四重共振反转策略

/*backtest
start: 2026-01-07 15:30:00
end: 2026-03-15 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © FundedRelay

//@version=6
strategy("Quad Confluence Reversal v13 – Funded Relay FIXED", overlay=true, margin_long=100, margin_short=100, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// ────────────────────────────────────────────────
// INPUTS
// ────────────────────────────────────────────────
rsiLen   = input.int(14,    "RSI Length", minval=5)
volMult  = input.float(1.5, "Volume Surge ×", minval=1.0, step=0.1)
minConfl = input.int(3,     "Min Confluences (2-4)", minval=2, maxval=4)

useDiv   = input.bool(true, "Use Divergence")
useStr   = input.bool(true, "Use Structure Rejection")
useCdl   = input.bool(true, "Use Reversal Candle")
useVol   = input.bool(true, "Use Volume Confirmation")

showLbl  = input.bool(true, "Show Signal Labels")

slMult   = input.float(1.2, "SL ATR ×", step=0.1)
tpMult   = input.float(2.5, "TP ATR ×", step=0.1)

// ────────────────────────────────────────────────
// INDICATORS
// ────────────────────────────────────────────────
rsi     = ta.rsi(close, rsiLen)
emaFast = ta.ema(close, 50)
emaSlow = ta.ema(close, 200)
volAvg  = ta.sma(volume, 20)
atrVal  = ta.atr(14)

// ────────────────────────────────────────────────
// CONFLUENCE CONDITIONS
// ────────────────────────────────────────────────
bool divBull = false
bool divBear = false

if useDiv
    float pLowPrice  = ta.pivotlow(low, 5, 5)
    float pLowRsi    = ta.pivotlow(rsi, 5, 5)
    float pHighPrice = ta.pivothigh(high, 5, 5)
    float pHighRsi   = ta.pivothigh(rsi, 5, 5)
    
    if not na(pLowPrice) and not na(pLowRsi)
        divBull := low < pLowPrice[10] and rsi > pLowRsi[10]
    
    if not na(pHighPrice) and not na(pHighRsi)
        divBear := high > pHighPrice[10] and rsi < pHighRsi[10]

bool strBull = close > emaSlow and low <= emaSlow and close > emaFast
bool strBear = close < emaSlow and high >= emaSlow and close < emaFast

bool cdlBull = (close > open and open <= low[1] and close >= high[1]) or 
               (low < low[1] and close > open and (close - open) > (high - close)*2)

bool cdlBear = (close < open and open >= high[1] and close <= low[1]) or 
               (high > high[1] and close < open and (open - close) > (close - low)*2)

bool volBull = volume > volAvg * volMult and close > open
bool volBear = volume > volAvg * volMult and close < open

// ────────────────────────────────────────────────
// CONFLUENCE COUNTERS – BLOQUES INDENTADOS (esto elimina el error)
// ────────────────────────────────────────────────
int conflBull = 0

if useDiv
    if divBull
        conflBull += 1

if useStr
    if strBull
        conflBull += 1

if useCdl
    if cdlBull
        conflBull += 1

if useVol
    if volBull
        conflBull += 1

int conflBear = 0

if useDiv
    if divBear
        conflBear += 1

if useStr
    if strBear
        conflBear += 1

if useCdl
    if cdlBear
        conflBear += 1

if useVol
    if volBear
        conflBear += 1

bool goLong  = conflBull >= minConfl
bool goShort = conflBear >= minConfl

// ────────────────────────────────────────────────
// ENTRIES & EXITS
// ────────────────────────────────────────────────
if goLong
    strategy.entry("Long 🟢", strategy.long)

if goShort
    strategy.entry("Short 🔴", strategy.short)

strategy.exit("Exit Long",  from_entry = "Long 🟢",  stop = close - atrVal * slMult, limit = close + atrVal * tpMult)
strategy.exit("Exit Short", from_entry = "Short 🔴", stop = close + atrVal * slMult, limit = close - atrVal * tpMult)

// ────────────────────────────────────────────────
// PLOTS & VISUALS
// ────────────────────────────────────────────────
plot(emaFast, "EMA 50", color.orange, linewidth=1)
plot(emaSlow, "EMA 200", color.purple, linewidth=2)

plotshape(goLong,  title="Long Signal",  style=shape.triangleup,   location=location.belowbar, color=color.new(#00FF41, 0), size=size.small, text="🟢📈")
plotshape(goShort, title="Short Signal", style=shape.triangledown, location=location.abovebar, color=color.new(#FF3366, 0), size=size.small, text="🔴📉")

if showLbl and goLong
    label.new(bar_index, low,  "🟢 LONG\nConfs: " + str.tostring(conflBull) + "/4", color=color.new(#00FF41, 40), textcolor=color.black, style=label.style_label_up, size=size.normal)

if showLbl and goShort
    label.new(bar_index, high, "🔴 SHORT\nConfs: " + str.tostring(conflBear) + "/4", color=color.new(#FF3366, 40), textcolor=color.black, style=label.style_label_down, size=size.normal)

// ────────────────────────────────────────────────
// ALERTS
// ────────────────────────────────────────────────
alertcondition(goLong,  title="🟢 LONG ATTACK",  message="LONG – {{conflBull}}/4 – Vol Surge: {{volume > volAvg * volMult ? 'YES 🔥' : 'NO'}}")
alertcondition(goShort, title="🔴 SHORT ATTACK", message="SHORT – {{conflBear}}/4 – Vol Surge: {{volume > volAvg * volMult ? 'YES 🔥' : 'NO'}}")