TradingView 自動回測與 Pine Script 參數最佳化工具

//@version=5
strategy("Backpulse Auto-Optimized Momentum Strategy", overlay=true, 
         default_qty_type=strategy.percent_of_equity, default_qty_value=10,
         initial_capital=10000, commission_type=strategy.commission.percent, 
         commission_value=0.04, slippage=2)

// ==========================================
// OPTIMIZATION INPUT PARAMETERS
// Backpulse scans and sweeps these parameters
// ==========================================
fastEmaLen  = input.int(21, "Fast EMA Length", minval=5, maxval=60, step=1)
slowEmaLen  = input.int(150, "Slow EMA Length", minval=50, maxval=250, step=5)
atrPeriod   = input.int(14, "ATR Period", minval=7, maxval=30)
atrMult     = input.float(2.5, "ATR Trailing Multiplier", minval=1.0, maxval=5.0, step=0.1)
riskReward  = input.float(2.0, "Risk:Reward Ratio", minval=1.0, maxval=4.0, step=0.25)

// ==========================================
// CALCULATIONS & INDICATORS
// ==========================================
fastEma = ta.ema(close, fastEmaLen)
slowEma = ta.ema(close, slowEmaLen)
atrVal  = ta.atr(atrPeriod)

longCondition  = ta.crossover(fastEma, slowEma) and close > slowEma
shortCondition = ta.crossunder(fastEma, slowEma) and close < slowEma

// Dynamic Stop Loss & Take Profit
var float stopLossPrice = na
var float takeProfitPrice = na

if (longCondition and strategy.position_size == 0)
    stopLossPrice   := close - (atrVal * atrMult)
    takeProfitPrice := close + ((close - stopLossPrice) * riskReward)
    // 1-Click Backpulse Webhook Alert Format
    strategy.entry("Long", strategy.long, 
                   alert_message='{"action":"buy","symbol":"BTCUSDT","size":"10%"}')
    strategy.exit("TP/SL Long", "Long", stop=stopLossPrice, limit=takeProfitPrice,
                  alert_message='{"action":"close","symbol":"BTCUSDT"}')

// Plots for Visual Inspection
plot(fastEma, "Fast EMA", color=color.rgb(228, 255, 130), linewidth=2)
plot(slowEma, "Slow EMA", color=color.rgb(180, 140, 255), linewidth=2)