Scalping Strategy with Williams %R, MACD, and SMA (1-Minute Only)

本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。

Pine Script

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © girishmanuja
 
//@version=5
strategy("Scalping Strategy with Williams %R, MACD, and SMA (1-Minute Only)", overlay=true)
 
// Check if the current timeframe is 1 minute
isOneMinute = (str.tostring(timeframe.period) == "1")
 
// Display a warning if not on 1-minute timeframe
if not isOneMinute
    label.new(x=bar_index, y=na, text="WARNING: Switch to 1-Minute Timeframe", color=color.red, textcolor=color.white, size=size.large, style=label.style_label_down)
 
// Williams %R Settings
williamsLength = 140
williamsHigh = ta.highest(high, williamsLength)
williamsLow = ta.lowest(low, williamsLength)
williamsR = (williamsHigh - close) / (williamsHigh - williamsLow) * -100
 
// MACD Settings
fastLength = 24
slowLength = 52
macdLength = 9
[macdLine, signalLine, macdHistogram] = ta.macd(close, fastLength, slowLength, macdLength)
 
// SMA Settings
smaLength = 7
sma = ta.sma(close, smaLength)
 
// Plot Williams %R, MACD Histogram, and SMA
//plot(isOneMinute ? williamsR : na, color=color.blue, title="Williams %R")
//hline(-92, "Williams %R -94", color=color.red)
//hline(-60, "Williams %R -60", color=color.red)
//hline(-8, "Williams %R -6", color=color.green)
//hline(-40, "Williams %R -40", color=color.green)
 
//plot(isOneMinute ? macdHistogram : na, color=color.purple, title="MACD Histogram", style=plot.style_histogram)
//plot(isOneMinute ? sma : na, color=color.orange, title="SMA")
 
// Define conditions only if on 1-minute timeframe
if isOneMinute
    // Define conditions
    buyCondition = ta.crossover(williamsR, -94)
    sellCondition = ta.crossunder(williamsR, -6)
    deactivateBuyCondition = ta.crossover(williamsR, -40)
    deactivateSellCondition = ta.crossunder(williamsR, -60)
 
    // MACD Histogram Conditions for entry and exit
    macdHistPositive = macdHistogram > 0
    macdHistNegative = macdHistogram < 0
    macdHistPositiveAfterNegative = macdHistogram[1] < 0 and macdHistPositive
    macdHistNegativeAfterPositive = macdHistogram[1] > 0 and macdHistNegative
 
    // Trend Confirmation
    isBullTrend = close > sma
    isBearTrend = close < sma
 
    // Buy and sell signals
    var bool buyActive = false
    var bool sellActive = false
 
    if buyCondition and isBullTrend
        buyActive := true
    if deactivateBuyCondition
        buyActive := false
    if buyActive and macdHistPositiveAfterNegative
        strategy.entry("Buy", strategy.long)
		alert("Long entry signal: Buy order executed", alert.freq_once_per_bar_close)
    if macdHistogram < macdHistogram[1]
        strategy.close("Buy")
		alert("Long exit signal: Buy order closed", alert.freq_once_per_bar_close)
 
    if sellCondition and isBearTrend
        sellActive := true
    if deactivateSellCondition
        sellActive := false
    if sellActive and macdHistNegativeAfterPositive
        strategy.entry("Sell", strategy.short)
		alert("Short entry signal: Sell order executed", alert.freq_once_per_bar_close)
    if macdHistogram > macdHistogram[1]
        strategy.close("Sell")
		alert("Short exit signal: Sell order closed", alert.freq_once_per_bar_close)

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