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Estrategia Berman Trader
Estrategia Berman Trader
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// Input
E = input(1, minval=1, title="Expiry")
// Bollinger
source = (open+close)/2
periodo = input(20, minval=1)
desvio = input(2.5, minval=0.001, maxval=50)
basis = sma(source, periodo)
dev = desvio * stdev(source, periodo)
upper = basis + dev
lower = basis - dev
plot(basis, color=red)
p1 = plot(upper, color=red)
p2 = plot(lower, color=green)
fill(p1, p2)
// EMA
buyEntry = (low <= lower and out > out[1] and out < lower)
sellEntry = (high >= upper and out < out[1] and out > upper)
// Setups
CALL = buyEntry == 1
PUT = sellEntry == 1
ARROW = CALL - PUT
plotarrow(ARROW, colorup=lime, colordown=red, transp=0, minheight=10, maxheight=10)
// Results
WIN = (CALL==1 and lower<=close) or (PUT==1 and upper>=close)
LOSE = (CALL==1 and lower>close) or (PUT==1 and upper<close)