Chiến lược đột phá nến vùng hỗ trợ và kháng cự dựa trên cấu trúc thị trường

/*backtest
start: 2025-02-12 00:00:00
end: 2025-02-19 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"TRUMP_USDT"}]
*/

//@version=5
strategy("Support/Resistance Strategy with Candlestick Confirmation, Market Structure, and 1:3 R:R", overlay=true)

// Input parameters
supportResistancePeriod = input.int(20, title="Support/Resistance Period", minval=1)
stopLossPips = input.int(50, title="Stop Loss (in pips)", minval=1)
takeProfitRatio = input.float(3.0, title="Risk-to-Reward Ratio", minval=1.0)
structurePeriod = input.int(20, title="Market Structure Period", minval=1)  // Period to determine market structure

// Function to calculate support level (lowest low in the period)
getSupportLevel() =>
    ta.lowest(low, supportResistancePeriod)

// Function to calculate resistance level (highest high in the period)
getResistanceLevel() =>
    ta.highest(high, supportResistancePeriod)

// Get the support and resistance levels
supportLevel = getSupportLevel()
resistanceLevel = getResistanceLevel()

// Function to detect market structure
isBullishTrend() =>
    high[structurePeriod] > high[structurePeriod+1] and low[structurePeriod] > low[structurePeriod+1]

isBearishTrend() =>
    high[structurePeriod] < high[structurePeriod+1] and low[structurePeriod] < low[structurePeriod+1]

isRanging() =>
    not isBullishTrend() and not isBearishTrend()

// Candlestick Pattern Detection Functions
isBullishEngulfing() =>
    close[1] < open[1] and close > open and close > open[1] and open < close[1]

isBearishEngulfing() =>
    close[1] > open[1] and close < open and close < open[1] and open > close[1]

isDoji() =>
    math.abs(close - open) <= (high - low) * 0.1

isHammer() =>
    body = math.abs(close - open)
    upperShadow = high - math.max(close, open)
    lowerShadow = math.min(close, open) - low
    body <= (high - low) * 0.3 and lowerShadow > body * 2 and upperShadow <= body * 0.5

isShootingStar() =>
    body = math.abs(close - open)
    upperShadow = high - math.max(close, open)
    lowerShadow = math.min(close, open) - low
    body <= (high - low) * 0.3 and upperShadow > body * 2 and lowerShadow <= body * 0.5

// Conditions for Buy and Sell based on candle close
buyCondition = (isBullishEngulfing() or isHammer()) and close > supportLevel
sellCondition = (isBearishEngulfing() or isShootingStar()) and close < resistanceLevel

// Define buy/sell conditions based on market structure
bullishMarket = isBullishTrend() and buyCondition
bearishMarket = isBearishTrend() and sellCondition
rangingMarket = isRanging() and (buyCondition or sellCondition)

// Calculate the Stop Loss and Take Profit Levels
longStopLoss = supportLevel - (stopLossPips * syminfo.mintick)
shortStopLoss = resistanceLevel + (stopLossPips * syminfo.mintick)

// Calculate R:R based Take Profit Levels
longTakeProfit = close + (math.abs(close - longStopLoss) * takeProfitRatio)
shortTakeProfit = close - (math.abs(close - shortStopLoss) * takeProfitRatio)

// Plotting Support and Resistance Lines
plot(supportLevel, color=color.green, linewidth=2, title="Support Level", style=plot.style_line)
plot(resistanceLevel, color=color.red, linewidth=2, title="Resistance Level", style=plot.style_line)

// Strategy: Buy on Support, Sell on Resistance with candlestick confirmation and market structure
if (bullishMarket)
    strategy.entry("Buy", strategy.long, stop=longStopLoss, limit=longTakeProfit)

if (bearishMarket)
    strategy.entry("Sell", strategy.short, stop=shortStopLoss, limit=shortTakeProfit)

if (rangingMarket)
    if (buyCondition)
        strategy.entry("Buy (Ranging)", strategy.long, stop=longStopLoss, limit=longTakeProfit)
    if (sellCondition)
        strategy.entry("Sell (Ranging)", strategy.short, stop=shortStopLoss, limit=shortTakeProfit)

// Optional: Highlighting the zones for support and resistance
bgcolor(close > resistanceLevel ? color.new(color.red, 90) : na, title="Resistance Zone")
bgcolor(close < supportLevel ? color.new(color.green, 90) : na, title="Support Zone")