এসএমএ বিটিসি খুনি

লেখক:চাওঝাং, তারিখ: ২০২২-০৫-১৭ ১১ঃ২৩ঃ৫৮
ট্যাগঃএসএমএএটিআরএডিএক্স

হ্যালো!

আমি লং ও শর্ট অর্ডারের মাধ্যমে অসাধারণ মুনাফা অর্জন করেছি। আচ্ছা, এই কৌশলটি ------->>> BINANCE:

কৌশলগত যুক্তি বেশ সহজ

একটি সঠিক প্রবণতা খুঁজে পেতে 3 টি ভিন্ন এসএমএ (7,21,55) ব্যবহার করে কৌশল অনেক ভুল সংকেত এড়াতে আমি দুটি সূচক যুক্ত করেছি যেমনঃ

এডিএক্স - সবচেয়ে শক্তিশালী এবং সঠিক প্রবণতা সূচকগুলির মধ্যে একটি। এডিএক্স একটি প্রবণতা কতটা শক্তিশালী তা পরিমাপ করে এবং সম্ভাব্য ট্রেডিং সুযোগ আছে কিনা তা সম্পর্কে মূল্যবান তথ্য দিতে পারে। ক্লাউড - এটি আমার ব্যবহৃত নিউজসেট সূচকগুলির মধ্যে একটি। এই সূচকটি কৌশলকে সহায়তা করে, এই সূচকটি সঠিক বাজারের প্রবণতা নির্দেশ করার জন্য ডিজাইন করা হয়েছে। এই সূচকের বড় দৈর্ঘ্য প্রয়োগ করে, আমি কিছুটা পরে প্রবণতার পরিবর্তন লক্ষ্য করতে সক্ষম হয়েছি, তবে আরও সঠিকভাবে।

উপরন্তু আমি সর্বোচ্চ নিরাপত্তার জন্য ট্রেইলিং স্টপ-লস যোগ করেছি

সত্যি কথা বলতে, এই কৌশল সত্যিই ভাল দেখায়, অনেক ট্রেড, উচ্চ মুনাফা এবং সূচক একটি ছোট পরিমাণ, ভবিষ্যতে মুনাফা অনুরূপ হতে পারে

এসএমএ এর এই সংমিশ্রণটি ব্যবহার করে আমাকে আশ্চর্যজনক দ্রুত পরিবর্তন দেয় যখন ট্রেন্ডও দ্রুত পরিবর্তন হয় যেমন এখানেঃ

স্ন্যাপশট

দুর্ভাগ্যবশত আমি ১০০% ভুল সংকেতগুলোকে দূর করতে পারিনি।

স্ন্যাপশট

আমি আশা করি এই কৌশলটি সবার জন্য উপকারী হবে ;)

সবসময়

উপভোগ করুন!

ব্যাকটেস্ট

img


/*backtest
start: 2022-01-01 00:00:00
end: 2022-02-11 23:59:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © wielkieef


//@version=4

src = close

//strategy("Sma BTC killer [60MIN]", overlay = true, pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.04)

//SMAs -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

Length1 = input(14,  title="  1-SMA Lenght", minval=1)
Length2 = input(28, title="  2-SMA Lenght", minval=1)
Length3 = input(55, title="  3-SMA Lenght", minval=1)
xPrice = close
SMA1 = sma(xPrice, Length1)
SMA2 = sma(xPrice, Length2)
SMA3 = sma(xPrice, Length3)

//Indicators Inputs -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

ADX_options         =                   input("MASANAKAMURA",                   title="  Adx Type",                                       options = ["CLASSIC", "MASANAKAMURA"],                                            group="Average Directional Index")
ADX_len             =                   input(29,                               title="  Adx Lenght",                                     type=input.integer, minval = 1,                                                   group="Average Directional Index")
th                  =                   input(21,                               title="  Adx Treshold",                                   type=input.integer, minval = 0,                                                   group="Average Directional Index")
len                 =                   input(11,                               title="Cloud Length",                                                                                                                       group="Cloud")

// ATR Inputs  -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

prd                     =               input(18,                                title="  PP period",                                                                                                                        group="Average True Range")
Factor                  =               input(5,                                title="  ATR Factor",                                                                                                                       group="Average True Range")
Pd                      =               input(6,                                title="  ATR Period",                                                                                                                       group="Average True Range")

//Indicators -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

calcADX(_len) =>
    up              =                                                                                                                       change(high)
	down            =                                                                                                                      -change(low)
	plusDM          =                                                                                                                       na(up)   ? na : (up > down and up > 0   ? up   : 0)
    minusDM         =                                                                                                                       na(down) ? na : (down > up and down > 0 ? down : 0)
	truerange       =                                                                                                                       rma(tr, _len)
	_plus           =                                                                                                                       fixnan(100 * rma(plusDM, _len)  / truerange)
	_minus          =                                                                                                                       fixnan(100 * rma(minusDM, _len) / truerange)
	sum             =                                                                                                                       _plus + _minus
	_adx            =                                                                                                                       100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
    [_plus,_minus,_adx]
calcADX_Masanakamura(_len) =>
    SmoothedTrueRange                   =                                                                                                   0.0
    SmoothedDirectionalMovementPlus     =                                                                                                   0.0
    SmoothedDirectionalMovementMinus    =                                                                                                   0.0
    TrueRange                           =                                                                                                   max(max(high - low, abs(high - nz(close[1]))), abs(low - nz(close[1])))
    DirectionalMovementPlus             =                                                                                                   high - nz(high[1]) > nz(low[1]) - low ? max(high - nz(high[1]), 0) : 0
    DirectionalMovementMinus            =                                                                                                   nz(low[1]) - low > high - nz(high[1]) ? max(nz(low[1]) - low, 0)   : 0
    SmoothedTrueRange                   :=                                                                                                  nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1]) /_len) + TrueRange
    SmoothedDirectionalMovementPlus     :=                                                                                                  nz(SmoothedDirectionalMovementPlus[1])  - (nz(SmoothedDirectionalMovementPlus[1])  / _len) + DirectionalMovementPlus
    SmoothedDirectionalMovementMinus    :=                                                                                                  nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1]) / _len) + DirectionalMovementMinus
    DIP                                 =                                                                                                   SmoothedDirectionalMovementPlus  / SmoothedTrueRange * 100
    DIM                                 =                                                                                                   SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
    DX                                  =                                                                                                   abs(DIP-DIM) / (DIP+DIM)*100
    adx                                 =                                                                                                   sma(DX, _len)
    [DIP,DIM,adx]
[DIPlusC,DIMinusC,ADXC] =                                                                                                                   calcADX(ADX_len) 
[DIPlusM,DIMinusM,ADXM] =                                                                                                                   calcADX_Masanakamura(ADX_len)

DIPlus                  =                                                                                                                   ADX_options == "CLASSIC" ? DIPlusC    : DIPlusM
DIMinus                 =                                                                                                                   ADX_options == "CLASSIC" ? DIMinusC   : DIMinusM
ADX                     =                                                                                                                   ADX_options == "CLASSIC" ? ADXC       : ADXM
L_adx                   =                                                       DIPlus > DIMinus and ADX > th
S_adx                   =                                                       DIPlus < DIMinus and ADX > th
ADX_COLOR           =   L_adx ? color.lime : S_adx ? color.red :  color.orange
PI =                                                                                                                                        2 * asin(1)
hilbertTransform(src) =>
    0.0962 * src + 0.5769 * nz(src[2]) - 0.5769 * nz(src[4]) - 0.0962 * nz(src[6])
computeComponent(src, mesaPeriodMult) =>
    hilbertTransform(src) * mesaPeriodMult
computeAlpha(src, fastLimit, slowLimit) =>
    mesaPeriod =                                                                                                                            0.0
    mesaPeriodMult =                                                                                                                        0.075 * nz(mesaPeriod[1]) + 0.54
    smooth =                                                                                                                                0.0
    smooth :=                                                                                                                               (4 * src + 3 * nz(src[1]) + 2 * nz(src[2]) + nz(src[3])) / 10
    detrender   =                                                                                                                           0.0
    detrender   :=                                                                                                                          computeComponent(smooth, mesaPeriodMult)
    I1 =                                                                                                                                    nz(detrender[3])
    Q1 =                                                                                                                                    computeComponent(detrender, mesaPeriodMult)
    jI =                                                                                                                                    computeComponent(I1, mesaPeriodMult)
    jQ =                                                                                                                                    computeComponent(Q1, mesaPeriodMult)
    I2 = 0.0
    Q2 = 0.0
    I2 := I1 - jQ
    Q2 := Q1 + jI
    I2 := 0.2 * I2 + 0.8 *                                                                                                                  nz(I2[1])
    Q2 := 0.2 * Q2 + 0.8 *                                                                                                                  nz(Q2[1])
    Re = I2 * nz(I2[1]) + Q2 *                                                                                                              nz(Q2[1])
    Im = I2 * nz(Q2[1]) - Q2 *                                                                                                              nz(I2[1])
    Re := 0.2 * Re + 0.8 *                                                                                                                  nz(Re[1])
    Im := 0.2 * Im + 0.8 *                                                                                                                  nz(Im[1])
    if Re != 0 and Im != 0
        mesaPeriod := 2 *                                                                                                                   PI / atan(Im / Re)
    if mesaPeriod > 1.5 *                                                                                                                   nz(mesaPeriod[1])
        mesaPeriod := 1.5 *                                                                                                                 nz(mesaPeriod[1])
    if mesaPeriod < 0.67 *                                                                                                                  nz(mesaPeriod[1])
        mesaPeriod := 0.67 *                                                                                                                nz(mesaPeriod[1])
    if mesaPeriod < 6
        mesaPeriod := 6
    if mesaPeriod > 50
        mesaPeriod := 50
    mesaPeriod := 0.2 * mesaPeriod + 0.8 *                                                                                                  nz(mesaPeriod[1])
    phase = 0.0
    if I1 != 0
        phase := (180 / PI) *                                                                                                               atan(Q1 / I1)
    deltaPhase      =                                                                                                                       nz(phase[1]) - phase
    if  deltaPhase  < 1
        deltaPhase  := 1
    alpha           = fastLimit / deltaPhase
    if  alpha < slowLimit
        alpha       := slowLimit
    [alpha,alpha/2.0]
er                  =                                                                                                                       abs(change(src,len)) / sum(abs(change(src)),len)
[a,b]               =                                                                                                                       computeAlpha(src, er, er*0.1)
mama                =                                                                                                                       0.0
mama                :=                                                                                                                      a * src + (1 - a) * nz(mama[1])
fama                =                                                                                                                       0.0
fama                :=                                                                                                                      b * mama + (1 - b) * nz(fama[1])
alpha               =                                                                                                                       pow((er * (b - a)) + a, 2)
kama                =                                                                                                                       0.0
kama                :=                                                                                                                      alpha * src + (1 - alpha) * nz(kama[1])

L_cloud             =                                                           kama > kama[1]
S_cloud             =                                                           kama < kama[1]
float ph            =                                                                                                                       pivothigh(prd, prd)
float pl            =                                                                                                                       pivotlow(prd, prd)
var float center    =                                                                                                                       na
float lastpp        =                                                                                                                       ph ? ph : pl ? pl : na
if lastpp
    if na(center)
        center      :=                                                                                                                      lastpp
    else
        
        center      :=                                                                                                                      (center * 2 + lastpp) / 3
Up                  =                                                                                                                       center - (Factor * atr(Pd))
Dn                  =                                                                                                                       center + (Factor * atr(Pd))
float TUp           =                                                                                                                       na
float TDown         =                                                                                                                       na
Trend               =                                                                                                                       0
TUp                 :=                                                                                                                      close[1] > TUp[1] ? max(Up, TUp[1]) : Up
TDown               :=                                                                                                                      close[1] < TDown[1] ? min(Dn, TDown[1]) : Dn
Trend               :=                                                                                                                      close > TDown[1] ? 1: close < TUp[1]? -1: nz(Trend[1], 1)
Trailingsl          =                                                                                                                       Trend == 1 ? TUp : TDown
bsignal =                                                                       Trend == 1 and Trend[1] == -1
ssignal =                                                                       Trend == -1 and Trend[1] == 1
L_ATR   =                                                                       Trend == 1
S_ATR   =                                                                       Trend == -1

// Strategy logic ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

var bool longCond = na, var bool shortCond = na
var int CondIni_long = 0, var int CondIni_short = 0
var bool _Final_longCondition = na, var bool _Final_shortCondition = na
var float last_open_longCondition = na, var float last_open_shortCondition = na
var int last_longCondition = na, var int last_shortCondition = na
var int last_Final_longCondition = na, var int last_Final_shortCondition = na
var int nLongs = na, var int nShorts = na
Long_MA =L_adx  and L_cloud and  (SMA1 < close and  SMA2 < close and  SMA3  < close )
Short_MA =S_adx  and S_cloud and (SMA1 > close and  SMA2 > close and  SMA3  > close )
longCond                :=                                                      Long_MA
shortCond               :=                                                      Short_MA
CondIni_long                := longCond[1]              ? 1 :                   shortCond[1] ? -1 :                             nz(CondIni_long[1]                                          )
CondIni_short               := longCond[1]              ? 1 :                   shortCond[1] ? -1 :                             nz(CondIni_short[1]                                         )
longCondition               = (longCond[1]              and                                                                     nz(CondIni_long[1])                 == -1                   )
shortCondition              = (shortCond[1]             and                                                                     nz(CondIni_short[1])                ==  1                   )
var float sum_long = 0.0, var float sum_short = 0.0
var float Position_Price = 0.0
var bool Final_long_BB = na, var bool Final_short_BB = na
var int last_long_BB = na, var int last_short_BB = na
last_open_longCondition     :=                      longCondition               or          Final_long_BB[1]            ? close[1]      : nz(last_open_longCondition[1]                     )
last_open_shortCondition    :=                      shortCondition              or          Final_short_BB[1]           ? close[1]      : nz(last_open_shortCondition[1]                    )
last_longCondition          :=                      longCondition               or          Final_long_BB[1]            ? time          : nz(last_longCondition[1]                          )
last_shortCondition         :=                      shortCondition              or          Final_short_BB[1]           ? time          : nz(last_shortCondition[1]                         )
in_longCondition            =                       last_longCondition          >           last_shortCondition
in_shortCondition           =                       last_shortCondition         >           last_longCondition
last_Final_longCondition    :=                      longCondition               ? time                                                  :    nz(last_Final_longCondition[1]                 )
last_Final_shortCondition   :=                      shortCondition              ? time                                                  :    nz(last_Final_shortCondition[1]                )
nLongs                      :=                      nz(nLongs[1]                                                                                                                            )
nShorts                     :=                      nz(nShorts[1]                                                                                                                           )
if longCondition            or                      Final_long_BB
    nLongs                  :=                      nLongs                      + 1
    nShorts                 := 0
    sum_long                :=                      nz(last_open_longCondition) +           nz(sum_long[1])
    sum_short               := 0.0
if shortCondition           or                      Final_short_BB
    nLongs                  := 0
    nShorts                 :=                      nShorts + 1
    sum_short               :=                      nz(last_open_shortCondition)+ nz(sum_short[1])
    sum_long                := 0.0
Position_Price              :=                      nz(Position_Price[1])
Position_Price              :=                      longCondition               or          Final_long_BB       ?       sum_long/nLongs         :       shortCondition      or      Final_short_BB      ?       sum_short/nShorts       :       na
ATR_L_STOP = ssignal and in_longCondition
ATR_S_STOP = bsignal and in_shortCondition

// Plots and colors 010101010101010010101010101010101010101001010101010101001010101001010100101100111100101010010100110110010011100101010101010010101010101001011110011010101010101001010100101100110101010001001010101001010101001110110010101010100101010101010100111110101010101010101010100101010101100

colors = (in_longCondition ? color.green : in_shortCondition ? color.red : color.orange)
bgcolor(color=colors)
//barcolor                                                                        (color = colors)
plotshape(longCondition,            title="Long",                   style=shape.triangleup,                 location=location.belowbar,                         color=color.blue,           size=size.small ,                                                           transp = 0                  )
plotshape(shortCondition,           title="Short",                  style=shape.triangledown,               location=location.abovebar,                         color=color.red,            size=size.small ,                                                           transp = 0                  )
mama_p      =   plot(mama,          title="Cloud A",  style= plot.style_stepline,                                                                               color=colors                                                                                                                     )
fama_p      =   plot(fama,          title="Cloud B",  style= plot.style_stepline,                                                                               color=colors                                                                                                                     )
fill                                    (mama_p,fama_p,                                                                                                         color=colors  )
plot(SMA1, color=color.white,style= plot.style_stepline, title="5", linewidth=1)
plot(SMA2, color=color.gray,style= plot.style_stepline, title="15", linewidth=2)
plot(SMA3, color=color.black,style= plot.style_stepline, title="55", linewidth=3)
plotshape(ATR_L_STOP,                                          title = "ATR LONG CLOSE",                 style=shape.arrowdown,                     location=location.abovebar,                         color=color.red,         size=size.small ,        text="ATR LONG CLOSE",          textcolor=color.red,           transp = 0            )
plotshape(ATR_S_STOP,                                         title = "ATR SHORT CLOSE",                 style=shape.arrowup,                     location=location.belowbar,                         color=color.blue,          size=size.small,         text="ATR SHORT CLOSE",         textcolor=color.blue,           transp = 0            )

// Strategy -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

if                                                                              Long_MA
    strategy.entry                                                              ("L", strategy.long)
if                                                                              Short_MA
    strategy.entry                                                              ("S", strategy.short)
    
strategy.close_all( when = ATR_L_STOP or ATR_S_STOP)



// By wielkieef

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