Custom Strategy TO Spread strategy

hace 4 días

//version=5
indicator("Custom Strategy", shorttitle="CustomStrat", overlay=true)

// Configuração das SMAs
smaShort = ta.sma(close, 8)
smaLong = ta.sma(close, 21)

// Configuração da Supertrend
atrPeriod = 10
atrFactor = 2
[superTrend, direction] = ta.supertrend(atrFactor, atrPeriod)

// Cálculo do spread
spread = high - low
spreadThreshold = 0.20 * close // 20% do preço atual

// Condições de entrada
crossOver = ta.crossover(smaShort, smaLong)
crossUnder = ta.crossunder(smaShort, smaLong)
superTrendCross = (close > superTrend) and (close[1] < superTrend[1])
superTrendConfirm = ta.barssince(superTrendCross) <= 6

// Volume
volumeConfirmation = (volume > volume[1]) and (volume[1] > volume[2])
volumeAverage = ta.sma(volume, 15) > ta.sma(volume[1], 15)

// Condição final
entryCondition = (crossOver or crossUnder) and superTrendConfirm and (spread > spreadThreshold) and volumeConfirmation and volumeAverage

// Alertas
if (entryCondition)
alert("Condição de entrada atendida!", alert.freq_once_per_bar_close)