ChaoZhang
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Überblick
Die Strategie ist ein umfassendes technisch-analytisches Handelssystem, das die klassische Graphit-Form-Erkennung mit der Trendanalyse kombiniert. Das System stützt sich hauptsächlich auf die Erkennung mehrerer klassischer Graphit-Formen, darunter mehr als zehn verschiedene Graphit-Formen, und kombiniert kurz- und langfristige Moving Averages, um Markttrends zu bestätigen und so ein Kauf- und Verkaufsignal zu erzeugen. Die Strategie ist für verschiedene Zeiträume geeignet und kann sowohl für kurz- als auch für mittelfristige Positionen verwendet werden.
Strategieprinzip
Die Strategie nutzt mehrschichtige Signalbestätigungsmechanismen:
- Verwendung eines 6-Perioden-Indikator-Moving Averages (EMA) als kurzfristiger Trendindikator
- Langfristige Trends anhand von 50- und 200-Perioden-SMAs
- Es gibt mehrere Arten von Graphiken:
- Kreuzsternfamilie (Gewöhnliche Kreuzstern, Grabmalkreuz, Kruszkreuz)
- Die Form des Fangs (Fangs, Aufhänger, Rücken Fangs, Stern)
- Die Form verschlingt
- Gestalt der Geburtslinie
- Aufgang/Sonnenuntergang
- Die Form der Trimmel/Trimmel
- Die Kombination von Trend und Form erzeugt Handelssignale
Strategische Vorteile
- Mehrdimensionale Signalbestätigung: Erhöhung der Zuverlässigkeit von Handelssignalen durch die doppelte Bestätigung von Moving Averages und Pivot-Graph-Formaten
- Anpassungsfähigkeit: Anpassung an unterschiedliche Marktumgebungen, um sowohl Trends als auch Umkehrmöglichkeiten zu erfassen
- Gute Risikokontrollen: Falschmeldungen durch strenge Bedingungen für die Formerkennung reduzieren
- Die Logik ist klar: Jedes Handelssignal hat klare Einstiegsbedingungen.
- Erweiterbarkeit: Das Strategie-Framework erlaubt es, neue Formenerkennungsmodule nach Bedarf hinzuzufügen.
Strategisches Risiko
- Verzögerung bei der Formerkennung: Die Formbestätigung durch die Karte benötigt mehrere K-Linien und kann den besten Einstiegsmoment verpassen.
- Signalüberschneidung: Mehrere Formen können zu Signalkonflikten führen
- Marktgeräusche: Zu viele falsche Signale in der unruhigen Stadt
- Parameter-Sensitivität: Die Wahl der Moving Average-Periode hat einen großen Einfluss auf die Strategie-Performance
- Komplexität der Berechnung: Echtzeitberechnung in mehreren Formen kann die Effizienz der Ausführung beeinträchtigen
Richtung der Strategieoptimierung
- Signalgewichtssystem:
- Anpassbare Gewichte für verschiedene Formen
- Gewichte, die der Dynamik des Marktumfelds angepasst werden
- Identifizierung des Marktumfelds:
- Hinzufügen von Volatilitätsindikatoren zur Identifizierung von Marktzuständen
- Anpassung der Strategieparameter an unterschiedliche Marktbedingungen
- Stop Loss Optimierung:
- Dynamische Verlustbewältigung basierend auf Formmerkmalen
- Hinzufügen von Tracking-Stopp-Mechanismen
- Das ist ein Signal-Filter:
- Mechanismus zur Bestätigung des Transaktionsvolumens hinzufügen
- Trendstärkefilter hinzufügen
- Optimierung der Rechenleistung:
- Vereinfachte Formenerkennungsalgorithmen
- Optimierung der Datenstruktur
Zusammenfassen
Die Strategie baut ein vollständiges Handelssystem auf, indem sie mehrere technische Analyse-Tools integriert. Die Kernvorteile der Strategie liegen in einer mehrdimensionalen Signalbestätigungsmechanik, aber gleichzeitig besteht die Gefahr von Signalverzögerungen und Überfusion. Durch die Hinzufügung von Marktelementerkennungs- und Dynamikparameteranpassungsmechanismen wird die Strategie eine bessere Leistung erwarten.
Strategiequellcode
/*backtest
start: 2023-11-12 00:00:00
end: 2024-11-11 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("hazed candles", shorttitle="hazed candles", overlay=true)
// Inputs
ema_input = input.int(6, title="EMA value to detect trend")
show_doji = input.bool(true, title="Doji star")
show_doji_grave = input.bool(true, title="Doji grave")
show_doji_dragonfly = input.bool(true, title="Doji dragonfly")
show_hammer = input.bool(true, title="Hammer")
show_hanginman = input.bool(true, title="Hanging man")
show_rhammer = input.bool(true, title="Reversed hammer")
show_falling_star = input.bool(true, title="Falling star")
show_absorption = input.bool(true, title="Absorptions")
show_tweezers = input.bool(true, title="Tweezers")
show_triple_inside = input.bool(true, title="Triple inside")
show_three_soldiers = input.bool(true, title="Three soldiers")
show_three_crows = input.bool(true, title="Three crows")
show_morning_evening_stars = input.bool(true, title="Morning / evening stars")
show_golden_death_cross = input.bool(true, title="Golden / Death cross")
// EMA calculation
prev_p_1 = ta.ema(close, ema_input)
// Variables
lowhigh_long_prop = 10
body_prop_size = 9
bar_size_h = high - close
bar_size_l = math.max(open, close) - math.min(close, open)
body_size_h = high - low
low_body_prop = close - low
high_body_prop = high - close
low_half_eq = (low_body_prop > body_size_h / 2.5 and low_body_prop < body_size_h / 1.65)
high_half_eq = (high_body_prop > body_size_h / 2.5 and high_body_prop < body_size_h / 1.65)
open_close_eq = (bar_size_l < body_size_h / body_prop_size)
///////////////// Doji star ///////////////
doji_star_up = show_doji and close <= prev_p_1 and open_close_eq and high_body_prop and low_half_eq
doji_star_down = show_doji and close > prev_p_1 and open_close_eq and high_body_prop and low_half_eq
plotshape(doji_star_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Doji star")
plotshape(doji_star_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Doji star")
// Strategy entries for Doji star
if (doji_star_up)
strategy.entry("Buy Doji Star", strategy.long)
if (doji_star_down)
strategy.entry("Sell Doji Star", strategy.short)
///////////////// Doji grave ///////////////
long_high_body = (high_body_prop > bar_size_l * lowhigh_long_prop)
open_low_eq = ((close - low) < body_size_h / body_prop_size)
doji_grave = show_doji_grave and close > prev_p_1 and open_close_eq and open_low_eq and long_high_body
plotshape(doji_grave, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Doji grave")
// Strategy entries for Doji grave
if (doji_grave)
strategy.entry("Sell Doji Grave", strategy.short)
///////////////// Doji dragonfly ///////////////
long_low_body = (low_body_prop > bar_size_l * lowhigh_long_prop)
open_high_eq = ((high - close) < body_size_h / body_prop_size)
doji_dragonfly = show_doji_dragonfly and close <= prev_p_1 and open_close_eq and open_high_eq and long_low_body
plotshape(doji_dragonfly, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Doji dragonfly")
// Strategy entries for Doji dragonfly
if (doji_dragonfly)
strategy.entry("Buy Doji Dragonfly", strategy.long)
///////////////// Hammer ///////////////
bottom_low = close - bar_size_h * 15
bottom_high = close - bar_size_h * 1.5
top_low = open + bar_size_l * 1.5
top_high = open + bar_size_l * 15
h_down = show_hammer and prev_p_1 > close and open == high and low > bottom_low and low < bottom_high
plotshape(h_down, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Hammer")
// Strategy entries for Hammer
if (h_down)
strategy.entry("Buy Hammer", strategy.long)
///////////////// Hanging man ///////////////
hm_down = show_hanginman and prev_p_1 < close and open == high and low > bottom_low and low < bottom_high
plotshape(hm_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Hanging man")
// Strategy entries for Hanging man
if (hm_down)
strategy.entry("Sell Hanging Man", strategy.short)
///////////////// Reversed hammer ///////////////
rh_down = show_rhammer and prev_p_1 > open and low == close and high > top_low and high < top_high
plotshape(rh_down, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Reversed hammer")
// Strategy entries for Reversed hammer
if (rh_down)
strategy.entry("Buy Reversed Hammer", strategy.long)
///////////////// Fallling star ///////////////
fs_down = show_falling_star and prev_p_1 < close and low == close and high > top_low and high < top_high
plotshape(fs_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Falling star")
// Strategy entries for Falling star
if (fs_down)
strategy.entry("Sell Falling Star", strategy.short)
///////////////// Absorption ///////////////
open_1 = open[1]
close_1 = close[1]
high_1 = high[1]
low_1 = low[1]
open_2 = open[2]
close_2 = close[2]
high_2 = high[2]
low_2 = low[2]
open_3 = open[3]
close_3 = close[3]
high_3 = high[3]
low_3 = low[3]
bar_1 = math.max(open_1, close_1) - math.min(open_1, close_1)
bar_2 = math.max(open_2, close_2) - math.min(open_2, close_2)
bar_3 = math.max(open_3, close_3) - math.min(open_3, close_3)
bar_h = math.max(open, close) - math.min(open, close)
bar_size_min = bar_1 * 1.2
bar_size_f = (bar_h > bar_size_min)
absorption_up = show_absorption and bar_size_f and open_1 > close_1 and open_1 != open and open_3 > open_2 and open_2 > open_1 and open_1 > open and close > open
absorption_down = show_absorption and bar_size_f and open_1 < close_1 and open_1 != open and open_3 < open_2 and open_2 < open_1 and open_1 < open and close < open
plotshape(absorption_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Absorption")
plotshape(absorption_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Absorption")
// Strategy entries for Absorption
if (absorption_up)
strategy.entry("Buy Absorption", strategy.long)
if (absorption_down)
strategy.entry("Sell Absorption", strategy.short)
///////////////// Tweezer ///////////////
match_lows = (low_1 == low or (low_2 == low and open_2 == open_1))
sprici_up = show_tweezers and prev_p_1 > open and match_lows and open_3 > open_2 and open_2 > open_1 and open_1 > open and low != open and close_1 != low_1
plotshape(sprici_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Tweezer")
match_highs = (high_1 == high or (high_2 == high and open_2 == open_1))
sprici_down = show_tweezers and prev_p_1 <= open and match_highs and open_3 < open_2 and open_2 < open_1 and open_1 < open and high != open and close_1 != high_1
plotshape(sprici_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Tweezer")
// Strategy entries for Tweezer
if (sprici_up)
strategy.entry("Buy Tweezer", strategy.long)
if (sprici_down)
strategy.entry("Sell Tweezer", strategy.short)
///////////////// Triple inside up/down ///////////////
open_close_min = math.min(close, open)
open_close_max = math.max(close, open)
bar = open_close_max - open_close_min
open_close_min_1 = math.min(close[1], open[1])
open_close_max_1 = math.max(close[1], open[1])
open_close_min_2 = math.min(close[2], open[2])
open_close_max_2 = math.max(close[2], open[2])
body_top_1 = math.max(close[1], open[1])
body_low_1 = math.min(close[1], open[1])
triple_inside_up = show_triple_inside and open_close_min_2 == open_close_min_1 and bar_1 > bar_2 * 0.4 and bar_1 < bar_2 * 0.6 and close > open_2 and bar > bar_1 and bar + bar_1 < bar_2 * 2
plotshape(triple_inside_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Three inside")
triple_inside_down = show_triple_inside and open_close_max_2 == open_close_max_1 and bar_1 > bar_2 * 0.4 and bar_1 < bar_2 * 0.6 and close < open_2 and bar > bar_1 and bar + bar_1 < bar_2 * 2
plotshape(triple_inside_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Three inside")
// Strategy entries for Triple inside
if (triple_inside_up)
strategy.entry("Buy Triple Inside", strategy.long)
if (triple_inside_down)
strategy.entry("Sell Triple Inside", strategy.short)
///////////////// Triple soldiers / crows ///////////////
triple_solders = show_three_soldiers and prev_p_1 > open_2 and bar > bar_1 * 0.8 and bar < bar_1 * 1.2 and bar > bar_2 * 0.8 and bar < bar_2 * 1.2 and close > close_1 and close_1 > close_2 and open_2 < close_2 and open_1 < close_1
plotshape(triple_solders, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Three soldiers")
triple_crows = show_three_crows and prev_p_1 < open_2 and bar > bar_1 * 0.8 and bar < bar_1 * 1.2 and bar > bar_2 * 0.8 and bar < bar_2 * 1.2 and close < close_1 and close_1 < close_2 and open_2 > close_2 and open_1 > close_1
plotshape(triple_crows, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Three crows")
// Strategy entries for Three soldiers and Three crows
if (triple_solders)
strategy.entry("Buy Three Soldiers", strategy.long)
if (triple_crows)
strategy.entry("Sell Three Crows", strategy.short)
///////////////// Golden death cross ///////////////
ma_50 = ta.sma(close, 50)
ma_200 = ta.sma(close, 200)
ma_50_200_cross = ta.crossover(ma_50, ma_200) or ta.crossunder(ma_50, ma_200)
golden_cross_up = show_golden_death_cross and ma_50_200_cross and ma_50 > ma_200
plotshape(golden_cross_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Golden cross")
death_cross_down = show_golden_death_cross and ma_50_200_cross and ma_50 < ma_200
plotshape(death_cross_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Death cross")
// Strategy entries for Golden cross and Death cross
if (golden_cross_up)
strategy.entry("Buy Golden Cross", strategy.long)
if (death_cross_down)
strategy.entry("Sell Death Cross", strategy.short)
///////////////// Morning evening stars ///////////////
morning_star = show_morning_evening_stars and bar > bar_1 and bar_2 > bar_1 and bar > (bar_2 * 0.5) and open_close_min_2 > open_close_min_1 and open_close_min > open_close_min_1 and prev_p_1 > close_2 and prev_p_1 > close_1 and close > close_1 and close_3 > close_2 and close_2 > close_1 and close > body_top_1 and close_2 != close_1 and open != close and open_2 != close_2
plotshape(morning_star, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Morning star")
evening_star = show_morning_evening_stars and bar > bar_1 and bar_2 > bar_1 and bar > (bar_2 * 0.5) and open_close_max_2 < open_close_max_1 and open_close_max < open_close_max_1 and prev_p_1 < close_2 and prev_p_1 < close_1 and close < close_1 and close_3 < close_2 and close_2 < close_1 and close < body_low_1 and close_2 != close_1 and open != close and open_2 != close_2
plotshape(evening_star, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Evening star")
// Strategy entries for Morning star and Evening star
if (morning_star)
strategy.entry("Buy Morning Star", strategy.long)
if (evening_star)
strategy.entry("Sell Evening Star", strategy.short)