1. বর্গক্ষেত্র
2. অ্যাডাপ্টিভ মুভিং মিডিয়ার উপর ভিত্তি করে কৌশল অনুসরণ করে প্রবণতা

অ্যাডাপ্টিভ মুভিং মিডিয়ার উপর ভিত্তি করে কৌশল অনুসরণ করে প্রবণতা

লেখক:চাওঝাং, তারিখঃ ২০২৪-০১-৩০ ১৬ঃ৩০ঃ২০
ট্যাগঃ

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/*backtest
start: 2023-12-01 00:00:00
end: 2023-12-31 23:59:59
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/
// © BenHampson
// @version=4
// Credit to:
// - ChuckBanger for much of the KAMA code
// - cheatcountry for the KAMA Filter code
// - millerrh for much of the ATR Stop code
// - racer8 for much of the Position Sizing code

// I have combined aspects of their work and built upon it to form a strategy I like. 
// The KAMA, with its filter, is used for entry.
// An ATR trailing stop loss, PSAR, and the KAMA can all optionally be used as exits, or you can use a combination of the three.

strategy(title="KAMA Strategy - Kaufman's Adaptive Moving Average", shorttitle="KAMA Strategy", overlay=true)

src = input(title="Source", type=input.source, defval=close)

// Exits
KAMA1SL = input(title = 'KAMA 1 Stop Loss', type = input.bool, defval = true)
ATRTSL = input(title = 'ATR Trailing Stop Loss', type = input.bool, defval = false)
PSARSL = input(title = 'PSAR Stop Loss', type = input.bool, defval = false)

// KAMA 1 (Fastest)
length1 = input(title="KAMA 1: Length", type=input.integer, defval=14)
fastLength1 = input(title="KAMA 1: Fast KAMA Length", type=input.integer, defval=2)
slowLength1 = input(title="KAMA 1: Slow KAMA Length", type=input.integer, defval=20)

length2 = input(title="KAMA 2: Length 2", type=input.integer, defval=15)
fastLength2 = input(title="KAMA 2: Fast KAMA Length", type=input.integer, defval=3)
slowLength2 = input(title="KAMA 2: Slow KAMA Length", type=input.integer, defval=22)

length3 = input(title="KAMA 3: Length 3", type=input.integer, defval=16)
fastLength3 = input(title="KAMA 3: Fast KAMA Length", type=input.integer, defval=4)
slowLength3 = input(title="KAMA 3: Slow KAMA Length", type=input.integer, defval=24)

length4 = input(title="KAMA 4: Length", type=input.integer, defval=17)
fastLength4 = input(title="KAMA 4: Fast KAMA Length", type=input.integer, defval=5)
slowLength4 = input(title="KAMA 4: Slow KAMA Length", type=input.integer, defval=26)

// KAMA 5 (Medium)
length5 = input(title="KAMA 5: Length", type=input.integer, defval=18)
fastLength5 = input(title="KAMA 5: Fast KAMA Length", type=input.integer, defval=6)
slowLength5 = input(title="KAMA 5: Slow KAMA Length", type=input.integer, defval=28)

length6 = input(title="KAMA 6: Length", type=input.integer, defval=19)
fastLength6 = input(title="KAMA 6: Fast KAMA Length", type=input.integer, defval=7)
slowLength6 = input(title="KAMA 6: Slow KAMA Length", type=input.integer, defval=30)

length7 = input(title="KAMA 7: Length", type=input.integer, defval=20)
fastLength7 = input(title="KAMA 7: Fast KAMA Length", type=input.integer, defval=8)
slowLength7 = input(title="KAMA 7: Slow KAMA Length", type=input.integer, defval=32)

// KAMA 8 (Slowest)
length8 = input(title="KAMA 8: Length", type=input.integer, defval=21)
fastLength8 = input(title="KAMA 8: Fast KAMA Length", type=input.integer, defval=9)
slowLength8 = input(title="KAMA 8: Slow KAMA Length", type=input.integer, defval=34)

// Kaufman's Adaptive Moving Average
getKAMA(src, length1, fastLength1, slowLength1) =>
    mom = abs(change(src, length1))
    volatility = sum(abs(change(src)), length1)
    
    // Efficiency Ratio
    er = volatility != 0 ? mom / volatility : 0
    
    fastAlpha = 2 / (fastLength1 + 1)
    slowAlpha = 2 / (slowLength1 + 1)
    
    // KAMA Alpha
    sc = pow((er * (fastAlpha - slowAlpha)) + slowAlpha, 2)
    
    kama = 0.0
    kama := sc * src + (1 - sc) * nz(kama[1])
    kama

kama1 = getKAMA(src, length1, fastLength1, slowLength1)
kama2 = getKAMA(src, length2, fastLength2, slowLength2)
kama3 = getKAMA(src, length3, fastLength3, slowLength3)
kama4 = getKAMA(src, length4, fastLength4, slowLength4)
kama5 = getKAMA(src, length5, fastLength5, slowLength5)
kama6 = getKAMA(src, length6, fastLength6, slowLength6)
kama7 = getKAMA(src, length7, fastLength7, slowLength7)
kama8 = getKAMA(src, length8, fastLength8, slowLength8)

//If the kama1 has increased...
kama1delta = kama1[0] - kama1[1]
kama3delta = kama3[0] - kama3[1]
kama8delta = kama8[0] - kama8[1]

// KAMA Plots
plot(kama1, title="KAMA 1", color=#e91e63, display=display.all, linewidth=2)
plot(kama2, title="KAMA 2", color=color.red, display=display.all)
plot(kama3, title="KAMA 3", color=color.red, display=display.all)
plot(kama4, title="KAMA 4", color=color.orange, display=display.all)
plot(kama5, title="KAMA 5", color=color.orange, display=display.all)
plot(kama6, title="KAMA 6", color=color.yellow, display=display.all)
plot(kama7, title="KAMA 7", color=color.yellow, display=display.all)
plot(kama8, title="KAMA 8", color=color.white, display=display.all)



//========================================= KAMA FILTER ===========================================

// Copyright (c) 2019-present, Franklin Moormann (cheatcountry)
// Moving Average Adaptive Filter [CC] script may be freely distributed under the MIT license.

entryFilter = input(title="KAMA Entry Filter", type=input.float, defval=1, minval=0.01)
exitFilter = input(title="KAMA Exit Filter", type=input.float, defval=0.5, minval=0.01)

entryMAAF = entryFilter * stdev(kama1delta, length1)
exitMAAF = exitFilter * stdev(kama1delta, length1)
srcEma = ema(src, length1)



//========================================= TRAILING ATR STOP ====================================

// The following is an adaptation of Trailing ATR Stops by @millerrh
// He based it on scripts by @garethyeo & @SimpleCryptoLife

// Inputs

atrLookback = input(defval=14,title="Trailing ATR Lookback Period",type=input.integer)
multiplier = input(defval=3,title="Trailing ATR Multiplier",type=input.float, step=0.1, minval=0.5, maxval=4)
trailMode = input(title="Trail Mode", defval="Trailing", options=["Running", "Trailing"])
trigInput = input(title="Trigger Trailing Stop On", defval="Wick", options=["Close","Wick"]) 

// Calculate ATR
atrValue = atr(atrLookback)
atrMultiplied = atrValue * multiplier

// Plot the price minus the ATR
atrLow = low - atrMultiplied

// Calculate the low trailing ATRs every time. The trailing stop loss never goes down.
// Set them to something to start with
trailAtrLow = atrLow

// If the ATR Low has gone up AND it has gone above the trail, the low trailing ATR should also go up. If the ATR Low has gone up or down, but not below the trail, the ATR trail stays where it is
trailAtrLow := na(trailAtrLow[1]) ? trailAtrLow : atrLow >= trailAtrLow[1] ? atrLow : trailAtrLow[1]

// Trigger stop based on candle close or low
trigSupport = trigInput == "Close" ? close : trigInput == "Wick" ? low : na

// Determine if price is below support
supportHit = trigSupport <= trailAtrLow

// If price is below support, reset the trailing ATR
trailAtrLow := supportHit ? atrLow : trailAtrLow

// Plot Lines
plotLow = ATRTSL ? trailAtrLow : na
plot(plotLow, title="ATR Low", color=color.white, transp=50, style=plot.style_linebr, linewidth=1, display=display.all)



//====================================== PSAR STOP ==========================================

start = input(0.02, "PSAR Start")
increment = input(0.02, "PSAR Increment")
maximum = input(0.2, "PSAR Max Value")
psar = sar(start, increment, maximum)
psarPlot  = PSARSL ? psar : na
plot(psarPlot, "Parabolic SAR", style=plot.style_cross, color=#3A6CA8, display=display.all)



//========================================= ENTRY & EXITS =====================================================

// Entry
long = kama1delta > 0 and kama1delta > entryMAAF
strategy.entry("Buy", true, when = long) 

// Close
longClose = (PSARSL ? crossunder(close, psar) : na) or (KAMA1SL ? kama1delta < 0 and abs(kama1delta) > exitMAAF : na) or (ATRTSL ? supportHit : na)
strategy.close("Buy", when = longClose, comment = "Sell")

---

• মিনটেম ব্রেকআউট এবং এনগলফিং প্যাটার্ন অ্যালগরিদমিক ট্রেডিং কৌশল
• ডাবল মুভিং এভারেজ কনফ্লুয়েন্স স্ট্র্যাটেজি
• একটি RSI বিপরীত ট্রেডিং কৌশল
• ডাবল-ডাইরেকশনাল এডিএক্স ট্রেডিং কৌশল
• ভিক্স ফিক্স লিনিয়ার রিগ্রেশন বটম ফিশিং স্ট্র্যাটেজি
• তিনটি এক্সপোনেনশিয়াল মুভিং মিডিয়ার এবং স্টোকাস্টিক রিলেটিভ স্ট্রেনথ ইনডেক্স ট্রেডিং কৌশল
• ডাবল ৭ দিনের ব্রেকআউট কৌশল
• ডাবল এমএসিডি পরিমাণগত ট্রেডিং কৌশল
• বোলিংজার ব্যান্ড মুভিং এভারেজ ক্রসওভার কৌশল
• বুল মার্কেটের কৌশলতে স্কাল্পিং ডিপস
• প্রকৃত আপেক্ষিক গতিশীল গড় কৌশল
• এমএসিডি এবং আরএসআই ভিত্তিক ৫ মিনিটের গতির ট্রেডিং কৌশল
• ডাবল ফ্র্যাক্টাল ব্রেকআউট কৌশল
• নোরো স্টপ লস কৌশল পরিবর্তন করেছে
• ডাবল এক্সপোনেনশিয়াল মুভিং এভারেজ RSI ট্রেডিং কৌশল
• সরল চলমান গড় ক্রসওভার কৌশল
• বাজার তরলতা এবং প্রবণতা উপর ভিত্তি করে স্কেলপিং কৌশল
• সীমান্তবর্তী স্বল্পমেয়াদী অগ্রগতি বিপরীত 5EMA কৌশল
• RSI সূচক ভিত্তিক স্টক ট্রেডিং পিরামিডিং কৌশল
• ইএমএ চ্যানেল ট্রেডিং কৌশল সম্পর্কে সবকিছু