Diese Strategie kombiniert dynamische Unterstützungs-/Widerstandsniveaus mit Bollinger-Bändern und EMA21 für einen Multi-Indikator-Crossing-Handelsansatz. Sie identifiziert Ausbrüche der wichtigsten Preisniveaus, während sie technische Indikator-Crossovers verwendet, um Handelsentscheidungen zu treffen. Die Strategie identifiziert nicht nur dynamisch wichtige Unterstützungs-/Widerstandsniveaus in der Marktstruktur, sondern bestätigt auch Handelssignale durch die Koordinierung von Bollinger-Bändern und gleitenden Durchschnitten.
Die Strategie basiert auf mehreren Kernkomponenten: 1. Dynamische Unterstützung/Widerstandsberechnung: Verwendet die Drehpunktmethode, um die Marktunterstützungs-/Widerstandsniveaus dynamisch zu berechnen und effektive Preiszonen anhand der Kanalbreite und der Mindeststärkenanforderungen zu filtern. 2. Bollinger Bands: Bollinger Bands mit 20 Perioden und 2 Standardabweichungen werden verwendet, um Preisschwankungen zu definieren. 3. EMA21: dient als Referenzlinie für die mittelfristige Trendbeurteilung. 4. Handelssignalgenerierung: Ausführt Trades, wenn der Preis durch Support-/Widerstandsniveaus bricht und gleichzeitig Bollinger-Band-Signale auslöst.
Diese Strategie baut ein relativ vollständiges Handelssystem auf, indem sie dynamische Unterstützung/Widerstand, Bollinger-Bänder und EMA21 kombiniert. Ihre Stärken liegen in der mehrdimensionalen Signalbestätigung und der dynamischen Marktanpassung, während sie Herausforderungen bei der Parameteroptimierung und falschen Ausbruchrisiken gegenübersteht. Durch die kontinuierliche Optimierung und Verbesserung der Risikokontrollmechanismen verspricht die Strategie eine bessere Leistung im tatsächlichen Handel.
//@version=5 strategy("Support Resistance & Bollinger & EMA21", overlay=true) // Parámetros de S/R prd = input.int(defval=10, title='Pivot Period', minval=4, maxval=30, group='Setup') ppsrc = input.string(defval='High/Low', title='Source', options=['High/Low', 'Close/Open'], group='Setup') maxnumpp = input.int(defval=20, title='Maximum Number of Pivot', minval=5, maxval=100, group='Setup') ChannelW = input.int(defval=10, title='Maximum Channel Width %', minval=1, group='Setup') maxnumsr = input.int(defval=5, title='Maximum Number of S/R', minval=1, maxval=10, group='Setup') min_strength = input.int(defval=2, title='Minimum Strength', minval=1, maxval=10, group='Setup') labelloc = input.int(defval=20, title='Label Location', group='Colors', tooltip='Positive numbers reference future bars, negative numbers reference historical bars') linestyle = input.string(defval='Solid', title='Line Style', options=['Solid', 'Dotted', 'Dashed'], group='Colors') linewidth = input.int(defval=2, title='Line Width', minval=2, maxval=2, group='Colors') resistancecolor = input.color(defval=color.black, title='Resistance Color', group='Colors') supportcolor = input.color(defval=color.black, title='Support Color', group='Colors') showpp = input(false, title='Show Point Points') // Parámetros de Bandas de Bollinger y EMA21 periodo_bollinger = input.int(title="Periodo de Bollinger", defval=20) multiplicador_bollinger = input.float(title="Multiplicador de Bollinger", defval=2.0) periodo_ema21 = input.int(title="Periodo EMA21", defval=21) // Cálculo de las Bandas de Bollinger y EMA21 [middle, superior, inferior] = ta.bb(close, periodo_bollinger, multiplicador_bollinger) ema21 = ta.ema(close, periodo_ema21) // Ploteo de las Bandas de Bollinger y EMA21 plot(middle, color=color.rgb(60, 60, 60), linewidth=2, title="Media Móvil de Bollinger") plot(superior, color=color.rgb(184, 11, 8), linewidth=2, title="Banda Superior") plot(inferior, color=color.rgb(6, 124, 4), linewidth=2, title="Banda Inferior") plot(ema21, color=color.rgb(6, 150, 240), linewidth=1, style=plot.style_circles, title="EMA21") // Condiciones para señales de compra y venta senal_compra = close <= inferior senal_venta = close >= superior // Mostrar señales en el gráfico plotshape(senal_compra, title="Compra", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY") plotshape(senal_venta, title="Venta", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL") // Código de soporte y resistencia float src1 = ppsrc == 'High/Low' ? high : math.max(close, open) float src2 = ppsrc == 'High/Low' ? low : math.min(close, open) float ph = ta.pivothigh(src1, prd, prd) float pl = ta.pivotlow(src2, prd, prd) plotshape(ph and showpp, text='H', style=shape.labeldown, color=na, textcolor=color.new(color.red, 0), location=location.abovebar, offset=-prd) plotshape(pl and showpp, text='L', style=shape.labelup, color=na, textcolor=color.new(color.lime, 0), location=location.belowbar, offset=-prd) // Calcular ancho máximo del canal S/R prdhighest = ta.highest(300) prdlowest = ta.lowest(300) cwidth = (prdhighest - prdlowest) * ChannelW / 100 var pivotvals = array.new_float(0) if ph or pl array.unshift(pivotvals, ph ? ph : pl) if array.size(pivotvals) > maxnumpp // Limitar el tamaño del array array.pop(pivotvals) get_sr_vals(ind) => float lo = array.get(pivotvals, ind) float hi = lo int numpp = 0 for y = 0 to array.size(pivotvals) - 1 by 1 float cpp = array.get(pivotvals, y) float wdth = cpp <= lo ? hi - cpp : cpp - lo if wdth <= cwidth // Ajusta al ancho máximo del canal? if cpp <= hi lo := math.min(lo, cpp) else hi := math.max(hi, cpp) numpp += 1 [hi, lo, numpp] var sr_up_level = array.new_float(0) var sr_dn_level = array.new_float(0) sr_strength = array.new_float(0) find_loc(strength) => ret = array.size(sr_strength) for i = ret > 0 ? array.size(sr_strength) - 1 : na to 0 by 1 if strength <= array.get(sr_strength, i) break ret := i ret check_sr(hi, lo, strength) => ret = true for i = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1 if array.get(sr_up_level, i) >= lo and array.get(sr_up_level, i) <= hi or array.get(sr_dn_level, i) >= lo and array.get(sr_dn_level, i) <= hi if strength >= array.get(sr_strength, i) array.remove(sr_strength, i) array.remove(sr_up_level, i) array.remove(sr_dn_level, i) ret else ret := false break ret // var sr_lines = array.new_line(11, na) // var sr_labels = array.new_label(11, na) // for x = 1 to 10 by 1 // rate = 100 * (label.get_y(array.get(sr_labels, x)) - close) / close // label.set_text(array.get(sr_labels, x), text=str.tostring(label.get_y(array.get(sr_labels, x))) + '(' + str.tostring(rate, '#.##') + '%)') // label.set_x(array.get(sr_labels, x), x=bar_index + labelloc) // label.set_color(array.get(sr_labels, x), color=label.get_y(array.get(sr_labels, x)) >= close ? color.red : color.lime) // label.set_textcolor(array.get(sr_labels, x), textcolor=label.get_y(array.get(sr_labels, x)) >= close ? color.white : color.black) // label.set_style(array.get(sr_labels, x), style=label.get_y(array.get(sr_labels, x)) >= close ? label.style_label_down : label.style_label_up) // line.set_color(array.get(sr_lines, x), color=line.get_y1(array.get(sr_lines, x)) >= close ? resistancecolor : supportcolor) if ph or pl // Debido a los nuevos cálculos, eliminar niveles S/R antiguos array.clear(sr_up_level) array.clear(sr_dn_level) array.clear(sr_strength) // Encontrar zonas S/R for x = 0 to array.size(pivotvals) - 1 by 1 [hi, lo, strength] = get_sr_vals(x) if check_sr(hi, lo, strength) loc = find_loc(strength) // Si la fuerza está en los primeros maxnumsr sr, entonces insértala en los arrays if loc < maxnumsr and strength >= min_strength array.insert(sr_strength, loc, strength) array.insert(sr_up_level, loc, hi) array.insert(sr_dn_level, loc, lo) // Mantener el tamaño de los arrays = 5 if array.size(sr_strength) > maxnumsr array.pop(sr_strength) array.pop(sr_up_level) array.pop(sr_dn_level) // for x = 1 to 10 by 1 // line.delete(array.get(sr_lines, x)) // label.delete(array.get(sr_labels, x)) for x = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1 float mid = math.round_to_mintick((array.get(sr_up_level, x) + array.get(sr_dn_level, x)) / 2) rate = 100 * (mid - close) / close // array.set(sr_labels, x + 1, label.new(x=bar_index + labelloc, y=mid, text=str.tostring(mid) + '(' + str.tostring(rate, '#.##') + '%)', color=mid >= close ? color.red : color.lime, textcolor=mid >= close ? color.white : color.black, style=mid >= close ? label.style_label_down : label.style_label_up)) // array.set(sr_lines, x + 1, line.new(x1=bar_index, y1=mid, x2=bar_index - 1, y2=mid, extend=extend.both, color=mid >= close ? resistancecolor : supportcolor, style=line.style_solid, width=2)) f_crossed_over() => ret = false for x = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1 float mid = math.round_to_mintick((array.get(sr_up_level, x) + array.get(sr_dn_level, x)) / 2) if close[1] <= mid and close > mid ret := true ret f_crossed_under() => ret = false for x = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1 float mid = math.round_to_mintick((array.get(sr_up_level, x) + array.get(sr_dn_level, x)) / 2) if close[1] >= mid and close < mid ret := true ret crossed_over = f_crossed_over() crossed_under = f_crossed_under() alertcondition(crossed_over, title='Resistance Broken', message='Resistance Broken') alertcondition(crossed_under, title='Support Broken', message='Support Broken') alertcondition(crossed_over or crossed_under, title='Support or Resistance Broken', message='Support or Resistance Broken') // Estrategia de compra y venta basada en el cruce de niveles S/R if (crossed_over and senal_compra) strategy.entry("Compra", strategy.long) if (crossed_under and senal_venta) strategy.close("Compra")