SMC市场高低点突破策略是一个基于高级市场概念(SMC)原理的量化交易策略。该策略在高级别时间框架中识别重要的买卖压力区域(订单区块),并在当前时间框架中寻找最佳的突破点入场。这与SMC原理相一致,即这些区块通常作为支撑位或阻力位。策略同时考虑了趋势方向、诱导形态和风险回报比,以优化进场点位和盈亏比。
SMC市场高低点突破策略是一个基于SMC原理的量化交易策略,通过在高级别时间框架中识别关键压力区域,并在当前时间框架中寻找最佳突破点入场。该策略综合考虑了趋势方向、诱导形态和风险回报比,以优化进场点位和盈亏比。策略优势在于基于高级别时间框架过滤噪音,精确捕捉趋势,并具有灵活的风险管理功能。但在震荡市或趋势反转初期,策略可能面临一定回撤风险。未来可通过引入更多时间框架、优化订单区块边界、动态止损以及考虑市场情绪等方面进行优化,以提高策略稳健性和适应性。
//@version=5
strategy("SMC Indian Market Strategy", overlay=true)
// Input Parameters
htf = input.timeframe("60", title="Higher Timeframe") // For Inducement & Order Block
riskRewardRatio = input.float(1.5, title="Risk:Reward Ratio", minval=0.1)
// Higher Timeframe Data
[htfOpen, htfHigh, htfLow, htfClose] = request.security(syminfo.tickerid, htf, [open, high, low, close])
// Trend Identification (HTF)
bool htfUptrend = htfClose > htfClose[1] and htfLow > htfLow[1] // Price action
bool htfDowntrend = htfClose < htfClose[1] and htfHigh < htfHigh[1]
// Inducement Identification (HTF)
bool htfInducementHigh = htfUptrend and high[1] > high[2] and high[1] > high[3]
bool htfInducementLow = htfDowntrend and low[1] < low[2] and low[1] < low[3]
float inducementLevel = htfInducementHigh ? high[1] : htfInducementLow ? low[1] : na
// Order Block Identification (HTF)
var float htfOBHigh = na // Highest high within the order block
var float htfOBLow = na // Lowest low within the order block
if htfInducementHigh
htfOBHigh := htfHigh
htfOBLow := htfLow
else if htfInducementLow
htfOBHigh := htfHigh
htfOBLow := htfLow
// Optimal Entry (Current Timeframe)
bool longEntry = htfUptrend and close > htfOBLow and close[1] < htfOBLow // Break of OB low
bool shortEntry = htfDowntrend and close < htfOBHigh and close[1] > htfOBHigh // Break of OB high
// Stop Loss and Take Profit
float longSL = htfOBLow
float longTP = close + (close - longSL) * riskRewardRatio
float shortSL = htfOBHigh
float shortTP = close - (shortSL - close) * riskRewardRatio
// Strategy Execution
if longEntry
strategy.entry("Long", strategy.long, stop=longSL, limit=longTP)
else if shortEntry
strategy.entry("Short", strategy.short, stop=shortSL, limit=shortTP)