Advanced Trading Strategy max

30. Dez. 2024

//version=5
strategy("Advanced Trading Strategy", overlay=true)

// Parâmetros de entrada
shortPeriod = input.int(9, title="Short Period", minval=1)
longPeriod = input.int(21, title="Long Period", minval=1)
volumeThreshold = input.float(1.5, title="Volume Threshold Multiplier", minval=0.1)
volatilityPeriod = input.int(14, title="Volatility Period", minval=1)

// Cálculo das médias móveis
shortSMA = ta.sma(close, shortPeriod)
longSMA = ta.sma(close, longPeriod)

// Cálculo do volume médio
averageVolume = ta.sma(volume, longPeriod)

// Cálculo da volatilidade (ATR - Average True Range)
volatility = ta.atr(volatilityPeriod)

// Condições de compra e venda baseadas em médias móveis
maBuyCondition = ta.crossover(shortSMA, longSMA)
maSellCondition = ta.crossunder(shortSMA, longSMA)

// Verificação do volume
volumeCondition = volume > averageVolume * volumeThreshold

// Condição de volatilidade (volatilidade acima de um certo nível)
volatilityCondition = volatility > ta.sma(volatility, volatilityPeriod)

// Condições finais de compra e venda
buyCondition = maBuyCondition and volumeCondition and volatilityCondition
sellCondition = maSellCondition and volumeCondition and volatilityCondition

// Plotando as médias móveis
plot(shortSMA, title="Short SMA", color=color.red)
plot(longSMA, title="Long SMA", color=color.blue)

// Sinal de compra
if (buyCondition)
strategy.entry("Buy", strategy.long)

// Sinal de venda
if (sellCondition)
strategy.close("Buy")

// Plotando sinais no gráfico
plotshape(series=buyCondition, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(series=sellCondition, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Configurando alertas
alertcondition(buyCondition, title="Buy Alert", message="Buy Signal Triggered")
alertcondition(sellCondition, title="Sell Alert", message="Sell Signal Triggered")