BTCUSD 5M Optimized Strategy

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Ahmed - Quant-Edge Indicators
//@version=6
strategy("BTCUSD 5M Optimized Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
// === INPUTS ===
emaLen = input.int(200, title="EMA Length")
macdFast = input.int(12, title="MACD Fast")
macdSólow = input.int(26, title="MACD Sólow")
macdSignal = input.int(9, title="MACD Signal")
rsiLen = input.int(14, title="RSI Length")
rsiOverbought = input.int(70, title="RSI Overbought")
rsiOversold = input.int(30, title="RSI Oversold")
atrLen = input.int(14, title="ATR Length")
atrMult = input.float(1.5, title="ATR Stop Loss Multiplier")
tpMult = input.float(2.0, title="Take Profit Multiplier")
adxLen = input.int(14, title="ADX Length")
adxThresh = input.float(20, title="ADX Threshold")
trailATRMult = input.float(1.0, title="Trailing Stop ATR Multiplier")
volMultiplier = input.float(1.0, title="Volume Multiplier for Entry")
breakoutLookback = input.int(10, title="Breakout Lookback Bars")
// === TIME FILTER ===
useTimeFilter = input.bool(true, title="Use Time Filter")
startHour = input.int(8, title="Start Hour")
endHour = input.int(20, title="End Hour")
isInTime = not useTimeFilter or (hour >= startHour and hour < endHour)
// === INDICATORS ===
ema = ta.ema(close, emaLen)
[macdLine, signalLine, _] = ta.macd(close, macdFast, macdSólow, macdSignal)
rsi = ta.rsi(close, rsiLen)
atr = ta.atr(atrLen)
// Manual ADX Calculation
upMove = high - high[1]
downMove = low[1] - low
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0
trur = ta.rma(ta.tr(true), adxLen)
plusDI = 100 * ta.rma(plusDM, adxLen) / trur
minusDI = 100 * ta.rma(minusDM, adxLen) / trur
dx = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
adx = ta.rma(dx, adxLen)
avgVol = ta.sma(volume, 20)
// === CONDITIONS ===
trendUp = close > ema
trendDown = close < ema
macdBull = macdLine > signalLine
macdBear = macdLine < signalLine
rsiLong = rsi < rsiOverbought
rsiShort = rsi > rsiOversold
adxStrong = adx > adxThresh
volOk = volume > avgVol * volMultiplier
breakoutLong = close > ta.highest(close[1], breakoutLookback)
breakoutShort = close < ta.lowest(close[1], breakoutLookback)
longCondition = trendUp and macdBull and rsiLong and adxStrong and volOk and breakoutLong and isInTime
shortCondition = trendDown and macdBear and rsiShort and adxStrong and volOk and breakoutShort and isInTime
// === ENTRY ===
if (longCondition)
    strategy.entry("Long", strategy.long)
if (shortCondition)
    strategy.entry("Short", strategy.short)
// === ATR-based TARGETS ===
longSL = close - atr * atrMult
longTP = close + atr * atrMult * tpMult
shortSL = close + atr * atrMult
shortTP = close - atr * atrMult * tpMult
// === TRAILING STOP ===
trailingLong = atr * trailATRMult
trailingShort = atr * trailATRMult
strategy.exit("Long Exit", from_entry="Long", stop=longSL, limit=longTP, trail_points=trailingLong, trail_offset=trailingLong)
strategy.exit("Short Exit", from_entry="Short", stop=shortSL, limit=shortTP, trail_points=trailingShort, trail_offset=trailingShort)
// === PLOTS ===
plot(ema, color=color.orange, title="200 EMA")