5분봉 레버리지 20배 자동매매 전략 (최종)

2024년 12월 30일

//version=5
indicator("5분봉 레버리지 20배 자동매매 전략 (최종)", overlay=true)

// === PARAMETERS ===
// RSI
rsiPeriod = input.int(14, title="RSI Period", minval=1)
overbought = input.float(70.0, title="RSI Overbought Level", step=0.1)
oversold = input.float(30.0, title="RSI Oversold Level", step=0.1)

// 이동평균선
smaShort = input.int(50, title="Short SMA Length", minval=1)
smaLong = input.int(200, title="Long SMA Length", minval=1)

// 리스크 관리
takeProfit = input.float(3.0, title="Take Profit %", step=0.1)
stopLoss = input.float(1.0, title="Stop Loss %", step=0.1)

// === INDICATORS ===
// RSI
rsiValue = ta.rsi(close, rsiPeriod)

// 이동평균선
smaShortValue = ta.sma(close, smaShort)
smaLongValue = ta.sma(close, smaLong)

// MACD
[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9)

// 볼린저 밴드
[upperBB, middleBB, lowerBB] = ta.bb(close, 20, 2)

// 프랙탈
bullishFractal = ta.pivotlow(low, 2, 2) // 하락 프랙탈
bearishFractal = ta.pivothigh(high, 2, 2) // 상승 프랙탈

// 엘리어트 파동 (간단한 패턴 분석)
wave1 = (rsiValue < oversold) and (smaShortValue > smaLongValue) and (macdLine > signalLine)
wave3 = (rsiValue > oversold) and (macdLine > signalLine) and (close > upperBB)
wave5 = (rsiValue > 70) and (macdLine < signalLine) and (close > smaLongValue)
waveA = (rsiValue > overbought) and (macdLine < signalLine) and (close < smaShortValue)
waveC = (rsiValue < 30) and (macdLine > signalLine) and (close < lowerBB)

// === LONG ENTRY CONDITION ===
longCondition = (rsiValue < oversold) and (smaShortValue > smaLongValue) and (macdLine > signalLine) and (close <= lowerBB) and not na(bullishFractal) and (wave1 or wave5)

// === SHORT ENTRY CONDITION ===
shortCondition = (rsiValue > overbought) and (smaShortValue < smaLongValue) and (macdLine < signalLine) and (close >= upperBB) and not na(bearishFractal) and (waveA or waveC)

// === ALERTS ===
if (longCondition)
alert("LONG_SIGNAL", alert.freq_once_per_bar)

if (shortCondition)
alert("SHORT_SIGNAL", alert.freq_once_per_bar)

// === VISUAL INDICATORS ===
// 이동평균선
plot(smaShortValue, title="SMA 50", color=color.blue)
plot(smaLongValue, title="SMA 200", color=color.red)

// 볼린저 밴드
plot(upperBB, title="Upper BB", color=color.green)
plot(lowerBB, title="Lower BB", color=color.red)

// RSI 레벨
hline(overbought, "RSI Overbought", color=color.red)
hline(oversold, "RSI Oversold", color=color.green)
plot(rsiValue, title="RSI", color=color.purple)

// 프랙탈 표시
plotshape(not na(bullishFractal), title="Bullish Fractal", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, text="Bull")
plotshape(not na(bearishFractal), title="Bearish Fractal", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, text="Bear")

// ENTRY POINT 표시
var float lastLongEntry = na
var float lastShortEntry = na

if (longCondition)
lastLongEntry := close
if (shortCondition)
lastShortEntry := close

plotshape(not na(lastLongEntry), title="Long Entry Point", style=shape.labelup, location=location.belowbar, color=color.green, text="LONG")
plotshape(not na(lastShortEntry), title="Short Entry Point", style=shape.labeldown, location=location.abovebar, color=color.red, text="SHORT")