बोलिंगर बैंड उच्च आवृत्ति मात्रात्मक रणनीति उच्च और निम्न बिंदुओं को तोड़ने की लंबी-छोटी रणनीति के साथ संयुक्त

/*backtest
start: 2019-12-23 08:00:00
end: 2024-12-03 00:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Bollinger Band Scalping", overlay=true)

// Input for Bollinger Bands length and standard deviation
bbLength = input(20, title="Bollinger Bands Length")
stdDev = input(2.0, title="Bollinger Bands Std Dev")

// Calculate and plot the Bollinger Bands
basis = ta.sma(close, bbLength)
deviation = stdDev * ta.stdev(close, bbLength)
upperBB = basis + deviation
lowerBB = basis - deviation

// Get previous candle's values
prevHigh = high[1]   // Previous candle high
prevLow = low[1]     // Previous candle low

// Buy Signal Condition: Current high crossed above previous high and previous high is below the lower Bollinger Band
buyCondition = ta.crossover(high, prevHigh) and (prevHigh < lowerBB[1])

// Sell Signal Condition: Current low crossed below previous low and previous low is above the upper Bollinger Band
sellCondition = ta.crossunder(low, prevLow) and (prevLow > upperBB[1])

// Entry and exit for Buy signals
if (buyCondition)
    strategy.entry("Buy", strategy.long)
    // Calculate target and stop loss
    stopLossPrice = prevLow
    targetPrice = prevHigh + (prevHigh - stopLossPrice)  // 1:1 RR target

    // Set stop loss and target orders
    strategy.exit("Sell", "Buy", limit=targetPrice, stop=stopLossPrice)

    // // Plot entry line
    // line.new(x1=bar_index, y1=prevHigh, x2=bar_index + 12, y2=prevHigh, color=color.green, width=2, style=line.style_solid)
    // // Plot stop loss line
    // line.new(x1=bar_index, y1=stopLossPrice, x2=bar_index + 12, y2=stopLossPrice, color=color.red, width=1, style=line.style_dashed)
    // // Plot target line
    // line.new(x1=bar_index, y1=targetPrice, x2=bar_index + 12, y2=targetPrice, color=color.blue, width=2, style=line.style_solid)

// Entry and exit for Sell signals
if (sellCondition)
    strategy.entry("Sell", strategy.short)
    // Calculate target and stop loss
    stopLossPriceSell = prevHigh
    targetPriceSell = prevLow - (stopLossPriceSell - prevLow)  // 1:1 RR target

    // Set stop loss and target orders
    strategy.exit("Cover", "Sell", limit=targetPriceSell, stop=stopLossPriceSell)

    // // Plot entry line
    // line.new(x1=bar_index, y1=prevLow, x2=bar_index + 12, y2=prevLow, color=color.red, width=2, style=line.style_solid)
    // // Plot stop loss line
    // line.new(x1=bar_index, y1=stopLossPriceSell, x2=bar_index + 12, y2=stopLossPriceSell, color=color.green, width=1, style=line.style_dashed)
    // // Plot target line
    // line.new(x1=bar_index, y1=targetPriceSell, x2=bar_index + 12, y2=targetPriceSell, color=color.blue, width=2, style=line.style_solid)

// Plotting Bollinger Bands with 70% transparency
plot(upperBB, color=color.red, title="Upper Bollinger Band", transp=70)
plot(lowerBB, color=color.green, title="Lower Bollinger Band", transp=70)
plot(basis, color=color.blue, title="Middle Band", transp=70)