MACD-এর উপর ভিত্তি করে ক্রিপ্টোকারেন্সি ট্রেডিং কৌশল

/*backtest
start: 2023-09-11 00:00:00
end: 2023-09-12 04:00:00
period: 10m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
// Revision:        5
// Author:          @Hugo_Moriceau
//study("Thesis_EMLYON_Withdate-strategies-Daily_Crypto_Moriceau_indicator",overlay=true)

// Pyramide 10 order size 100, every tick

strategy("Daily_Crypto_Moriceau_indicator",overlay=true)

// === GENERAL INPUTS ===

fast = 12, slow = 26
fastMA = ema(close, fast)
slowMA = ema(close, slow)

macd = fastMA - slowMA
signal = sma(macd, 9)
rsi = rsi(close,14)



tradeInvert     = input(defval = false, title = "Invert Trade Direction?")

// === LOGIC ===

// is fast ma above slow ma?
aboveBelow = fastMA >= slowMA ? true : false

// are we inverting our trade direction?
tradeDirection = tradeInvert ? aboveBelow ? false : true : aboveBelow ? true : false

// === Plot Setting ===

//plot(fastMA,color=red)
//plot(slowMA,color=blue)
//barcolor(color=iff(fastMA > slowMA, yellow, na))
//barcolor(color=iff(fastMA < slowMA, black, na))
barcolor(color=iff(macd > 0.12*close , fuchsia, na))
barcolor(color=iff(macd < -0.1*close , lime, na))
dataS= macd > 0.125 and rsi>81 and fastMA > slowMA
dataB= macd < -0.1  and rsi<27 and fastMA< slowMA


plotchar(dataB, char='B',color=black,size = size.tiny,location = location.belowbar,transp= 0)  
plotchar(dataS, char='S',color=black,size = size.tiny,location = location.abovebar,transp= 0)


// === BACKTEST RANGE ===
FromMonth = input(defval = 01, title = "From Month", minval = 1)
FromDay   = input(defval = 01, title = "From Day", minval = 1)
FromYear  = input(defval = 2017, title = "From Year", minval = 2014)
ToMonth   = input(defval = 2, title = "To Month", minval = 1)
ToDay     = input(defval = 10, title = "To Day", minval = 1)
ToYear    = input(defval = 2019, title = "To Year", minval = 2018)


// === STRATEGY RELATED INPUTS ===+
// the risk management inputs
inpTakeProfit   = input(defval = 20000, title = "Take Profit", minval = 0)
inpStopLoss     = input(defval = 1500, title = "Stop Loss", minval = 0)
inpTrailStop    = input(defval = 100, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset  = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)

// === RISK MANAGEMENT VALUE PREP ===

// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.

useTakeProfit   = inpTakeProfit  >= 1 ? inpTakeProfit  : na
useStopLoss     = inpStopLoss    >= 1 ? inpStopLoss    : na
useTrailStop    = inpTrailStop   >= 1 ? inpTrailStop   : na
useTrailOffset  = inpTrailOffset >= 1 ? inpTrailOffset : na


// === STRATEGY - LONG POSITION EXECUTION ===

enterLong() => not tradeDirection[1] and tradeDirection 
exitLong() => tradeDirection[1] and not tradeDirection
strategy.entry(id = "Long", long = true, when = enterLong()) // use function or simple condition to decide when to get in
strategy.close(id = "Long", when = exitLong()) // ...and when to get out

// === STRATEGY - SHORT POSITION EXECUTION ===

enterShort() => tradeDirection[1] and not tradeDirection
exitShort() => not tradeDirection[1] and tradeDirection
strategy.entry(id = "Short", long = false, when = enterShort())
strategy.close(id = "Short", when = exitShort())

// === STRATEGY RISK MANAGEMENT EXECUTION ===

// finally, make use of all the earlier values we got prepped
strategy.exit("Exit Long", from_entry = "Long", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
strategy.exit("Exit Short", from_entry = "Short", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)