jaems_Combo: StochRSI + MACD + ADX [QuantDev]

//version=6
strategy("jaems_Combo: StochRSI + MACD + ADX [QuantDev]", overlay=false, initial_capital=10000, currency=currency.USD, commission_type=strategy.commission.percent, commission_value=0.05, slippage=1)

// ==========================================
// 1. 사용자 입력 (User Inputs)
// ==========================================

// [시간 필터]
grp_time = "Backtest Period"
useDateFilter = input.bool(true, "기간 필터 적용", group=grp_time)
startDate = input.time(timestamp("2023-01-01 00:00"), "시작일", group=grp_time)
endDate = input.time(timestamp("2099-12-31 23:59"), "종료일", group=grp_time)
inDateRange = not useDateFilter or (time >= startDate and time <= endDate)

// [Stoch RSI 설정]
grp_stoch = "1. Stochastic RSI Settings"
stoch_len = input.int(14, "RSI Length", group=grp_stoch)
stoch_k = input.int(3, "K", group=grp_stoch)
stoch_d = input.int(3, "D", group=grp_stoch)
rsi_len = input.int(14, "Stochastic Length", group=grp_stoch)

// [MACD 설정]
grp_macd = "2. MACD Settings (Normalized)"
macd_fast = input.int(12, "Fast Length", group=grp_macd)
macd_slow = input.int(26, "Slow Length", group=grp_macd)
macd_sig = input.int(9, "Signal Length", group=grp_macd)
macd_norm_len = input.int(100, "Normalization Lookback", group=grp_macd)

// [ADX 설정]
grp_adx = "3. ADX Settings"
adx_len = input.int(14, "ADX Smoothing", group=grp_adx)
di_len = input.int(14, "DI Length", group=grp_adx)
adx_thresh = input.int(25, "ADX Threshold", group=grp_adx)

// [리스크 관리]
grp_risk = "4. Risk Management"
stopLossPct = input.float(2.0, "손절매 (Stop Loss %)", step=0.1, group=grp_risk) / 100
takeProfitPct = input.float(4.0, "익절매 (Take Profit %)", step=0.1, group=grp_risk) / 100

// [알림 메시지 설정] - 신규 추가 (Alert Configuration)
grp_alert = "5. Alert Configuration"
msg_long_entry = input.string("Long Entry Triggered", "Long 진입 메시지", group=grp_alert)
msg_short_entry = input.string("Short Entry Triggered", "Short 진입 메시지", group=grp_alert)
msg_long_exit = input.string("Long Position Closed", "Long 청산 메시지", group=grp_alert)
msg_short_exit = input.string("Short Position Closed", "Short 청산 메시지", group=grp_alert)

// ==========================================
// 2. 데이터 처리 및 지표 계산
// ==========================================

// Stoch RSI
rsi_val = ta.rsi(close, rsi_len)
k = ta.sma(ta.stoch(rsi_val, rsi_val, rsi_val, stoch_len), stoch_k)
d = ta.sma(k, stoch_d)

// ADX
[di_plus, di_minus, adx] = ta.dmi(di_len, adx_len)

// Normalized MACD (0~100 Scale)
[macd_line, macd_signal, macd_hist] = ta.macd(close, macd_fast, macd_slow, macd_sig)
highest_macd = ta.highest(macd_line, macd_norm_len)
lowest_macd = ta.lowest(macd_line, macd_norm_len)
// 분모가 0이 되는 예외 처리
denom = (highest_macd - lowest_macd)
norm_macd = denom != 0 ? (macd_line - lowest_macd) / denom * 100 : 50
norm_signal = denom != 0 ? (macd_signal - lowest_macd) / denom * 100 : 50

// ==========================================
// 3. 시각화 (Dark Mode Optimized Colors)
// ==========================================

color gridColor = color.new(#787B86, 50)
hline(0, "Bottom", color=gridColor)
hline(50, "Middle", color=gridColor, linestyle=hline.style_dotted)
hline(100, "Top", color=gridColor)

plot(k, "Stoch K", color=color.new(#00E5FF, 0), linewidth=1) // Neon Cyan
plot(d, "Stoch D", color=color.new(#EA00FF, 0), linewidth=1) // Neon Magenta

plot(adx, "ADX", color=color.new(#FFEB3B, 0), linewidth=2)
hline(adx_thresh, "ADX Threshold", color=color.new(#FFEB3B, 50), linestyle=hline.style_dashed)

plot(norm_macd, "Norm MACD", color=color.new(#76FF03, 60), style=plot.style_area)
plot(norm_signal, "Norm Signal", color=color.new(#FF1744, 20), linewidth=1)

// ==========================================
// 4. 전략 로직 (Strategy Logic) - 요청하신 내용으로 전면 수정
// ==========================================

// 조건: K가 D보다 크고(AND) K가 Norm Signal보다 큰 상태
bool is_bullish = (k > d) and (k > norm_signal)
// 조건: K가 D보다 작고(AND) K가 Norm Signal보다 작은 상태
bool is_bearish = (k < d) and (k < norm_signal)

// 진입 신호: "이전 봉에는 아니었는데, 지금 봉에서 두 조건을 동시에 만족했을 때" (돌파 순간)
longCondition = is_bullish and not is_bullish[1]
shortCondition = is_bearish and not is_bearish[1]

// 주문 실행 (Confirmed Bar Only) + Alert Message 연결
if inDateRange and barstate.isconfirmed
if longCondition
strategy.entry("Long", strategy.long, alert_message=msg_long_entry)
if shortCondition
strategy.entry("Short", strategy.short, alert_message=msg_short_entry)

// ==========================================
// 5. 청산 및 신호 강조 (Alert Message 추가)
// ==========================================

if strategy.position_size > 0
strategy.exit("Long Exit", "Long", stop=strategy.position_avg_price * (1 - stopLossPct), limit=strategy.position_avg_price * (1 + takeProfitPct), alert_message=msg_long_exit)

if strategy.position_size < 0
strategy.exit("Short Exit", "Short", stop=strategy.position_avg_price * (1 + stopLossPct), limit=strategy.position_avg_price * (1 - takeProfitPct), alert_message=msg_short_exit)

// 배경 신호
bgcolor(longCondition ? color.new(#76FF03, 90) : na, title="Long Signal BG")
bgcolor(shortCondition ? color.new(#FF1744, 90) : na, title="Short Signal BG")