗誑 chandLen ATR 閮? useBelowAvg=true ???EW-A2 ?脣???孵榆蝣箄??漲銴甇文潔?????close ??st1 蝧餉??寞?憭批捆閮梯??Ｕ?|close?t1|?女Buf?atrChand)嚗?啣? input??)
useTimeStop = input.bool(true, "?????(甇餃???", group=gExit,
tooltip="??頞? N 璉? R<1 銝皛蹂?畾蛛?閬甇餃??湛???湔?瘝????)
timeStopBars= input.int(30, "????璉", minval=15, maxval=60, group=gExit,
tooltip="甇餃??渡??憭扳????詻????脣?嚗??撖祉?????? timeframe 瘜冽?嚗誑璉閮?頛??望???皜??∠?撘??雿輻?痊隞??隅?Ｗ僑朣∪???蹂漲銴甇文潔?撜啣澆?皛舀蝺?甇???偕摨?barsSincePeak/timeStopBars)嚗?啣? input??)
useAdaptiveTS= input.bool(false, "ER ?芷??time-stop嚗?閮剝?靘?ablation嚗?, group=gExit,
tooltip="?摰?timeStopBars ?寧 round(timeStopBars ? clamp(er/erThr,0.5,1.0))嚗R 頞?(?斗)甇餃??渲?敹怒R 頞?(撘瑁隅?Ｗ摨瑕?瑼?蝯西?憭??身閮?隤迎?撘瑁隅?Ｚ絲甇亦?渲?撘梯隅?Ｗ?甇餅???閰脩??璉?瑼颯???er/erThr/timeStopBars嚗?啣? input?sePureA=true ?撥?園???)
useHardStop = input.bool(true, "?鈭斗??蝝??????脰歲蝛?", group=gExit,
tooltip="撠?Chandelier ??銝?撖?stop ?桃銝剛孛?潘??脰歲蝛?敹怠???頞?ATR 皛??????芣晾+鈭??0 ?銝剜?鈭文皜砌?敺?朣?璉?甇???? live stop = 銝?璉?committed ??trailStop(trailStop[1])?????鈭文皞??湛??菜葫?啗孛?閬?詨?撌脣?像???單?祆??剛楝???????園??嗥蝣箄??箏(?湔鈭)??銝???砍惜?葉撣喳??蔭(?踹??嗉???撟賡??其?)嚗?像??銝?璉?禮6 ?芰摰?蔭嚗?霅?stageLive==opentrades 璉????)
cooldownBars= input.int(3, "?箏敺?餅???, minval=0, maxval=10, group=gExit,
tooltip="?典像敺?敺?N 璉??迂?圈??殷??踹??箏璉??喳??蕭?桅???? whipsaw??蝔勗?詨??脣?瑕????effCooldown=round(?砍撳lamp(relVol,1,brakeK))嚗?瘜Ｗ? whipsaw ??餅銋?瘜Ｗ???敹恍??脯?)
useAdaptiveCooldown= input.bool(false, "撠迂?澆撘脣?瑕嚗?閮剝?嚗?, group=gExit,
tooltip="?箏? cooldownBars 撠郭??柴璈 effCooldown=round(cooldownBars?clamp(relVol,1.0,brakeK))嚗撟喳? cooldownUntil:=bar_index+effCooldown?身閮?隤迎?擃郭??whipsaw ??游??瑕?港??踹?餈賢??瘜Ｗ???敹恍??莎???ER ?芷??time-stop 撠迂????cooldownBars/relVol/brakeK嚗?啣? input?ffAdaptiveCooldown=useAdaptiveCooldown and not usePureA??)
// ?? ?豢韐振璈嚗1~A3 鈭斗?銵嚗?啣??航矽 input??閮剝?? not usePureA??蝛粹????????
gAbsorb = "?豢韐振 Absorb-A"
useMultiScaleStop= input.bool(false, "NEW-A1 頝典偕摨?ATR ?折?甇Ｘ?嚗?閮剝?嚗?, group=gAbsorb,
tooltip="閮剛??牧嚗handelier trail ??R ?０銝敺?桐? chandLen ??atrChand ?嗚迫??撠偕摨血皞???郭??拇?(breathPctl/breathClamp/coherence)?芾矽?氬撠?蝺 multStep???芣霈迫???TR 撠箏漲?祈澈?敹???Ｗ偕摨西隅??ST3)嚗頞典甇?虜?澆撟漲?之?澆翰撠箏漲 ATR嚗 low-vol pocket ?典翰 ATR 閮?trail ???詨???亙熒??銝剜???頞典蝑 well-known premature-stopout 憭望?璅∪?)?璈??典歇 BE 敺??詨???beActive)?? trail ??ATR 撠箏漲?寧 atrScale=max(atrChand, |close?t3|)?誑?Ｗ偕摨?ST3 band 撖砍漲雿?瑼◢?芣?撠偕摨血?選?雿踵敹?貊征?摰撖阡??撅祆??偕摨艾?曉之 rawStop(撠箏漲?唳)?atchet 隞?霅?trailStop ?芷脖??嚗??游之?? R(beActive ??雿)???餌??閬?breathPctl(??雿?蝵?甇?漱嚗璈?楊撠箏漲蝯?瘜Ｗ?撠箏漲????st3/atrChand ?嗆憓?input??蝛粹?ffMultiScaleStop=useMultiScaleStop and not usePureA嚗? useChandelier=true ?蔣??trail???閮剛??牧嚗? walk-forward 撽???)
useEntryDistGate= input.bool(false, "NEW-A2 ?脣???孵榆蝣箄????身??", group=gAbsorb,
tooltip="閮剛??牧嚗??桀閬?st1FlipUp + regime gate ?喲莎?銝炎?乓蝧餉??寡?憭??隅?Ｙ??亦?撖?edge ?刻??????憭改??Ｚ????脣?嗅?憪?R 憸券撌脰◤????祇◢?芣??∪??撠暹??????Ｚ??????桀撖祆迫??????? R ???釭???瘙???L1/S1 ?脣璉? |close?t1| ??kBuf?atrChand(銴?Ｘ? kBuf ????啣? input)嚗?具?蝧餉????芣銵??脣嚗?瞈?st1 蝧餉?敺歇韏唳??K ?◤閫貊(靘??文? gap ??regime gate 撱園?曇?)?蕭擃?a 摰?嚗t1/atrChand 隞颱? na ??atrChand<=0 ???餅?(???銵)嚗??璈?隤日??? regime gate(?隅?Ｗ?鞈?甇?漱嚗???脣暺頧??撌格??研雿擐(銝蔣?踹?蝣???蝛箏?潮?ffEntryDistGate=useEntryDistGate and not usePureA???閮剛??牧嚗? walk-forward 撽???)
useCoherenceAdd= input.bool(false, "NEW-A3 銝?游漲?Ⅳ靽∪艙???身??", group=gAbsorb,
tooltip="閮剛??牧嚗?蝣潭?隞?addOK=not volBrakeOn and R>0 銝炎?乩?撠箏漲?孵?蝯???蝣潭?典歇?筑??頞典銝????迎??芣??嗅?撠箏漲?孵?蝯?隞?隤?coherence>=2)??蝣潛?璇辣???甇???亙翰撠箏漲撌脰???coherence<=1)???Ⅳ嚗??澆頞典銵啁垠暺憭扳???Calmar 畾箸?)??? 禮11 ?Ⅳ addOK(撌脫??箸??撅?addOKLong/addOKShort)??AND (coherence>=2)嚗???coherenceLong?征??coherenceShort?? ER 靽∪艙??(convMult 隤踹?蝣?size)甇?漱嚗?矽?Ⅳ??go/no-go gate??隤?size???冽??coherenceLong/Short ?嗆憓?input??蝛箏?潮?ffCoherenceAdd=useCoherenceAdd and not usePureA???閮剛??牧嚗? walk-forward 撽???)
// ?? ??頞?堆?韐振瘝?嚗?啣??航矽 input??閮剝?? not usePureA??蝛粹????????????
gNew = "??頞??Ascend-New"
useErAccelAdd= input.bool(false, "?EW-C1 ER ??漲?Ⅳ???身??", group=gNew,
tooltip="閮剛??牧嚗?蝣潮?瑼?addOK ??A3 銝?游漲????胯偌皞?蝯????onvMult ??ER 蝯?瘞湔?(隤?size)?3 ??撠箏漲?孵?蝯?(coherence)??銝??ER 隞?>?瑼颯?撠箏漲隞??撌脤???豢?銝??隅?ｇ?甇???潦??賢??漲?箄??? late-trend 銵唳?畾蛛?甇斗??Ⅳ?臬?????隅?Ｗ偏畾萇??(Calmar 畾箸?)????Ⅳ addOK ??AND (er >= er[1])嚗?瘙??????榆???箄?(??芸?∪?)???曇? L2/L3???榆???漲)?偌皞?蝯??迤鈭歹?擃偌皞???典???皜?撠箏漲??鈭血?? ER 銝??????冽??er(禮5) 銋?[1] 甇瑕嚗?啣? input???蝣?erThr 隞亙?賊???erThr ?桅??摹?扼R ?箇?孵?蝝???憭征?梁??璇?er嚗??祇?撠?蝛箏予?園?ffErAccelAdd=useErAccelAdd and not usePureA嚗? A3(蝯?)/convMult(size) 銝迤鈭歹??祇?隤?go/no-go ???賣?雁摨艾??閮剛??牧嚗? walk-forward 撽???)
useMidConfirm= input.bool(false, "?EW-C2 銝剖偕摨阡脣蝣箄????身??", group=gNew,
tooltip="閮剛??牧嚗egime gate 銝巨??ER/ADX/ST3嚗??瑽?乩??撠箏漲 ST3??敹怠偕摨衣蕃頧?ST1嚗蝻箔葉撠箏漲 ST2(swing 撠箏漲)???ST1 ?蕃憭T3 撌脣??? ST2 隞征(swing ?◢)?冗敹擐??鋡急銵 1:2.5:6 銝偕摨衣?瑽葉???whipsaw ?脣??(敹怠偕摨血?喟蕃頧撠箏漲皛臬??葉撠箏漲? swing ?????? coherence ????Ⅳ?冽??宏?啜??桅脣?釭??閬?擐 L1/S1 ?脣?嗡?銝剖偕摨血???憭?st2Bull / 蝛?st2Bear)嚗??寡?瘙脣??撠箏漲?典???coherence==3 ?脣??嚗?銝?regime gate ?葉撠箏漲?孵??脤??? A2(?頧??孵榆?)甇?漱嚗???葉撠箏漲?孵??臬蝣箄????冽??st2Bull/st2Bear 蝝??瑽??嗆憓?input?雿擐(銝蔣?踹?蝣???蝛箏?潮?ffMidConfirm=useMidConfirm and not usePureA?酉嚗???湔???鈭斗??賂??誑 usePureA 蝝蝺???鞎Ｙ撠?閬????曇????閮剛??牧嚗? walk-forward 撽???)
// ?? 頝臬?? sizing 瘛瑕?嚗??折撣豢嚗??脩?航矽 input嚗??????????????????????????
gSize = "Sizing 頝臬??"
eqBlendInit = input.float(0.5, "sizing ?箸?繚??鞈甈? eqBlendInit[?啣??芰摨因", minval=0.0, maxval=1.0, step=0.1, group=gSize,
tooltip="???箇?撘Ⅳ?折撣豢 0.5嚗??箏隤?input?izing ?箸? = eqBlendInit???鞈 + (1?qBlendInit)?撟單? equity嚗隞仿?雿??抵楝敺憭扼?.0=摰?典?憪????∟??抵楝敺?鞈???.0=摰?典像皛?equity?惇??蝛粹?蝬剖漲嚗?閮?葫?芰摨艾?)
eqBlendSmooth= input.float(0.99, "撟單? equity繚??找???eqBlendSmooth[?啣??芰摨因", minval=0.80, maxval=0.999, step=0.001, group=gSize,
tooltip="???箇?撘Ⅳ?折撣豢 0.99嚗??箏隤?input?像皛?equity ??EMA ??改?avgEq := eqBlendSmooth?avgEq + (1?qBlendSmooth)?equity???亥? 1 頞像皛?頞票餈?憪???撠?鞎潸??單? equity?惇??蝛粹?蝬剖漲嚗?閮?葫?芰摨艾?)
// ?? 閬死????????????????????????????????????????????????????????????????????
gViz = "閬死??
showST = input.bool(true, "憿舐內銝? SuperTrend", group=gViz)
showAvg = input.bool(true, "憿舐內?蝺?, group=gViz)
showStop = input.bool(true, "憿舐內蝘餃???蝺?, group=gViz)
showSignals = input.bool(true, "憿舐內?脣?湔?閮?, group=gViz)
showBg = input.bool(true, "憿舐內 Regime / ?挾???, group=gViz)
showTable = input.bool(true, "憿舐內?喃?閫???銵冽", group=gViz)
showDebug = input.bool(false, "憿舐內?日甈?votes/floor/cap/TP 撠董/peakR/?質?%/?澆/coherence/?瑕/?曉?雿??趙/頝典偕摨??脣??ER ?漲)", group=gViz)
// ?? 瘥?????蝝蝺?撘瑕?????脤?璈 ????????????????????????????????
effPeakRatchet = usePeakRatchet and not usePureA
effRegimeFade = useRegimeFade and not usePureA
effAdaptiveTS = useAdaptiveTS and not usePureA
effMTFgate = useMTFgate and not usePureA
effBreathGB = useBreathGiveback and not usePureA // 瘜Ｗ??芷????
effTPstair = useTPstairBE and not usePureA // TP ?０?唳
effBreathTrail = useBreathTrail and not usePureA // 瘜Ｗ??芷?蜓 trail
effCoherenceTrail = useCoherenceTrail and not usePureA // 憭偕摨行???游漲 ratchet
effBankedFloor = useBankedFloor and not usePureA // 撌脣祕?曄?拚靽?唳
effAdaptiveCooldown= useAdaptiveCooldown and not usePureA // 撠迂?澆撘脣?瑕
effDecorrGauge = useDecorrVolGauge and not usePureA // ?餌?郭??閬?ATR% ?曉?雿?
effStallRatchet = useStallRatchet and not usePureA // 頞典撟湧翩????唳
effMultiScaleStop = useMultiScaleStop and not usePureA // NEW-A1 頝典偕摨?ATR ?折?甇Ｘ?
effEntryDistGate = useEntryDistGate and not usePureA // NEW-A2 ?脣???孵榆蝣箄???effCoherenceAdd = useCoherenceAdd and not usePureA // NEW-A3 銝?游漲?Ⅳ靽∪艙??effErAccelAdd = useErAccelAdd and not usePureA // ?EW-C1 ER ??漲?Ⅳ??effMidConfirm = useMidConfirm and not usePureA // ?EW-C2 銝剖偕摨阡脣蝣箄???
// ?曉?雿?閬?撠?????乩蝙?刻? Lo/Hi ?蔭嚗??swap 蝬剜??株矽
pctlLo = math.min(pctlGaugeLo, pctlGaugeHi)
pctlHi = math.max(pctlGaugeLo, pctlGaugeHi)
// ????????????????????????????????????????????????????????????????????????????
// 禮2 銝惜 SuperTrend嚗銝?箇??望?瘣曄?嚗a.supertrend ? [value,direction]嚗?// direction < 0 ?箏???// ????????????????????????????????????????????????????????????????????????????
len1 = baseLen
len2 = math.max(int(math.round(baseLen * midMult)), 2)
len3 = math.max(int(math.round(baseLen * slowMult)), 3)
[st1, dir1] = ta.supertrend(f1, len1)
[st2, dir2] = ta.supertrend(f2, len2)
[st3, dir3] = ta.supertrend(f3, len3)
st1Bull = dir1 < 0
st2Bull = dir2 < 0
st3Bull = dir3 < 0
st1Bear = not st1Bull
st2Bear = not st2Bull
st3Bear = not st3Bull
// 蝧餉?鈭辣嚗??格?暺???
st1FlipUp = st1Bull and not st1Bull[1]
st2FlipUp = st2Bull and not st2Bull[1]
st3FlipUp = st3Bull and not st3Bull[1]
st1FlipDn = st1Bear and not st1Bear[1]
st2FlipDn = st2Bear and not st2Bear[1]
st3FlipDn = st3Bear and not st3Bear[1]
// ST3 蝧餃?敺?瘣餅??賂??Ｙ?瑽??漲嚗?璉閮? request.security ?鼓憸券嚗?var int st3BullBars = 0
var int st3BearBars = 0
st3BullBars := st3Bull ? nz(st3BullBars[1]) + 1 : 0
st3BearBars := st3Bear ? nz(st3BearBars[1]) + 1 : 0
// persistBars ?望??len3 瘣曄?嚗?baseLen?slowMult嚗? clamp ??[3, mtfCapBars]嚗?// ??撖行?莎?mtfCapBars ?箝憓??航矽 input???桃??脣?撣豢??潛?交捱摰?MTF 擐
// ?曇??瑼?persistBars嚗惇??蝛粹?蝬剖漲嚗?閮?祕?蝛粹?銝行 walk-forward ???漲皜祈岫??persistBars = math.min(math.max(len3, 3), mtfCapBars)
mtfBullOK = not effMTFgate or (st3Bull and st3BullBars >= persistBars)
mtfBearOK = not effMTFgate or (st3Bear and st3BearBars >= persistBars)
// 憭偕摨行???游漲嚗???ST ?賂?憭征??嚗?啣? input???孵?蝯?嚗?coherenceLong = (st1Bull?1:0) + (st2Bull?1:0) + (st3Bull?1:0)
coherenceShort = (st1Bear?1:0) + (st2Bear?1:0) + (st3Bear?1:0)
// ????????????????????????????????????????????????????????????????????????????
// 禮3 ATR% 甇???皞???????瑼颱?敺撠?嚗?頝典???蝝情??
// ????????????????????????????????????????????????????????????????????????????
atrAdx = ta.atr(adxLen)
atrChand = ta.atr(chandLen)
atrPct = atrAdx / close // ATR%嚗撠??箸?嚗?
// ????????????????????????????????????????????????????????????????????????????
// 禮4 瘜Ｗ??摯閮?撟游??撠?嚗? VT-Core ??
// instVolAnn嚗僑??郭???冽??甇????relVol嚗撠葉雿嚗?澆???頠?+
// 瘜Ｗ??? + 瘜Ｗ?銝?trail + 瘜Ｗ??瑕
// breathPctl嚗trPct ?曉?雿妝?澆靽嚗??箸郭?蜓 trail ??賊?(銝１ brakeK)?蹂誨撽?
// ????????????????????????????????????????????????????????????????????????????
logRet = math.log(close / close[1])
stdevDaily = ta.stdev(logRet, volLen)
volAnnATR = atrPct * math.sqrt(barsPerYear) // ATR% 撟游?
volAnnStd = stdevDaily * math.sqrt(barsPerYear) // ?梢 std 撟游?
instVolAnn = volEstMode == "Stdev" ? volAnnStd : volAnnATR
// ?詨??????頨怨? brakeLen 璉僑?郭??雿??嚗楊???芷???踹?蝯? floor 憭梁?
// fallback 0.02 ?箝僑??2%??蝝?摰絲暺??詨??仃????撽?摰?潘??撣 magic bp嚗?volFloor = ta.percentile_linear_interpolation(instVolAnn, brakeLen, 5)
volFloor := na(volFloor) ? 0.02 : math.max(volFloor, 0.001)
instVolAnn := math.max(nz(instVolAnn, volFloor), volFloor)
// ??頠皞?instVolAnn ?詨??園?葉雿
volMedian = ta.median(instVolAnn, brakeLen)
volMedian := na(volMedian) ? instVolAnn : math.max(volMedian, volFloor)
relVol = instVolAnn / volMedian
volBrakeOn = useVolBrake and relVol > brakeK // true=擃郭???怠??Ⅳ
// 蝯曹??澆靽嚗???relVol/brakeK嚗?瘜Ｗ???/瘜Ｗ?銝?trail/瘜Ｗ??瑕?梁嚗lamp ??[1, brakeK]嚗?breathClamp = math.min(math.max(relVol, 1.0), brakeK)
// ?餌?郭??閬?atrPct ?刻? brakeLen 璉??曉?雿妝(0~100) ???澆靽 [pctlLo, pctlHi]??// 銝?鞈?relVol/brakeK嚗???頠???/?瑕?餌????brakeK ?桅??摹?扼?// percentrank ?箏?雿?蝵????撳?瑼?嚗??偏/頝喟征?渡帘?乓???atrPct/brakeLen嚗?// ?????[pctlLo, pctlHi] ?箸??脩??航矽 input(??勗虜??1/2)??atrPctRank = ta.percentrank(atrPct, brakeLen) // 0~100
breathPctl = pctlLo + nz(atrPctRank, 50.0) / 100.0 * (pctlHi - pctlLo) // [pctlLo, pctlHi]
var int floorHits = 0
if instVolAnn <= volFloor + 1e-12
floorHits += 1
// ????????????????????????????????????????????????????????????????????????????
// 禮5 Regime ??嚗R / ADX ?脫趙 / ST3 ?Ｘ??嚗? ?巨?券??脤?甇?// ????????????????????????????????????????????????????????????????????????????
// Kaufman ??瘥??駁?日嚗 math.sum ??math.sum嚗?erChange = math.abs(close - close[erLen])
erVolSum = math.sum(math.abs(close - close[1]), erLen)
er = erVolSum > 0 ? erChange / erVolSum : 0.0
er := nz(er, 0.0)
// ER 銝?榆????漲嚗迤=??瘥?????=?∪?嚗?nz 摰?????// ?EW-C1 ?Ⅳ???剁?er >= er[1] 閬??芣?rSlope 蝝?閫皜????erSlope = er - nz(er[1], er)
// ADX / DI嚗皛舫??曉潘?
[diPlus, diMinus, adx] = ta.dmi(adxLen, adxLen)
var bool adxOn_state = false
if adx > adxOn
adxOn_state := true
else if adx < adxOff
adxOn_state := false
// ST3 ?Ｘ??
slowBull = st3Bull
slowBear = st3Bear
// ?巨嚗?蟡函??舐蝡??????巨銝??亙?瘥???嚗?voteER_long = useER and er > erThr
voteADX_long = useADX and adxOn_state
voteSlow_long = useSlowST and slowBull
voteER_short = useER and er > erThr
voteADX_short = useADX and adxOn_state
voteSlow_short= useSlowST and slowBear
votesLong = (voteER_long?1:0) + (voteADX_long?1:0) + (voteSlow_long?1:0)
votesShort = (voteER_short?1:0) + (voteADX_short?1:0) + (voteSlow_short?1:0)
// 撌脣??函巨?賂????瑼?= min(minVotes, ?蟡冽)嚗??蟡典??甇?enabledVotes = (useER?1:0) + (useADX?1:0) + (useSlowST?1:0)
effMinVotes = math.min(minVotes, enabledVotes)
votesUnreachable = minVotes > enabledVotes // ?瑼?> ?舫?蟡冽 ??撌脤??clamp嚗?銵冽?內
// ?孵?蟡剁?憭征?湔?∪?嚗??臭?撌桃嚗?DI ?孵????dirLong = diPlus > diMinus
dirShort = diMinus > diPlus
diLongOK = not useDIgate or dirLong
diShortOK = not useDIgate or dirShort
// ?巨???文?嚗??函巨??0 ??? ST 撠(true)嚗???Ｚ炊???香
voteLongPass = enabledVotes == 0 ? true : votesLong >= effMinVotes
voteShortPass = enabledVotes == 0 ? true : votesShort >= effMinVotes
// MTF ?Ｙ?瑽??漲?蔥?仿???gate嚗ND嚗?閮剝?靘?ablation嚗ffMTFgate 撌脣 usePureA嚗?regimeLongOK = not useRegime or (voteLongPass and diLongOK and mtfBullOK)
regimeShortOK = not useRegime or (voteShortPass and diShortOK and mtfBearOK)
// regime 撘瑕摹嚗??/?銵冽嚗?隞颱??孵???瑼餉???trend-on
regimeOn = (voteLongPass and dirLong) or (voteShortPass and dirShort)
// ????????????????????????????????????????????????????????????????????????????
// 禮6 ???嚗銝?嚗誑?惜?典 bool ?遣 stage嚗?蝯???皜?頝喳惜嚗?// 銝?撘?l3On?2On?1On嚗?嚗? s3On?2On?1On嚗征嚗???禮10 contiguous-stack
// 皜?隤?霅?stage 瘞貊??? 0/1/2/3嚗摮文?/?游惜??// ??[?] 甇方? stage ?箝?擐?reductions 銋?)?潘??? 禮9 ?箏閫貊(?典像頝臬???// reductions 銋?閰摯嚗?摨迤蝣?雿輻??0 皜?????stage-gate(fade/belowAvg/
// 禮11 ?Ⅳ)銝敺?具??? fresh l*On/s*On ?單?????瘣?stage嚗?2/禮14 憿舐內/撠董
// ?寧 禮11 敺?撱箇? stageLive(璉 fresh)??// ????????????????????????????????????????????????????????????????????????????
var bool l1On = false
var bool l2On = false
var bool l3On = false
var bool s1On = false
var bool s2On = false
var bool s3On = false
var int entryBar = na // ?典像?寥?蝵桃 na嚗? 0嚗??? bar_index-0 瘙⊥? timeStop
var float entryPx = na // 擐?嚗 ?箸??典?嚗??典?蝣潭?蝘鳴?
var float entryRisk = na // ???脣??甇Ｘ?頝嚗 ??嚗? chandMult?atrChand
var float trailExt = na // 璆萄潛敞蝛?high/low嚗?var float trailStop = na
var float cooldownUntil = 0.0
// Partial TP one-shot ??銝甈⊥改??箏/???蔭嚗?var bool tp1Done = false
var bool tp2Done = false
// ? high-water R嚗eak-anchored ????嚗nline ?蔭甇賊
var float peakR = 0.0
// 銝活?瑟 peakR ??蝝Ｗ?嚗隅?Ｗ僑朣??趙閮??剁?嚗?啣陸?澆?湔????脣?蔭
var int peakBar = 0
// [撠董] TP 蝝航?撖阡??質????脣蝮賡?嚗??敞閮鋡? vs 摰?迂%??撣?+ 撌脣祕?暸?唳?箸
var float bankedQty = 0.0
var float openInitQty = 0.0
// regime-fade 銝甈⊥扯風甈?+ ?撠??????脫趙嚗?蝯?瑼駁?餈????嚗?var bool fadeArmed = true
var int lastFadeBar = -100000
// ?惜銝?⊥閮董嚗? Partial TP / cut / regime-fade 蝝蝎曄Ⅱ撠董嚗脣撖怠????扎lat 甇賊嚗?var float notL1 = 0.0
var float notL2 = 0.0
var float notL3 = 0.0
var float notS1 = 0.0
var float notS2 = 0.0
var float notS3 = 0.0
inLong = strategy.position_size > 0
inShort = strategy.position_size < 0
inPos = strategy.position_size != 0
posSize = math.abs(strategy.position_size)
avgPx = strategy.position_avg_price
// ?箏蝯?敺??單飛?塚?瘨迨??銝?鞈港?銝璉辣?莎?
// entryBar ?寥?蝵桃 na嚗?a)?撟喳摰?蔭??霈???嚗?b)timeStop 隞?na(entryBar) 摰?嚗?// ?? bar_index-0 撠厭???啁征?炊閮???if not inPos
l1On := false
l2On := false
l3On := false
s1On := false
s2On := false
s3On := false
entryRisk := na
entryPx := na
entryBar := na
trailExt := na
trailStop := na
tp1Done := false
tp2Done := false
peakR := 0.0
peakBar := bar_index // ?趙閮??冽飛???∪?撠??嗅?璉?銝活?脣??撖?
bankedQty := 0.0
openInitQty := 0.0
fadeArmed := true
notL1 := 0.0
notL2 := 0.0
notL3 := 0.0
notS1 := 0.0
notS2 := 0.0
notS3 := 0.0
longStage = (l1On?1:0) + (l2On?1:0) + (l3On?1:0)
shortStage = (s1On?1:0) + (s2On?1:0) + (s3On?1:0)
stage = inLong ? longStage : inShort ? shortStage : 0 // 璉??潘??? 禮9 ?典像閫貊(reductions ??雿輻
// ????????????????????????????????????????????????????????????????????????????
// 禮7 ??閮?嚗T-Core嚗僑?郭?璅? ??? ??蝮賣?獢?clamp ??qty嚗?// qty = (targetVol / instVolAnn) * equity * weight / close
// ?Ⅳ撅斗????clamp(er/erThr,0.5,1.0)嚗R 靽∪艙??
// ????????????????????????????????????????????????????????????????????????????
// 頝臬?靘陷?嚗??鞈?像皛?equity 瘛瑕?雿 sizing ?箸?嚗?銴頝臬??曉之??// 瘛瑕?靽 eqBlendInit / eqBlendSmooth 撌脫??脩?航矽 input(???0.5 / 0.99)??var float avgEq = na
avgEq := na(avgEq) ? strategy.equity : avgEq * eqBlendSmooth + strategy.equity * (1.0 - eqBlendSmooth)
sizeBase = eqBlendInit * strategy.initial_capital + (1.0 - eqBlendInit) * avgEq
// vol-target 瘥?嚗?????摰????改?瘥?=1嚗?vtScale = useVolTarget ? targetVol / instVolAnn : 1.0
// ER 靽∪艙靽嚗??嚗lamp 0.5~1.0嚗????冽?Ⅳ撅?L2/L3嚗???L1 銝葬??convMult = useConvAdd and erThr > 0 ? math.min(math.max(er / erThr, 0.5), 1.0) : 1.0
wL2eff = wL2 * convMult
wL3eff = wL3 * convMult
totW = wL1 + wL2 + wL3 // 蝮賣?獢踹??誑?甈?(銝靽∪艙蝮格)?箏皞?靽?銝?蝛拙?
var int capHits = 0
// ?桐??箏嚗策摰惜甈? ???格?? ???府撅文???瑽▼銝? clamp ??qty(??/?aN)
qtyFor(w) =>
float notion = vtScale * sizeBase * w
// 閰脣惜???啁??銝?嚗蜇瑽▼???格???靘???
float nCap = totW > 0 ? sizeBase * maxGross * (w / totW) : sizeBase * maxGross
bool capped = notion > nCap
notion := math.min(notion, nCap)
float q = close > 0 ? notion / close : 0.0
q := math.max(nz(q, 0.0), 0.0)
[q, capped]
[qty1, cap1] = qtyFor(wL1)
[qty2, cap2] = qtyFor(wL2eff)
[qty3, cap3] = qtyFor(wL3eff)
// ????????????????????????????????????????????????????????????????????????????
// 禮8 R-multiple ??Chandelier ratchet ??嚗?蝛粹??only-up / only-down嚗?// R ?? = entryRisk嚗脣??銋?chandMult?atrChand ??甇Ｘ?頝嚗?// entryPx/rBasePx 銋 L1 敹 L2/L3 ?券?游??◤閫詨?嚗 ?摰祕摮敹?// ????????????????????????????????????????????????????????????????????????????
rDenom = na(entryRisk) ? (chandMult * atrChand) : entryRisk // ?祕??甇Ｘ?頝
rBasePx = na(entryPx) ? avgPx : entryPx
R = inPos and rDenom > 0 ? (inLong ? (close - rBasePx) / rDenom : (rBasePx - close) / rDenom) : 0.0
// ?湔? high-water R嚗?脖??嚗ot inPos 撌脫 禮6 甇賊嚗?// ?瑟撜啣澆?璉???peakBar嚗??箄隅?Ｗ僑朣??趙閮??函??箸???if inPos
if R > peakR
peakR := R
peakBar := bar_index // ?瑟 high-water R ???蔭?趙閮?
// 撜啣澆?皛舀??賂?頝?甈∪??peakR 撌脤?撟暹?嚗??∪???0
barsSincePeak = inPos ? math.max(bar_index - peakBar, 0) : 0
// ?? R ?０?嚗祝?葉??嚗隤踵蝺???曉之?喳偏??瑕椰撠橘???
// ?箇?銝?嚗<1 撖?=??mult)??~2 銝准?2 蝺?multStepBase = not useRStep ? chandMult : (R < 1 ? chandMult : R < 2 ? trailMidR : trailTightR)
multStep = multStepBase
// 瘜Ｗ??芷?蜓 trail嚗?銝?蝺?(R>=1嚗歇?ａ???撖祆?)隞交郭???芷?凝隤踴?// ?澆靘?嚗?閮剛???breathClamp(relVol/brakeK)嚗??賊??????breathPctl
// (atrPct ?曉?雿?銝１ brakeK)??瘜Ｗ? ??靽?? ??蝬剜??嗥?嚗?瘜Ｗ? ???曉祝??// clamp ??[trailTightR, chandMult] 蝬剜??株矽??trailBreath = effDecorrGauge ? breathPctl : breathClamp
if effBreathTrail and useRStep and inPos and R >= 1
float bt = multStepBase * trailBreath
multStep := math.min(math.max(bt, trailTightR), chandMult)
// 憭偕摨行???游漲 ratchet嚗誑銝偕摨行??瑽?撖思蜓 trail 擛?(?郭?蜓 trail ??蝺?????// coherence==3(?典????亙熒) ???曉祝 cohRelaxK(銝? chandMult) 蝯行?憭批?賂?
// coherence<=1(敹思葉撠箏漲?) ???嗅?蝺? trailTightR ???嚗oherence==2 ??銝???if effCoherenceTrail and useRStep and inPos and R >= 1
int coh = inLong ? coherenceLong : coherenceShort
if coh >= 3
multStep := math.min(multStep * cohRelaxK, chandMult)
else if coh <= 1
multStep := math.min(multStep, trailTightR)
// TP1 ?質?敺??詨??撥?嗡??穿?蝑??BE 閫貊??歇?質????
beActive = (useBE and R >= kBE) or (useBEonTP1 and tp1Done)
// ?? 瘜Ｗ??芷????嚗ffGiveback = multBE ? clamp(relVol,1.0,brakeK) ??
// 銴 relVol(禮4)/brakeK/multBE嚗?啣? input??瘜Ｗ??曉祝??(?踹???)??// 雿郭?蝺????憭瞏????澆??摰?givebackR=multBE??breathMult = effBreathGB ? breathClamp : 1.0
// 頞典撟湧翩??趙?嗥?嚗陸?澆?皛航?銋???????撠??唳頞?)嚗?憭??stallShrinkMin ??// stallShrink = clamp(1 ??barsSincePeak/timeStopBars, stallShrinkMin, 1.0)??// 閮剛??牧嚗ong-since-new-high ?舫??函???銵啁垠???雁摨西????郭??撌脣祕?曄??甇?漱??stallFrac = barsSincePeak * 1.0 / math.max(timeStopBars, 1) // 撘瑕 float ?斗?嚗??豢??stallShrink = effStallRatchet and timeStopBars > 0 ? math.min(math.max(1.0 - stallFrac, stallShrinkMin), 1.0) : 1.0
effGiveback= multBE * breathMult * stallShrink
// Peak-R ???唳嚗???peakR 撌脩?銝?effGiveback 銋??????踹????????// ?銋??ffPeakRatchet 撌脣 usePureA??peakFloorOn= effPeakRatchet and inPos and peakR > effGiveback
// ?? TP ?０撘??砍?選?瘥鋡?畾萄?蹂???multBE?rDenom ??
// stairRungs嚗歇?質?畾菜(TP1???P2??)嚗??= rBasePx 簣 stairRungs?multBE?rDenom??// ??peakR ????唳 / BE ?唳 / R ?０ 銝敺?math.max/min ??蝺???multBE/tp ????stairRungs = (tp1Done ? 1 : 0) + (tp2Done ? 1 : 0)
tpStairOn = effTPstair and inPos and stairRungs > 0
tpStairFloorL= rBasePx + stairRungs * multBE * rDenom
tpStairFloorS= rBasePx - stairRungs * multBE * rDenom
// ?? 撌脣祕?曄?拚靽?唳嚗ankFrac=bankedQty/openInitQty嚗??rBasePx簣bankFrac?rDenom ??
// ?餌? multBE(銝１)嚗?歇?質???憪蜇?瘥???交撠敹?雿??拐???// bankFrac?0,1] ???唳?憭??rBasePx+1?rDenom(=+1R)嚗迤瘥撌脣祕?暹?靘??株矽銝宏??bankFrac = openInitQty > 1e-9 ? math.min(bankedQty / openInitQty, 1.0) : 0.0
bankedFloorOn = effBankedFloor and inPos and bankFrac > 1e-9
bankedFloorL = rBasePx + bankFrac * rDenom
bankedFloorS = rBasePx - bankFrac * rDenom
// ?? [NEW-A1] 頝典偕摨?ATR ?折?甇Ｘ?撠箏漲?唳嚗??beActive 敺敹??剁?憭征?∪?嚗??
// 閮剛??牧嚗敹??Ｗ偕摨西隅?ｇ??Ｚ隅?Ｘ迤撣詨?詨?摨阡?憭扳敹怠偕摨?atrChand嚗敹?ATR 閮?trail
// ? low-vol pocket ?敹?亙熒??銝剜??箝璈??trail ??ATR 撠箏漲?寧
// atrScale=max(atrChand, |close?t3|)?誑?Ｗ偕摨?ST3 band 撖砍漲雿?瑼◢?芣?撠偕摨血?選?雿踹??// 蝛粹??典??詨??祕??撅祆??偕摨艾?曉之 rawStop(撠箏漲?唳)?atchet 隞?霅?trailStop ?芷脖??嚗?// 銝憭批?憪?R(beActive ??雿)????st3/atrChand ?嗆憓?input?? breathPctl(??雿蔭)甇?漱??st3Band = na(st3) ? 0.0 : math.abs(close - st3)
atrScaleX = effMultiScaleStop and beActive ? math.max(atrChand, st3Band) : atrChand
if useChandelier and inLong
trailExt := na(trailExt) ? high : math.max(trailExt, high)
rawStop = trailExt - multStep * atrScaleX
trailStop := na(trailStop) ? rawStop : math.max(trailStop, rawStop) // ratchet ?芷脖??
if beActive
trailStop := math.max(trailStop, rBasePx + multBE * rDenom)
if tpStairOn
trailStop := math.max(trailStop, tpStairFloorL) // ?０?唳
if bankedFloorOn
trailStop := math.max(trailStop, bankedFloorL) // 撌脣祕?曄?拚?唳
if peakFloorOn
trailStop := math.max(trailStop, rBasePx + (peakR - effGiveback) * rDenom) // ?澆/撟湧翩????唳
else if useChandelier and inShort
trailExt := na(trailExt) ? low : math.min(trailExt, low)
rawStop = trailExt + multStep * atrScaleX
trailStop := na(trailStop) ? rawStop : math.min(trailStop, rawStop) // ratchet ?芷脖??
if beActive
trailStop := math.min(trailStop, rBasePx - multBE * rDenom)
if tpStairOn
trailStop := math.min(trailStop, tpStairFloorS) // ?０?唳(?∪?)
if bankedFloorOn
trailStop := math.min(trailStop, bankedFloorS) // 撌脣祕?曄?拚?唳(?∪?)
if peakFloorOn
trailStop := math.min(trailStop, rBasePx - (peakR - effGiveback) * rDenom) // ?澆/撟湧翩????唳(?∪?)
// ????????????????????????????????????????????????????????????????????????????
// 禮9 ?箏閫貊嚗??蝔梧?頞典???箔蜓?箏嚗elowAvg ?孵?畾萎??舫?嚗?// time-stop 璉靘?ER ?芷??effTimeStop = round(timeStopBars?clamp(er/erThr,0.5,1.0))
// 閮鳴??祆挾?典像閫貊??禮10 隞颱? reductions 銋?閰摯嚗?撘 禮6 璉? stage ??甇?Ⅱ??// ????????????????????????????????????????????????????????????????????????????
trailHitLong = useChandelier and inLong and not na(trailStop) and close < trailStop
trailHitShort = useChandelier and inShort and not na(trailStop) and close > trailStop
// ?賡摨?嚗翰+銝?ST ????嚗? ST 蝧餃?嚗?twoSTRevLong = inLong and st1Bear and st2Bear
twoSTRevShort = inShort and st1Bull and st2Bull
// ER ?芷??time-stop 璉嚗???er/erThr/timeStopBars嚗?啣? input嚗ffAdaptiveTS 撌脣 usePureA嚗?tsScale = effAdaptiveTS and erThr > 0 ? math.min(math.max(er / erThr, 0.5), 1.0) : 1.0
effTimeStop = math.max(math.round(timeStopBars * tsScale), 1)
// timeStop ??not na(entryBar) 摰?(憭征撠迂)嚗ntryBar 撌脤?蝵桃 na ?厭???芷脣???閮?嚗?// ?? (bar_index-0) ???鈭活撟喳?tsAge = na(entryBar) ? 0 : (bar_index - entryBar)
timeStopLong = useTimeStop and inLong and not na(entryBar) and tsAge >= effTimeStop and R < 1 and stage < 3
timeStopShort = useTimeStop and inShort and not na(entryBar) and tsAge >= effTimeStop and R < 1 and stage < 3
// ????????????????????????????????????????????????????????????????????????????
// 禮10 銝?瑁?嚗??箏敺脣嚗?璉????喳?甇伐?
// ????????????????????????????????????????????????????????????????????????????
var bool exitedThisBar = false
exitedThisBar := false
// ?? ??摨??暑?????? stale 敹怎 ??
// 禮6 ??stage/posSize ?冽???????銝甈～蝔?????0 ??TP/cut/fade/belowAvg ???// l*On/s*On 銝血祕?葬撠雿?隞?posLive 餈質馱???嗅??拚??其?(瘥活 drain 敺?文祕??鈭日? d)
// 雿???drain ??posAbs 銝? + TP ?質??箸嚗???stage-gate ?寧??fresh l*On/s*On
// ?單????暑 stage嚗?????stale stage??var float posLive = 0.0
posLive := posSize // 璉?隞亙祕?雿?憪?嚗?甈?drain 敺 global scope ??撖阡??漱??d
bool fullExitNow = false
// ????????????????????????????????????????????????????????????????????????????
// [intrabar hardstop ????芣晾 + ?箏?芸?摨??包 ????????????????????????????????
// (a) ?隞??璉?committed ??trailStop?? strategy.exit(?脰歲蝛箇銝剜?鈭歹?銝?璉???嚗?// ?餅?銝?摰?from_entry 雿踹?箸項???tranche ?擃雿????// (b) ?支葉?漱?菜葫??敺?朣?璉?甇???? live stop = trailStop[1]??
// brokerStopHit = (憭? low<=trailStop[1] / 蝛? high>=trailStop[1])??// (c) 銝??brokerStopHit嚗??喟頝舀璉??????TP/cut/fade/belowAvg)?擗?斤Ⅱ隤?// ?箏(閮?exitedThisBar/blockPartials=true)嚗???璉摮 hX ?典?鈭?蝯??找?????// (d) ????單撅文? brokerStopHit ??銝剖董??蝵栽?歇?芾?撟喳?銝?璉?禮6 not inPos
// ?芰摰?蔭(??entryBar:=na)嚗???璉?? stageLive==opentrades??// ????????????????????????????????????????????????????????????????????????????
// ?詨??祆??迤????live stop = 銝?璉?committed ??trailStop(trailStop[1])
liveStopLong = useHardStop and inLong and not na(trailStop[1])
liveStopShort = useHardStop and inShort and not na(trailStop[1])
// ?嚗??祆? committed ??trailStop 銝漱??蝝?????脰歲蝛綽?銝?璉??支葉?漱??)??if useHardStop and inLong and not na(trailStop)
strategy.exit("hX-L", stop=trailStop, comment="HardStopL")
if useHardStop and inShort and not na(trailStop)
strategy.exit("hX-S", stop=trailStop, comment="HardStopS")
// ?支葉?漱?菜葫嚗?朣?璉??? live stop(trailStop[1])
bool brokerStopHit = (liveStopLong and low <= trailStop[1]) or (liveStopShort and high >= trailStop[1])
// brokerStopHit ???祆??其?撌脩 hX ?典像?????剛楝?祆????砍惜皜??嗥蝣箄??箏(鈭)
bool blockPartials = brokerStopHit
if brokerStopHit
exitedThisBar := true // ?餅迫?祆?銝??蝥?close/close_all/?典?皜??詨?撌脣?像??
// ??銝餃??A嚗handelier trailStop嚗?斤Ⅱ隤? ??// 瘜冽?嚗rokerStopHit ??exitedThisBar 撌?true嚗???not exitedThisBar ?券?剛楝??if not exitedThisBar and trailHitLong
strategy.close_all(comment="TrailL")
fullExitNow := true
else if not exitedThisBar and trailHitShort
strategy.close_all(comment="TrailS")
fullExitNow := true
// ???箏 B嚗? ST ??摨? ??if not exitedThisBar and not fullExitNow and twoSTRevLong
strategy.close_all(comment="2STrevL")
fullExitNow := true
else if not exitedThisBar and not fullExitNow and twoSTRevShort
strategy.close_all(comment="2STrevS")
fullExitNow := true
// ???箏 C嚗???????if not exitedThisBar and not fullExitNow and (timeStopLong or timeStopShort)
strategy.close_all(comment="TimeStop")
fullExitNow := true
// [inline ?典像?蔭] ??單撅?close_all ?箏(trail/2ST/timeStop)閫貊嚗rokerStopHit 頝臬?
// 銝粥甇方?(?詨??芾?撟喳?銝?璉?禮6 ?芰?蔭)??// 撠迂?澆撘脣?瑕嚗ffCooldown=round(cooldownBars?clamp(relVol,1,brakeK))??if fullExitNow
l1On := false
l2On := false
l3On := false
s1On := false
s2On := false
s3On := false
entryRisk := na
entryPx := na
entryBar := na // 摰?蔭??entryBar:=na嚗?蝯?bar_index-0 瘙⊥?
trailExt := na
trailStop := na
tp1Done := false
tp2Done := false
peakR := 0.0
peakBar := bar_index // ?趙閮??冽飛?? bankedQty := 0.0
openInitQty := 0.0
fadeArmed := true
notL1 := 0.0
notL2 := 0.0
notL3 := 0.0
notS1 := 0.0
notS2 := 0.0
notS3 := 0.0
exitedThisBar := true
float effCooldown = effAdaptiveCooldown ? math.max(math.round(cooldownBars * breathClamp), 0) : cooldownBars
cooldownUntil := bar_index + effCooldown
posLive := 0.0 // ?典像敺?璉擗雿飛?塚?敺? drain ??posAbs 銝???TP ?箸?喟 0
// ?? contiguous-stack ?臭?皜?隤?蝝撘?top-first drain + global-scope 閫???神嚗??
// [Pine v5 蝖祉?? ?賢??找??舀撖怠?撅?scope var???寧蝝撘????撅文????典??誑
// ??喳??霈?撠撘????賊?蝞???湔敺?[done, ?啣??捌?, ?啣?棺?] tuple嚗?// ?迤???mutation 銝敺 global scope ?刻圾瑽釵?澆??trategy.close(id, qty=) ?澆撘
// ????蝢抬?隞?newest-first(L3?2?1) ???摰?撅斗???撅扎畾???遣?典 bool嚗?// 銝?撘?l3On?2On?1On ??top-first ??蝡?drainLong(reqQty, posAbs, n3, n2, n1) =>
float want = math.min(math.max(nz(reqQty, 0.0), 0.0), posAbs)
float done = 0.0
float r3 = n3
float r2 = n2
float r1 = n1
if r3 > 1e-9 and want - done > 1e-9
float take = math.min(want - done, r3)
if take > 1e-9
strategy.close("L3", qty=take, comment="cut-L3")
r3 := r3 - take
done := done + take
if r2 > 1e-9 and want - done > 1e-9
float take = math.min(want - done, r2)
if take > 1e-9
strategy.close("L2", qty=take, comment="cut-L2")
r2 := r2 - take
done := done + take
if r1 > 1e-9 and want - done > 1e-9
float take = math.min(want - done, r1)
if take > 1e-9
strategy.close("L1", qty=take, comment="cut-L1")
r1 := r1 - take
done := done + take
[done, r3, r2, r1, r3 > 1e-9, r2 > 1e-9, r1 > 1e-9]
drainShort(reqQty, posAbs, n3, n2, n1) =>
float want = math.min(math.max(nz(reqQty, 0.0), 0.0), posAbs)
float done = 0.0
float r3 = n3
float r2 = n2
float r1 = n1
if r3 > 1e-9 and want - done > 1e-9
float take = math.min(want - done, r3)
if take > 1e-9
strategy.close("S3", qty=take, comment="cut-S3")
r3 := r3 - take
done := done + take
if r2 > 1e-9 and want - done > 1e-9
float take = math.min(want - done, r2)
if take > 1e-9
strategy.close("S2", qty=take, comment="cut-S2")
r2 := r2 - take
done := done + take
if r1 > 1e-9 and want - done > 1e-9
float take = math.min(want - done, r1)
if take > 1e-9
strategy.close("S1", qty=take, comment="cut-S1")
r1 := r1 - take
done := done + take
[done, r3, r2, r1, r3 > 1e-9, r2 > 1e-9, r1 > 1e-9]
// trancheTopLong/Short嚗??賢?嚗??喋???怠?游惜???柴???cutTop ????tranche
// 嚗???惜?嚗?璉?甈?cut ?勗??芸?怎垢??drain 敺?蝞??踹? stale ?嚗?trancheTopLong(on3, on2, on1, n3, n2, n1) =>
on3 ? n3 : on2 ? n2 : on1 ? n1 : 0.0
trancheTopShort(on3, on2, on1, n3, n2, n1) =>
on3 ? n3 : on2 ? n2 : on1 ? n1 : 0.0
// ?? ?挾 R-multiple Partial TP嚗擗雿?posLive?瘥?蝎曄Ⅱ?質?嚗? contiguous-stack嚗??
// tpQty 銝敺誑 posLive(???嗅??拚??其?)?箏?賂?drain ??posAbs 銝?鈭血 posLive嚗?甈∟鋡?// 敺?posLive -= d?P1 ??TP2 ????閫貊??TP2 ?芸?隞亦葬撠??拚??其?閮??拇挾??瘞訾?頞??嗅?
// 蝮賡雿敹?L1 ??newest-first + posAbs clamp ??靽風?ankedQty 蝝航?撖阡??質???撠董??// not blockPartials嚗rokerStopHit 璉?敺??潮??close嚗? hX ?典?鈭支??乓?tpHitL1 = usePartialTP and not exitedThisBar and not blockPartials and inLong and R >= tp1R and not tp1Done
tpHitL2 = usePartialTP and not exitedThisBar and not blockPartials and inLong and R >= tp2R and not tp2Done
tpHitS1 = usePartialTP and not exitedThisBar and not blockPartials and inShort and R >= tp1R and not tp1Done
tpHitS2 = usePartialTP and not exitedThisBar and not blockPartials and inShort and R >= tp2R and not tp2Done
if tpHitL1
[d, n3, n2, n1, o3, o2, o1] = drainLong(posLive * tp1Pct / 100.0, posLive, notL3, notL2, notL1)
notL3 := n3
notL2 := n2
notL1 := n1
l3On := o3
l2On := o2
l1On := o1
bankedQty := bankedQty + d
posLive := math.max(posLive - d, 0.0)
tp1Done := true
if tpHitL2
[d, n3, n2, n1, o3, o2, o1] = drainLong(posLive * tp2Pct / 100.0, posLive, notL3, notL2, notL1)
notL3 := n3
notL2 := n2
notL1 := n1
l3On := o3
l2On := o2
l1On := o1
bankedQty := bankedQty + d
posLive := math.max(posLive - d, 0.0)
tp2Done := true
if tpHitS1
[d, n3, n2, n1, o3, o2, o1] = drainShort(posLive * tp1Pct / 100.0, posLive, notS3, notS2, notS1)
notS3 := n3
notS2 := n2
notS1 := n1
s3On := o3
s2On := o2
s1On := o1
bankedQty := bankedQty + d
posLive := math.max(posLive - d, 0.0)
tp1Done := true
if tpHitS2
[d, n3, n2, n1, o3, o2, o1] = drainShort(posLive * tp2Pct / 100.0, posLive, notS3, notS2, notS1)
notS3 := n3
notS2 := n2
notS1 := n1
s3On := o3
s2On := o2
s1On := o1
bankedQty := bankedQty + d
posLive := math.max(posLive - d, 0.0)
tp2Done := true
// ???箏 D嚗T ???挾皜?cut嚗??蝬?contiguous-stack top-first嚗偶銝撅??香嚗?// 閫貊璇辣嚗??嚗T1 ??嚗敹隅?Ｚ?撘梧???撅歹?ST2 ??嚗葉撠箏漲頧摹嚗???撅扎?// 瘜冽?嚗t1 ??st2 ???箏??? 禮9 twoSTRevLong/Short 銋?close_all 撌脣?銵撟喃蒂閮?// exitedThisBar嚗?甇方? cut ??銝 ST ???銝 ST 隞???皜Ⅳ??????// cutL2/cutS2 閬??喳????Ⅳ撅文?湛?l2On or l3On嚗?蝣箔? ST2 頝臬?銝?刻孛?敹?L1??// 閫貊 bool 撌脖誑 fresh l*On/s*On ?斗(??stale stage)嚗rain ??posAbs 銝??寧 posLive??// not blockPartials嚗rokerStopHit 璉?敺??潮??close??cutL1 = usePartialST and not exitedThisBar and not blockPartials and inLong and st1FlipDn and (l1On or l2On or l3On)
cutL2 = usePartialST and not exitedThisBar and not blockPartials and inLong and st2FlipDn and (l2On or l3On)
cutS1 = usePartialST and not exitedThisBar and not blockPartials and inShort and st1FlipUp and (s1On or s2On or s3On)
cutS2 = usePartialST and not exitedThisBar and not blockPartials and inShort and st2FlipUp and (s2On or s3On)
// cutTop ??global-scope inline嚗??惜 tranche ??drain ??閫???神?典???// ?? cutL1 敺?cutL2 ?誑??啣??? notL*/l*On ?? tranche嚗??stale ?嚗?if cutL1
float tr = trancheTopLong(l3On, l2On, l1On, notL3, notL2, notL1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainLong(tr, posLive, notL3, notL2, notL1)
notL3 := n3
notL2 := n2
notL1 := n1
l3On := o3
l2On := o2
l1On := o1
posLive := math.max(posLive - d, 0.0)
if cutL2
float tr = trancheTopLong(l3On, l2On, l1On, notL3, notL2, notL1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainLong(tr, posLive, notL3, notL2, notL1)
notL3 := n3
notL2 := n2
notL1 := n1
l3On := o3
l2On := o2
l1On := o1
posLive := math.max(posLive - d, 0.0)
if cutS1
float tr = trancheTopShort(s3On, s2On, s1On, notS3, notS2, notS1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainShort(tr, posLive, notS3, notS2, notS1)
notS3 := n3
notS2 := n2
notS1 := n1
s3On := o3
s2On := o2
s1On := o1
posLive := math.max(posLive - d, 0.0)
if cutS2
float tr = trancheTopShort(s3On, s2On, s1On, notS3, notS2, notS1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainShort(tr, posLive, notS3, notS2, notS1)
notS3 := n3
notS2 := n2
notS1 := n1
s3On := o3
s2On := o2
s1On := o1
posLive := math.max(posLive - d, 0.0)
// ???箏 E嚗egime-fade ?詨??駁◢?迎??箏?游?蝔望?脣靽∪艙?Ⅳ嚗???// ?葉 er < erThr?fadeK嚗縑敹菜??嚗?嚗? contiguous-stack ???怠?蝣澆惜????tranche嚗?// 閬?瘣?stage>=2嚗撠?銝?Ⅳ撅文?湛?隞乩?霅?閫詨??詨? L1???皛航風甈?
// (1) re-arm ??er >= erThr嚗??湧皛臬葆嚗?(2) ?拇活?惜?喳??? fadeCoolBars 璉?// effRegimeFade ??usePureA?ot blockPartials??if not inPos or er >= erThr
fadeArmed := true // ER ??頞?摰?瑼?erThr ???唳郎鋆??脫趙撣塚?
fadeTrig = effRegimeFade and not exitedThisBar and not blockPartials and erThr > 0 and er < erThr * fadeK
fadeReady = fadeArmed and (bar_index - lastFadeBar) >= fadeCoolBars
// 隞乓迨??fresh l*On/s*On ?單?????瘣?stage ??>=2 霅瑟?嚗?蝯???禮6 璉? stale stage??fadeStageLong = (l1On?1:0) + (l2On?1:0) + (l3On?1:0)
fadeStageShort = (s1On?1:0) + (s2On?1:0) + (s3On?1:0)
regimeFadeLong = fadeTrig and inLong and fadeStageLong >= 2 and fadeReady
regimeFadeShort = fadeTrig and inShort and fadeStageShort >= 2 and fadeReady
if regimeFadeLong
float tr = trancheTopLong(l3On, l2On, l1On, notL3, notL2, notL1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainLong(tr, posLive, notL3, notL2, notL1)
notL3 := n3
notL2 := n2
notL1 := n1
l3On := o3
l2On := o2
l1On := o1
posLive := math.max(posLive - d, 0.0)
fadeArmed := false
lastFadeBar := bar_index
if regimeFadeShort
float tr = trancheTopShort(s3On, s2On, s1On, notS3, notS2, notS1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainShort(tr, posLive, notS3, notS2, notS1)
notS3 := n3
notS2 := n2
notS1 := n1
s3On := o3
s2On := o2
s1On := o1
posLive := math.max(posLive - d, 0.0)
fadeArmed := false
lastFadeBar := bar_index
// ???箏 F嚗elowAvg/aboveAvg ?怠惜皜Ⅳ嚗?挾??閮剝?嚗??撟喟??詨??? ??// 蝬?contiguous-stack嚗?????怠?游惜????tranche嚗op-first嚗?靽??詨? L1 頝撠橘?
// 瘣?stage>=2 璇辣蝣箔??喳?????蝣澆惜?臬?嚗1 瘞訾?鋡急迨頝臬?閫詨???// stage>=2 霅瑟??寧甇文 fresh l*On/s*On ?單????暑 stage?ot blockPartials??belowStageLong = (l1On?1:0) + (l2On?1:0) + (l3On?1:0)
aboveStageShort = (s1On?1:0) + (s2On?1:0) + (s3On?1:0)
belowAvgLong = useBelowAvg and not exitedThisBar and not blockPartials and inLong and belowStageLong >= 2 and close < avgPx - kBuf * atrChand
aboveAvgShort = useBelowAvg and not exitedThisBar and not blockPartials and inShort and aboveStageShort >= 2 and close > avgPx + kBuf * atrChand
if belowAvgLong
float tr = trancheTopLong(l3On, l2On, l1On, notL3, notL2, notL1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainLong(tr, posLive, notL3, notL2, notL1)
notL3 := n3
notL2 := n2
notL1 := n1
l3On := o3
l2On := o2
l1On := o1
posLive := math.max(posLive - d, 0.0)
if aboveAvgShort
float tr = trancheTopShort(s3On, s2On, s1On, notS3, notS2, notS1)
if tr > 1e-9
[d, n3, n2, n1, o3, o2, o1] = drainShort(tr, posLive, notS3, notS2, notS1)
notS3 := n3
notS2 := n2
notS1 := n1
s3On := o3
s2On := o2
s1On := o1
posLive := math.max(posLive - d, 0.0)
// ????????????????????????????????????????????????????????????????????????????
// 禮11 ?脣嚗?蝛箏?潮??擐憟?regime gate嚗?蝣澆? winners-add-only + vol-brake嚗?// ??禮10 靽? stage ???嚗1Cond(stage==0) ??蝣?l1On==true) 瘞詨???⊿?蝝?甇颯?// brokerStopHit 璉?exitedThisBar=true ???祆?銝脣(canEnter ??not exitedThisBar)??// ????????????????????????????????????????????????????????????????????????????
canEnter = bar_index >= cooldownUntil and not exitedThisBar
// ?脣 stage ??敺誑??0 皜? fresh l*On/s*On ?單?????瘣?stage ?斗嚗?????禮6 璉?
// stale stage?1Cond/s1Cond 銝血?撠? stage==0 ??瘙⊥??脰風??curLongStage = (l1On?1:0) + (l2On?1:0) + (l3On?1:0)
curShortStage = (s1On?1:0) + (s2On?1:0) + (s3On?1:0)
// [NEW-A2] ?脣???孵榆蝣箄???擐 |close?t1| ??kBuf?atrChand嚗???kBuf/atrChand ?嗆憓?input嚗?// ?芸??蝧餉????芣銵??脤??殷??蕪?Ｚ??云??餈賡?/餈賜征?柴?蝛粹?ffEntryDistGate 撌脣 usePureA??// na 摰?嚗t1/atrChand 隞颱? na ??atrChand<=0 ???餅?(???銵)嚗??璈?隤日???entryDistOK = not effEntryDistGate or na(st1) or na(atrChand) or atrChand <= 0 or math.abs(close - st1) <= kBuf * atrChand
// [?EW-C2] 銝剖偕摨阡脣蝣箄???擐??瘙葉撠箏漲 ST2 ??嚗? st2Bull / 蝛?st2Bear嚗?// 鋆?regime gate ?葉撠箏漲?孵??脤?(銝巨 ER/ADX/ST3 銝 ST2)????st2Bull/st2Bear ?嗆憓?input??// 憭征?∪??雿擐?ffMidConfirm 撌脣 usePureA嚗????拇? OK ??true(???銵)??midConfirmLongOK = not effMidConfirm or st2Bull
midConfirmShortOK = not effMidConfirm or st2Bear
// 擐嚗T1 蝧餃? + regime gate嚗 MTF ?Ｙ?瑽??漲嚗? ?孵榆??A2) + 銝剖偕摨衣Ⅱ隤?(C2)
l1Cond = curLongStage == 0 and curShortStage == 0 and st1FlipUp and regimeLongOK and canEnter and entryDistOK and midConfirmLongOK
s1Cond = curLongStage == 0 and curShortStage == 0 and st1FlipDn and regimeShortOK and canEnter and entryDistOK and midConfirmShortOK
// ?Ⅳ嚗?畾萄歇瘚桃?(R>0)?隅?Ｗ??T ?亙?蝧餃????芾孛??vol-brake嚗?瘜Ｗ???嚗?// [NEW-A3] 銝?游漲?Ⅳ靽∪艙??addOK ???撅砌蒂??AND coherence>=2嚗? coherenceLong / 蝛?coherenceShort嚗?// [?EW-C1] ER ??漲?Ⅳ????AND (er >= er[1])(??芣??????er[1] ?嗆憓?input??蝣?erThr??// ?拚???convMult(隤?size)銝迤鈭歹?A3 ??瑽1 ???賢??漲?onvMult ?偌皞?蝛粹??addCohLongOK = not effCoherenceAdd or coherenceLong >= 2
addCohShortOK = not effCoherenceAdd or coherenceShort >= 2
addErAccelOK = not effErAccelAdd or er >= nz(er[1], er) // er 銝?榆????(??芣??嚗?蝛箏?典?銝璇?er
addOKLong = not volBrakeOn and R > 0 and addCohLongOK and addErAccelOK
addOKShort = not volBrakeOn and R > 0 and addCohShortOK and addErAccelOK
l2Cond = curLongStage == 1 and l1On and inLong and st2FlipUp and st1Bull and addOKLong
l3Cond = curLongStage == 2 and l1On and l2On and inLong and st3FlipUp and st1Bull and st2Bull and addOKLong
s2Cond = curShortStage == 1 and s1On and inShort and st2FlipDn and st1Bear and addOKShort
s3Cond = curShortStage == 2 and s1On and s2On and inShort and st3FlipDn and st1Bear and st2Bear and addOKShort
if l1Cond
strategy.entry("L1", strategy.long, qty=qty1, comment="L1")
entryRisk := chandMult * atrChand // ???祕??甇Ｘ?頝??R ??
entryPx := close
trailExt := high
trailStop := na
entryBar := bar_index
peakR := 0.0
peakBar := bar_index // ?啣???趙閮??? bankedQty := 0.0
openInitQty := qty1
fadeArmed := true
l1On := true
notL1 := qty1 // 閮?閰脣惜銝?⊥嚗? TP/cut/fade 蝝蝎曄Ⅱ撠董
if l2Cond
strategy.entry("L2", strategy.long, qty=qty2, comment="L2")
l2On := true
notL2 := qty2
openInitQty := openInitQty + qty2
if l3Cond
strategy.entry("L3", strategy.long, qty=qty3, comment="L3")
l3On := true
notL3 := qty3
openInitQty := openInitQty + qty3
if s1Cond
strategy.entry("S1", strategy.short, qty=qty1, comment="S1")
entryRisk := chandMult * atrChand // ???祕??甇Ｘ?頝??R ??
entryPx := close
trailExt := low
trailStop := na
entryBar := bar_index
peakR := 0.0
peakBar := bar_index // ?啣???趙閮??? bankedQty := 0.0
openInitQty := qty1
fadeArmed := true
s1On := true
notS1 := qty1
if s2Cond
strategy.entry("S2", strategy.short, qty=qty2, comment="S2")
s2On := true
notS2 := qty2
openInitQty := openInitQty + qty2
if s3Cond
strategy.entry("S3", strategy.short, qty=qty3, comment="S3")
s3On := true
notS3 := qty3
openInitQty := openInitQty + qty3
// nCap ??閮嚗??vol-target ?臬鋡急?獢蹂???頝荔?
if cap1 or cap2 or cap3
capHits += 1
// 璉 fresh 瘣?stage嚗?0 皜?+ 禮11 ?Ⅳ敺?蝯?l*On/s*On ?遣嚗? 禮12 閬死?? 禮14
// stage==opentrades 撠董雿輻?? ??stage ?箸?擐?靘?禮9 timeStop 甇?Ⅱ閮?)嚗＊蝷?撠董
// ?寧 stageLive(璉 fresh)隞亙??璉?祕撅斗??// 閮鳴?brokerStopHit 璉?銝剖歇撟喳?雿?strategy.position_size 閬?銝璉??? flat嚗??祆?
// inLong/inShort 隞?true?tageLive 隞＊蝷箸?鈭文?撅斗嚗??詨?敺?蝞? opentrades 銝?湛?閰脫?
// 禮14 銝炊?梁撣喉?銝?璉?Ⅱ隤?flat 敺?禮6 ?芰摰?蔭??蝑敺押?stageLive = inLong ? ((l1On?1:0) + (l2On?1:0) + (l3On?1:0)) : inShort ? ((s1On?1:0) + (s2On?1:0) + (s3On?1:0)) : 0
// [NEW-A4] ?詨????拙?蹂?皞飛??蝝閫皜祆扼鈭斗?銵?寡?嚗?瘥????唳撖阡? binding ??// 憭征?∪?嚗???擃??蝺??征??雿??蝺?嚗??梁??蝺?輻?靘??迂嚗? walk-forward
// ?斗???唳?臬敺 binding(?臬?????冽??*FloorL/S ??effGiveback嚗?啣? input??floorBE_L = beActive ? rBasePx + multBE * rDenom : na
floorBE_S = beActive ? rBasePx - multBE * rDenom : na
floorPeak_L = peakFloorOn ? rBasePx + (peakR - effGiveback) * rDenom : na
floorPeak_S = peakFloorOn ? rBasePx - (peakR - effGiveback) * rDenom : na
floorStair_L = tpStairOn ? tpStairFloorL : na
floorStair_S = tpStairOn ? tpStairFloorS : na
floorBank_L = bankedFloorOn ? bankedFloorL : na
floorBank_S = bankedFloorOn ? bankedFloorS : na
// ??祕??蝺?binding)?唳靘?嚗??格?蝺??擃征?格?蝺??雿?var string activeFloorTxt = "??
activeFloorTxt := "??
if inPos
float best = na
string src = "蝝rail"
if inLong
if not na(floorBE_L) and (na(best) or floorBE_L > best)
best := floorBE_L
src := "BE靽"
if not na(floorStair_L) and (na(best) or floorStair_L > best)
best := floorStair_L
src := "?０?唳"
if not na(floorBank_L) and (na(best) or floorBank_L > best)
best := floorBank_L
src := "撌脣祕?暸"
if not na(floorPeak_L) and (na(best) or floorPeak_L > best)
best := floorPeak_L
src := "撜啣?撟湧翩??"
else
if not na(floorBE_S) and (na(best) or floorBE_S < best)
best := floorBE_S
src := "BE靽"
if not na(floorStair_S) and (na(best) or floorStair_S < best)
best := floorStair_S
src := "?０?唳"
if not na(floorBank_S) and (na(best) or floorBank_S < best)
best := floorBank_S