Stratégie SMC V18.2 (BTC/EUR FINAL R3 - Tendance)
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This strategy is an automated implementation of Smart Money Concepts (SMC), designed to operate on the Bitcoin/Euro (BTC/EUR) chart using the 15-minute Timeframe (M15).It focuses on identifying high-probability zones (Order Blocks) after a confirmed Break of Structure (BOS) and a Liquidity Sweep, utilizing an H1/EMA 200 trend filter to only execute trades in the direction of the dominant market flow.Risk management is strict: every trade uses a fixed Risk-to-Reward Ratio (R:R) of 1:3.🧱 Core Logic Components
1. Trend Filter (H1/EMA 200)Objective: To avoid counter-trend entries, which has allowed the success rate to increase to nearly $65\%$ in backtests.Mechanism: A $200$-period EMA is plotted on a higher timeframe (Default: H1/60 minutes).Long (Buy): Entry is only permitted if the current price (M15) is above the trend EMA.Short (Sell): Entry is only permitted if the current price (M15) is below the trend EMA.
2. Order Block (OB) DetectionA potential Order Block is identified on the previous candle if it is
accompanied by an inefficiency (FVG - Fair Value Gap).
3. Advanced SMC ValidationBOS (Break of Structure): A recent BOS must be confirmed by breaking the swing high/low defined by the swing length (Default: 4 M15 candles).Liquidity (Liquidity Sweep): The Order Block zone must have swept recent liquidity (defined by the Liquidity Search Length) within a certain tolerance (Default: $0.1\%$).Point of Interest: The OB must form in a premium zone (for shorts) or a discount zone (for longs) relative to the current swing range (above or below the $50\%$ level of the range).
4. Execution and Risk ManagementEntry: The trade is triggered when the price touches the active Order Block (mitigation).Stop Loss (SL): The SL is fixed at the low of the OB (for longs) or the high of the OB (for shorts).Take Profit (TP): The TP is strictly set at a level corresponding to 3 times the SL distance (R:R 1:3).Lot Sizing: The trade quantity is calculated to risk a fixed amount (Default: 2.00 Euros) per transaction, capped by a Lot Max and Lot Min defined by the user.
Input Parameters (Optimized for BTC/EUR M15)Users can adjust these parameters to modify sensitivity and risk profile. The default values are those optimized for the high-performing backtest (Profit Factor $> 3$).ParameterDescriptionDefault Value (M15)Long. Swing (BOS)Candle length used to define the swing (and thus the BOS).4Long. Recherche Liq.Number of candles to scan to confirm a liquidity sweep.7Tolérance Liq. (%)Price tolerance to validate the liquidity sweep (as a percentage of price).0.1Timeframe TendanceChart timeframe used for the EMA filter (e.g., 60 = H1).60 (H1)Longueur EMA TendancePeriods used for the trend EMA.200Lot Max (Quantité Max BTC)Maximum quantity of BTC the strategy is allowed to trade.0.01Lot Min Réel (Exigence Broker)Minimum quantity required by the broker/exchange.0.00001
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Pine Script Source
//@version=6
strategy(title="Stratégie SMC V18.2 (BTC/EUR FINAL R3 - Tendance)", shorttitle="SMC-BTC-FINAL-Tendance", overlay=true,
currency=currency.EUR, // <--- CHANGÉ EN EUR
initial_capital=1000, // Capital initial de 1000 euros pour coller à votre compte démo
pyramiding=0,
default_qty_type=strategy.cash,
default_qty_value=1)
// --- PARAMÈTRES ADAPTÉS POUR BTC (M15) ---
i_max_lot_size = input.float(0.01, title="Lot Max (Quantité Max BTC)", minval=0.00001, step=0.001)
i_min_lot_size = input.float(0.00001, title="Lot Min Réel (Exigence Broker)", minval=0.00001, step=0.00001)
i_swing_length = input.int(4, title="Long. Swing (BOS) pour BTC", minval=2) // ADAPTÉ M15
i_ob_opacity = input.int(80, title="Opacité OB", minval=0, maxval=100)
i_liq_tolerance = input.float(0.1, title="Tolérance Liq. (%) pour BTC", minval=0.01, step=0.01)
i_liq_search = input.int(7, title="Long. Recherche Liq.", minval=5) // ADAPTÉ M15
// --- PARAMÈTRES DE FILTRE DE TENDANCE (H1/EMA 200 PAR DÉFAUT) ---
i_tf_tendance = input.string("60", title="Timeframe Tendance (ex: 60 pour H1)", options=["30", "60", "120", "240"]) // ADAPTÉ H1
i_ema_length = input.int(200, title="Longueur EMA Tendance", minval=1)
// --- GESTION DU RISQUE DÉDIÉE ---
float risk_amount = 2.0 // Risque de 2.00 EUROS par transaction
float min_sl_distance = 0.0001
// --- VARIABLES SMC ---
var float obHigh = na
var float obLow = na
var bool obIsBullish = false
var box currentBox = na
var float last_swing_low = na
var float last_swing_high = na
var label active_label = na
var bool signal_entry_long = false
var bool signal_entry_short = false
var float entry_sl_level = na
var float entry_tp_level = na
var float entry_qty_to_risk = na
var bool signal_persistant_long = false
var bool signal_persistant_short = false
// --- FONCTION DE FILTRE DE TENDANCE (EMA sur TF supérieur) ---
f_get_ema_hl() =>
request.security(syminfo.tickerid, i_tf_tendance, ta.ema(close, i_ema_length))
ema_tendance = f_get_ema_hl()
// PLOT de l'EMA pour la visualisation (Titre corrigé)
plot(ema_tendance, color=color.new(color.white, 20), title="EMA Tendance (Filtre)", linewidth=2)
// --- RÉINITIALISATION ---
if not na(active_label)
label.delete(active_label)
active_label := na
signal_entry_long := false
signal_entry_short := false
entry_qty_to_risk := na
// Mise à jour des Swings Highs/Lows
sh_confirmed = ta.barssince(high == ta.highest(i_swing_length * 2 + 1)) == i_swing_length
sl_confirmed = ta.barssince(low == ta.lowest(i_swing_length * 2 + 1)) == i_swing_length
// Initialisation des swings
if na(last_swing_high)
last_swing_high := ta.highest(200)
if na(last_swing_low)
last_swing_low := ta.lowest(200)
if sh_confirmed
last_swing_high := high[i_swing_length]
if sl_confirmed
last_swing_low := low[i_swing_length]
float fib_0_5_level = not na(last_swing_high) and not na(last_swing_low) ? (last_swing_high + last_swing_low) / 2 : na
// PLOT DE DÉBOGAGE: Visualisation des derniers swings
plot(last_swing_high, color=color.new(color.fuchsia, 50), style=plot.style_line, linewidth=2, title="Last Swing High")
plot(last_swing_low, color=color.new(color.lime, 50), style=plot.style_line, linewidth=2, title="Last Swing Low")
// --- FONCTIONS DE DÉTECTION (unchanged) ---
fvg_bullish() => high[1] < low[3]
fvg_bearish() => low[1] > high[3]
f_has_liquidity(direction) =>
result = false
price_to_search = direction ? low : high
search_price = direction ? ta.lowest(i_liq_search) : ta.highest(i_liq_search)
tolerance = close * i_liq_tolerance / 100
if direction
result := search_price < price_to_search - tolerance
else
result := search_price > price_to_search + tolerance
result
// --- LOGIQUE DE DÉCLENCHEMENT DE L'ORDRE BLOCK (unchanged) ---
is_bullish_ob() =>
isBearCandle = close[1] < open[1]
hasFVG = fvg_bullish()
isBOS = not na(last_swing_low) and close > last_swing_low
hasLiquiditySupport = f_has_liquidity(true)
isDiscount = not na(fib_0_5_level) and close < fib_0_5_level
isBearCandle and hasFVG and isBOS and hasLiquiditySupport and isDiscount
is_bearish_ob() =>
isBullCandle = close[1] > open[1]
hasFVG = fvg_bearish()
isBOS = not na(last_swing_high) and close < last_swing_high
hasLiquiditySupport = f_has_liquidity(false)
isPremium = not na(fib_0_5_level) and close > fib_0_5_level
isBullCandle and hasFVG and isBOS and hasLiquiditySupport and isPremium
// --- CRÉATION / MISE À JOUR DE L'OB ACTIF (unchanged) ---
if na(obHigh) or strategy.position_size == 0
if is_bullish_ob() or is_bearish_ob()
obIsBullish := is_bullish_ob()
obHigh := high[1]
obLow := low[1]
obColor = color.new(color.gray, 60)
if not na(currentBox)
box.delete(currentBox)
currentBox := box.new(left=bar_index[1], top=obHigh, right=bar_index, bottom=obLow, border_color=obColor, bgcolor=obColor, xloc=xloc.bar_index)
// --- GESTION DE LA MITIGATION ET VALIDATION ---
if not na(obHigh)
float mitigation_buffer = 0.00005 * close
isTouched = obIsBullish ? low <= obHigh + mitigation_buffer : high >= obLow - mitigation_buffer
isInvalidatedBull = obIsBullish and close < obLow
isInvalidatedBear = not obIsBullish and close > obHigh
if not na(currentBox)
box.set_right(currentBox, bar_index)
// L'OB est touché ET nous ne sommes pas déjà en position
if isTouched and strategy.position_size == 0
// --- CALCULS ET SIGNAL ---
var float sl_level = obIsBullish ? obLow : obHigh
var float rr_distance_usd = math.abs(close - sl_level)
float safe_rr_distance = math.max(rr_distance_usd, min_sl_distance)
float desired_risk_amount = risk_amount
float calculated_qty = desired_risk_amount / safe_rr_distance
// LOGIQUE POUR GÉRER LOT MAX/MIN
float minimum_lot_for_market = i_min_lot_size
entry_qty_to_risk := math.max(calculated_qty, minimum_lot_for_market)
entry_qty_to_risk := math.min(entry_qty_to_risk, i_max_lot_size)
entry_sl_level := sl_level
// TP FIXE : R:R 1:3
entry_tp_level := obIsBullish ? close + safe_rr_distance * 3 : close - safe_rr_distance * 3
// VÉRIFICATION DU LOT MINIMUM
if entry_qty_to_risk >= minimum_lot_for_market
if obIsBullish
signal_entry_long := true
else
signal_entry_short := true
// Logique visuelle (unchanged)
if signal_entry_long or signal_entry_short
final_color = obIsBullish ? color.new(color.green, i_ob_opacity) : color.new(color.red, i_ob_opacity)
box.set_bgcolor(currentBox, final_color)
box.set_border_color(currentBox, final_color)
if not na(active_label)
label.delete(active_label)
label_y_pos = obIsBullish ? obHigh : obLow
label_text = obIsBullish ? "ACTIF (ACHAT)!" : "ACTIF (VENTE)!"
label_style = obIsBullish ? label.style_label_up : label.style_label_down
active_label := label.new(bar_index, label_y_pos,
text=label_text,
color=final_color,
textcolor=color.white,
style=label_style,
yloc=obIsBullish ? yloc.belowbar : yloc.abovebar)
// L'OB est invalidé (unchanged)
if isInvalidatedBull or isInvalidatedBear
if not na(currentBox)
box.delete(currentBox)
obHigh := na
obLow := na
currentBox := na
if not na(active_label)
label.delete(active_label)
active_label := na
// --- EXÉCUTION DE LA STRATÉGIE ---
// Persistance du signal
if signal_entry_long and strategy.position_size == 0
signal_persistant_long := true
if signal_entry_short and strategy.position_size == 0
signal_persistant_short := true
// EXÉCUTION AVEC FILTRE DE TENDANCE
if strategy.position_size == 0
// EXÉCUTION LONG
if signal_persistant_long and not na(entry_qty_to_risk)
// FILTRE LONG : Prix M15 au-dessus de l'EMA de tendance H1
if close > ema_tendance
strategy.entry("LongEntry", strategy.long, qty=entry_qty_to_risk, comment="OB Long Actif")
strategy.exit("ExitLong", from_entry="LongEntry", stop=entry_sl_level, limit=entry_tp_level)
signal_persistant_long := false
// EXÉCUTION SHORT
if signal_persistant_short and not na(entry_qty_to_risk)
// FILTRE SHORT : Prix M15 en dessous de l'EMA de tendance H1
if close < ema_tendance
strategy.entry("ShortEntry", strategy.short, qty=entry_qty_to_risk, comment="OB Short Actif")
strategy.exit("ExitShort", from_entry="ShortEntry", stop=entry_sl_level, limit=entry_tp_level)
signal_persistant_short := false
// S'assurer que le signal actif est effacé après l'entrée/sortie
if strategy.position_size != 0
signal_persistant_long := false
signal_persistant_short := false