← กลับหน้ารายการ

ARVEX V1

Strategy ผู้เขียน: riccabunalda Profit Factor: 1.489

ลิงก์ TradingView

เปิดใน TradingView

Equity Chart

Equity chart

เปิดรูปเต็มขนาด

คำอธิบาย

“Failed Reversal – Opposite Candle Only (No Doji/Hammer/Hanging Man)”:
This strategy captures failed reversal attempts where the current candle is opposite to the previous candle and volume is higher. It enters long if a bearish candle fails to break a previous bullish candle’s low, and short if a bullish candle fails to break a previous bearish candle’s high. Signals are canceled for Doji, Hammer, or Hanging Man candles. Entries only, fully backtestable.

รูป Preview

Preview

Pine Script Source

//@version=5
strategy("Failed Reversal – Opposite Candle Only (No Doji/Hammer/Hanging Man)", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// Previous candle
prevBull = close[1] > open[1]
prevBear = close[1] < open[1]
prevHigh = high[1]
prevLow  = low[1]
prevVolume = volume[1]

// Current candle
currBull = close > open
currBear = close < open
currHigh = high
currLow  = low
currBody = math.abs(close - open)
currRange = currHigh - currLow
currVolume = volume

// Volume confirmation
volumeHigher = currVolume > prevVolume

// Candle type filters
isDoji  = currBody <= currRange * 0.10
isHammerOrHangingMan = currBody <= currRange * 0.30 and ((close - low) >= currBody * 2 or (high - close) >= currBody * 2)

// Cancel signals if any forbidden candle type
candleValid = not isDoji and not isHammerOrHangingMan

// Strict failed reversal conditions (opposite candles only)
longSignal  = prevBull and currBear and volumeHigher and currLow >= prevLow and candleValid
shortSignal = prevBear and currBull and volumeHigher and currHigh <= prevHigh and candleValid

// Entries (long/short only)
if longSignal
    strategy.entry("Long", strategy.long)

if shortSignal
    strategy.entry("Short", strategy.short)