Add strategy version v5 for backtesting; update README with backtesting guide

Bullmania_Money_Line_Strategy_v5.pine

@@ -0,0 +1,139 @@
+//@version=5
+strategy("Bullmania Money Line Strategy v5", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
+
+// Parameter Mode
+paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
+
+// Single (global) parameters
+atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
+multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
+
+// Profile override when using profiles
+profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
+
+// Timeframe profile parameters
+// Minutes (<= 59m)
+atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
+mult_m = input.float(3.3, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes")
+
+// Hours (>=1h and <1d)
+atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
+mult_h = input.float(3.0, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours")
+
+// Daily (>=1d and <1w)
+atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
+mult_d = input.float(2.8, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily")
+
+// Weekly/Monthly (>=1w)
+atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
+mult_w = input.float(2.5, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly")
+
+// Optional MACD confirmation
+useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
+macdSrc = input.source(close, "MACD Source", inline="macd")
+macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
+macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
+macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
+
+// Strategy settings
+useStopLoss = input.bool(false, "Use Stop Loss", group="Strategy")
+stopLossPct = input.float(1.0, "Stop Loss %", minval=0.1, step=0.1, group="Strategy")
+useTakeProfit = input.bool(false, "Use Take Profit", group="Strategy")
+takeProfitPct = input.float(2.0, "Take Profit %", minval=0.1, step=0.1, group="Strategy")
+
+// Determine effective parameters based on selected mode/profile
+var string activeProfile = ""
+resSec = timeframe.in_seconds(timeframe.period)
+isMinutes = resSec < 3600
+isHours = resSec >= 3600 and resSec < 86400
+isDaily = resSec >= 86400 and resSec < 604800
+isWeeklyOrMore = resSec >= 604800
+
+// Resolve profile bucket
+string profileBucket = "Single"
+if paramMode == "Single"
+    profileBucket := "Single"
+else
+    if profileOverride == "Minutes"
+        profileBucket := "Minutes"
+    else if profileOverride == "Hours"
+        profileBucket := "Hours"
+    else if profileOverride == "Daily"
+        profileBucket := "Daily"
+    else if profileOverride == "Weekly/Monthly"
+        profileBucket := "Weekly/Monthly"
+    else
+        profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
+
+atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
+multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
+activeProfile := profileBucket
+
+// Core Money Line logic (unchanged from v1)
+atr = ta.atr(atrPeriod)
+src = (high + low) / 2
+
+up = src - (multiplier * atr)
+dn = src + (multiplier * atr)
+
+var float up1 = na
+var float dn1 = na
+
+up1 := nz(up1[1], up)
+dn1 := nz(dn1[1], dn)
+
+up1 := close[1] > up1 ? math.max(up, up1) : up
+dn1 := close[1] < dn1 ? math.min(dn, dn1) : dn
+
+var int trend = 1
+var float tsl = na
+
+tsl := nz(tsl[1], up1)
+
+if trend == 1
+    tsl := math.max(up1, tsl)
+    trend := close < tsl ? -1 : 1
+else
+    tsl := math.min(dn1, tsl)
+    trend := close > tsl ? 1 : -1
+
+supertrend = tsl
+
+// Plot the Money Line
+upTrend = trend == 1 ? supertrend : na
+downTrend = trend == -1 ? supertrend : na
+
+plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
+plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
+
+// MACD confirmation logic
+[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
+longOk = not useMacd or (macdLine > macdSignal)
+shortOk = not useMacd or (macdLine < macdSignal)
+
+// Strategy logic
+buyFlip = trend == 1 and trend[1] == -1
+sellFlip = trend == -1 and trend[1] == 1
+
+if buyFlip and longOk
+    strategy.entry("Long", strategy.long)
+
+if sellFlip and shortOk
+    strategy.entry("Short", strategy.short)
+
+// Exits
+if useStopLoss
+    strategy.exit("Exit Long SL", "Long", stop=close * (1 - stopLossPct / 100))
+    strategy.exit("Exit Short SL", "Short", stop=close * (1 + stopLossPct / 100))
+
+if useTakeProfit
+    strategy.exit("Exit Long TP", "Long", limit=close * (1 + takeProfitPct / 100))
+    strategy.exit("Exit Short TP", "Short", limit=close * (1 - takeProfitPct / 100))
+
+// Plot buy/sell signals
+plotshape(buyFlip and longOk, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
+plotshape(sellFlip and shortOk, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
+
+// Fill area between price and Money Line
+fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
+fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))

README.md

@@ -34,6 +34,7 @@ This repo contains multiple versions; v4 is the stable baseline and `v4+` adds o
 - `Bullmania_Money_Line_v4_plus.pine` — v4-compatible but with optional filters and quality-of-life features (Pine v6).
 - `Bullmania_Money_Line_v5.pine` — v1 + optional MACD confirmation gate and optional timeframe profiles (Single mode or auto profile by chart TF).
 - `Bullmania_Money_Line_v6.pine` — v5 + optional RSI confirmation gate (SuperTrend + RSI combo).
+- `Bullmania_Money_Line_Strategy_v5.pine` — Strategy version of v5 for backtesting with entry/exit rules, optional SL/TP.
 
 ## How it works (all versions)
 - Money Line is derived from a mid-price `(high + low) / 2` and `ATR(atrPeriod)` scaled by `multiplier`.
@@ -170,12 +171,12 @@ ATR Period ≈ round(T / timeframe_minutes)
 
 Keep Multiplier roughly stable and fine-tune by small increments; HA candles allow slightly tighter settings than regular candles.
 
-## How to use in TradingView
+## Backtesting with Strategy Version
-1) Open TradingView → Pine Editor.
+For automated testing of different settings, use `Bullmania_Money_Line_Strategy_v5.pine`:
-2) New blank script.
+- Load it as a strategy in TradingView.
-3) Copy the contents of the desired `.pine` file and paste.
+- In the Strategy Tester, set date ranges and use "Optimize" to sweep parameters like ATR Period, Multiplier, or MACD lengths.
-4) Save and “Add to chart”.
+- Review performance metrics (win rate, profit factor) to find optimal combos.
-5) Open Inputs to adjust parameters.
+- Note: Indicators (like v5/v6) show signals but don't backtest; strategies do.
 
 ## Changelog
 - v6 — v5 + optional RSI confirmation gate (buy requires RSI < overbought; sell requires RSI > oversold). Combines with MACD if enabled.