Strategi perdagangan R-Breaker

Dalam sistem trading Forex, metode trading Pivot Points adalah strategi trading klasik. Pivot Points adalah sistem support resistance yang sangat sederhana. Berdasarkan harga tertinggi, terendah dan penutupan kemarin, tujuh titik harga dihitung, termasuk satu pivot point, tiga level resistance dan tiga level support. Garis resistensi dan garis dukungan adalah salah satu alat yang sering digunakan dalam analisis teknis, dan peran garis dukungan dan garis tekanan dapat saling bertransformasi. Dari sudut pandang perdagangan, Pivot Point seperti peta tempur, menunjukkan harga dukungan dan resistensi yang harus diperhatikan oleh investor. Untuk strategi perdagangan ini, investor dapat dengan fleksibel merumuskan strategi berdasarkan harga intraday dan tren terkait pada titik pivot, level support dan level resistance, dan bahkan dapat mengelola penyesuaian posisi berdasarkan titik kunci.

Diagram skema strategi R-Breaker

R-Breaker menghitung enam titik harga berdasarkan harga kemarin sebagai harga referensi untuk perdagangan intraday hari ini, tetapi hanya satu titik pivot kurang dari pengaturan Pivot Points. Menurut pergerakan harga intraday, strategi pelacakan tren dan pembalikan diadopsi pada saat yang sama. Daerah dengan latar belakang warna dalam gambar dapat dianggap sebagai area observasi. Ketika harga tertinggi pada hari itu mencapai Settingup dan jatuh kembali, dan jatuh di bawah garis resistensi Referensi Senter, strategi terbalik diadopsi, yaitu, posisi pendek dibuka pada titik S1; jika tidak ada posisi yang dipegang, jika harga intraday menembus garis resistensi Bbreak, strategi pelacakan tren diadopsi, yaitu, posisi panjang dibuka pada titik B2.

Karena kondisi pemicu untuk membuka posisi melibatkan beberapa posisi harga dan sensitif terhadap pergerakan harga intraday, strategi ini berlaku untuk perdagangan dalam periode waktu satu menit.

NPeriod=2 //period
f1=0.47   //Middle rail upper and lower top section coefficient
f2=0.07   //Mid-rail upper and lower interval coefficient
f3=0.25   //Upper and lower rail coefficients

//==========================================
//API: A simple example of the Chart function (drawing function)
var chart = { // This chart is an object in the JS language. Before using the Chart function, we need to declare an object variable chart that configures the chart.
  __isStock: true,                                    // Whether the markup is a general chart, if you are interested, you can change it to false and run it.
  tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},    // Zoom tool
  title : { text : 'Market analysis chart'},          // title
  rangeSelector: {                                    // Selection range
      buttons:  [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'}, {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],
      selected: 0,
      inputEnabled: false
  },
  xAxis: { type: 'datetime'},                         // The horizontal axis of the coordinate axis is: x axis. The currently set type is: time.
  yAxis : {                                           // The vertical axis of the coordinate axis is the y-axis. The default value is adjusted according to the data size.
      title:{text: 'Market calculus'},                // title
      opposite:false,                                 // Whether to enable the right vertical axis
  },
  series : [                                          // Data series, this property holds the various data series (line, K-line diagram, label, etc..)
      {name:"0X",id:"0",color:'#FF83FA',data:[]},
      {name:"1X",id:"1",color:'#FF3E96',dashStyle:'shortdash',data:[]},
      {name:"2X",id:"2",color:'#FF0000',data:[]},

      {name:"3X",id:"3",color:'#7D26CD',dashStyle:'shortdash',data:[]}, 

      {name:"4X",id:"4",color:'#2B2B2B',data:[]},
      {name:"5X",id:"5",color:'#707070',dashStyle:'shortdash',data:[]},
      {name:"6X",id:"6",color:'#778899',data:[]},

      {name:"7X",id:"7",color:'#0000CD',data:[]},

      //RGB color comparison table  http://www.114la.com/other/rgb.htm
  ]
};

/*
//Pivot Points strategy
chart["series"][0]["name"]="resistance3:";
chart["series"][1]["name"]="resistance2:";
chart["series"][2]["name"]="resistance1:";

chart["series"][3]["name"]="Pivot point:";

chart["series"][4]["name"]="Support position1:";
chart["series"][5]["name"]="Support position2:";
chart["series"][6]["name"]="Support position3:";
chart["series"][6]["name"]="Current price:";
*/
///*
//R-Breaker strategy
chart["series"][0]["name"]="Bbreak_A1:";
chart["series"][1]["name"]="Ssetup_A2:";
chart["series"][2]["name"]="Senter_A3:";

chart["series"][4]["name"]="Benter_B1:";
chart["series"][5]["name"]="Sbreak_B2:";
chart["series"][6]["name"]="Bsetup_B3:";
chart["series"][7]["name"]="Current price:";
//*/


var ObjChart = Chart(chart);  // Call the Chart function to initialize the chart.
ObjChart.reset();           // clear
function onTick(e){
        var records = _C(e.GetRecords);  //Return a K-line history data
        var ticker = _C(e.GetTicker);    //Return a Ticker structure
        var account = _C(e.GetAccount);  //Return the main exchange account information

        var High = TA.Highest(records, NPeriod, 'High'); //Highest price
        var Close = TA.Lowest(records, NPeriod, 'Close');       //Closing price
        var Low = TA.Lowest(records, NPeriod, 'Low');   //Lowest price

        /*
        //Pivot Points strategy
        //A up 7235 A middle 7259 A down 7275 B up 7195 B middle 7155 B down 7179
        Pivot = (High+Close+Low)/3 //Pivot point

        var Senter=High+2*(Pivot-Low)  //resistance3
        var Ssetup=Pivot+(High-Low)  //resistance2
        var Bbreak=2*Pivot-Low  //resistance1

        var Benter=2*Pivot-High  //Support position1
        var Sbreak=Pivot-(High-Low)  //Support position2
        var Bsetup=Low-2*(High-Pivot)  //Support position3
        //Draw line
        var nowTime = new Date().getTime(); //Get the timestamp,
        ObjChart.add([0, [nowTime,_N(Senter,3)]]); //resistance3
        ObjChart.add([1, [nowTime,_N(Ssetup,3)]]); //resistance2
        ObjChart.add([2, [nowTime,_N(Bbreak,3)]]); //resistance1

        ObjChart.add([3, [nowTime,_N(Pivot,3)]]); //Pivot point

        ObjChart.add([4, [nowTime,_N(Benter,3)]]);  //support point1
        ObjChart.add([5, [nowTime,_N(Sbreak,3)]]);  //support point2
        ObjChart.add([6, [nowTime,_N(Bsetup,3)]]);  //support point3

        ObjChart.add([7, [nowTime,_N(ticker.Last,3)]]); //Last transaction price

        ObjChart.update(chart);  // Update the chart to display it.
        */


        ///*
        //R-Breaker strategy
        //A up 7261.46 A middle 7246.76 A down 7228.68 B up 7204.48 B middle 7187.96 B down 7173.26
        var Ssetup = High + f1 * (Close - Low);  //A middle
        var Bsetup = Low - f1 * (High - Close);  //B down

        var Bbreak = Ssetup + f3 * (Ssetup - Bsetup);  //A up
        var Senter = ((1 + f2) / 2) * (High + Close) - f2 * Low;  //A down

        var Benter = ((1 + f2) / 2) * (Low + Close) - f2 * High;  //B up
        var Sbreak = Bsetup - f3 * (Ssetup - Bsetup);  //B middle
        //Draw line
        var nowTime = new Date().getTime(); //Get timestamp
        ObjChart.add([0, [nowTime,_N(Bbreak,3)]]); //A up
        ObjChart.add([1, [nowTime,_N(Ssetup,3)]]); //A middle
        ObjChart.add([2, [nowTime,_N(Senter,3)]]); //A down

        //ObjChart.add([3, [nowTime,_N(Pivot,3)]]); //Pivot point

        ObjChart.add([4, [nowTime,_N(Benter,3)]]);  //B up
        ObjChart.add([5, [nowTime,_N(Sbreak,3)]]);  //B middle
        ObjChart.add([6, [nowTime,_N(Bsetup,3)]]);  //B down

        ObjChart.add([7, [nowTime,_N(ticker.Last,3)]]); //Last transaction price

        ObjChart.update(chart);  // Update the chart to display it.
        //*/

        Log('A up',_N(Bbreak,3),'A middle',_N(Ssetup,3),'A down',_N(Senter,3),'B up',_N(Benter,3),'B middle',_N(Bsetup,3),'B down',_N(Sbreak,3));
}



function main() {
    Log("Strategy Startup");
    while(true){
        onTick(exchanges[0]);
        Sleep(1000);
    }
}