Ede – MA + Breakout Strategie (Dynamic MAs)

//@version=6
strategy("Ede – MA + Breakout Strategie (Dynamic MAs)", overlay=true, max_lines_count=500, max_labels_count=500, 
         pyramiding=10, default_qty_type=strategy.percent_of_equity, default_qty_value=10, 
         commission_type=strategy.commission.percent, commission_value=0.1)

// === Input Options MA & HL ===
msr                   = input.bool(false, "Ma10 (MSR)")
milo                  = input.bool(false, "Ma50 and Ichimoku (MILO)")
m3                    = input.bool(true,  "Ma50, Ma100, Ma200 (3M)")
w52                   = input.bool(false, "Line 52 Week High|Low")
ShowHL                = input.bool(false, "Line High|Low")

// === Input Options Breakout ===
volMultiplier         = input.float(1.5, title="Volumen-Multiplikator für Breakout", minval=0.5)
gap_required          = input.bool(false, title="Gap erforderlich für Breakout?")
strongCandle_required = input.bool(false, title="Starke Kerze erforderlich für Breakout?")
breakout_candle_mode  = input.int(2, title="Breakout-Candle Modus (1=Streng, 2=Locker)", options=[1,2])

use_stoploss          = input.bool(true,  title="Stop-Loss verwenden?")
stoploss_perc         = input.float(3.0,  title="Stop-Loss %", minval=0.1)
use_takeprofit        = input.bool(true,  title="Take-Profit verwenden?")
takeprofit_perc       = input.float(6.0,  title="Take-Profit %", minval=0.1)

// === Erweiterte Risk Management Optionen ===
use_trailing_stop     = input.bool(true, title="Trailing-Stop verwenden?")
trailing_stop_perc    = input.float(2.0, title="Trailing-Stop % Abstand", minval=0.1)
use_atr_stop          = input.bool(false, title="ATR-basierten Stop verwenden?")
atr_multiplier        = input.float(2.0, title="ATR Multiplikator für Stop", minval=0.5)
atr_length            = input.int(14, title="ATR Periodenlänge", minval=1)
use_partial_exit      = input.bool(false, title="Teilausstieg verwenden?")
partial_exit_perc     = input.float(3.0, title="Teilausstieg bei % Gewinn", minval=0.1)
partial_exit_size     = input.float(50.0, title="Teilausstieg Größe (%)", options=[25.0, 33.0, 50.0, 66.0, 75.0])
max_daily_loss        = input.float(0.0, title="Maximaler täglicher Verlust %", tooltip="0 = deaktiviert", minval=0.0)
position_size_risk    = input.float(1.0, title="Risiko pro Trade %", minval=0.1, maxval=10.0)

// Pyramiding Einstellungen
enable_pyramiding     = input.bool(false, title="Pyramiding aktivieren?")
pyramiding_levels     = input.int(3, title="Maximale Anzahl Pyramiding Levels", minval=1, maxval=10)
min_price_increase    = input.float(1.0, title="Mindestpreisanstieg für Pyramiding (%)", minval=0.1)

// === Neue Input Options MA-Exit ===
exit_on_ma10          = input.bool(true,  title="Exit bei Unterschreiten MA10 aktivieren")
exit_on_ma50          = input.bool(false, title="Exit bei Unterschreiten MA50 aktivieren")

// === Calculate Moving Averages ===
sma10   = ta.sma(close, 10)
sma50   = ta.sma(close, 50)
sma100  = ta.sma(close, 100)
sma150  = ta.sma(close, 150)
sma200  = ta.sma(close, 200)

// === Precompute MA Crossunder Signals ===
ma10CrossUnder = ta.crossunder(close, sma10)
ma50CrossUnder = ta.crossunder(close, sma50)

// === ATR Calculation ===
atr_value = ta.atr(atr_length)

// === Plot MAs ===
plot(msr  ? sma10  : na, title="MA10",  color=color.blue,   linewidth=2)
plot(milo or m3 ? sma50  : na, title="MA50",  color=color.orange, linewidth=2)
plot(m3   ? sma100 : na, title="MA100", color=color.green,  linewidth=2)
plot(m3   ? sma200 : na, title="MA200", color=color.red,    linewidth=2)

// === MSR Bar Highlight ===
msrbar = open < close and sma10 >= open and sma10 <= close and msr
barcolor(msrbar ? color.blue : na, show_last=3)

// === Ichimoku (MILO) ===
conversionPeriods     = 9
basePeriods           = 26
laggingSpan2Periods   = 52
displacement          = 26
donchian(len)         => (ta.lowest(len) + ta.highest(len)) / 2
conversionLine        = donchian(conversionPeriods)
baseLine              = donchian(basePeriods)
leadLine1             = (conversionLine + baseLine) / 2
leadLine2             = donchian(laggingSpan2Periods)
p1                    = plot(milo ? leadLine1 : na, offset=displacement, color=color.new(color.green, 0))
p2                    = plot(milo ? leadLine2 : na, offset=displacement, color=color.new(color.red,   0))
fill(p1, p2, color = leadLine1 > leadLine2 ? color.new(color.green, 85) : color.new(color.red, 85))

// === 52-Week High/Low ===
weekly_hh = request.security(syminfo.tickerid, "W", ta.highest(high, 52), lookahead=barmerge.lookahead_on)
weekly_ll = request.security(syminfo.tickerid, "W", ta.lowest(low,  52), lookahead=barmerge.lookahead_on)
plot(w52 ? weekly_hh : na, title="52W High", trackprice=true, color=color.green)
plot(w52 ? weekly_ll : na, title="52W Low",  trackprice=true, color=color.red)

// Dynamisches Management der 52W-Labels
var label highLabel = na
var label lowLabel  = na
if w52 and bar_index % 10 == 0
    if not na(highLabel)
        label.delete(highLabel)
    if not na(lowLabel)
        label.delete(lowLabel)
    highLabel := label.new(bar_index, weekly_hh, "52W High\n" + str.tostring(weekly_hh, format.mintick), style=label.style_label_down, color=color.green, textcolor=color.white, size=size.small)
    lowLabel := label.new(bar_index, weekly_ll,  "52W Low\n"  + str.tostring(weekly_ll,  format.mintick), style=label.style_label_up,   color=color.red,   textcolor=color.white, size=size.small)

// === High & Low (Recent) ===
window1 = 8
window2 = 21
top1 = ta.valuewhen(high >= ta.highest(high, window1), high, 0)
bot1 = ta.valuewhen(low  <= ta.lowest(low,  window1), low,  0)
top2 = ta.valuewhen(high >= ta.highest(high, window2), high, 0)
bot2 = ta.valuewhen(low  <= ta.lowest(low,  window2), low,  0)
plot(ShowHL ? top1 : na, color=color.red)
plot(ShowHL ? bot1 : na, color=color.green)
plot(ShowHL ? top2 : na, color=color.red)
plot(ShowHL ? bot2 : na, color=color.green)

// === Breakout Logik ===
avgVol     = ta.sma(volume, 20)
volBreak   = (volume > avgVol * volMultiplier) 
gap        = open > high[1]
body       = math.abs(close - open)
candleSize = high - low
strongCandle = (close > open) and (body > candleSize * 0.5)
var bool candleOK = false
if breakout_candle_mode == 1
    candleOK := strongCandle
else
    candleOK := (close > open)
maTrend    = sma50 > sma50[1]
isBreakout = volBreak and (close > sma50) and maTrend and candleOK
if gap_required
    isBreakout := isBreakout and gap
if strongCandle_required
    isBreakout := isBreakout and strongCandle

// === Entry / Exit ===
var bool  inPosition  = false
var float entryPrice  = na
var float highestEntryPrice = na
var float stopPrice   = na
var float targetPrice = na
var float trailingStopPrice = na
var float atrStopPrice = na
var bool  partial_exit_taken = false
var float position_size = 1.0
var float daily_loss = 0.0
var int   last_trade_day = 0
var int   pyramid_count = 0

// Labels für Breakout und Exit
var label breakoutLabel = na
var label exitLabel     = na
var label partialExitLabel = na

// Tageswechsel prüfen und Daily Loss zurücksetzen
if (dayofmonth != last_trade_day and last_trade_day != 0)
    daily_loss := 0.0
    last_trade_day := dayofmonth
else if (last_trade_day == 0)
    last_trade_day := dayofmonth

// Position Sizing basierend auf Risk
calculate_position_size() =>
    risk_amount = position_size_risk / 100
    stop_distance = 0.0
    
    if use_atr_stop
        stop_distance := atr_value * atr_multiplier / close
    else
        stop_distance := stoploss_perc / 100
    
    max_position = risk_amount / stop_distance
    math.min(max_position, 1.0)

// Pyramiding Bedingung
pyramiding_condition = enable_pyramiding and 
                      inPosition and 
                      pyramid_count < pyramiding_levels and 
                      close > highestEntryPrice * (1 + min_price_increase/100)

// Entry Logik
if (isBreakout and not inPosition and (max_daily_loss == 0.0 or daily_loss < max_daily_loss)) or pyramiding_condition
    if not inPosition
        inPosition := true
        partial_exit_taken := false
        pyramid_count := 1
    else
        pyramid_count := pyramid_count + 1
        
    entryPrice := close
    highestEntryPrice := math.max(highestEntryPrice, entryPrice)
    position_size := calculate_position_size() / (enable_pyramiding ? pyramiding_levels : 1)
    
    // Strategie Entry
    strategy.entry("Breakout", strategy.long, qty=position_size * 100, comment="Breakout" + (pyramid_count > 1 ? " Pyramid " + str.tostring(pyramid_count) : ""))
    
    // Stop-Loss berechnen
    if use_atr_stop
        atrStopPrice := close * (1 - (atr_value * atr_multiplier / close))
        stopPrice := atrStopPrice
    else
        stopPrice := use_stoploss ? close * (1 - stoploss_perc/100) : na
        
    trailingStopPrice := stopPrice
    targetPrice  := use_takeprofit ? close * (1 + takeprofit_perc/100) : na
    
    label.delete(breakoutLabel)
    breakoutLabel := label.new(bar_index, low, "Breakout" + (pyramid_count > 1 ? " P" + str.tostring(pyramid_count) : "") + "\nSize: " + str.tostring(position_size, "#.##"), 
                              style=label.style_label_up, color=color.rgb(76, 175, 79, 70), 
                              textcolor=color.white, size=size.small)

if inPosition
    // Update trailing stop if price moves in our favor
    if use_trailing_stop and close > entryPrice and close > high[1]
        new_trailing_stop = close * (1 - trailing_stop_perc/100)
        if new_trailing_stop > trailingStopPrice
            trailingStopPrice := new_trailing_stop
            strategy.exit("Trailing", "Breakout", stop=trailingStopPrice, comment="Trailing Stop")
    
    // Check for partial exit
    if use_partial_exit and not partial_exit_taken and close >= entryPrice * (1 + partial_exit_perc/100)
        partial_exit_taken := true
        strategy.order("PartialExit", strategy.short, strategy.position_size * (partial_exit_size/100), comment="Partial Exit " + str.tostring(partial_exit_size) + "%")
        label.delete(partialExitLabel)
        partialExitLabel := label.new(bar_index, close, "Partial Exit " + str.tostring(partial_exit_size) + "%", 
                                     style=label.style_label_lower_right, color=color.rgb(255, 193, 7, 70), 
                                     textcolor=color.white, size=size.small)
    
    stopHit   = (use_stoploss and close <= stopPrice) or (use_trailing_stop and close <= trailingStopPrice)
    targetHit = use_takeprofit and close >= targetPrice
    
    // Neuer MA-Exit unter Verwendung vorab berechneter Werte
    ma10Exit  = exit_on_ma10 and ma10CrossUnder
    ma50Exit  = exit_on_ma50 and ma50CrossUnder
    maExitHit = ma10Exit or ma50Exit
    
    // Set stop loss
    if use_stoploss
        strategy.exit("SL", "Breakout", stop=stopPrice, comment="Stop Loss")
        
    // Set take profit
    if use_takeprofit
        strategy.exit("TP", "Breakout", limit=targetPrice, comment="Take Profit")
    
    if stopHit or targetHit or maExitHit
        // Track daily loss if stop was hit
        if stopHit
            loss_amount = ((close - entryPrice) / entryPrice) * position_size
            daily_loss := daily_loss - loss_amount
        
        // Exit Position mit dem entsprechenden Signal
        if maExitHit
            strategy.close("Breakout", comment=ma10Exit ? "MA10 Exit" : "MA50 Exit")
        
        inPosition := false
        pyramid_count := 0
        highestEntryPrice := na
        
        label.delete(exitLabel)
        exitType = stopHit ? "Stop Exit" : targetHit ? "Target Exit" : "MA Exit"
        exitLabel := label.new(bar_index, close, exitType, 
                             style=label.style_label_lower_left, color=color.rgb(255, 82, 82, 70), 
                             textcolor=color.white, size=size.small)
        entryPrice  := na
        stopPrice   := na
        targetPrice := na
        trailingStopPrice := na
        atrStopPrice := na

// === Hintergrundfarbe bei aktivem Trade ===
bgcolor(inPosition ? color.new(color.green, 90) : na)

// === Stop-Loss Linie ===
stopLine = inPosition ? (use_trailing_stop ? trailingStopPrice : stopPrice) : na
plot(stopLine, style=plot.style_cross, color=color.rgb(203, 255, 82, 30), linewidth=2, title="Stop-Loss")

// === Target Line ===
targetLine = inPosition and use_takeprofit ? targetPrice : na
plot(targetLine, style=plot.style_circles, color=color.rgb(0, 255, 255, 30), linewidth=2, title="Target")

// === Trailing Stop Line ===
trailingLine = inPosition and use_trailing_stop ? trailingStopPrice : na
plot(trailingLine, style=plot.style_line, color=color.rgb(255, 165, 0, 30), linewidth=2, title="Trailing Stop")

// Pyramiding Info anzeigen
if inPosition and enable_pyramiding and pyramid_count > 0
    label.new(bar_index, low, "Pyramiding: " + str.tostring(pyramid_count) + "/" + str.tostring(pyramiding_levels), 
             style=label.style_label_up, color=color.rgb(255, 193, 7, 70), textcolor=color.white, size=size.tiny)

// === Trendwechsel-Labels ===
var bool wasAbove10 = close[1] > sma10
var bool wasAbove50 = close[1] > sma50
if close > sma10 and not wasAbove10
    label.new(bar_index, high, "Über MA10", style=label.style_label_up, color=color.rgb(33, 149, 243, 60), textcolor=color.white, size=size.small)
if close > sma50 and not wasAbove50
    label.new(bar_index, high, "Über MA50", style=label.style_label_up, color=color.rgb(0, 137, 123, 60), textcolor=color.white, size=size.small)
wasAbove10 := close > sma10
wasAbove50 := close > sma50