Tendencia del indicador múltiple MACD siguiendo la estrategia

El autor:¿ Qué pasa?, Fecha: 14 de septiembre de 2023 18:09:57
Las etiquetas:

Estrategia lógica

Esta estrategia integra MACD, promedios móviles, caimanes y más para identificar la dirección de la tendencia para seguir la tendencia.

La lógica es:

  1. Calcular las líneas cortas, largas e histogramas del MACD

  2. Utilice la dirección del histograma para determinar la tendencia a corto plazo

  3. Graficar las medias móviles múltiples para medir la posición de precios

  4. Las líneas de cocodrilo juzgan la fuerza general de la tendencia

  5. Combinando los indicadores anteriores, ir largo / corto cuando se alinean

  6. Stop loss cuando los indicadores cambian para una reversión temprana

Al sintetizar múltiples indicadores, su objetivo es operar con tendencias fuertes y reducir las pérdidas temprano cuando ocurren reversiones.

Ventajas

  • El MACD evalúa la tendencia y la fortaleza a corto plazo

  • Las posiciones MA determinan las tendencias a medio y largo plazo

  • El caimán muestra la fuerza de la tendencia general

  • Los indicadores múltiples mejoran la precisión

Los riesgos

  • Se necesita una amplia optimización de parámetros

  • Señales contradictorias difíciles de interpretar

  • Problemas de retraso con las AMP, etc.

Resumen de las actividades

Esta estrategia intenta determinar de manera integral la dirección de la tendencia utilizando múltiples indicadores, pero los problemas de retraso y los conflictos de señales justifican precaución a pesar de la optimización.


/*backtest
start: 2023-09-06 00:00:00
end: 2023-09-13 00:00:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("5MSM VISHNU", overlay=true,process_orders_on_close=true)
//indicator(title="mahakaal", shorttitle="mahakaal", timeframe="", timeframe_gaps=true)

green = #26A69A
red = #FF0000
Yellow = #fcf932

// Getting inputs
fast_length = input(title="Fast Length", defval=12)
slow_length = input(title="Slow Length", defval=26)
src3 = input(title="Source", defval=close)
signal_length = input.int(title="Signal Smoothing",  minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title="Oscillator MA Type",  defval="EMA", options=["SMA", "EMA"])
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])
// Plot colors
col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD")
col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal")
col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src3, fast_length) : ta.ema(src3, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src3, slow_length) : ta.ema(src3, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
//hline(0, "Zero Line", color=color.new(#787B86, 50))

//@version=5
//indicator(title="Moving Average Exponential", shorttitle="EMA", overlay=true, timeframe="", timeframe_gaps=true)
len = input.int(200, minval=1, title="Length")
src2 = input(close, title="Source")
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
Bahubali = ta.ema(src2, len)
//plot(out, title="EMA", color=color.blue, offset=offset)

//@version=5
//indicator(title="Williams Alligator", shorttitle="Alligator", overlay=true, timeframe="", timeframe_gaps=true)
smma(src, length) =>
	smma =  0.0
	smma := na(smma[1]) ? ta.sma(src, length) : (smma[1] * (length - 1) + src) / length
	smma
jawLength = input.int(13, minval=1, title="Jaw Length")
teethLength = input.int(8, minval=1, title="Teeth Length")
lipsLength = input.int(5, minval=1, title="Lips Length")
jawOffset = input(8, title="Jaw Offset")
teethOffset = input(5, title="Teeth Offset")
lipsOffset = input(3, title="Lips Offset")
jaw = smma(hl2, jawLength)
teeth = smma(hl2, teethLength)
lips = smma(hl2, lipsLength)
//plot(jaw, "Jaw", offset = jawOffset, color=#2962FF)


if (hist > 9)

    hist := 10


if (hist < -9)

    hist := -10

// Compose alert message
// Entry
alert_msg_long_entry =  
             "BUY 🟢 {{ticker}} CE " + str.tostring(math.floor((close - 100)/100)*100)       + "\n"   + 
             "####################\n\n" + 
             "{{strategy.order.id}}💹 Target 1:  "         + str.tostring(math.round(close + 35))       + "\n"   + 
             "{{strategy.order.id}}💹 Target 2:  "         + str.tostring(math.round(close + 45))       + "\n"   +  
             "\n"   +  
             "{{strategy.order.id}} Stop Loss: "         + str.tostring(math.round(close - 30))       + "\n\n" + 
             "\n"   + 
             "ENTRY PRICE: "                              + str.tostring(math.round(close))       + "\n\n" +
             "Current time: {{timenow}} \n"        +      
             "Education purpose only"
             
// Entry
alert_msg_short_entry =  
             "BUY 🟢 {{ticker}} PE " + str.tostring(math.floor((close + 100)/100)*100)       + "\n"   + 
             "####################\n\n" + 
             "{{strategy.order.id}}💹 Target 1:  "         + str.tostring(math.round(close - 35))       + "\n"   + 
             "{{strategy.order.id}}💹 Target 2:  "         + str.tostring(math.round(close - 45))       + "\n"   +  
             "\n"   +  
             "ENTRY PRICE: "                             + str.tostring(math.round(close))       + "\n\n" +
             "{{strategy.order.id}} Stop Loss: "         + str.tostring(math.round(close + 30))       + "\n\n" + 
             "Current time: {{timenow}} \n"     +         
             "Education purpose only"
// EXIT
alert_msg_long_exit =  
             "🛑 EXIT {{ticker}} CE LONG POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
             "For 💯% accurate & profitable 💰💰💰 EXIT: \n" +
             "BUY our 'triDEV' tradingview indicator strategy\n" +
             "https://wa.me/917020641496"
             

// EXIT
alert_msg_short_exit =  
             "🛑 EXIT {{ticker}} PE Short POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
             "For 💯% accurate & profitable 💰💰💰 EXIT: \n"   +
             "BUY our 'triDEV' tradingview indicator strategy\n" +
             "https://wa.me/917020641496"
             
             



tyme = time("1440", "0920-1515")

bullishtrend = ((hist > 0)  and (close > lips ) and (low > lips ) and (close > Bahubali) and (lips > jaw) and tyme)
bearishtrend = ((hist < 0)  and (close < lips ) and (high < lips ) and (close < Bahubali) and (lips < jaw) and tyme)
//plot(hist, title="Histogram", style=plot.style_columns, color=(hist > 0 ? ( bullishtrend ? green : Yellow ) : ( bearishtrend ? red : Yellow ) ))

strategy.entry("long", strategy.long, when = bullishtrend , alert_message = alert_msg_long_entry )
strategy.entry("short",strategy.short,when = bearishtrend , alert_message = alert_msg_short_entry)


longexit = (close < lips)  or time("1440", "1515-1530") or (hist <= 0) //or (close < Bahubali)
shortexit = (close > lips) or time("1440", "1515-1530")or (hist >= 0) //or (close > Bahubali)
//strategy.exit("long tsl", "long", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
//strategy.exit("shoty tsl", "short", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
strategy.exit("long TSL", "long", limit = lips ,when = (longexit), alert_message = alert_msg_long_exit)
strategy.exit("short TSL","short",limit = lips ,when = (shortexit), alert_message = alert_msg_short_exit)

//PLOT FIXED SLTP LINE
// LONG POSITION
long_take_level_1 = strategy.position_avg_price + 35
long_take_level_2 = strategy.position_avg_price + 40
long_stop_level = strategy.position_avg_price - 30

plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st Long Take Profit")
plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd Long Take Profit")
plot(strategy.position_size > 0 ? long_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Stop Loss")

//PLOT FIXED SLTP LINE
// SHORT POSITION
SHORT_take_level_1 = strategy.position_avg_price - 35
SHORT_take_level_2 = strategy.position_avg_price - 40
SHORT_stop_level = strategy.position_avg_price + 30

plot(strategy.position_size < 0 ? SHORT_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="SHORT Stop Loss")



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