88 行
3.3 KiB
Text
88 行
3.3 KiB
Text
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//@version=5
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strategy("LuxAlgo-Style Scalper [GPT-5]",
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overlay=true,
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margin_long=100,
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margin_short=100,
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default_qty_type=strategy.percent_of_equity,
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default_qty_value=1,
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pyramiding=10,
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process_orders_on_close=true)
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// === INPUTS ===
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smaPeriod = input.int(21, "SMA Period")
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stochLen = input.int(14, "Stoch RSI Length")
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stochSmoothK = input.int(3, "Stoch RSI %K Smoothing")
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stochSmoothD = input.int(3, "Stoch RSI %D Smoothing")
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overbought = input.int(80, "Overbought level")
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oversold = input.int(20, "Oversold level")
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pivotLen = input.int(5, "Swing detection sensitivity")
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tp_pips = input.float(10, "Take Profit (pips)", step=0.1)
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sl_pips = input.float(20, "Stop Loss (pips)", step=0.1)
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allowHedge = input.bool(true, "Allow Buy & Sell at same time?")
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useSMAFilter = input.bool(true, "Use SMA Direction Filter?")
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// === CALCULATIONS ===
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// 21 SMA
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sma21 = ta.sma(close, smaPeriod)
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plot(sma21, color=color.orange, title="21 SMA")
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// Stochastic RSI
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rsi = ta.rsi(close, stochLen)
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k = ta.sma(ta.stoch(rsi, rsi, rsi, stochLen), stochSmoothK)
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d = ta.sma(k, stochSmoothD)
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isOverbought = (k > overbought and d > overbought)
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isOversold = (k < oversold and d < oversold)
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// LuxAlgo-style swing highs/lows (replicated)
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swingHigh = ta.pivothigh(high, pivotLen, pivotLen)
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swingLow = ta.pivotlow(low, pivotLen, pivotLen)
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plotshape(not na(swingHigh), title="Swing High", style=shape.triangledown, color=color.red, size=size.tiny, location=location.abovebar)
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plotshape(not na(swingLow), title="Swing Low", style=shape.triangleup, color=color.green, size=size.tiny, location=location.belowbar)
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// Get last swing type: 1 = low, -1 = high
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var int lastSwing = 0
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if not na(swingHigh)
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lastSwing := -1
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if not na(swingLow)
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lastSwing := 1
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// Price direction
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priceAbove = close > sma21
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priceBelow = close < sma21
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// pip conversion
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pip = syminfo.mintick * 10
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tp = tp_pips * pip
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sl = sl_pips * pip
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// === TRADING LOGIC ===
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// BUY when StochRSI oversold + recent swing low + (above SMA)
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if isOversold and (lastSwing == 1) and (not useSMAFilter or priceAbove)
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strategy.entry("Buy", strategy.long)
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strategy.exit("Buy Exit", "Buy", limit=close + tp, stop=close - sl)
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alert("BUY signal — StochRSI oversold + Swing Low + Above SMA", alert.freq_once_per_bar)
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// SELL when StochRSI overbought + recent swing high + (below SMA)
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if isOverbought and (lastSwing == -1) and (not useSMAFilter or priceBelow)
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strategy.entry("Sell", strategy.short)
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strategy.exit("Sell Exit", "Sell", limit=close - tp, stop=close + sl)
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alert("SELL signal — StochRSI overbought + Swing High + Below SMA", alert.freq_once_per_bar)
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// Optional hedging (neutral zone)
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if allowHedge and not (isOversold or isOverbought)
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if (not useSMAFilter or priceAbove)
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strategy.entry("Buy-Hedge", strategy.long)
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strategy.exit("Buy-Hedge Exit", "Buy-Hedge", limit=close + tp, stop=close - sl)
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if (not useSMAFilter or priceBelow)
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strategy.entry("Sell-Hedge", strategy.short)
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strategy.exit("Sell-Hedge Exit", "Sell-Hedge", limit=close - tp, stop=close + sl)
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// === VISUALS ===
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hline(overbought, "Overbought", color=color.red, linestyle=hline.style_dotted)
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hline(oversold, "Oversold", color=color.green, linestyle=hline.style_dotted)
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bgcolor(isOversold ? color.new(color.green,85) : isOverbought ? color.new(color.red,85) : na)
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