Strategi ini menggabungkan level support/resistance yang dinamis dengan Bollinger Bands dan EMA21 untuk pendekatan perdagangan lintas multi-indikator. Strategi ini mengidentifikasi perpecahan tingkat harga kunci sambil menggunakan crossover indikator teknis untuk membuat keputusan perdagangan. Strategi ini tidak hanya secara dinamis mengidentifikasi level support/resistance penting dalam struktur pasar tetapi juga mengkonfirmasi sinyal perdagangan melalui koordinasi Bollinger Bands dan moving average.
Strategi ini didasarkan pada beberapa komponen inti: 1. Perhitungan Dukungan/Rintangan Dinamis: Menggunakan metode titik pivot untuk secara dinamis menghitung tingkat dukungan/rintangan pasar, menyaring zona harga efektif melalui lebar saluran dan persyaratan kekuatan minimum. 2. Bollinger Bands: Menggunakan 20 periode, 2 deviasi standar Bollinger Bands untuk menentukan rentang volatilitas harga. 3. EMA21: Berfungsi sebagai garis referensi untuk penilaian tren jangka menengah. 4. Generasi Sinyal Perdagangan: Mengeksekusi perdagangan ketika harga menembus level support/resistance sambil memicu sinyal Bollinger Band secara bersamaan.
Strategi ini membangun sistem perdagangan yang relatif lengkap dengan menggabungkan dukungan / resistensi dinamis, Bollinger Bands, dan EMA21. Kekuatannya terletak pada konfirmasi sinyal multidimensi dan adaptasi pasar dinamis, sambil menghadapi tantangan dalam optimasi parameter dan risiko pecah palsu. Melalui optimasi dan peningkatan mekanisme pengendalian risiko secara terus menerus, strategi menunjukkan janji untuk kinerja yang lebih baik dalam perdagangan aktual.
//@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")