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Strategie-Kern: Smart Money, das sich auf den Wochenendmarkt spezialisiert
Das ist eine Strategie, die wie ein Nachtwächter funktioniert, der ausläuft, wenn institutionelle Investoren “aus dem Büro” sind.
Die Schwerpunkte!Diese Strategie gilt nur für den Handel am Samstag, insbesondere am Sonntag zwischen 0 und 8 Uhr UTC. Warum? Weil es zu dieser Zeit relativ wenig Liquidität gibt und die Effektivität der technischen Analyse höher ist, so wie es in einer ruhigen Bibliothek leichter ist, kleine Geräusche zu hören.
Die Integration von mehreren Indikatoren: Nicht allein kämpfen
Die Strategie ist wie eine Allianz der Rache:
- RSI (Zyklus 8)Das sind die wichtigsten Faktoren, die den Markt beeinflussen.
- MACD(8,17,9)Bestätigung der Trenddynamik
- Brin-Gürtel (~20, 2.5)Identifizierung von Extrempreiszonen
- CVD abtrünnigDas ist die richtige Art und Weise, wie man Geld zu verdienen hat.
Ein Leitfaden für den AbgrundEin einziger Indikator ist wie ein einzelner Film, der leicht von der Handlung ablenkt werden kann. Mehrfache Indikatoren sind wie ein gemeinsamer Film mit Freunden, der unterschiedliche Ansichten vermittelt!
Smart Money Management: 500 Dollar können auch zum Spielen sein
Das System wurde speziell für Kleinstunternehmen entwickelt:
- Mindestens 120 US-Dollar pro StückDas ist eine sehr schwierige Aufgabe.
- Maximal 4 gleichzeitige PositionenDas ist die richtige Antwort auf die Frage: “Wie kann man ein Risiko aufteilen, ohne die Eier in einen Korb zu legen?”
- 5 bis 20 Mal dynamische HebelwirkungDas ist eine automatische Anpassung an die Volatilität des Marktes.
Wie beim Autofahren kann man auf der Schnellstraße schnell fahren, aber im kleinen Käfig langsam. Das System passt die Positionsgröße an die Risiken der verschiedenen Währungen an.
️ Risikomanagement: Besser als deine Mutter
Dreifacher Schutz：
- Maximal 5% des Tagesverlustes“Wenn ich heute zu viel verliere, komme ich morgen wieder”.
- Maximal 15% für WochenendverlusteDas ist die einzige Möglichkeit, die wir haben.
- Viermal in Folge verlierenDas ist eine sehr schwierige Aufgabe.
NotbremsungWenn der Kontoverlust mehr als 30% beträgt, beenden Sie sofort alle Geschäfte. Das ist wie das ABS-System eines Autos, das in entscheidenden Momenten Leben rettet!
Strategiequellcode
/*backtest
start: 2024-09-24 00:00:00
end: 2025-09-22 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/
//@version=6
strategy("Weekend Hunter Ultimate v6.2 [PRODUCTION READY]",
overlay=true,
pyramiding=0,
calc_bars_count=5000,
default_qty_type=strategy.percent_of_equity,
default_qty_value=10,
commission_type=strategy.commission.percent,
commission_value=0.075,
slippage=3,
initial_capital=500)
// ========================================
// WEEKEND-ONLY CONFIGURATION
// ========================================
enable_weekend_only = input.bool(true, "WEEKEND TRADING ONLY", tooltip="Saturday-Sunday when institutions are offline")
weekend_start_day = input.string("Saturday", "Weekend Start", options=["Friday", "Saturday"])
weekend_end_day = input.string("Sunday", "Weekend End", options=["Sunday", "Monday"])
// Optimal Weekend Windows (Research-Based)
optimal_saturday_start = input.int(0, "Saturday Start Hour (UTC)", minval=0, maxval=23)
optimal_sunday_end = input.int(23, "Sunday End Hour (UTC)", minval=0, maxval=23)
prime_sunday_window = input.bool(true, "Enable Prime Sunday Window (0-8 UTC)")
// Weekend Detection Logic
is_saturday = dayofweek == dayofweek.saturday
is_sunday = dayofweek == dayofweek.sunday
is_weekend = is_saturday or is_sunday
current_hour = hour(time)
// Prime Weekend Window
in_prime_window = is_sunday and current_hour >= 0 and current_hour <= 8
in_weekend_hours = (is_saturday and current_hour >= optimal_saturday_start) or
(is_sunday and current_hour <= optimal_sunday_end)
weekend_trading_active = enable_weekend_only ? (is_weekend and in_weekend_hours) : true
// ========================================
// POSITION & CAPITAL MANAGEMENT
// ========================================
var float daily_pnl = 0.0
var float weekend_pnl = 0.0
var int last_day = 0
var int consecutive_losses = 0
// Maximum concurrent positions with $500
max_concurrent_positions = 4
current_positions = strategy.opentrades
// Smart Capital Management
available_capital = strategy.equity - (strategy.position_size * close)
min_capital_per_trade = 120.0
safety_buffer = 50.0
can_afford_position = available_capital > (min_capital_per_trade + safety_buffer)
position_available = current_positions < max_concurrent_positions
// ========================================
// AGGRESSIVE 65% WIN RATE CONFIGURATION
// ========================================
historical_win_rate = input.float(65.0, "Target Win Rate %", minval=60.0, maxval=70.0) / 100
avg_win_percent = input.float(5.5, "Average Win %", minval=4.0, maxval=7.0) / 100
avg_loss_percent = input.float(1.8, "Average Loss %", minval=1.5, maxval=2.5) / 100
// Loss Limits
max_daily_loss = input.float(5.0, "Max Daily Loss %", minval=3.0, maxval=8.0)
max_weekend_loss = input.float(15.0, "Max Weekend Loss %", minval=10.0, maxval=20.0)
max_consecutive_losses_allowed = 4
// ========================================
// DYNAMIC LEVERAGE SYSTEM 5-20x
// ========================================
min_leverage = input.float(5.0, "Minimum Leverage", minval=5.0, maxval=10.0)
max_leverage = input.float(20.0, "Maximum Leverage", minval=15.0, maxval=25.0)
// EXACT COIN-SPECIFIC RISK PROFILES
symbol_risk_profile = syminfo.ticker == "BTCUSDT" ? 0.9 :
syminfo.ticker == "ETHUSDT" ? 0.85 :
syminfo.ticker == "LINKUSDT" ? 0.75 :
syminfo.ticker == "XRPUSDT" ? 0.75 :
syminfo.ticker == "DOGEUSDT" ? 0.6 :
syminfo.ticker == "SOLUSDT" ? 0.7 :
syminfo.ticker == "AVAXUSDT" ? 0.7 :
syminfo.ticker == "1000PEPEUSDT" ? 0.5 :
syminfo.ticker == "TONUSDT" ? 0.65 :
syminfo.ticker == "POLUSDT" ? 0.7 : 0.5
// ========================================
// PROFIT PROTECTION SYSTEM
// ========================================
use_trailing = input.bool(true, "Enable Smart Trailing", tooltip="Protects profits when approaching target")
trailing_activation_percent = input.float(2.5, "Trailing Activation %", minval=2.0, maxval=3.5)
trailing_distance_percent = input.float(1.5, "Trail Distance %", minval=1.0, maxval=2.0)
// ========================================
// MULTI-TIMEFRAME CONFLUENCE
// ========================================
// 4H Trend Bias
htf_4h_close = request.security(syminfo.tickerid, "240", close, lookahead=barmerge.lookahead_off)
htf_4h_ema50 = request.security(syminfo.tickerid, "240", ta.ema(close, 50), lookahead=barmerge.lookahead_off)
// 1H Momentum Confirmation - Fixed MACD
[htf_1h_macd, htf_1h_signal, htf_1h_hist] = request.security(syminfo.tickerid, "60", ta.macd(close, 12, 26, 9), lookahead=barmerge.lookahead_off)
htf_1h_rsi = request.security(syminfo.tickerid, "60", ta.rsi(close, 14), lookahead=barmerge.lookahead_off)
// Trend Alignment Scoring
htf_4h_trend = htf_4h_close > htf_4h_ema50 ? 1 : -1
htf_1h_momentum = htf_1h_macd > htf_1h_signal ? 1 : -1
current_trend = close > ta.ema(close, 20) ? 1 : -1
trend_alignment = (htf_4h_trend + htf_1h_momentum + current_trend) / 3.0
// ========================================
// VOLATILITY & MARKET REGIME
// ========================================
atr_period = 14
atr_value = ta.atr(atr_period)
atr_percentage = (atr_value / close) * 100
volatility_regime = atr_percentage < 2.0 ? "Low" : atr_percentage < 5.0 ? "Medium" : "High"
// Weekend Liquidity Adjustment
volume_sma = ta.sma(volume, 20)
current_liquidity_ratio = volume / volume_sma
weekend_liquidity_adjustment = is_weekend ? math.min(current_liquidity_ratio * 0.8, 1.0) : 1.0
// ========================================
// CVD DIVERGENCE DETECTION
// ========================================
var float cvd = 0.0
bull_volume = close > open ? volume : 0
bear_volume = close < open ? volume : 0
volume_delta = bull_volume - bear_volume
cvd := cvd + volume_delta
// Divergence Detection
price_higher = close > close[10]
cvd_lower = cvd < cvd[10]
bearish_divergence = price_higher and cvd_lower
price_lower = close < close[10]
cvd_higher = cvd > cvd[10]
bullish_divergence = price_lower and cvd_higher
// ========================================
// SIGNAL GENERATION SYSTEM
// ========================================
// Primary Indicators
rsi = ta.rsi(close, 8)
// Fixed MACD unpacking
[macd_line, signal_line, histogram] = ta.macd(close, 8, 17, 9)
// Fixed Bollinger Bands unpacking
[bb_upper, bb_middle, bb_lower] = ta.bb(close, 20, 2.5)
// Volume Confirmation
volume_surge = volume > (volume_sma * 1.5)
min_volume_threshold = ta.sma(volume, 100) * 0.1
valid_volume = volume > min_volume_threshold
volume_confirmation = volume_surge and current_liquidity_ratio > 0.7 and valid_volume
// Signal Strength Calculation
var float signal_strength = 0.0
// Trend Component (40% weight)
trend_score = trend_alignment * 40
// Momentum Component (30% weight)
momentum_bullish = rsi < 30 and rsi > rsi[1]
momentum_bearish = rsi > 70 and rsi < rsi[1]
momentum_score = momentum_bullish ? 30 : momentum_bearish ? -30 : 0
// Volume Component (20% weight)
volume_score = volume_confirmation ? 20 : 0
volume_score := volume_score + (bullish_divergence ? 10 : bearish_divergence ? -10 : 0)
// Weekend Component (10% weight) - Fixed type
weekend_score = is_weekend ? 10.0 : 0.0
if in_prime_window
weekend_score := weekend_score * 1.5
signal_strength := trend_score + momentum_score + volume_score + weekend_score
// Weekend Signal Boost
if is_weekend
signal_strength := signal_strength * 1.2
if in_prime_window
signal_strength := signal_strength * 1.3
// ========================================
// DYNAMIC LEVERAGE CALCULATION
// ========================================
// Safety Score Components
volatility_safety = volatility_regime == "Low" ? 1.0 : volatility_regime == "Medium" ? 0.7 : 0.4
signal_confidence = math.abs(signal_strength) / 100
overall_safety = (volatility_safety + signal_confidence) / 2 * symbol_risk_profile
// Calculate Dynamic Leverage
leverage_range = max_leverage - min_leverage
dynamic_leverage = min_leverage + (leverage_range * overall_safety)
final_leverage = math.round(math.max(min_leverage, math.min(max_leverage, dynamic_leverage)), 1)
// ========================================
// POSITION SIZING WITH CAPITAL CHECK
// ========================================
// Signal Thresholds
min_signal_strength = input.float(55.0, "Minimum Signal Strength", minval=45.0, maxval=65.0)
high_confidence_threshold = input.float(75.0, "High Confidence Threshold", minval=70.0, maxval=85.0)
high_confidence = math.abs(signal_strength) > high_confidence_threshold
position_multiplier = high_confidence ? 1.3 : 1.0
// Calculate Position Size
base_position_usd = 120.0
desired_position_usd = base_position_usd * position_multiplier
// Pair-specific adjustment
pair_multiplier = syminfo.ticker == "1000PEPEUSDT" ? 0.5 : syminfo.ticker == "BTCUSDT" ? 1.0 : syminfo.ticker == "ETHUSDT" ? 1.0 : 0.8
final_position_usd = desired_position_usd * pair_multiplier
contracts = can_afford_position ? final_position_usd / close : 0
// ========================================
// ENTRY CONDITIONS WITH ALL SAFETY CHECKS
// ========================================
// Signal Conditions
strong_bullish_signal = signal_strength > min_signal_strength and trend_alignment > 0
strong_bearish_signal = signal_strength < -min_signal_strength and trend_alignment < 0
// Flash Crash Protection (8%)
flash_crash_detected = math.abs((close - close[4]) / close[4]) > 0.08
// Loss Tracking
if dayofmonth != last_day
daily_pnl := 0.0
if dayofweek == dayofweek.monday
weekend_pnl := 0.0
last_day := dayofmonth
daily_loss_pct = (daily_pnl / strategy.equity) * 100
weekend_loss_pct = (weekend_pnl / strategy.equity) * 100
loss_limits_active = daily_loss_pct <= -max_daily_loss or weekend_loss_pct <= -max_weekend_loss or consecutive_losses >= max_consecutive_losses_allowed
// Emergency Stop at -30% Account Level
account_emergency_stop = strategy.equity < (strategy.initial_capital * 0.7)
// Final Entry Conditions (fixed line continuation)
can_enter_long = strong_bullish_signal and weekend_trading_active and not loss_limits_active and position_available and can_afford_position and strategy.position_size == 0 and not flash_crash_detected and not account_emergency_stop
can_enter_short = strong_bearish_signal and weekend_trading_active and not loss_limits_active and position_available and can_afford_position and strategy.position_size == 0 and not flash_crash_detected and not account_emergency_stop
// ========================================
// DYNAMIC STOP LOSS & TAKE PROFIT
// ========================================
// ATR-Based with Leverage Adjustment
base_atr_mult_sl = input.float(1.5, "Base ATR Multiplier SL", minval=1.0, maxval=2.0)
base_atr_mult_tp = input.float(4.5, "Base ATR Multiplier TP", minval=3.5, maxval=6.0)
leverage_adjustment = 1.0 + (final_leverage - 5) / 50
atr_mult_sl = base_atr_mult_sl / leverage_adjustment
atr_mult_tp = base_atr_mult_tp * (1.0 + signal_confidence * 0.2)
stop_distance = atr_value * atr_mult_sl
tp_distance = atr_value * atr_mult_tp
long_stop = close - stop_distance
long_tp = close + tp_distance
short_stop = close + stop_distance
short_tp = close - tp_distance
// ========================================
// STRATEGY EXECUTION WITH ALERTS
// ========================================
// Long Entry with alert
if can_enter_long
alert_message = '{"action":"open_long","ticker":"' + syminfo.ticker + '","price":"' + str.tostring(close) + '","leverage":"' + str.tostring(final_leverage) + '","stop_loss":"' + str.tostring(long_stop) + '","take_profit":"' + str.tostring(long_tp) + '"}'
strategy.entry("Long", strategy.long, qty=contracts, comment="L " + str.tostring(final_leverage, "#.#") + "x S:" + str.tostring(signal_strength, "#"))
alert(alert_message, alert.freq_once_per_bar)
if use_trailing
strategy.exit("Long Exit", "Long", stop=long_stop, limit=long_tp, trail_points=close * trailing_activation_percent / 100, trail_offset=close * trailing_distance_percent / 100)
else
strategy.exit("Long Exit", "Long", stop=long_stop, limit=long_tp)
// Short Entry with alert
if can_enter_short
alert_message = '{"action":"open_short","ticker":"' + syminfo.ticker + '","price":"' + str.tostring(close) + '","leverage":"' + str.tostring(final_leverage) + '","stop_loss":"' + str.tostring(short_stop) + '","take_profit":"' + str.tostring(short_tp) + '"}'
strategy.entry("Short", strategy.short, qty=contracts, comment="S " + str.tostring(final_leverage, "#.#") + "x S:" + str.tostring(signal_strength, "#"))
alert(alert_message, alert.freq_once_per_bar)
if use_trailing
strategy.exit("Short Exit", "Short", stop=short_stop, limit=short_tp, trail_points=close * trailing_activation_percent / 100, trail_offset=close * trailing_distance_percent / 100)
else
strategy.exit("Short Exit", "Short", stop=short_stop, limit=short_tp)
// Emergency Exits with alert
if strategy.position_size != 0
entry_price = strategy.position_avg_price
current_profit_pct = strategy.position_size > 0 ? ((close - entry_price) / entry_price * 100) : ((entry_price - close) / entry_price * 100)
// Liquidation Protection
liq_distance = 100 / final_leverage * 0.8
approaching_liquidation = math.abs(current_profit_pct) > liq_distance
if approaching_liquidation or flash_crash_detected or account_emergency_stop
alert('{"action":"close_all","ticker":"' + syminfo.ticker + '"}', alert.freq_once_per_bar)
strategy.close_all(comment="EMERGENCY")
// Weekend End Exit
if dayofweek == dayofweek.monday and hour == 0 and strategy.position_size != 0
alert('{"action":"close_all","ticker":"' + syminfo.ticker + '"}', alert.freq_once_per_bar)
strategy.close_all(comment="Weekend End")
// Weekend Background
bgcolor(is_weekend ? color.new(color.blue, 95) : na, title="Weekend")
bgcolor(in_prime_window ? color.new(color.purple, 90) : na, title="Prime")
// Signal Strength
plot(signal_strength, "Signal", signal_strength > 0 ? color.lime : color.red, 2)
hline(min_signal_strength, "Min Signal", color.green, hline.style_dashed)
hline(-min_signal_strength, "Min Signal", color.red, hline.style_dashed)
// Entry Signals
plotshape(can_enter_long, "Long", shape.triangleup, location.belowbar, high_confidence ? color.lime : color.green, size=size.small)
plotshape(can_enter_short, "Short", shape.triangledown, location.abovebar, high_confidence ? color.red : color.maroon, size=size.small)
// Warnings
bgcolor(loss_limits_active ? color.new(color.red, 80) : na, title="Loss Limit")
bgcolor(account_emergency_stop ? color.new(color.purple, 80) : na, title="Emergency")