【意味ない？勝てない？】一目均衡表だけで勝てるのか←AIが徹底検証｜最強の組み合わせも紹介

一目均衡表だけで勝てるかどうかを検証してください。
条件：
・環境 : MT4
・通貨ペア：USDJPY
・期間：2021年1月〜2025年8月
・時間足：5分足
　- datetimeをユニーク化（重複削除）
　- 欠損を補うために「全1分足の時系列インデックス」を生成し、足りない部分は直前値で補完
　- そこから改めて5分足にリサンプリング
・設定値：デフォルト
・売買ルール：雲の上でロング・ショート
・決済：TP/SL固定 20:20
出力内容：
①総トレード数
②勝率
③平均リスクリワード比
④トータル損益 
⑤プロフィットファクター（PF）

//@version=5
indicator("Ichimoku+PSAR+200MA+RSI+Tokyo (Entry count = backtest)", overlay=true)

// ===== Inputs =====
groupIch   = "Ichimoku"
convLen    = input.int(50,  "Tenkan", minval=1, group=groupIch)
baseLen    = input.int(100, "Kijun",  minval=1, group=groupIch)
spanBLen   = input.int(200, "Span B", minval=1, group=groupIch)
disp       = input.int(100, "Displacement (align cloud to 'now')", minval=1, group=groupIch)

groupPSAR  = "Parabolic SAR"
psarStart  = input.float(0.02, "PSAR Start",     step=0.01, group=groupPSAR)
psarInc    = input.float(0.02, "PSAR Increment", step=0.01, group=groupPSAR)
psarMax    = input.float(0.20, "PSAR Max",       step=0.01, group=groupPSAR)

groupMA    = "200MA"
maLen      = input.int(200, "SMA Length", minval=1, group=groupMA)

groupRSI   = "RSI Filter"
rsiLen     = input.int(14, "RSI Length", minval=1, group=groupRSI)
rsiLongThr = input.float(50.0, "Long if RSI >",  minval=0, maxval=100, step=0.1, group=groupRSI)
rsiShortThr= input.float(50.0, "Short if RSI <", minval=0, maxval=100, step=0.1, group=groupRSI)

groupSess  = "Session (JST)"
tokyoSess  = input.session("0900-1500", "Tokyo Session", group=groupSess)
sessTZ     = input.string("Asia/Tokyo", "Timezone", group=groupSess)

groupExec  = "Execution / TP-SL (pips)"
tpPips     = input.float(60.0, "TP (pips)", step=1.0, group=groupExec)
slPips     = input.float(20.0, "SL (pips)", step=1.0, group=groupExec)
pipSize    = input.float(0.01, "Pip size (USDJPY=0.01)", step=0.00001, group=groupExec)

groupDraw  = "Drawing"
showCloud  = input.bool(true, "Show Ichimoku Cloud", group=groupDraw)
showPSAR   = input.bool(true, "Show PSAR", group=groupDraw)
showMA     = input.bool(true, "Show MA200", group=groupDraw)
showLabels = input.bool(true, "Show Entry Labels", group=groupDraw)
showTPSL   = input.bool(true, "Draw TP/SL at Entry", group=groupDraw)

// ===== Ichimoku (align cloud to present) =====
conv  = (ta.highest(high, convLen) + ta.lowest(low, convLen)) / 2.0
base  = (ta.highest(high, baseLen) + ta.lowest(low, baseLen)) / 2.0
spanA = (conv + base) / 2.0
spanB = (ta.highest(high, spanBLen) + ta.lowest(low, spanBLen)) / 2.0

cloudA_now = spanA[disp]
cloudB_now = spanB[disp]
cloudUpper = math.max(cloudA_now, cloudB_now)
cloudLower = math.min(cloudA_now, cloudB_now)
cloudValid = not na(cloudUpper) and not na(cloudLower)

// ===== PSAR / MA / RSI / Session =====
psar   = ta.sar(psarStart, psarInc, psarMax)  // v5: (start, increment, maximum)
ma200  = ta.sma(close, maLen)
rsiVal = ta.rsi(close, rsiLen)
inTokyo = not na(time(timeframe.period, tokyoSess, sessTZ))

// ===== Signal conditions (on signal bar) =====
longCondIch   = cloudValid and close > cloudUpper
shortCondIch  = cloudValid and close < cloudLower
longCondPsar  = close > psar
shortCondPsar = close < psar
longCondMa    = close > ma200
shortCondMa   = close < ma200
longCondRsi   = rsiVal > rsiLongThr
shortCondRsi  = rsiVal < rsiShortThr

longSignalBar  = barstate.isconfirmed and inTokyo and longCondIch  and longCondPsar  and longCondMa  and longCondRsi
shortSignalBar = barstate.isconfirmed and inTokyo and shortCondIch and shortCondPsar and shortCondMa and shortCondRsi

// ===== Execution simulator (next-bar open entry, TP/SL, SL priority) =====
pipsToPrice(p) => p * pipSize

var int   pos = 0
var float entryPrice = na
var float tpPrice    = na
var float slPrice    = na
var bool  exitNow    = false

// 次足始値エントリー
enterLong  = pos == 0 and longSignalBar[1]
enterShort = pos == 0 and shortSignalBar[1]

// エントリー（今バー始値で約定）
if enterLong
    pos := 1
    entryPrice := open
    tpPrice := entryPrice + pipsToPrice(tpPips)
    slPrice := entryPrice - pipsToPrice(slPips)
    if showLabels
        label.new(bar_index, low, "LONG", style=label.style_label_up, textcolor=color.white, color=color.new(color.green, 0))
    if showTPSL
        line.new(bar_index, tpPrice, bar_index+1, tpPrice, extend=extend.right, color=color.new(color.green, 0), style=line.style_dotted)
        line.new(bar_index, slPrice, bar_index+1, slPrice, extend=extend.right, color=color.new(color.red, 0),   style=line.style_dotted)

if enterShort
    pos := -1
    entryPrice := open
    tpPrice := entryPrice - pipsToPrice(tpPips)
    slPrice := entryPrice + pipsToPrice(slPips)
    if showLabels
        label.new(bar_index, high, "SHORT", style=label.style_label_down, textcolor=color.white, color=color.new(color.red, 0))
    if showTPSL
        line.new(bar_index, tpPrice, bar_index+1, tpPrice, extend=extend.right, color=color.new(color.green, 0), style=line.style_dotted)
        line.new(bar_index, slPrice, bar_index+1, slPrice, extend=extend.right, color=color.new(color.red, 0),   style=line.style_dotted)

// 決済（SL優先 → TP）
if pos != 0
    exitNow := false
    if pos == 1
        hitSL = low <= slPrice
        hitTP = high >= tpPrice
        exitNow := hitSL or (not hitSL and hitTP)
    if pos == -1
        hitSL = high >= slPrice
        hitTP = low  <= tpPrice
        exitNow := hitSL or (not hitSL and hitTP)
    if exitNow
        pos := 0
        entryPrice := na
        tpPrice := na
        slPrice := na

// ===== Plots =====
plot(showMA ? ma200 : na, title="SMA 200", color=color.new(color.yellow, 0), linewidth=2)
// PSARは点描画の代わりに plot() を使用（安定）
plot(showPSAR ? psar : na, title="PSAR", color=color.new(color.fuchsia, 0), style=plot.style_cross, linewidth=1)

// —— Cloud (SAFE): use plot() handles + fill()
cloudColor = longCondIch ? color.new(color.teal, 80) : shortCondIch ? color.new(color.red, 80) : color.new(color.gray, 85)
pA = plot(showCloud and not na(cloudA_now) ? cloudA_now : na, title="Senkou Span A (aligned)", color=color.new(color.teal, 0))
pB = plot(showCloud and not na(cloudB_now) ? cloudB_now : na, title="Senkou Span B (aligned)", color=color.new(color.red, 0))
fill(pA, pB, color=cloudColor)