Bollinger Bands Short Strategy

قبل ١٨ ساعة

//version=5
strategy("Bollinger Bands Short Strategy", overlay=true)

// Bollinger Bands inställningar
length = input.int(20, minval=1, title="BB Length")
maType = input.string("SMA", "Basis MA Type", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"])
src = input(close, title="Source")
mult = input.float(2.0, minval=0.001, maxval=50, title="StdDev")

// Funktion för att beräkna rörligt medelvärde
ma(source, length, _type) =>
switch _type
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
"SMMA (RMA)" => ta.rma(source, length)
"WMA" => ta.wma(source, length)
"VWMA" => ta.vwma(source, length)

// Bollinger Bands beräkning
basis = ma(src, length, maType)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev

// Variabel för att spåra kort position-status
var bool inShortPosition = false

// Kort- och stängningssignaler
shortSignal = (not inShortPosition) and (close >= upper)
closeShortSignal = inShortPosition and (close <= lower)

// Utför handel
if shortSignal
strategy.entry("Short", strategy.short)
inShortPosition := true

if closeShortSignal
strategy.close("Short")
inShortPosition := false

// Visualisera Bollinger Bands
plot(basis, "Basis", color=#2962FF)
plot(upper, "Upper", color=#F23645)
plot(lower, "Lower", color=#089981)