Nirvana True Duel

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전략 이름
열반의 진검승부 (영문: Nirvana True Duel)

컨셉과 철학
“열반의 진검승부”는 시장 소음은 무시하고, 확실할 때만 진입하는 전략입니다.
EMA 리본으로 추세 방향을 확인하고, 볼린저 밴드 수축/확장으로 변동성 돌파를 포착하며, OBV로 거래량 확인을 통해 가짜 돌파를 필터링합니다.

전략 로직

매수 조건 (롱)

20EMA > 50EMA (상승 추세)

밴드폭 수축 후 확장 시작

종가가 상단 밴드 돌파

OBV 상승 흐름 유지

매도 조건 (숏)

20EMA < 50EMA (하락 추세)

밴드폭 수축 후 확장 시작

종가가 하단 밴드 이탈

OBV 하락 흐름 유지

진입·청산

손절: ATR × 1.5 배수

익절: 손절폭의 1.5~2배에서 부분 청산

시간 청산: 설정한 최대 보유 봉수 초과 시 강제 청산

장점
✅ 추세·변동성·거래량 3중 필터 → 노이즈 최소화
✅ 백테스트·알람 지원 → 기계적 매매 가능
✅ 5분/15분 차트에 적합 → 단타/스윙 트레이딩 활용 가능

주의점
⚠ 횡보장에서는 신호가 적거나 실패 가능
⚠ 수수료·슬리피지 고려 필요




📜 Nirvana True Duel — Strategy Description (English)

Name:
Nirvana True Duel (a.k.a. Nirvana Cross)

Concept & Philosophy
The “Nirvana True Duel” strategy focuses on trading only meaningful breakouts and avoiding unnecessary noise.

Nirvana: A calm, patient state — waiting for the right opportunity without emotional trading.

True Duel: When the signal appears, enter decisively and let the market reveal the outcome.

In short: “Ignore market noise, trade only high-probability breakouts.”

🧩 Strategy Components

Trend Filter (EMA Ribbon): Stay aligned with the main market trend.

Volatility Squeeze (Bollinger Band): Detect volatility contraction & expansion to catch explosive moves early.

Volume Confirmation (OBV): Filter out false breakouts by confirming with volume flow.

⚔️ Entry & Exit Conditions

Long Setup:

20 EMA > 50 EMA (uptrend)

BB width breaks out from recent squeeze

Close > Upper Bollinger Band

OBV shows positive flow

Short Setup:

20 EMA < 50 EMA (downtrend)

BB width breaks out from recent squeeze

Close < Lower Bollinger Band

OBV shows negative flow

Risk Management:

Stop Loss: ATR × 1.5 below/above entry

Take Profit: 1.5–2× stop distance, partial take-profit allowed

Time Stop: Automatically closes after max bars held (e.g. 8h on 5m chart)

✅ Strengths

Triple Filtering: Trend + Volatility + Volume → fewer false signals

Mechanical & Backtestable: Ideal for objective trading & performance validation

Adaptable: Works well on Bitcoin, Nasdaq futures, and other high-volatility markets (5m/15m)

⚠️ Things to Note

Low signal frequency or higher failure rate in sideways/range markets

Commission & slippage should be factored in, especially on lower timeframes

ATR multiplier and R:R ratio should be optimized per asset

รูป Preview

Pine Script Source

//@version=5
strategy("Nirvana True Duel — EMA Ribbon + BB Squeeze + OBV (Backtest)",
     overlay=true,
     initial_capital=100000,
     commission_type=strategy.commission.percent,
     commission_value=0.02,
     pyramiding=0,
     calc_on_every_tick=true,
     calc_on_order_fills=true)

// === Inputs ===
emaFastLen   = input.int(20, "EMA Fast Length")
emaSlowLen   = input.int(50, "EMA Slow Length")
bbLength     = input.int(20, "BB Length")
bbMult       = input.float(2.0, "BB StdDev Mult")
squeezeLookback = input.int(20, "Squeeze Lookback")
squeezeK        = input.float(1.2, "Squeeze Threshold (↑=느슨)")
obvLen      = input.int(14, "OBV Smoothing")
atrLen      = input.int(14, "ATR Length")
atrMultSL   = input.float(1.5, "Stop ATR x")
rr          = input.float(1.5, "Risk:Reward")
usePctQty   = input.bool(true, "Use % of Equity")
qtyPct      = input.float(10.0, "Position Size (%)")
fixedQty    = input.float(1.0, "Fixed Qty")

// 보유 최대 봉수(시간 제한 청산)
maxBarsHold = input.int(96, "Max Bars to Hold (time stop)", minval=1,
   tooltip="5분봉 기준 96=8시간, 15분봉 기준 96=24시간")

// === Indicators ===
emaFast = ta.ema(close, emaFastLen)
emaSlow = ta.ema(close, emaSlowLen)
bullTrend = emaFast > emaSlow
bearTrend = emaFast < emaSlow

basis = ta.sma(close, bbLength)
dev   = bbMult * ta.stdev(close, bbLength)
upper = basis + dev
lower = basis - dev
bbWidth = (upper - lower) / basis

obv = ta.cum(math.sign(ta.change(close)) * volume)
obv_sma = ta.sma(obv, obvLen)
obv_up  = obv > obv_sma
obv_dn  = obv < obv_sma

// === Logic ===
inSqueeze     = bbWidth <= ta.lowest(bbWidth, squeezeLookback) * squeezeK
squeezeExpand = (not inSqueeze) and inSqueeze[1]

longTrig  = close > upper and bullTrend and obv_up and squeezeExpand
shortTrig = close < lower and bearTrend and obv_dn and squeezeExpand

// === Risk (ATR) ===
atr = ta.atr(atrLen)
longSL  = strategy.position_avg_price - atrMultSL * atr
longTP  = strategy.position_avg_price + (atrMultSL * rr) * atr
shortSL = strategy.position_avg_price + atrMultSL * atr
shortTP = strategy.position_avg_price - (atrMultSL * rr) * atr

// === Qty ===
qty = usePctQty ? strategy.equity * qtyPct * 0.01 / close : fixedQty

// === Entries ===
canLong  = longTrig  and strategy.position_size <= 0
canShort = shortTrig and strategy.position_size >= 0

if canLong
    strategy.entry("NTD_Long", strategy.long, qty=qty)
if canShort
    strategy.entry("NTD_Short", strategy.short, qty=qty)

// === ATR exits ===
if strategy.position_size > 0
    strategy.exit("NTD_Long_Exit",  from_entry="NTD_Long",  stop=longSL,  limit=longTP)
if strategy.position_size < 0
    strategy.exit("NTD_Short_Exit", from_entry="NTD_Short", stop=shortSL, limit=shortTP)

// === Time-based safety exit ===
var int entryBar = na
// 새 진입 시점 기록
if strategy.position_size != 0 and strategy.position_size[1] == 0
    entryBar := bar_index
// 포지션 청산 시 초기화
if strategy.position_size == 0 and strategy.position_size[1] != 0
    entryBar := na
barsHeld = strategy.position_size != 0 and entryBar != na ? (bar_index - entryBar) : 0

if strategy.position_size > 0 and barsHeld >= maxBarsHold
    strategy.close("NTD_Long",   comment="Time Stop")
if strategy.position_size < 0 and barsHeld >= maxBarsHold
    strategy.close("NTD_Short",  comment="Time Stop")

// === Visuals & Alerts ===
plot(emaFast, "EMA Fast", color=color.new(color.yellow, 0))
plot(emaSlow, "EMA Slow", color=color.new(color.orange, 0))
plot(basis,   "BB Basis", color=color.new(color.blue, 0))
plot(upper,   "BB Upper", color=color.new(color.green, 0))
plot(lower,   "BB Lower", color=color.new(color.red, 0))

plotshape(longTrig,  title="Nirvana True Duel BUY",  style=shape.labelup,   color=color.green, text="NTD BUY",  location=location.belowbar, size=size.tiny)
plotshape(shortTrig, title="Nirvana True Duel SELL", style=shape.labeldown, color=color.red,   text="NTD SELL", location=location.abovebar, size=size.tiny)
bgcolor(inSqueeze ? color.new(color.gray, 90) : na)

alertcondition(longTrig,  "Nirvana True Duel — Buy",  "Nirvana True Duel BUY Trigger")
alertcondition(shortTrig, "Nirvana True Duel — Sell", "Nirvana True Duel SELL Trigger")