استراتژی ایچیموکو

//@version=6
// Crypex.org | استراتژی ایچیموکو (تنکان/کیجون + ابر + چیکو)
// صرفاً آموزشی است؛ قبل از هر استفاده در بک‌تست و حساب دمو بررسی شود.
strategy("Crypex | Ichimoku Strategy", overlay = true, initial_capital = 10000,
     default_qty_type = strategy.percent_of_equity, default_qty_value = 10,
     commission_type = strategy.commission.percent, commission_value = 0.05,
     max_labels_count = 200)

// ───────── ورودی‌ها ─────────
tenkanLen  = input.int(9,  "Tenkan-sen",     minval = 1, group = "ایچیموکو")
kijunLen   = input.int(26, "Kijun-sen",      minval = 1, group = "ایچیموکو")
senkouBLen = input.int(52, "Senkou Span B",  minval = 1, group = "ایچیموکو")
disp       = input.int(26, "Displacement",   minval = 1, group = "ایچیموکو")

useCloud   = input.bool(true,  "ورود فقط در جهت ابر",           group = "فیلترها")
useChikou  = input.bool(true,  "تأیید چیکو اسپن",                group = "فیلترها")
useColor   = input.bool(false, "رنگ ابر هم‌جهت باشد",            group = "فیلترها")
dirMode    = input.string("Both", "جهت معامله", options = ["Both", "Long only", "Short only"], group = "فیلترها")

atrLen     = input.int(14, "ATR", minval = 1,                    group = "مدیریت ریسک")
slMult     = input.float(1.5, "ضریب ATR برای حد ضرر", step = 0.1, group = "مدیریت ریسک")
rr         = input.float(2.0, "ریسک به ریوارد", step = 0.1,       group = "مدیریت ریسک")

// ───────── محاسبه ─────────
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))

tenkan  = donchian(tenkanLen)
kijun   = donchian(kijunLen)
senkouA = math.avg(tenkan, kijun)
senkouB = donchian(senkouBLen)

// مقدار ابر در کندل جاری (ابر ۲۶ کندل جلو کشیده می‌شود)
cloudA   = senkouA[disp - 1]
cloudB   = senkouB[disp - 1]
cloudTop = math.max(cloudA, cloudB)
cloudBot = math.min(cloudA, cloudB)

atr = ta.atr(atrLen)

// ───────── سیگنال‌ها ─────────
crossUp   = ta.crossover(tenkan, kijun)
crossDown = ta.crossunder(tenkan, kijun)

longOk  = (not useCloud  or close > cloudTop)
     and  (not useChikou or close > close[disp - 1])
     and  (not useColor  or cloudA > cloudB)
shortOk = (not useCloud  or close < cloudBot)
     and  (not useChikou or close < close[disp - 1])
     and  (not useColor  or cloudA < cloudB)

longSig  = crossUp   and longOk  and dirMode != "Short only"
shortSig = crossDown and shortOk and dirMode != "Long only"

// ───────── معاملات ─────────
if longSig
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long", stop = close - atr * slMult, limit = close + atr * slMult * rr)

if shortSig
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short", stop = close + atr * slMult, limit = close - atr * slMult * rr)

// ───────── نمایش ─────────
plot(tenkan, "Tenkan-sen", color = #2962ff, linewidth = 1)
plot(kijun,  "Kijun-sen",  color = #b71c1c, linewidth = 1)
plot(close, "Chikou Span", color = color.new(#43a047, 0), offset = -disp + 1, display = display.pane)
pA = plot(senkouA, "Senkou Span A", color = color.new(color.green, 70), offset = disp - 1)
pB = plot(senkouB, "Senkou Span B", color = color.new(color.red, 70),   offset = disp - 1)
fill(pA, pB, color = senkouA > senkouB ? color.new(color.green, 85) : color.new(color.red, 85))

plotshape(longSig,  "Long",  shape.triangleup,   location.belowbar, color.green, size = size.small)
plotshape(shortSig, "Short", shape.triangledown, location.abovebar, color.red,   size = size.small)

alertcondition(longSig,  "Ichimoku Long",  "سیگنال خرید ایچیموکو")
alertcondition(shortSig, "Ichimoku Short", "سیگنال فروش ایچیموکو")