Strategi ini menggabungkan tahap sokongan / rintangan dinamik dengan Bollinger Bands dan EMA21 untuk pendekatan perdagangan silang pelbagai penunjuk. Ia mengenal pasti pecahnya tahap harga utama sambil menggunakan persilangan penunjuk teknikal untuk membuat keputusan perdagangan. Strategi ini bukan sahaja secara dinamik mengenal pasti tahap sokongan / rintangan penting dalam struktur pasaran tetapi juga mengesahkan isyarat perdagangan melalui penyelarasan Bollinger Bands dan purata bergerak.
Strategi ini berdasarkan beberapa komponen teras: 1. Pengiraan Sokongan / Rintangan Dinamik: Menggunakan kaedah titik pusingan untuk mengira tahap sokongan / rintangan pasaran secara dinamik, menapis zon harga yang berkesan melalui lebar saluran dan keperluan kekuatan minimum. 2. Bollinger Bands: Menggunakan 20 tempoh, 2 deviasi standard Bollinger Bands untuk menentukan julat turun naik harga. 3. EMA21: Berkhidmat sebagai garis rujukan untuk penilaian trend jangka sederhana. 4. Generasi Isyarat Perdagangan: Melakukan perdagangan apabila harga memecahkan tahap sokongan / rintangan sambil mencetuskan isyarat Bollinger Band secara serentak.
Strategi ini membina sistem dagangan yang agak lengkap dengan menggabungkan sokongan / rintangan dinamik, Bollinger Bands, dan EMA21. Kekuatannya terletak pada pengesahan isyarat berbilang dimensi dan penyesuaian pasaran dinamik, sambil menghadapi cabaran dalam pengoptimuman parameter dan risiko pecah palsu. Melalui pengoptimuman berterusan dan peningkatan mekanisme kawalan risiko, strategi menunjukkan janji untuk prestasi yang lebih baik dalam perdagangan sebenar.
//@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")