Este script identifica os altos e baixos do swing, bem como o padrão da vela que ocorreu naquele ponto exato. O script pode detectar os seguintes 6 padrões de vela: martelo, martelo inverso, engulf bullish, hanging man, shooting star e engulf bearish.
As notações HH, HL, LH e LL que podem ser vistas nos rótulos são definidas da seguinte forma:
Mais alto, mais alto. HL: Mais alto, mais baixo LH: Baixo alto LL: Baixo baixo
Configuração
Duração: Sensibilidade da detecção de alta/baixa de oscilação, com valores mais baixos a devolver o máximo/mínimo das variações de preço a curto prazo.
Uso e detalhes
Pode ser interessante ver se uma parte superior ou inferior está associada a um padrão específico de vela, isso nos permite estudar o potencial de tal padrão para indicar uma reversão.
Observe que os rótulos são deslocados e aparecerão posteriormente em tempo real, como tal este indicador não destina-se a detectar picos/fundos em tempo real.
Valores de comprimento mais elevados podem retornar erros.
backtest
/*backtest start: 2021-05-06 00:00:00 end: 2022-05-05 23:59:00 period: 2h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/ // © LuxAlgo //@version=4 study("Swing Highs/Lows & Candle Patterns",overlay=true) length = input(21) //------------------------------------------------------------------------------ o = open[length],h = high[length] l = low[length],c = close[length] //------------------------------------------------------------------------------ ph = pivothigh(close,length,length) pl = pivotlow(open,length,length) valH = valuewhen(ph,c,0) valL = valuewhen(pl,c,0) valpH = valuewhen(ph,c,1) valpL = valuewhen(pl,c,1) //------------------------------------------------------------------------------ d = abs(c - o) hammer = pl and min(o,c) - l > d and h - max(c,o) < d ihammer = pl and h - max(c,o) > d and min(c,o) - l < d bulleng = c > o and c[1] < o[1] and c > o[1] and o < c[1] hanging = ph and min(c,o) - l > d and h - max(o,c) < d shooting = ph and h - max(o,c) > d and min(c,o) - l < d beareng = c > o and c[1] < o[1] and c > o[1] and o < c[1] //------------------------------------------------------------------------------ //Descriptions //------------------------------------------------------------------------------ hammer_ = "The hammer candlestick pattern is formed of a short body with a long lower wick, and is found at the bottom of a downward trend." + "\n" + "\n A hammer shows that although there were selling pressures during the day, ultimately a strong buying pressure drove the price back up." ihammer_ = "The inverted hammer is a similar pattern than the hammer pattern. The only difference being that the upper wick is long, while the lower wick is short." + "\n" + "\n It indicates a buying pressure, followed by a selling pressure that was not strong enough to drive the market price down. The inverse hammer suggests that buyers will soon have control of the market." bulleng_ = "The bullish engulfing pattern is formed of two candlesticks. The first candle is a short red body that is completely engulfed by a larger green candle" + "\n" + "\n Though the second day opens lower than the first, the bullish market pushes the price up, culminating in an obvious win for buyers" hanging_ = "The hanging man is the bearish equivalent of a hammer; it has the same shape but forms at the end of an uptrend." + "\n" + "It indicates that there was a significant sell-off during the day, but that buyers were able to push the price up again. The large sell-off is often seen as an indication that the bulls are losing control of the market." shotting_ = "The shooting star is the same shape as the inverted hammer, but is formed in an uptrend: it has a small lower body, and a long upper wick." + "\n" + "Usually, the market will gap slightly higher on opening and rally to an intra-day high before closing at a price just above the open – like a star falling to the ground." beareng_ = "A bearish engulfing pattern occurs at the end of an uptrend. The first candle has a small green body that is engulfed by a subsequent long red candle." + "\n" + "It signifies a peak or slowdown of price movement, and is a sign of an impending market downturn. The lower the second candle goes, the more significant the trend is likely to be." //------------------------------------------------------------------------------ n = bar_index label lbl = na H = valH > valpH ? "HH" : valH < valpH ? "LH" : na L = valL < valpL ? "LL" : valL > valpL ? "HL" : na txt = hammer ? "Hammer" : ihammer ? "Inverse Hammer" : bulleng ? "Bullish Engulfing" : hanging ? "Hanging Man" : shooting ? "Shooting Star" : beareng ? "Bearish Engulfing" : "None" des = hammer ? hammer_ : ihammer ? ihammer_ : bulleng ? bulleng_ : hanging ? hanging_ : shooting ? shotting_ : beareng ? beareng_ : "" //------------------------------------------------------------------------------ if ph strategy.entry("Enter Long", strategy.long) else if pl strategy.entry("Enter Short", strategy.short)