Multi Period SAR Trend Following Strategy with Adaptive Stop Loss Optimization

/*backtest
start: 2024-02-19 00:00:00
end: 2025-02-16 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("AStock parabolic strategy (long only) – completely remove SAR plotting", overlay=true)

// Parameter Settings
start     = input.float(0.02, "Starting acceleration factor")
increment = input.float(0.02, "Acceleration factor increment")
maximum   = input.float(0.2,  "Maximum acceleration factor")

// Define Variables(varEnsure variables maintain state throughout the historical data)
var bool   uptrend    = true    // default initialized to an uptrend
var float  EP         = na      // Extremum points: the highest price in an uptrend, the lowest price in a downtrend
var float  SAR        = na      // CurrentKLine'sSAR
var float  AF         = start   // Current acceleration factor
var float  nextBarSAR = na      // next barKLine PredictionSAR

//[1]Initialization: for the first candleKLine(bar_index==0)
if bar_index == 0
    // Use First BarKInitialize line closing price
    SAR        := close
    nextBarSAR := close
    EP         := close
    uptrend    := true

//[2]From Second BarKline start(bar_index>=1)CalculationSAR
if bar_index >= 1
    // First take the previous oneKCalculated by line nextBarSAR Assign to CurrentSAR
    SAR := nz(nextBarSAR, SAR)
    
    // No.2RootKLine(bar_index==1)initialize, using the previous oneKLine(bar_index==0)High and Low Price
    if bar_index == 1
        if close > close[1]
            uptrend := true
            EP      := high
            SAR     := low[1]
        else
            uptrend := false
            EP      := low
            SAR     := high[1]
        AF := start
        nextBarSAR := SAR + AF * (EP - SAR)
    else
        // Record whether it is the first bar of a trend reversalKline to facilitate subsequent judgment
        var bool firstTrendBar = false
        firstTrendBar := false
        
        // Detect trend reversal:
        // In an uptrend, if the currentSARIf it exceeds the lowest price, it is considered a reversal
        if uptrend
            if SAR > low
                firstTrendBar := true
                uptrend     := false
                // on reversal,SARTake the greater of the previous extreme value and the current highest price, and change the extreme value to the current lowest price
                SAR         := math.max(EP, high)
                EP          := low
                AF          := start
            // Note: the original code also has a judgment in an uptrend SAR < high but usually the reversal criterion only needs to checkSARAs long as it crosses the low point
        else
            // In a downtrend, if the currentSARIf below the highest price, it is considered a reversal to an upward trend
            if SAR < high
                firstTrendBar := true
                uptrend     := true
                SAR         := math.min(EP, low)
                EP          := high
                AF          := start
        
        // If not a reversal, update the extreme value and acceleration factor
        if not firstTrendBar
            if uptrend
                if high > EP
                    EP := high
                    AF := math.min(AF + increment, maximum)
            else
                if low < EP
                    EP := low
                    AF := math.min(AF + increment, maximum)
                    
        // AdjustmentSAR,Make sure it is no older than the most recent1-2RootKThe lowest price (uptrend) or highest price (downtrend) of the line)
        if uptrend
            SAR := math.min(SAR, low[1])
            if bar_index > 1
                SAR := math.min(SAR, low[2])
        else
            SAR := math.max(SAR, high[1])
            if bar_index > 1
                SAR := math.max(SAR, high[2])
        
        // Calculate the next oneKLine PredictionSAR
        nextBarSAR := SAR + AF * (EP - SAR)
        
        //[3]Trading logic (only long)
        if barstate.isconfirmed
            // Enter a long position when there is an uptrend and there are currently no long positions (using the predicted next).KLineSARStop-loss trigger price)
            if uptrend and strategy.position_size <= 0
                strategy.entry("Long", strategy.long, stop=nextBarSAR, comment="Long Entry")
            // Close the position when the trend turns downward and holding long positions
            if not uptrend and strategy.position_size > 0
                strategy.close("Long", comment="Long Exit")

// The plotting part is completely removed, no longer drawing anything related toSARRelated graphics