Voici une strategie simple basée sur le croisement de 2 lignes mais qui semble interessante au vu des backtests effectués
code TradingView
//@version=4
strategy(“SSL Channel Cross”, overlay=true)
period=input(title=”Period”, defval=10)
len=input(title=”Period”, defval=10)
smaHigh=sma(high, len)
smaLow=sma(low, len)
Hlv = 0
Hlv := close > smaHigh ? 1 : close < smaLow ? -1 : Hlv[1]
sslDown = Hlv < 0 ? smaHigh: smaLow
sslUp = Hlv < 0 ? smaLow : smaHigh
plot(sslDown, linewidth=2, color=color.red)
plot(sslUp, linewidth=2, color=color.lime)
longCondition = crossover(sslUp, sslDown)
shortCondition = crossunder(sslUp, sslDown)
if (longCondition)
strategy.close(“Short”, strategy.long)
strategy.entry(“Long”, strategy.long)
if (shortCondition)
strategy.close(“Long”, strategy.long)
strategy.entry(“Short”, strategy.short)
Merci d’avance
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