//@version=5
strategy("ETH/USD Strategy [Wunder Secure Full v2]", overlay=true,
default_qty_type=strategy.percent_of_equity, default_qty_value=100,
commission_type=strategy.commission.percent, commission_value=0.04)
// === INPUTS GERAIS ===
emaLen = input.int(61, "EMA Tendência")
rsiLen = input.int(3, "Período RSI")
macdFast = input.int(3, "MACD Fast")
macdSlow = input.int(24, "MACD Slow")
macdSig = input.int(4, "MACD Signal")
atrLen = input.int(15, "ATR para Trailing")
trailMult = input.float(1.0, "Multiplicador Trailing Stop")
trailPercent = input.float(0.01, "Trailing %", step=0.001)
sessionIni = input.int(0, "Início Sessão UTC")
sessionFim = input.int(24, "Fim Sessão UTC")
// === TOGGLES ===
usarRSIDinamico = input.bool(true, "Usar RSI Dinâmico Inteligente?")
usarRSIDiurno = input.bool(true, "Usar RSI Diurno?")
usarRSINoturno = input.bool(true, "Usar RSI Noturno?")
rsiMinLongDay = input.int(46, "RSI Min Long Diurno")
rsiMinLongNight = input.int(83, "RSI Min Long Noturno")
rsiMaxShortDay = input.int(58, "RSI Max Short Diurno")
rsiMaxShortNight= input.int(40, "RSI Max Short Noturno")
usarVolumeInst = input.bool(true, "Usar Filtro Volume Institucional?")
volumeMult = input.float(1.2, "Multiplicador Volume Institucional")
usarWickFilter = input.bool(true, "Filtrar Wick Excessivo?")
wickMax = input.float(12.0, "Wick Máx (wick/open-close)")
usarSupertrend = input.bool(true, "Usar filtro de tendência Supertrend?")
supertrendFactor = input.float(1.2, "Fator Supertrend")
supertrendATR = input.int(15, "ATR Supertrend")
precoBaseST = input.string("hl2", "Preço base para Supertrend", options=["hl2",
"hl3", "ohlc4", "close", "open", "hlc3", "weighted"])
usarSaidaReversao = input.bool(true, "Ativar saída técnica por reversão?")
// === FUNÇÕES BASE ===
getSource(srcSel) =>
srcSel == "hl2" ? hl2 : srcSel == "hl3" ? (high + low + close) / 3
: srcSel == "ohlc4" ? ohlc4 : srcSel == "close" ? close : srcSel ==
"open" ? open : srcSel == "hlc3" ? (high + low + close) / 3 : srcSel
== "weighted" ? (high + low + close + close) / 4 : hl2
priceSource = getSource(precoBaseST)
ema = ta.ema(close, emaLen)
rsi = ta.rsi(close, rsiLen)
[macdLine, signalLine, _] = ta.macd(close, macdFast, macdSlow, macdSig)
atr = ta.atr(atrLen)
// === SUPERTREND ===
atrST = ta.atr(supertrendATR)
upperBand = priceSource + supertrendFactor * atrST
lowerBand = priceSource - supertrendFactor * atrST
inUpTrend = close[1] > upperBand[1] ? true : close[1] < lowerBand[1] ? false : na
inUpTrend := na(inUpTrend) ? inUpTrend[1] : inUpTrend
// === RSI INTELIGENTE ===
rsiMinLong = hour >= 10 and hour <= 16 ? (usarRSIDiurno ? rsiMinLongDay : 0) :
(usarRSINoturno ? rsiMinLongNight : 0)
rsiMaxShort = hour >= 10 and hour <= 16 ? (usarRSIDiurno ? rsiMaxShortDay : 100) :
(usarRSINoturno ? rsiMaxShortNight : 100)
// === FILTROS ===
volInstitutional = volume > volumeMult * ta.sma(volume, 20)
wickSize = math.abs(high - low) / math.max(math.abs(close - open), 1)
wickPass = wickSize <= wickMax
inSession = (hour >= sessionIni and hour <= sessionFim)
// === CONDIÇÕES DE ENTRADA ===
longSignal = close > ema and macdLine > signalLine and rsi > rsiMinLong and
inSession and (not usarVolumeInst or volInstitutional) and (not usarWickFilter or
wickPass) and (not usarSupertrend or inUpTrend)
shortSignal = close < ema and macdLine < signalLine and rsi < rsiMaxShort and
inSession and (not usarVolumeInst or volInstitutional) and (not usarWickFilter or
wickPass) and (not usarSupertrend or not inUpTrend)
// === ENTRADAS ===
if (longSignal and strategy.position_size == 0)
strategy.entry("Long", strategy.long)
if (shortSignal and strategy.position_size == 0)
strategy.entry("Short", strategy.short)
// === SAÍDA TÉCNICA REVERSIVA ===
longExitReversao = usarSaidaReversao and strategy.position_size > 0 and (macdLine <
signalLine or rsi < rsiMinLong or close < ema)
shortExitReversao = usarSaidaReversao and strategy.position_size < 0 and (macdLine
> signalLine or rsi > rsiMaxShort or close > ema)
// === TRAILING STOP ===
trailValue = math.max(close * trailPercent / 100, atr * trailMult)
trailPts = trailValue / syminfo.mintick
strategy.exit("Exit Long", from_entry="Long", trail_points=trailPts,
trail_offset=trailPts, when=barstate.isconfirmed or longExitReversao)
strategy.exit("Exit Short", from_entry="Short", trail_points=trailPts,
trail_offset=trailPts, when=barstate.isconfirmed or shortExitReversao)
// === VISUAL ===
plotshape(longSignal, title="BUY", location=location.belowbar,
style=shape.triangleup, color=color.green, text="BUY")
plotshape(shortSignal, title="SELL", location=location.abovebar,
style=shape.triangledown, color=color.red, text="SELL")
plotshape(longExitReversao, title="EXIT LONG", location=location.abovebar,
color=color.gray, style=shape.labeldown, text="EXIT L")
plotshape(shortExitReversao, title="EXIT SHORT", location=location.belowbar,
color=color.gray, style=shape.labelup, text="EXIT S")
plot(usarSupertrend ? upperBand : na, title="UpperBand ST", color=color.red)
plot(usarSupertrend ? lowerBand : na, title="LowerBand ST", color=color.green)
bgcolor(usarSupertrend ? (inUpTrend ? color.new(color.green, 92) :
color.new(color.red, 92)) : na)
