本策略是一个结合了动态支撑阻力、布林带和EMA21均线的多指标交叉交易策略。策略通过识别关键价格水平的突破,结合技术指标的交叉信号来进行交易决策。该策略不仅能够动态识别市场结构中的重要支撑阻力位,还能通过布林带和均线的配合来确认交易信号的可靠性。
策略主要基于以下几个核心组件: 1. 动态支撑阻力计算:使用枢轴点方法动态计算市场的支撑阻力水平,通过设定通道宽度和最小强度要求来筛选有效价格区域。 2. 布林带指标:采用20周期、2倍标准差的布林带来界定价格波动区间。 3. EMA21均线:作为中期趋势判断的参考线。 4. 交易信号生成:当价格突破支撑阻力位的同时触发布林带信号时进行交易。
该策略通过结合动态支撑阻力、布林带和EMA21均线,构建了一个相对完整的交易系统。策略的优势在于多维度信号确认和动态适应市场变化,但同时也面临参数优化和假突破风险。通过持续优化和完善风险控制机制,策略有望在实际交易中取得更好的表现。
//@version=5
strategy("Support Resistance & Bollinger & EMA21", overlay=true)
// Parámetros de S/R
prd = input.int(defval=10, title='Pivot Period', minval=4, maxval=30, group='Setup')
ppsrc = input.string(defval='High/Low', title='Source', options=['High/Low', 'Close/Open'], group='Setup')
maxnumpp = input.int(defval=20, title='Maximum Number of Pivot', minval=5, maxval=100, group='Setup')
ChannelW = input.int(defval=10, title='Maximum Channel Width %', minval=1, group='Setup')
maxnumsr = input.int(defval=5, title='Maximum Number of S/R', minval=1, maxval=10, group='Setup')
min_strength = input.int(defval=2, title='Minimum Strength', minval=1, maxval=10, group='Setup')
labelloc = input.int(defval=20, title='Label Location', group='Colors', tooltip='Positive numbers reference future bars, negative numbers reference historical bars')
linestyle = input.string(defval='Solid', title='Line Style', options=['Solid', 'Dotted', 'Dashed'], group='Colors')
linewidth = input.int(defval=2, title='Line Width', minval=2, maxval=2, group='Colors')
resistancecolor = input.color(defval=color.black, title='Resistance Color', group='Colors')
supportcolor = input.color(defval=color.black, title='Support Color', group='Colors')
showpp = input(false, title='Show Point Points')
// Parámetros de Bandas de Bollinger y EMA21
periodo_bollinger = input.int(title="Periodo de Bollinger", defval=20)
multiplicador_bollinger = input.float(title="Multiplicador de Bollinger", defval=2.0)
periodo_ema21 = input.int(title="Periodo EMA21", defval=21)
// Cálculo de las Bandas de Bollinger y EMA21
[middle, superior, inferior] = ta.bb(close, periodo_bollinger, multiplicador_bollinger)
ema21 = ta.ema(close, periodo_ema21)
// Ploteo de las Bandas de Bollinger y EMA21
plot(middle, color=color.rgb(60, 60, 60), linewidth=2, title="Media Móvil de Bollinger")
plot(superior, color=color.rgb(184, 11, 8), linewidth=2, title="Banda Superior")
plot(inferior, color=color.rgb(6, 124, 4), linewidth=2, title="Banda Inferior")
plot(ema21, color=color.rgb(6, 150, 240), linewidth=1, style=plot.style_circles, title="EMA21")
// Condiciones para señales de compra y venta
senal_compra = close <= inferior
senal_venta = close >= superior
// Mostrar señales en el gráfico
plotshape(senal_compra, title="Compra", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(senal_venta, title="Venta", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")
// Código de soporte y resistencia
float src1 = ppsrc == 'High/Low' ? high : math.max(close, open)
float src2 = ppsrc == 'High/Low' ? low : math.min(close, open)
float ph = ta.pivothigh(src1, prd, prd)
float pl = ta.pivotlow(src2, prd, prd)
plotshape(ph and showpp, text='H', style=shape.labeldown, color=na, textcolor=color.new(color.red, 0), location=location.abovebar, offset=-prd)
plotshape(pl and showpp, text='L', style=shape.labelup, color=na, textcolor=color.new(color.lime, 0), location=location.belowbar, offset=-prd)
// Calcular ancho máximo del canal S/R
prdhighest = ta.highest(300)
prdlowest = ta.lowest(300)
cwidth = (prdhighest - prdlowest) * ChannelW / 100
var pivotvals = array.new_float(0)
if ph or pl
array.unshift(pivotvals, ph ? ph : pl)
if array.size(pivotvals) > maxnumpp // Limitar el tamaño del array
array.pop(pivotvals)
get_sr_vals(ind) =>
float lo = array.get(pivotvals, ind)
float hi = lo
int numpp = 0
for y = 0 to array.size(pivotvals) - 1 by 1
float cpp = array.get(pivotvals, y)
float wdth = cpp <= lo ? hi - cpp : cpp - lo
if wdth <= cwidth // Ajusta al ancho máximo del canal?
if cpp <= hi
lo := math.min(lo, cpp)
else
hi := math.max(hi, cpp)
numpp += 1
[hi, lo, numpp]
var sr_up_level = array.new_float(0)
var sr_dn_level = array.new_float(0)
sr_strength = array.new_float(0)
find_loc(strength) =>
ret = array.size(sr_strength)
for i = ret > 0 ? array.size(sr_strength) - 1 : na to 0 by 1
if strength <= array.get(sr_strength, i)
break
ret := i
ret
check_sr(hi, lo, strength) =>
ret = true
for i = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1
if array.get(sr_up_level, i) >= lo and array.get(sr_up_level, i) <= hi or array.get(sr_dn_level, i) >= lo and array.get(sr_dn_level, i) <= hi
if strength >= array.get(sr_strength, i)
array.remove(sr_strength, i)
array.remove(sr_up_level, i)
array.remove(sr_dn_level, i)
ret
else
ret := false
break
ret
// var sr_lines = array.new_line(11, na)
// var sr_labels = array.new_label(11, na)
// for x = 1 to 10 by 1
// rate = 100 * (label.get_y(array.get(sr_labels, x)) - close) / close
// label.set_text(array.get(sr_labels, x), text=str.tostring(label.get_y(array.get(sr_labels, x))) + '(' + str.tostring(rate, '#.##') + '%)')
// label.set_x(array.get(sr_labels, x), x=bar_index + labelloc)
// label.set_color(array.get(sr_labels, x), color=label.get_y(array.get(sr_labels, x)) >= close ? color.red : color.lime)
// label.set_textcolor(array.get(sr_labels, x), textcolor=label.get_y(array.get(sr_labels, x)) >= close ? color.white : color.black)
// label.set_style(array.get(sr_labels, x), style=label.get_y(array.get(sr_labels, x)) >= close ? label.style_label_down : label.style_label_up)
// line.set_color(array.get(sr_lines, x), color=line.get_y1(array.get(sr_lines, x)) >= close ? resistancecolor : supportcolor)
if ph or pl
// Debido a los nuevos cálculos, eliminar niveles S/R antiguos
array.clear(sr_up_level)
array.clear(sr_dn_level)
array.clear(sr_strength)
// Encontrar zonas S/R
for x = 0 to array.size(pivotvals) - 1 by 1
[hi, lo, strength] = get_sr_vals(x)
if check_sr(hi, lo, strength)
loc = find_loc(strength)
// Si la fuerza está en los primeros maxnumsr sr, entonces insértala en los arrays
if loc < maxnumsr and strength >= min_strength
array.insert(sr_strength, loc, strength)
array.insert(sr_up_level, loc, hi)
array.insert(sr_dn_level, loc, lo)
// Mantener el tamaño de los arrays = 5
if array.size(sr_strength) > maxnumsr
array.pop(sr_strength)
array.pop(sr_up_level)
array.pop(sr_dn_level)
// for x = 1 to 10 by 1
// line.delete(array.get(sr_lines, x))
// label.delete(array.get(sr_labels, x))
for x = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1
float mid = math.round_to_mintick((array.get(sr_up_level, x) + array.get(sr_dn_level, x)) / 2)
rate = 100 * (mid - close) / close
// array.set(sr_labels, x + 1, label.new(x=bar_index + labelloc, y=mid, text=str.tostring(mid) + '(' + str.tostring(rate, '#.##') + '%)', color=mid >= close ? color.red : color.lime, textcolor=mid >= close ? color.white : color.black, style=mid >= close ? label.style_label_down : label.style_label_up))
// array.set(sr_lines, x + 1, line.new(x1=bar_index, y1=mid, x2=bar_index - 1, y2=mid, extend=extend.both, color=mid >= close ? resistancecolor : supportcolor, style=line.style_solid, width=2))
f_crossed_over() =>
ret = false
for x = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1
float mid = math.round_to_mintick((array.get(sr_up_level, x) + array.get(sr_dn_level, x)) / 2)
if close[1] <= mid and close > mid
ret := true
ret
f_crossed_under() =>
ret = false
for x = 0 to array.size(sr_up_level) > 0 ? array.size(sr_up_level) - 1 : na by 1
float mid = math.round_to_mintick((array.get(sr_up_level, x) + array.get(sr_dn_level, x)) / 2)
if close[1] >= mid and close < mid
ret := true
ret
crossed_over = f_crossed_over()
crossed_under = f_crossed_under()
alertcondition(crossed_over, title='Resistance Broken', message='Resistance Broken')
alertcondition(crossed_under, title='Support Broken', message='Support Broken')
alertcondition(crossed_over or crossed_under, title='Support or Resistance Broken', message='Support or Resistance Broken')
// Estrategia de compra y venta basada en el cruce de niveles S/R
if (crossed_over and senal_compra)
strategy.entry("Compra", strategy.long)
if (crossed_under and senal_venta)
strategy.close("Compra")