BTST 고확률 돌파 전략 및 선별된 주식 스크리닝 시스템

/*backtest
start: 2024-04-01 00:00:00
end: 2024-05-28 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("BTST Strategy", overlay=true)

// --- 1. Initial Screening at 3 PM (Identify 2-3% gain) ---
is3pm = (hour == 15 and minute == 0)  // Check if it's 3 PM
priceChangePercentage = (close - close[1]) / close[1] * 100  // Calculate percentage change from previous close

// Stocks with a gain of 2-3% by 3 PM
isSelectedStock = is3pm and priceChangePercentage >= 2 and priceChangePercentage <= 3
plotshape(series=isSelectedStock, title="Selected Stock", location=location.belowbar, color=color.green, style=shape.labelup, text="Selected")

// --- 2. Daily Candle Analysis (Bullish Patterns) ---
// Bullish Engulfing pattern
bullishEngulfing = close > open and open[1] > close[1] and close > open[1] and open < close[1]

// Morning Star pattern
morningStar = close[2] < open[2] and close[1] < open[1] and close > open and close[1] > open[1]

// Three White Soldiers pattern
threeWhiteSoldiers = close > open and close[1] > open[1] and close[2] > open[2] and close > close[1] and close[1] > close[2]

// Combine the patterns for bullish confirmation
bullishPattern = bullishEngulfing or morningStar or threeWhiteSoldiers
plotshape(series=bullishPattern, title="Bullish Pattern", location=location.belowbar, color=color.green, style=shape.labelup, text="Bullish")

// --- 3. 30-Minute Candle Breakout ---
var float resistanceLevel = na

// Capture the highest point every 30 minutes
if (minute == 30 or minute == 0)
    resistanceLevel := high

// Check for breakout above resistance level
breakoutAboveResistance = close > resistanceLevel
plotshape(series=breakoutAboveResistance, title="Breakout Above Resistance", location=location.abovebar, color=color.blue, style=shape.labelup, text="Breakout")

// --- 4. Avoid Over-Extended Stocks (5-10% intraday gains) ---
// Calculate the percentage gain from the open price
percentageGain = (close - open) / open * 100

// Avoid stocks that are up more than 5-10% intraday
avoidOverExtendedStocks = percentageGain > 5 or percentageGain < -10
plotshape(series=avoidOverExtendedStocks, title="Avoid Over-Extended Stocks", location=location.abovebar, color=color.red, style=shape.labeldown, text="Over-Extended")

// --- 5. Second-Day Watchlist (Add shortlisted stocks to watchlist) ---
// We will skip implementing a watchlist in Pine Script because it isn't supported for direct interaction with external systems, but we will mark it in the script visually.
watchlistCondition = isSelectedStock and bullishPattern and not avoidOverExtendedStocks
plotshape(series=watchlistCondition, title="Second Day Watchlist", location=location.belowbar, color=color.purple, style=shape.triangledown, text="Watchlist")

// --- 6. Exit Strategy - Pre-Market & Opening Observation ---
// This part requires real-time data and pre-market data, which isn't supported directly in Pine Script
// But, we can simulate exit strategy by showing potential exit points based on the gap-up opening:
gapUpOpening = open > close[1] * 1.02  // If the stock opens 2% above the previous close
hold15Min = gapUpOpening and close > low[1]  // Hold if price doesn't break the previous low

plotshape(series=hold15Min, title="Gap-Up Hold for 15 Minutes", location=location.abovebar, color=color.blue, style=shape.triangledown, text="Hold")

// --- 7. Buy and Sell Triggers (Strategy) ---

// Define conditions for the buy trigger
buySignal = bullishPattern and isSelectedStock and not avoidOverExtendedStocks

// Buy when the conditions are met
if buySignal
    strategy.entry("Buy", strategy.long)

// Define conditions for the sell trigger
sellSignal = breakoutAboveResistance and not avoidOverExtendedStocks

// Sell when the breakout above resistance condition is met
if sellSignal
    strategy.close("Buy")

// --- Alerts ---
// Alerts for Buy Signal based on 0.5% price movement
alertcondition(buySignal, title="Buy Signal", message="Buy Signal: Confirmed Bullish Pattern and 2-3% price increase by 3 PM!")

// Alerts for Sell Signal based on Breakout and other conditions
alertcondition(sellSignal, title="Sell Signal", message="Sell Signal: Breakout above resistance!")