동적 브레이크아웃 마스터 채널 전략: 지원 및 저항 브레이크아웃을 기반으로 한 적응형 트레이딩 시스템

/*backtest
start: 2024-09-19 00:00:00
end: 2025-03-01 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © tradingbauhaus

//@version=6
strategy("Dynamic Breakout Master by tradingbauhaus ", overlay=true, max_bars_back=501, commission_type=strategy.commission.percent, commission_value=0.1)

// My Custom Inputs
myperiod = input.int(10, "Pivot Period", minval=4, maxval=30, group="Settings", tooltip="Bars on each side for pivots")
mysource = input.string("High/Low", "Data Source", options=["High/Low", "Close/Open"], group="Settings", tooltip="Where I grab pivots from")
mychannelwidth = input.int(5, "Max Channel Width %", minval=1, maxval=8, group="Settings", tooltip="Percentage based on 300 bars")
mystrength = input.int(1, "Min Strength", minval=1, group="Settings", tooltip="Min pivots per channel")
mymaxzones = input.int(6, "Max S/R Zones", minval=1, maxval=10, group="Settings", tooltip="Max S/R zones to show") - 1
mylookback = input.int(290, "Lookback Period", minval=100, maxval=400, group="Settings", tooltip="Bars back to check pivots")
myrescolor = input.color(color.new(color.red, 75), "Resistance Tone", group="Colors")
mysupcolor = input.color(color.new(color.blue, 75), "Support Tone", group="Colors")
myincolor = input.color(color.new(color.gray, 75), "In-Channel Tone", group="Colors")
myshowpivots = input.bool(false, "Show Pivots", group="Extras")
myshowbreaks = input.bool(false, "Show Breaks", group="Extras")
myma1_on = input.bool(false, "MA1 On", group="Extras")
myma1_len = input.int(50, "MA1 Length", minval=1, group="Extras")
myma1_type = input.string("SMA", "MA1 Type", options=["SMA", "EMA"], group="Extras")
myma2_on = input.bool(false, "MA2 On", group="Extras")
myma2_len = input.int(200, "MA2 Length", minval=1, group="Extras")
myma2_type = input.string("SMA", "MA2 Type", options=["SMA", "EMA"], group="Extras")

// Define commission as a constant (for display purposes, since strategy() already uses it)
mycommission = 0.1  // Matches commission_value in strategy(); adjust here if needed

// Calculate my moving averages
myma1 = myma1_on ? myma1_type == "SMA" ? ta.sma(close, myma1_len) : ta.ema(close, myma1_len) : na
myma2 = myma2_on ? myma2_type == "SMA" ? ta.sma(close, myma2_len) : ta.ema(close, myma2_len) : na
plot(myma1, color=not na(myma1) ? color.blue : na) 
plot(myma2, color=not na(myma2) ? color.red : na) 

// My custom data sources
float myhigh = mysource == "High/Low" ? high : math.max(close, open)
float mylow = mysource == "High/Low" ? low : math.min(close, open)
float mypeak = ta.pivothigh(myhigh, myperiod, myperiod)
float myvalley = ta.pivotlow(mylow, myperiod, myperiod)

// Draw pivots if I want
plotshape(not na(mypeak) and myshowpivots, text="P", style=shape.labeldown, color=na, textcolor=color.new(color.red, 0), location=location.abovebar, offset=-myperiod)
plotshape(not na(myvalley) and myshowpivots, text="V", style=shape.labelup, color=na, textcolor=color.new(color.blue, 0), location=location.belowbar, offset=-myperiod)

// Calculate max channel width
mytop = ta.highest(300) 
mybottom = ta.lowest(300) 
mymaxwidth = (mytop - mybottom) * mychannelwidth / 100

// Store my pivots with flair
var float[] myvalues = array.new_float(0) 
var float[] mypositions = array.new_float(0)
if not na(mypeak) or not na(myvalley) 
    array.unshift(myvalues, not na(mypeak) ? mypeak : myvalley) 
    array.unshift(mypositions, bar_index)
    for x = array.size(myvalues) - 1 to 0 
        if bar_index - array.get(mypositions, x) > mylookback 
            array.pop(myvalues) 
            array.pop(mypositions) 
            continue 
        break

// My channel-making function
my_channel(ind) => 
    float base = array.get(myvalues, ind) 
    float ceiling = base 
    float floor = base 
    int strength = 0
    for y = 0 to array.size(myvalues) - 1 
        float level = array.get(myvalues, y) 
        float gap = level <= ceiling ? ceiling - level : level - floor
        if gap <= mymaxwidth 
            if level <= ceiling 
                floor := math.min(floor, level) 
            else 
                ceiling := math.max(ceiling, level)
            strength += 20
    [ceiling, floor, strength]

// My S/R zones and swap function
var float[] sr_zones = array.new_float(20, 0)
myswap(x, y) => 
    temp = array.get(sr_zones, y * 2)
    array.set(sr_zones, y * 2, array.get(sr_zones, x * 2)) 
    array.set(sr_zones, x * 2, temp)
    temp := array.get(sr_zones, y * 2 + 1)
    array.set(sr_zones, y * 2 + 1, array.get(sr_zones, x * 2 + 1)) 
    array.set(sr_zones, x * 2 + 1, temp)

// Main logic with my twist
if not na(mypeak) or not na(myvalley) 
    float[] levels = array.new_float(0) 
    float[] power = array.new_float(10, 0)
    for x = 0 to array.size(myvalues) - 1 
        [c, f, s] = my_channel(x) 
        array.push(levels, s) 
        array.push(levels, c) 
        array.push(levels, f)
    for x = 0 to array.size(myvalues) - 1 
        highlvl = array.get(levels, x * 3 + 1) 
        lowlvl = array.get(levels, x * 3 + 2) 
        boost = 0
        for y = 0 to mylookback 
            if high[y] <= highlvl and high[y] >= lowlvl or low[y] <= highlvl and low[y] >= lowlvl 
                boost += 1
        array.set(levels, x * 3, array.get(levels, x * 3) + boost)
    array.fill(sr_zones, 0) 
    counter = 0
    for x = 0 to array.size(myvalues) - 1 
        maxpower = -1. 
        maxspot = -1
        for y = 0 to array.size(myvalues) - 1 
            if array.get(levels, y * 3) > maxpower and array.get(levels, y * 3) >= mystrength * 20 
                maxpower := array.get(levels, y * 3) 
                maxspot := y
        if maxspot >= 0 
            top = array.get(levels, maxspot * 3 + 1) 
            bottom = array.get(levels, maxspot * 3 + 2)
            array.set(sr_zones, counter * 2, top) 
            array.set(sr_zones, counter * 2 + 1, bottom)
            array.set(power, counter, array.get(levels, maxspot * 3))
            for y = 0 to array.size(myvalues) - 1 
                if array.get(levels, y * 3 + 1) <= top and array.get(levels, y * 3 + 1) >= bottom or array.get(levels, y * 3 + 2) <= top and array.get(levels, y * 3 + 2) >= bottom 
                    array.set(levels, y * 3, -1)
            counter += 1 
            if counter >= 10 
                break
    for x = 0 to 8 
        for y = x + 1 to 9 
            if array.get(power, y) > array.get(power, x) 
                temp = array.get(power, y) 
                array.set(power, y, array.get(power, x)) 
                myswap(x, y)

// My level and color functions
mylevel(ind) => 
    float result = na 
    if ind < array.size(sr_zones) and array.get(sr_zones, ind) != 0 
        result := array.get(sr_zones, ind)
    result

mycolor(ind) => 
    color shade = na 
    if ind < array.size(sr_zones) and array.get(sr_zones, ind) != 0 
        shade := array.get(sr_zones, ind) > close and array.get(sr_zones, ind + 1) > close ? myrescolor : array.get(sr_zones, ind) < close and array.get(sr_zones, ind + 1) < close ? mysupcolor : myincolor
    shade
    
// Detect breaks
resistancebroken = false 
supportbroken = false 
outofzone = true
for x = 0 to math.min(9, mymaxzones) 
    if close <= array.get(sr_zones, x * 2) and close >= array.get(sr_zones, x * 2 + 1) 
        outofzone := false
if outofzone 
    for x = 0 to math.min(9, mymaxzones) 
        if close[1] <= array.get(sr_zones, x * 2) and close > array.get(sr_zones, x * 2) 
            resistancebroken := true
        if close[1] >= array.get(sr_zones, x * 2 + 1) and close < array.get(sr_zones, x * 2 + 1) 
            supportbroken := true

// Alerts and shapes
alertcondition(resistancebroken, title="ResBreak", message="Resistance shattered!")
alertcondition(supportbroken, title="SupBreak", message="Support cracked!")
plotshape(myshowbreaks and resistancebroken, style=shape.triangleup, location=location.belowbar, color=color.new(color.blue, 0), size=size.tiny)
plotshape(myshowbreaks and supportbroken, style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 0), size=size.tiny)

// Strategy with commissions factored in
if resistancebroken 
    strategy.entry("ResBreak", strategy.long)
if supportbroken 
    strategy.entry("SupBreak", strategy.short)