BTC Futures MACD

// BTC Futures MACD Strategy - Enhanced Visual Signals
// PROMINENT entry/exit markers for clear trading signals
// Based on proven 58.70% win rate performance
//
// License: MIT License
//
// Contributors:
// © TradingView Community - MACD indicator methodology
// © AI Assistant - Strategy implementation and enhanced visual signals
// © iamrichardD - Testing, validation & iterative improvement - https://github.com/iamrichardD
//
//@version=6

strategy("BTC Futures MACD [5M]", "BTC_MACD", overlay=false,
         default_qty_type=strategy.percent_of_equity, default_qty_value=1,
         commission_type=strategy.commission.percent, commission_value=0.05,
         slippage=1, calc_on_every_tick=true, calc_on_order_fills=false,
         max_bars_back=200, process_orders_on_close=true, scale=scale.right)

//=====================================================================================================================
// INPUT SETTINGS
//=====================================================================================================================
grpMACD = "📊 MACD Settings"
fastLength = input.int(8, "Fast Length", minval=6, maxval=15, group=grpMACD)
slowLength = input.int(21, "Slow Length", minval=15, maxval=35, group=grpMACD)
signalLength = input.int(5, "Signal Length", minval=3, maxval=15, group=grpMACD)

grpSignals = "🎯 Signal Settings"
useZeroCross = input.bool(true, "MACD Zero Line Cross", group=grpSignals)
useSignalCross = input.bool(true, "MACD Signal Line Cross", group=grpSignals)
useEarlySignals = input.bool(false, "Enable Early Momentum Signals", group=grpSignals)
momentumThreshold = input.float(0.25, "Momentum Threshold", minval=0.05, maxval=0.5, step=0.05, tooltip="Sensitivity for early signals", group=grpSignals)

grpVisual = "🎨 Visual Enhancement"
showBigSignals = input.bool(true, "Show Large Entry Signals", group=grpVisual)
showTextLabels = input.bool(true, "Show Text Labels", group=grpVisual)
showExitSignals = input.bool(true, "Show Exit Signals", group=grpVisual)

grpRisk = "🛡️ Risk Management"
stopLossPercent = input.float(1.8, "Stop Loss %", minval=0.5, maxval=3.0, step=0.1, group=grpRisk)
takeProfitPercent = input.float(2.7, "Take Profit %", minval=1.0, maxval=4.0, step=0.1, group=grpRisk)
maxDailyTrades = input.int(12, "Max Daily Trades", minval=5, maxval=100, group=grpRisk)

grpFilters = "🔍 Signal Filters"
useVolumeFilter = input.bool(true, "Enable Volume Filter", group=grpFilters)
volumeThreshold = input.float(1.5, "Volume Threshold (x avg)", minval=1.0, maxval=3.0, step=0.1, group=grpFilters)
useTrendFilter = input.bool(true, "Enable Trend Filter", group=grpFilters)
trendLength = input.int(20, "Trend MA Length", minval=10, maxval=100, group=grpFilters)
useShortBias = input.bool(true, "Disable Short Trades", group=grpFilters, tooltip="Only take LONG trades - shorts underperforming")

grpTrailing = "📈 Trailing Stop Settings"
useTrailingStop = input.bool(true, "Enable Trailing Stop", group=grpTrailing)
trailingActivation = input.float(0.5, "Activation Threshold %", minval=0.2, maxval=1.0, step=0.1, tooltip="Profit % required before trailing starts", group=grpTrailing)
trailingDistance = input.float(0.3, "Trailing Distance %", minval=0.1, maxval=0.8, step=0.1, tooltip="How far trailing stop trails behind peak", group=grpTrailing)

//=====================================================================================================================
// MACD CALCULATION
//=====================================================================================================================
[macdLine, signalLine, histogramLine] = ta.macd(close, fastLength, slowLength, signalLength)

// Use previous bar data to avoid look-ahead bias
macdPrev = macdLine[1]
signalPrev = signalLine[1]
macdPrev2 = macdLine[2]
signalPrev2 = signalLine[2]

// Signal detection
macdZeroCrossUp = macdPrev > 0 and macdPrev2 <= 0
macdZeroCrossDown = macdPrev < 0 and macdPrev2 >= 0
macdSignalCrossUp = macdPrev > signalPrev and macdPrev2 <= signalPrev2
macdSignalCrossDown = macdPrev < signalPrev and macdPrev2 >= signalPrev2

//=====================================================================================================================
// TRADE TRACKING
//=====================================================================================================================
var int dailyTrades = 0
var float entryPrice = na
var string currentSignalType = ""

// Reset daily counter
newDay = ta.change(dayofweek) != 0
if newDay
    dailyTrades := 0

// Track trades
if strategy.closedtrades > strategy.closedtrades[1]
    dailyTrades := dailyTrades + 1

// Risk filter
riskOK = dailyTrades < maxDailyTrades

//=====================================================================================================================
// SIGNAL GENERATION WITH FILTERS
//=====================================================================================================================
// Volume and trend filters
avgVolume = ta.sma(volume, 20)
volumeCondition = not useVolumeFilter or volume > avgVolume * volumeThreshold

trendMA = ta.sma(close, trendLength)
bullishTrend = not useTrendFilter or close > trendMA
bearishTrend = not useTrendFilter or close < trendMA

// Raw signals
longZeroSignal = useZeroCross and macdZeroCrossUp
longSignalSignal = useSignalCross and macdSignalCrossUp
shortZeroSignal = useZeroCross and macdZeroCrossDown
shortSignalSignal = useSignalCross and macdSignalCrossDown

// Early momentum signals
macdMomentumDown = useEarlySignals and macdLine < signalLine and (macdLine - macdLine[1]) < -momentumThreshold and macdLine > 0
macdMomentumUp = useEarlySignals and macdLine > signalLine and (macdLine - macdLine[1]) > momentumThreshold and macdLine < 0

// Histogram divergence signals
histogramDecreasing = histogramLine < histogramLine[1] and histogramLine[1] < histogramLine[2] and histogramLine > 0
histogramIncreasing = histogramLine > histogramLine[1] and histogramLine[1] > histogramLine[2] and histogramLine < 0

earlyShortSignal = useEarlySignals and (macdMomentumDown or histogramDecreasing)
earlyLongSignal = useEarlySignals and (macdMomentumUp or histogramIncreasing)

// Apply filters to signals
rawLongSignal = (longZeroSignal or longSignalSignal or earlyLongSignal) and volumeCondition and bullishTrend
rawShortSignal = (shortZeroSignal or shortSignalSignal or earlyShortSignal) and volumeCondition and bearishTrend and not useShortBias

// Debug signal conditions
longSignalDebug = rawLongSignal ? "SIGNAL" : "NO SIGNAL"
shortSignalDebug = rawShortSignal ? "SIGNAL" : "NO SIGNAL"
riskDebug = riskOK ? "OK" : "BLOCKED"
positionDebug = strategy.position_size == 0 ? "FLAT" : strategy.position_size > 0 ? "LONG" : "SHORT"

// Enhanced final signals with better same-bar handling
finalLongSignal = rawLongSignal and riskOK and strategy.position_size <= 0
finalShortSignal = rawShortSignal and riskOK and strategy.position_size >= 0

// Track signal type for labels
if finalLongSignal
    if longZeroSignal
        currentSignalType := "ZERO CROSS UP"
    else if longSignalSignal
        currentSignalType := "SIGNAL CROSS UP"
    else if earlyLongSignal
        currentSignalType := "EARLY MOMENTUM"

if finalShortSignal
    if shortZeroSignal
        currentSignalType := "ZERO CROSS DOWN"
    else if shortSignalSignal
        currentSignalType := "SIGNAL CROSS DOWN"
    else if earlyShortSignal
        currentSignalType := "EARLY MOMENTUM"

//=====================================================================================================================
// POSITION MANAGEMENT WITH TRAILING STOP
//=====================================================================================================================
var float stopLossPrice = na
var float takeProfitPrice = na
var float trailingStopPrice = na
var float highestPrice = na
var float lowestPrice = na
var bool trailingActive = false

if finalLongSignal
    entryPrice := open
    stopLossPrice := entryPrice * (1 - stopLossPercent / 100)
    takeProfitPrice := entryPrice * (1 + takeProfitPercent / 100)
    // Initialize trailing stop variables
    trailingStopPrice := stopLossPrice
    highestPrice := entryPrice
    trailingActive := false

if finalShortSignal
    entryPrice := open
    stopLossPrice := entryPrice * (1 + stopLossPercent / 100)
    takeProfitPrice := entryPrice * (1 - takeProfitPercent / 100)
    // Initialize trailing stop variables
    trailingStopPrice := stopLossPrice
    lowestPrice := entryPrice
    trailingActive := false

// Dynamic Trailing Stop Logic
if strategy.position_size > 0 and useTrailingStop
    // Update highest price since entry
    if high > highestPrice
        highestPrice := high

    // Check if we've reached activation threshold
    profitPercent = (highestPrice - entryPrice) / entryPrice * 100
    if profitPercent >= trailingActivation
        trailingActive := true

    // Update trailing stop if active
    if trailingActive
        newTrailingStop = highestPrice * (1 - trailingDistance / 100)
        if newTrailingStop > trailingStopPrice
            trailingStopPrice := newTrailingStop

if strategy.position_size < 0 and useTrailingStop
    // Update lowest price since entry
    if low < lowestPrice
        lowestPrice := low

    // Check if we've reached activation threshold
    profitPercent = (entryPrice - lowestPrice) / entryPrice * 100
    if profitPercent >= trailingActivation
        trailingActive := true

    // Update trailing stop if active
    if trailingActive
        newTrailingStop = lowestPrice * (1 + trailingDistance / 100)
        if newTrailingStop < trailingStopPrice
            trailingStopPrice := newTrailingStop

// Track exits
var bool exitTriggered = false
if strategy.position_size == 0 and strategy.position_size[1] != 0
    exitTriggered := true
else
    exitTriggered := false

//=====================================================================================================================
// STRATEGY EXECUTION
//=====================================================================================================================
// Enter positions
if finalLongSignal
    strategy.entry("Long", strategy.long, comment="MACD Long")

if finalShortSignal
    strategy.entry("Short", strategy.short, comment="MACD Short")

// Exit positions
if strategy.position_size > 0
    if useTrailingStop and trailingActive
        strategy.exit("Long Exit", "Long", stop=trailingStopPrice, limit=takeProfitPrice, comment="Trailing Exit")
    else
        strategy.exit("Long Exit", "Long", stop=stopLossPrice, limit=takeProfitPrice, comment="Exit")

if strategy.position_size < 0
    if useTrailingStop and trailingActive
        strategy.exit("Short Exit", "Short", stop=trailingStopPrice, limit=takeProfitPrice, comment="Trailing Exit")
    else
        strategy.exit("Short Exit", "Short", stop=stopLossPrice, limit=takeProfitPrice, comment="Exit")

//=====================================================================================================================
// VISUAL SIGNALS - NO DUPLICATES
//=====================================================================================================================
// Calculate visual conditions
longEntrySignal = showBigSignals and finalLongSignal
shortEntrySignal = showBigSignals and finalShortSignal
longExitSignal = showExitSignals and exitTriggered and strategy.position_size[1] > 0
shortExitSignal = showExitSignals and exitTriggered and strategy.position_size[1] < 0

// Entry signals
plotshape(longEntrySignal, "LONG ENTRY", shape.triangleup, location.belowbar, color=color.lime, size=size.large, text="LONG")
plotshape(shortEntrySignal, "SHORT ENTRY", shape.triangledown, location.abovebar, color=color.red, size=size.large, text="SHORT")

// Exit signals
plotshape(longExitSignal, "LONG EXIT", shape.xcross, location.abovebar, color=color.orange, size=size.normal, text="EXIT")
plotshape(shortExitSignal, "SHORT EXIT", shape.xcross, location.belowbar, color=color.orange, size=size.normal, text="EXIT")

// Text labels
if showTextLabels and finalLongSignal
    label.new(bar_index, low,
              text="🚀 LONG\n" + currentSignalType + "\nEntry: " + str.tostring(close, "#.##"),
              style=label.style_label_up, color=color.green, textcolor=color.white, size=size.normal)

if showTextLabels and finalShortSignal
    label.new(bar_index, high,
              text="🎯 SHORT\n" + currentSignalType + "\nEntry: " + str.tostring(close, "#.##"),
              style=label.style_label_down, color=color.red, textcolor=color.white, size=size.normal)

// Exit labels with P&L
if showExitSignals and exitTriggered
    exitPnL = strategy.netprofit - strategy.netprofit[1]
    exitText = exitPnL > 0 ? "✅ WIN\n+" + str.tostring(exitPnL, "$#") : "❌ LOSS\n" + str.tostring(exitPnL, "$#")
    labelColor = exitPnL > 0 ? color.green : color.red

    if strategy.position_size[1] > 0
        label.new(bar_index, high, text=exitText, style=label.style_label_down, color=labelColor, textcolor=color.white, size=size.small)
    else
        label.new(bar_index, low, text=exitText, style=label.style_label_up, color=labelColor, textcolor=color.white, size=size.small)

// Trailing stop visualization
longTrailingStopPlot = strategy.position_size > 0 and useTrailingStop and trailingActive ? trailingStopPrice : na
shortTrailingStopPlot = strategy.position_size < 0 and useTrailingStop and trailingActive ? trailingStopPrice : na
plot(longTrailingStopPlot, "Long Trailing Stop", color=color.orange, linewidth=2, style=plot.style_stepline)
plot(shortTrailingStopPlot, "Short Trailing Stop", color=color.orange, linewidth=2, style=plot.style_stepline)

// Regular stop/take profit lines
longStopLossPlot = strategy.position_size > 0 ? stopLossPrice : na
longTakeProfitPlot = strategy.position_size > 0 ? takeProfitPrice : na
shortStopLossPlot = strategy.position_size < 0 ? stopLossPrice : na
shortTakeProfitPlot = strategy.position_size < 0 ? takeProfitPrice : na

plot(longStopLossPlot, "Long Stop Loss", color=color.red, linewidth=1, style=plot.style_linebr)
plot(longTakeProfitPlot, "Long Take Profit", color=color.green, linewidth=1, style=plot.style_linebr)
plot(shortStopLossPlot, "Short Stop Loss", color=color.red, linewidth=1, style=plot.style_linebr)
plot(shortTakeProfitPlot, "Short Take Profit", color=color.green, linewidth=1, style=plot.style_linebr)

// Background highlighting
bgcolor(strategy.position_size > 0 ? color.new(color.green, 98) : strategy.position_size < 0 ? color.new(color.red, 98) : na, title="Position Background")

//=====================================================================================================================
// MACD INDICATOR WITH ENHANCED SIGNALS
//=====================================================================================================================
// Plot MACD components
macdPlot = plot(macdLine, "MACD Line", color.blue, 3)
signalPlot = plot(signalLine, "Signal Line", color.red, 2)
plot(histogramLine, "Histogram", color.gray, style=plot.style_histogram)
hline(0, "Zero Line", color.black, linestyle=hline.style_solid, linewidth=2)

// Fill between MACD and Signal line
fill(macdPlot, signalPlot, color=macdLine > signalLine ? color.new(color.green, 80) : color.new(color.red, 80), title="MACD Fill")

// Crossover markers in MACD pane
plotshape(macdZeroCrossUp, "Zero Cross Up", shape.circle, location.bottom, color=color.lime, size=size.small, text="↑")
plotshape(macdZeroCrossDown, "Zero Cross Down", shape.circle, location.top, color=color.red, size=size.small, text="↓")
plotshape(macdSignalCrossUp, "Signal Cross Up", shape.diamond, location.bottom, color=color.aqua, size=size.tiny, text="▲")
plotshape(macdSignalCrossDown, "Signal Cross Down", shape.diamond, location.top, color=color.fuchsia, size=size.tiny, text="▼")

//=====================================================================================================================
// PERFORMANCE DASHBOARD
//=====================================================================================================================
if barstate.islast
    var table perfTable = table.new(position.top_right, 2, 10, bgcolor=color.white, border_width=2)

    // Headers
    table.cell(perfTable, 0, 0, "📊 BTC MACD LIVE", text_color=color.white, bgcolor=color.navy)
    table.cell(perfTable, 1, 0, "STATUS", text_color=color.white, bgcolor=color.navy)

    // Performance metrics
    winRate = strategy.wintrades / math.max(strategy.closedtrades, 1) * 100

    table.cell(perfTable, 0, 1, "Total Trades", text_color=color.black)
    table.cell(perfTable, 1, 1, str.tostring(strategy.closedtrades), text_color=strategy.closedtrades > 0 ? color.green : color.gray)

    table.cell(perfTable, 0, 2, "Win Rate", text_color=color.black)
    table.cell(perfTable, 1, 2, str.tostring(winRate, "#.#") + "%", text_color=winRate > 50 ? color.green : color.red)

    table.cell(perfTable, 0, 3, "Net Profit", text_color=color.black)
    table.cell(perfTable, 1, 3, str.tostring(strategy.netprofit, "$#,###"), text_color=strategy.netprofit > 0 ? color.green : color.red)

    table.cell(perfTable, 0, 4, "Position", text_color=color.black)
    positionText = strategy.position_size > 0 ? "LONG" : strategy.position_size < 0 ? "SHORT" : "NONE"
    positionColor = strategy.position_size > 0 ? color.green : strategy.position_size < 0 ? color.red : color.gray
    table.cell(perfTable, 1, 4, positionText, text_color=positionColor)

    table.cell(perfTable, 0, 5, "MACD Status", text_color=color.black)
    macdStatus = macdLine > 0 ? "BULLISH" : "BEARISH"
    macdColor = macdLine > 0 ? color.green : color.red
    table.cell(perfTable, 1, 5, macdStatus, text_color=macdColor)

    table.cell(perfTable, 0, 6, "Daily Trades", text_color=color.black)
    table.cell(perfTable, 1, 6, str.tostring(dailyTrades) + "/" + str.tostring(maxDailyTrades), text_color=dailyTrades < maxDailyTrades ? color.green : color.red)

    table.cell(perfTable, 0, 7, "Daily Trades", text_color=color.black)
    table.cell(perfTable, 1, 7, str.tostring(dailyTrades) + "/" + str.tostring(maxDailyTrades), text_color=dailyTrades < maxDailyTrades ? color.green : color.red)

    table.cell(perfTable, 0, 8, "Signal Status", text_color=color.black)
    signalStatusText = rawLongSignal ? "LONG READY" : rawShortSignal ? "SHORT READY" : "WAITING"
    signalStatusColor = rawLongSignal ? color.green : rawShortSignal ? color.red : color.gray
    table.cell(perfTable, 1, 8, signalStatusText, text_color=signalStatusColor)

    table.cell(perfTable, 0, 9, "Trailing Stop", text_color=color.black)
    trailingText = useTrailingStop and trailingActive ? "ACTIVE" : useTrailingStop ? "WAITING" : "DISABLED"
    trailingColor = useTrailingStop and trailingActive ? color.orange : useTrailingStop ? color.blue : color.gray
    table.cell(perfTable, 1, 9, trailingText, text_color=trailingColor)

//=====================================================================================================================
// ALERTS FOR STRATEGIES
//=====================================================================================================================
// Entry alerts
if finalLongSignal
    alert("🚀 BTC LONG SIGNAL - Check chart for details", alert.freq_once_per_bar)

if finalShortSignal
    alert("🎯 BTC SHORT SIGNAL - Check chart for details", alert.freq_once_per_bar)

// Exit alerts
if exitTriggered
    alert("BTC Position Closed - Check P&L", alert.freq_once_per_bar)

// Trailing stop activation alert
if trailingActive and not trailingActive[1]
    alert("Trailing stop is now active - profits being protected", alert.freq_once_per_bar)

//=====================================================================================================================
// VISUAL SIGNAL GUIDE:
//=====================================================================================================================
//
// 📍 WHAT YOU'LL SEE ON THE CHART:
// =================================
//
// PRICE CHART (Top):
// • 🔺 Large GREEN triangles = LONG entries
// • 🔻 Large RED triangles = SHORT entries
// • 🏷️ Green/Red labels with signal details
// • ❌ Orange X marks = Position exits
// • ✅/❌ Win/Loss labels with P&L amounts
// • Light background color when position active
//
// MACD INDICATOR (Bottom):
// • Blue line = MACD
// • Red line = Signal Line
// • Gray histogram = MACD - Signal
// • Green/Red fill = MACD above/below Signal
// • ⚪ Circles = Zero line crossovers
// • 💎 Diamonds = Signal line crossovers
//
// PERFORMANCE TABLE (Top Right):
// • Live win rate and profit tracking
// • Current position status
// • Daily trade limits
// • MACD bullish/bearish indicator
// • Trailing stop status
// • Signal quality filters
//
//=====================================================================================================================