基于均值回归的多层级支撑阻力周线交易策略

/*backtest
start: 2024-02-19 00:00:00
end: 2025-02-17 00:00:00
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/
// © ViZiV

//@version=5
strategy("Weekly Pivot Strategy, Created by ViZiV", overlay=true, pyramiding=50, initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=25, dynamic_requests=true)

// This is my first COMPLETED strategy, go easy on me :) - Feel free to imrprove upon this script by adding more features if you feel up to the task. Im 100% confiedent there are better coders than me :) I'm still learning.

// This is a LONG ONLY SWING STRATEGY (Patience REQUIRED) that being said, you can go short at you're own discretion. I prefer to use on NQ / US100 / USTech 100 but not limited to it. Im sure it can work in most markets. "You'll need to change settings to suit you're market".

// IMPORTANT NOTE: "default_qty_type=strategy.percent_of_equity" Can be changed to "Contacts" within the properties tab which allow you to see backtest of other markets. Reccomend 1 contract but it comes to preference.

// Inputs for support/resistance distances (Defined by Points). // IMPORTANT NOTE: Completely user Defined. Figure out best settings for what you're trading. Each market is different with different characteristics. Up to you to figure out YOU'RE market volatility for better results. 
s1_offset = input.float(155, "S1 Distance", step=1)
s2_offset = input.float(310, "S2 Distance", step=1)
s3_offset = input.float(465, "S3 Distance", step=1)
s4_offset = input.float(775, "S4 Distance", step=1)
r1_offset = input.float(155, "R1 Distance", step=1)
r2_offset = input.float(310, "R2 Distance", step=1)
r3_offset = input.float(465, "R3 Distance", step=1)
r4_offset = input.float(775, "R4 Distance", step=1)

// Weekly pivot calculation
var float pivot = na
var float s1 = na
var float s2 = na
var float s3 = na
var float s4 = na
var float r1 = na
var float r2 = na
var float r3 = na
var float r4 = na

// Get weekly data (Pivot Calculation)
prevWeekHigh = request.security(syminfo.tickerid, "W", high[1], lookahead=barmerge.lookahead_on)
prevWeekLow = request.security(syminfo.tickerid, "W", low[1], lookahead=barmerge.lookahead_on)
prevWeekClose = request.security(syminfo.tickerid, "W", close[1], lookahead=barmerge.lookahead_on)

// Track active trades
var array<string> entry_ids = array.new<string>(0)
var array<float> profit_targets = array.new<float>(0)

// Update weekly levels
isNewWeek = ta.change(time("W")) != 0
if isNewWeek or na(pivot)
    pivot := (prevWeekHigh + prevWeekLow + prevWeekClose) / 3
    s1 := pivot - s1_offset
    s2 := pivot - s2_offset
    s3 := pivot - s3_offset
    s4 := pivot - s4_offset
    r1 := pivot + r1_offset
    r2 := pivot + r2_offset
    r3 := pivot + r3_offset
    r4 := pivot + r4_offset

// Plot current week's levels
plot(pivot, "Pivot", color=color.gray, linewidth=2)
plot(s1, "S1", color=color.blue, linewidth=1)
plot(s2, "S2", color=color.blue, linewidth=1)
plot(s3, "S3", color=color.blue, linewidth=1)
plot(s4, "S4", color=color.blue, linewidth=1)
plot(r1, "R1", color=color.red, linewidth=1)
plot(r2, "R2", color=color.red, linewidth=1)
plot(r3, "R3", color=color.red, linewidth=1)
plot(r4, "R4", color=color.red, linewidth=1)

// Function to create unique trade entries
checkEntry(level, target, entryNumber) =>
    currentWeek = str.tostring(year(time)) + "_" + str.tostring(weekofyear(time))
    entryId = "Entry" + str.tostring(entryNumber) + "_W" + currentWeek
    
    if low <= level and not array.includes(entry_ids, entryId)
        array.push(entry_ids, entryId)
        array.push(profit_targets, target)
        strategy.entry(entryId, strategy.long)
        strategy.exit("Exit" + entryId, entryId, limit=target)

// Check all entry levels
checkEntry(s1, r1, 1)
checkEntry(s2, r2, 2)
checkEntry(s3, r3, 3)
checkEntry(s4, r4, 4)

// Clean up completed trades using while loop
i = array.size(entry_ids) - 1
while i >= 0
    entryId = array.get(entry_ids, i)
    target = array.get(profit_targets, i)
    
    if high >= target
        array.remove(entry_ids, i)
        array.remove(profit_targets, i)
    i := i - 1

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