ianzeng123
Le cœur de la stratégie de Liu: l’argent intelligent dans le marché du week-end
Vous le savez ? Le marché de la cryptographie cache des façades pendant que les géants de Wall Street sont en vacances le week-end ! Cette tactique ressemble à celle d’un garde de nuit qui s’échappe quand les investisseurs institutionnels sont “ en congé “.
La mise au point !Cette stratégie ne fonctionne que le samedi, et plus particulièrement le dimanche entre 0h00 et 8h00 UTC. Pourquoi ? Parce que c’est une période où la liquidité est relativement faible et où l’analyse technique est plus efficace, comme lorsqu’il est plus facile d’entendre des sons minuscules dans une bibliothèque silencieuse.
La convergence des multiples indicateurs: pas une lutte solitaire
Cette stratégie est comme monter une coalition d’Avengers:
- Le RSI est de 8 cycles.Les signaux de survente et d’achat ont été rapidement capturés.
- MACD(8,17,9)La dynamique de la tendance est confirmée
- Ceinture de BrinIdentifier les zones de prix extrêmes
- La CVD s’est détournéeLe blogueur a publié un article sur le sujet, intitulé “Smart Money: Discovering the Real Intention”.
Un guide pour éviter les fossesLe seul indicateur est comme regarder un film seul, et il est facile d’être induit en erreur par le scénario.
Une gestion intelligente de l’argent: 500 dollars pour jouer
Le système a été conçu pour les petits capitalistes:
- Au moins 120 $ par billet.Je ne vous ferai pas un “ha”
- Un maximum de 4 positions simultanéesLe risque est dispersé, pas un œuf dans un panier.
- 5 à 20 fois le levier dynamiqueLes prix sont automatiquement ajustés en fonction de la volatilité du marché.
Comme pour la conduite d’une voiture, il faut aller vite sur la route, mais lentement dans le petit panier. Le système ajuste la taille de la position en fonction des caractéristiques de risque des différentes devises.
️ Contrôle des risques: plus préoccupant que votre mère
Le mécanisme de triple protection：
- Limite de perte journalière de 5%Je ne sais pas si j’ai bien compris, mais je ne suis pas d’accord avec toi.
- Le week-end est plafonné à 15%.Le week-end, c’est aussi la fin du monde
- Quatre arrêts de pertes consécutivesLes échanges émotionnels:
Système de freinage d’urgenceSi le compte perd plus de 30%, cessez immédiatement toutes les transactions. C’est comme l’ABS d’une voiture, il sauve des vies aux moments critiques !
Code source de la stratégie
/*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")