Stratégie de repli de Trend River
EMA RSI ATR CHANDELIER
ianzeng123
Mais qu’est-ce qu’une “rivière de tendance” ? Quelle métaphore !
Vous savez, cette stratégie représente les 5 EMA comme une “rivière”. Tout comme les vraies rivières ont un lit et une surface, la zone qui se forme entre les 5 EMA quand elles sont alignées est notre “rivière de tendance”.
C’est aussi simple que de voir où va le fleuve - où va le fleuve, nous allons.
Une stratégie de base: attendre que les poissons retournent à la rivière pour poser le filet
La meilleure partie de cette stratégie est de ne pas courir après les prix quand ils sont au plus haut, mais d’attendre patiemment qu’ils reviennent !
Comment cela fonctionne ?
- Signaux multiples: tendance à la hausse + RSI ≥60 + remise à la rivière à 40% de profondeur + reprise de la rupture des EMA rapides
- Signaux de tête vide: tendance à la baisse + RSI ≤ 40 + prix rebondit à la hauteur de 40% de la rivière + rechute de l’EMA rapide
C’est comme un requin qui ne se couche pas quand il a sauté le plus haut, mais qui attend qu’il retourne à l’eau qu’il connaît !
Gestion des risques: seulement 1% du capital à chaque fois
Le plus intéressant dans cette stratégie est le calcul automatique de la taille de la position:
- Chaque transaction est contrôlée à 1% du capital.
- Le stop loss est réglé avec l’indicateur ATR ((2 fois ATR)
- Le ratio de gain / perte est de 2: 1 (pour 2 pièces de monnaie, il faut risquer 1 pièce de monnaie)
- Il y a aussi Chandler qui traque les profits de la protection contre les pertes.
C’est un peu comme la ceinture de sécurité dans une voiture - pas pour avoir un accident, mais pour être en sécurité et profiter du plaisir de la conduite !
Pourquoi cette tactique est-elle intéressante ?
Les trois problèmes majeurs des traders ont été résolus:
- La chasse à l’étouffementIl a été interrompu par un coup de tête de l’entraîneur de l’équipe nationale.
- Je ne sais pas combien.Le calcul automatique des positions, le contrôle des risques
- Je ne sais pas quand courirIl y a le stop-loss, le stop-stop, et le stop-tracking.
Cette stratégie est particulièrement adaptée aux traders qui veulent “ gagner en douceur “. Elle ne cherche pas à s’enrichir du jour au lendemain, mais elle peut vous aider à gagner de l’argent en douceur dans la tendance!
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🌊 What is “Trend River”? This Analogy is Brilliant!
You know what? This strategy imagines 5 EMA lines as a “river”! Just like a real river has riverbed and surface, when 5 EMAs align properly, the area between them forms our “trend river”. Key point! When the river direction is clear (bullish: fast line above, bearish: fast line below), that’s when our money-making opportunities arrive!
It’s as simple as watching water flow direction - wherever the river flows, that’s where we profit! 💰
🎯 Core Strategy: Wait for Fish to Return Before Casting the Net
What’s the smartest part of this strategy? It doesn’t chase prices during rallies, but patiently waits for “pullbacks”!
How does it work exactly?
- Long signal: Uptrend + RSI≥60 + Price pulls back to 40% river depth + Re-breaks above fast EMA
- Short signal: Downtrend + RSI≤40 + Price bounces to 40% river height + Re-breaks below fast EMA
It’s like fishing - you don’t cast when fish jump highest, but wait for them to return to familiar waters! 🎣
💡 Risk Management: Only Risk 1% Capital Each Time
Here’s the pitfall guide! The most thoughtful part of this strategy is automatic position sizing:
- Each trade risks only 1% of capital
- Uses ATR indicator for stop loss (2x ATR)
- Risk-reward ratio set at 2:1 (earn 2 to risk 1)
- Plus Chandelier trailing stop to protect profits
It’s like wearing a seatbelt while driving - not because you expect an accident, but to enjoy the ride with peace of mind! 🚗
🚀 Why is This Strategy Worth Attention?
Solves three major trader pain points:
- FOMO trading: Wait for pullbacks instead of buying tops
- Position sizing confusion: Auto-calculates position size with controlled risk
- Exit uncertainty: Has stop loss, take profit, and trailing stop
This strategy is perfect for traders who want “steady wins”. It doesn’t promise overnight riches, but helps you profit steadily in trends! Remember: In the river of trading, the most important thing isn’t swimming fastest, but swimming most steadily 🏊♀️
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/*backtest
start: 2025-01-20 08:00:00
end: 2025-09-03 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/
//@version=5
strategy("Trend River Pullback Strategy v1",
overlay=true, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.02,
pyramiding=0, calc_on_order_fills=true, calc_on_every_tick=true, margin_long=1, margin_short=1)
// ===== Inputs
// EMA river
emaFastLen = input.int(8, "EMA1 (fast)")
ema2Len = input.int(13, "EMA2")
emaMidLen = input.int(21, "EMA3 (middle)")
ema4Len = input.int(34, "EMA4")
emaSlowLen = input.int(55, "EMA5 (slow)")
// Pullback and momentum
rsiLen = input.int(14, "RSI length")
rsiOB = input.int(60, "RSI trend threshold (long)")
rsiOS = input.int(40, "RSI trend threshold (short)")
pullbackPct = input.float(40.0, "Pullback depth % of river width", minval=0, maxval=100)
// Risk management
riskPct = input.float(1.0, "Risk per trade % of capital", step=0.1, minval=0.1)
atrLen = input.int(14, "ATR length (stop/trailing)")
atrMultSL = input.float(2.0, "ATR multiplier for stop", step=0.1)
tpRR = input.float(2.0, "Take profit R-multiple", step=0.1)
// Trailing stop
useTrail = input.bool(true, "Enable trailing stop (Chandelier)")
trailMult = input.float(3.0, "ATR multiplier for trailing", step=0.1)
// ===== Calculations
ema1 = ta.ema(close, emaFastLen)
ema2 = ta.ema(close, ema2Len)
ema3 = ta.ema(close, emaMidLen)
ema4 = ta.ema(close, ema4Len)
ema5 = ta.ema(close, emaSlowLen)
// River: top/bottom as envelope of averages
riverTop = math.max(math.max(ema1, ema2), math.max(ema3, math.max(ema4, ema5)))
riverBot = math.min(math.min(ema1, ema2), math.min(ema3, math.min(ema4, ema5)))
riverMid = (riverTop + riverBot) / 2.0
riverWidth = riverTop - riverBot
// Trend conditions: EMA alignment
bullAligned = ema1 > ema2 and ema2 > ema3 and ema3 > ema4 and ema4 > ema5
bearAligned = ema1 < ema2 and ema2 < ema3 and ema3 < ema4 and ema4 < ema5
// Momentum
rsi = ta.rsi(close, rsiLen)
// Pullback into river
pullbackLevelBull = riverTop - riverWidth * (pullbackPct/100.0)
pullbackLevelBear = riverBot + riverWidth * (pullbackPct/100.0)
pullbackOkBull = bullAligned and rsi >= rsiOB and low <= pullbackLevelBull
pullbackOkBear = bearAligned and rsi <= rsiOS and high >= pullbackLevelBear
// Entry trigger: return to momentum (fast EMA crossover)
longTrig = pullbackOkBull and ta.crossover(close, ema1)
shortTrig = pullbackOkBear and ta.crossunder(close, ema1)
// ATR for stops
atr = ta.atr(atrLen)
// ===== Position sizing by risk
capital = strategy.equity
riskMoney = capital * (riskPct/100.0)
// Preliminary stop levels
longSL = close - atrMultSL * atr
shortSL = close + atrMultSL * atr
// Tick value and size
tickValue = syminfo.pointvalue
// Avoid division by zero
slDistLong = math.max(close - longSL, syminfo.mintick)
slDistShort = math.max(shortSL - close, syminfo.mintick)
// Number of contracts/lots
qtyLong = riskMoney / (slDistLong * tickValue)
qtyShort = riskMoney / (slDistShort * tickValue)
// Limit: not less than 0
qtyLong := math.max(qtyLong, 0)
qtyShort := math.max(qtyShort, 0)
// ===== Entries
if longTrig and strategy.position_size <= 0
strategy.entry("Long", strategy.long, qty=qtyLong)
if shortTrig and strategy.position_size >= 0
strategy.entry("Short", strategy.short, qty=qtyShort)
// ===== Exits: fixed TP by R and stop
// Store entry price
var float entryPrice = na
if strategy.position_size != 0 and na(entryPrice)
entryPrice := strategy.position_avg_price
if strategy.position_size == 0
entryPrice := na
// Targets
longTP = na(entryPrice) ? na : entryPrice + tpRR * (entryPrice - longSL)
shortTP = na(entryPrice) ? na : entryPrice - tpRR * (shortSL - entryPrice)
// Trailing: Chandelier
trailLong = close - trailMult * atr
trailShort = close + trailMult * atr
// Final exit levels
useTrailLong = useTrail and strategy.position_size > 0
useTrailShort = useTrail and strategy.position_size < 0
// For long
if strategy.position_size > 0
stopL = math.max(longSL, na)
tStop = useTrailLong ? trailLong : longSL
strategy.exit("L-Exit", from_entry="Long", stop=tStop, limit=longTP)
// For short
if strategy.position_size < 0
stopS = math.min(shortSL, na)
tStopS = useTrailShort ? trailShort : shortSL
strategy.exit("S-Exit", from_entry="Short", stop=tStopS, limit=shortTP)
// ===== Visuals
plot(ema1, "EMA1", display=display.all, linewidth=1)
plot(ema2, "EMA2", display=display.all, linewidth=1)
plot(ema3, "EMA3", display=display.all, linewidth=2)
plot(ema4, "EMA4", display=display.all, linewidth=1)
plot(ema5, "EMA5", display=display.all, linewidth=1)
plot(riverTop, "River Top", style=plot.style_linebr, linewidth=1)
plot(riverBot, "River Bot", style=plot.style_linebr, linewidth=1)
fill(plot1=plot(riverTop, display=display.none), plot2=plot(riverBot, display=display.none), title="River Fill", transp=80)
plot(longTP, "Long TP", style=plot.style_linebr)
plot(shortTP, "Short TP", style=plot.style_linebr)
plot(useTrailLong ? trailLong : na, "Trail Long", style=plot.style_linebr)
plot(useTrailShort ? trailShort : na, "Trail Short", style=plot.style_linebr)
// Signal markers
plotshape(longTrig, title="Long Trigger", style=shape.triangleup, location=location.belowbar, size=size.tiny, text="L")
plotshape(shortTrig, title="Short Trigger", style=shape.triangledown, location=location.abovebar, size=size.tiny, text="S")
// ===== Alerts
alertcondition(longTrig, title="Long Signal", message="Long signal: trend aligned + pullback + momentum")
alertcondition(shortTrig, title="Short Signal", message="Short signal: trend aligned + pullback + momentum")