Candlestick-Muster-Strategie


Erstellungsdatum: 2023-11-27 18:26:52 zuletzt geändert: 2023-11-27 18:26:52
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Candlestick-Muster-Strategie

Überblick

Die Strategie erzeugt ein Handelssignal bei der Erkennung verschiedener häufig vorkommender Anhaltsformen, darunter Schluckform, Intervallform, Morgenstern, drei Schwarze Krähen usw. Die Strategie unterstützt zugleich benutzerdefinierte Stop-Loss, Stop-Out und Stop-Loss-Parameter, um das Risiko effektiv zu kontrollieren.

Strategieprinzip

Die Kernlogik dieser Strategie besteht darin, verschiedene Arten von Rumpfformen durch die bedingte Beurteilung des Pine Script-Codes zu identifizieren. Zum Beispiel lautet die Code-Logik für die Beurteilung von Schluckformen:

bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1]

Die oben beschriebene Logik beurteilt die Größenverhältnisse zwischen dem aktuellen K-Streifen und den beiden vorherigen K-Streifen in Bezug auf Höhen, Tiefen, Eröffnungs- und Schlusskurs. Wenn die Definition der Schluckform erfüllt wird, wird true zurückgegeben. Andere Schluckform-Beschlüsse sind ähnlich.

Wenn ein qualifizierter Antenne-Format erkannt wird, wird die entsprechende Variable für den mehrköpfigen oder leeren Handelssignal als wahr eingestellt. Die Strategie beurteilt dann, ob das Handelssignal während des Handelszeitraums ausgelöst wird, und bestellt, wenn es ausgelöst wird, und setzt Stop-Loss, Stop-Stop und Trailing-Loss ein, um das Risiko zu kontrollieren.

Analyse der Stärken

  • Unterstützt verschiedene, häufig vorkommende Formate und bietet eine breite Reichweite
  • Anpassbare Parameter zur Risikokontrolle, hohe Flexibilität
  • Es enthält verschiedene Grafik-Tools, um Formen zu erkennen.
  • K-Line ist ein realer Trend, um nicht eingeklemmt zu werden

Risiken und Lösungen

  • Die Form der Zwiebel ist nicht immer ein zuverlässiges Signal.

Die Lösung: Vermeiden Sie die Verwendung von Trend-Indikatoren bei Marktschwankungen

  • Einfache Form könnte Falschsignale verursachen

Lösung: Formsignale, die zu kurz sind, können angemessen gefiltert werden

  • Fehlgelegte Parameter können den Verlust vergrößern

Lösung: Setzen Sie Stop-Loss- und Stop-Stop-Parameter streng nach Ihrer Risikobereitschaft

Optimierungsrichtung

  • Mehr Beurteilung von Trends und Vermeidung von nicht-trendgemäßen Formen
  • Filtersignale in Kombination mit anderen Indikatoren
  • Optimierung der Formparameter und Verringerung der Falschsignalrate
  • Mit Hilfe von Machine-Learning-Algorithmen wird eine zuverlässigere Formerkennung entwickelt.

Zusammenfassen

Die Formform-Strategie nutzt die grafische Analyse, um kurzfristige Wendepunkte zu ermitteln. Sie ist eine der häufigsten Kurzlinienstrategien. Die Strategie unterstützt mehrere Formen und kann mit einer flexiblen, anpassbaren Risikokontrolle verwendet werden. Die Formform-Signal ist jedoch nicht zuverlässig und kann nicht alleine verwendet werden.

Strategiequellcode
/*backtest
start: 2023-11-19 00:00:00
end: 2023-11-24 02:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

//DanyChe
//The script allows you to test popular candlestick patterns on various instruments and timeframes. In addition, you can configure risk management (if the value is zero, it means the function is disabled), and you can also specify the time of the trading session (for example, so that the positions are not transferred to the next day). 
//The author is grateful to JayRogers and Phi35, their code examples helped a lot in writing the strategy.
strategy("Candle Patterns Strategy", shorttitle="CPS", overlay=true)

//--- Patterns Input ---

OnEngulfing = input(defval=true, title="Engulfing")
OnHarami = input(defval=true, title="Harami")
OnPiercingLine = input(defval=true, title="Piercing Line / Dark Cloud Cover")
OnMorningStar = input(defval=true, title="Morning Star / Evening Star ")
OnBeltHold = input(defval=true, title="Belt Hold")
OnThreeWhiteSoldiers = input(defval=true, title="Three White Soldiers / Three Black Crows")
OnThreeStarsInTheSouth = input(defval=true, title="Three Stars in the South")
OnStickSandwich = input(defval=true, title="Stick Sandwich")
OnMeetingLine = input(defval=true, title="Meeting Line")
OnKicking = input(defval=true, title="Kicking")
OnLadderBottom = input(defval=true, title="Ladder Bottom")

//--- Risk Management Input ---

inpsl = input(defval = 100, title="Stop Loss", minval = 0)
inptp = input(defval = 1000, title="Take Profit", minval = 0)
inptrail = input(defval = 40, title="Trailing Stop", minval = 0)
// If the zero value is set for stop loss, take profit or trailing stop, then the function is disabled
sl = inpsl >= 1 ? inpsl : na
tp = inptp >= 1 ? inptp : na
trail = inptrail >= 1 ? inptrail : na

//--- Session Input ---

sess = input(defval = "0000-0000", title="Trading session")
t = time('60', sess)
session_open = na(t) ? false : true

// --- Candlestick Patterns ---

//Engulfing 
bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1] ? OnEngulfing : na
bearish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]>open[1] and close[0]<close[1] and close[0]<open[0] and close[1]>close[2] and close[0]<open[1] ? OnEngulfing : na

//Harami
bullish_harami =  open[1]>close[1] and close[1]<close[2] and open[0]>close[1] and open[0]<open[1] and close[0]>close[1] and close[0]<open[1] and high[0]<high[1] and low[0]>low[1] and close[0]>=open[0] ? OnHarami : na
bearish_harami =   open[1]<close[1] and close[1]>close[2] and open[0]<close[1] and open[0]>open[1] and close[0]<close[1] and close[0]>open[1] and high[0]<high[1] and low[0]>low[1] and close[0]<=open[0] ? OnHarami : na

//Piercing Line/Dark Cloud Cover 
piercing_line = close[2]>close[1] and open[0]<low[1] and close[0]>avg(open[1],close[1]) and close[0]<open[1] ? OnPiercingLine : na
dark_cloud_cover = close[2]<close[1] and open[0]>high[1] and close[0]<avg(open[1],close[1]) and close[0]>open[1] ? OnPiercingLine : na

//Morning Star/Evening Star
morning_star = close[3]>close[2] and close[2]<open[2] and open[1]<close[2] and close[1]<close[2] and open[0]>open[1] and open[0]>close[1] and close[0]>close[2] and open[2]-close[2]>close[0]-open[0] ? OnMorningStar : na
evening_star = close[3]<close[2] and close[2]>open[2] and open[1]>close[2] and close[1]>close[2] and open[0]<open[1] and open[0]<close[1] and close[0]<close[2] and close[2]-open[2]>open[0]-close[0] ? OnMorningStar : na

//Belt Hold
bullish_belt_hold = close[1]<open[1] and low[1]>open[0] and close[1]>open[0] and open[0]==low[0] and close[0]>avg(close[0],open[0]) ? OnBeltHold :na
bearish_belt_hold =  close[1]>open[1] and high[1]<open[0] and close[1]<open[0] and open[0]==high[0] and close[0]<avg(close[0],open[0]) ? OnBeltHold :na

//Three White Soldiers/Three Black Crows 
three_white_soldiers = close[3]<open[3] and open[2]<close[3] and close[2]>avg(close[2],open[2]) and open[1]>open[2] and open[1]<close[2] and close[1]>avg(close[1],open[1]) and open[0]>open[1] and open[0]<close[1] and close[0]>avg(close[0],open[0]) and high[1]>high[2] and high[0]>high[1] ? OnThreeWhiteSoldiers : na
three_black_crows =  close[3]>open[3] and open[2]>close[3] and close[2]<avg(close[2],open[2]) and open[1]<open[2] and open[1]>close[2] and close[1]<avg(close[1],open[1]) and open[0]<open[1] and open[0]>close[1] and close[0]<avg(close[0],open[0]) and low[1]<low[2] and low[0]<low[1] ? OnThreeWhiteSoldiers : na

//Three Stars in the South
three_stars_in_the_south = open[3]>close[3] and open[2]>close[2] and open[2]==high[2] and open[1]>close[1] and open[1]<open[2] and open[1]>close[2] and low[1]>low[2] and open[1]==high[1] and open[0]>close[0] and open[0]<open[1] and open[0]>close[1] and open[0]==high[0] and close[0]==low[0] and close[0]>=low[1] ? OnThreeStarsInTheSouth : na

//Stick Sandwich
stick_sandwich = open[2]>close[2] and open[1]>close[2] and open[1]<close[1] and open[0]>close[1] and open[0]>close[0] and close[0]==close[2] ? OnStickSandwich : na

//Meeting Line 
bullish_ml = open[2]>close[2] and open[1]>close[1] and close[1]==close[0] and open[0]<close[0] and open[1]>=high[0] ? OnMeetingLine : na
bearish_ml = open[2]<close[2] and open[1]<close[1] and close[1]==close[0] and open[0]>close[0] and open[1]<=low[0] ? OnMeetingLine : na

//Kicking 
bullish_kicking =  open[1]>close[1] and open[1]==high[1] and close[1]==low[1] and open[0]>open[1] and open[0]==low[0] and close[0]==high[0] and close[0]-open[0]>open[1]-close[1] ? OnKicking : na
bearish_kicking = open[1]<close[1] and open[1]==low[1] and close[1]==high[1] and open[0]<open[1] and open[0]==high[0] and close[0]==low[0] and open[0]-close[0]>close[1]-open[1] ? OnKicking : na

//Ladder Bottom
ladder_bottom = open[4]>close[4] and open[3]>close[3] and open[3]<open[4] and open[2]>close[2] and open[2]<open[3] and open[1]>close[1] and open[1]<open[2] and open[0]<close[0] and open[0]>open[1] and low[4]>low[3] and low[3]>low[2] and low[2]>low[1] ? OnLadderBottom : na

// ---Plotting ---

plotshape(bullish_engulfing, text='Engulfing', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Engulfing Text")
plotshape(bearish_engulfing,text='Engulfing', style=shape.triangledown, color=#F35A54, editable=true, title="Bearish Engulfing Text")
plotshape(bullish_harami,text='Harami', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Harami Text")
plotshape(bearish_harami,text='Harami', style=shape.triangledown, color=#F35A54, editable=true, title="BEarish Harami Text")
plotshape(piercing_line,text='Piercing Line', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(dark_cloud_cover,text='Dark Cloud Cover', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(morning_star,text='Morning Star', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(evening_star,text='Evening Star', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(bullish_belt_hold,text='Belt Hold', style=shape.triangleup, color=#1FADA2, editable=false)    
plotshape(bearish_belt_hold,text='Belt Hold', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(three_white_soldiers,text='Three White Soldiers', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(three_black_crows,text='Three Black Crows', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(three_stars_in_the_south,text='3 Stars South', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(stick_sandwich,text='Stick Sandwich', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bullish_ml,text='Meeting Line', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bearish_ml,text='Meeting Line', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(bullish_kicking,text='Kicking', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bearish_kicking,text='Kicking', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(ladder_bottom,text='Ladder Bottom', style=shape.triangleup, color=#1FADA2, editable=false)

// --- STRATEGY ---

SignalUp = bullish_engulfing or bullish_harami or piercing_line or morning_star or bullish_belt_hold or three_white_soldiers or three_stars_in_the_south or stick_sandwich or bullish_ml or bullish_kicking or ladder_bottom
SignalDown = bearish_engulfing or bearish_harami or dark_cloud_cover or evening_star or bearish_belt_hold or three_black_crows or bearish_ml or bearish_kicking

strategy.entry("long", true, when = SignalUp and session_open)
strategy.entry("short", false, when = SignalDown and session_open)
strategy.close("long", when = not session_open)
strategy.close("short", when = not session_open)
strategy.exit("Risk Exit long", from_entry = "long", profit = tp, trail_points = trail, loss = sl)
strategy.exit("Risk Exit short", from_entry = "short", profit = tp, trail_points = trail, loss = sl )