এই কৌশলটিকে STEM এবং MATCS Combined Momentum Trading Strategy বলা হয়। এটি ট্রেডিং সিগন্যাল তৈরির জন্য সুপারট্রেন্ড সূচক এবং MACD সূচককে একত্রিত করে।
কৌশলটি কিভাবে কাজ করেঃ
বাণিজ্যের বিশেষ নিয়মঃ
এই কৌশলটির সুবিধাঃ
এই কৌশলের ঝুঁকি:
সংক্ষেপে, স্টেম এবং ম্যাটসিএস সম্মিলিত গতি ট্রেডিং কৌশল সংক্ষিপ্ত এবং মাঝারি মেয়াদী ট্রেডিংয়ের জন্য উপযুক্ত সূচক সংহতকরণের মাধ্যমে প্রভাবগুলিকে উন্নত করে। ঝুঁকি নিয়ন্ত্রণের জন্য স্টপ লস প্রয়োগ অত্যন্ত গুরুত্বপূর্ণ। ব্যবসায়ীদের পরামিতি অপ্টিমাইজেশন এবং কঠোর অর্থ পরিচালনার মাধ্যমে লাইভ ট্রেডিংয়ে ঝুঁকি হ্রাস করতে হবে।
/*backtest
start: 2023-09-07 00:00:00
end: 2023-09-14 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © IncomePipelineGenerator
//@version=4
// strategy("STRAT_STEM_MATCS_BTC", overlay=true, pyramiding = 0, default_qty_value = 20, slippage = 5)
ST_EMA_PERIOD = input(1, minval=1)
ST_EMA = ema(close, ST_EMA_PERIOD)
LENGTH = input(title="ATR_PERIOD", type=input.integer, defval=95)
ATR_TUNE = input(title="ATR_TUNE", type=input.float, step=0.1, defval=2.1)
showLabels = input(title="Show_Buy/Sell_Labels ?", type=input.bool, defval=true)
highlightState = input(title="Highlight_State ?", type=input.bool, defval=true)
ATR = ATR_TUNE * atr(LENGTH)
longStop = ST_EMA - ATR
longStopPrev = nz(longStop[1], longStop)
longStop := (close[1]) > longStopPrev ? max(longStop, longStopPrev) : longStop
shortStop = ST_EMA + ATR
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := (close[1]) < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and (close) > shortStopPrev ? 1 : dir == 1 and (close) < longStopPrev ? -1 : dir
fastLength = input(3, minval=1), medLength=input(9, minval=1), slowLength=input(12, minval=1), signalLength=input(16,minval=1)
fastMA = ema(close, fastLength), medMA = ema(close, medLength), slowMA = ema(close, slowLength)
macd = fastMA - slowMA
fmacd = fastMA - medMA
smacd = slowMA - medMA
signal = ema(macd, signalLength)
fsignal = ema(fmacd, signalLength)
ssignal = ema(smacd, signalLength)
SetStopLossShort = 0.0
SetStopLossShort := if(strategy.position_size < 0)
StopLossShort = shortStop
min(StopLossShort,SetStopLossShort[1])
SetStopLossLong = 0.0
SetStopLossLong := if(strategy.position_size > 0)
StopLossLong = longStop
max(StopLossLong,SetStopLossLong[1])
ATR_CrossOver_Period = input(5, type=input.integer, minval=1, maxval=2000)
ATR_SIGNAL_FINE_TUNE = input(0.962, type=input.float)
ATR_CS = atr(ATR_CrossOver_Period)*ATR_SIGNAL_FINE_TUNE
StopLoss_Initial_Short = input(0.0, type=input.float)
StopLoss_Initial_Long = input(0.0, type=input.float)
StopLoss_Long_Adjust = input(0.0, type=input.float)
StopLoss_Short_Adjust = input(0.0, type=input.float)
VOLUME_CHECK = input(200)
//Custom Time Interval
fromMinute = input(defval = 0, title = "From Minute", minval = 0, maxval = 60)
fromHour = input(defval = 0, title = "From Hour", minval = 0, maxval = 24)
fromDay = input(defval = 1, title = "From Day", minval = 1)
fromMonth = input(defval = 1, title = "From Month", minval = 1)
fromYear = input(defval = 2019, title = "From Year", minval = 1900)
tillMinute = input(defval = 0, title = "Till Minute", minval = 0, maxval = 60)
tillHour = input(defval = 0, title = "Till Hour", minval = 0, maxval = 24)
tillDay = input(defval = 1, title = "Till Day", minval = 1)
tillMonth = input(defval = 1, title = "Till Month", minval = 1)
tillYear = input(defval = 2020, title = "Till Year", minval = 1900)
timestampStart = timestamp(fromYear,fromMonth,fromDay,fromHour,fromMinute)
timestampEnd = timestamp(tillYear,tillMonth,tillDay,tillHour,tillMinute)
//Custom Buy Signal Code -- This is where you design your own buy and sell signals. You now have millions of possibilites with the use of simple if/and/or statements.
if ( dir==1 and dir[1]==-1 and volume > VOLUME_CHECK and ((fsignal[1] -fsignal) <= 0) and cross(fmacd, smacd) )
strategy.exit("SELL")
strategy.entry("BUY", strategy.long)
strategy.exit("BUY_STOP","BUY", stop = close - StopLoss_Initial_Long)
//Custom Sell Signal Code
if ( dir == -1 and dir[1] == 1 and dir[2] == 1 and dir[3] == 1 and dir[4] == 1 and cross(fmacd, smacd) )
strategy.exit( "BUY")
strategy.entry("SELL", strategy.short)
strategy.exit("SELL_STOP","SELL", stop = close + StopLoss_Initial_Short)
//Slight adjustments to ST for fine tuning
if (strategy.opentrades > 0 )
strategy.exit("BUY_TRAIL_STOP","BUY", stop = longStop - StopLoss_Long_Adjust)
strategy.exit("SELL_TRAIL_STOP","SELL", stop = shortStop + StopLoss_Short_Adjust)