1. वर्ग
  2. कई संकेतक रणनीति का पालन करते हैं

कई संकेतक रणनीति का पालन करते हैं

लेखक:चाओझांग
टैगः

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अवलोकन

रणनीति तर्क

इस रणनीति के दो भाग हैंः

  1. 123 रिवर्स इंडिकेटर

  1. Qstick संकेतक

यदि Qstick शून्य रेखा के ऊपर पार करता है, तो यह तेजी की गति को इंगित करता है और एक खरीद संकेत उत्पन्न करता है। यदि Qstick शून्य रेखा के नीचे पार करता है, तो यह तेजी की गति को इंगित करता है और एक बिक्री संकेत उत्पन्न करता है।

लाभ विश्लेषण

जोखिम और समाधान

यह पैरामीटर अनुकूलन द्वारा हल किया जा सकता है, दो संकेतकों के मापदंडों को उनके संकेत उत्पादन की आवृत्ति और लय को समन्वयित करने के लिए समायोजित करना।

  1. अत्यधिक व्यापार करने वाले संकेतकों के बीच असामान्य अंतर

अनुकूलन दिशाएँ

  2. विभिन्न मापदंडों के साथ स्टोकैस्टिक ऑसिलेटर कॉन्फ़िगरेशन का परीक्षण

  3. स्टॉप लॉस रणनीति जोड़ें

निष्कर्ष

/*backtest
start: 2023-12-26 00:00:00
end: 2024-01-25 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 24/05/2021
// This is combo strategies for get a cumulative signal. 
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The 
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close 
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. 
// The strategy sells at market, if close price is lower than the previous close price 
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// A technical indicator developed by Tushar Chande to numerically identify 
// trends in candlestick charting. It is calculated by taking an 'n' period 
// moving average of the difference between the open and closing prices. A 
// Qstick value greater than zero means that the majority of the last 'n' days 
// have been up, indicating that buying pressure has been increasing. 
// Transaction signals come from when the Qstick indicator crosses through the 
// zero line. Crossing above zero is used as the entry signal because it is indicating 
// that buying pressure is increasing, while sell signals come from the indicator 
// crossing down through zero. In addition, an 'n' period moving average of the Qstick 
// values can be drawn to act as a signal line. Transaction signals are then generated 
// when the Qstick value crosses through the trigger line.
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
    vFast = sma(stoch(close, high, low, Length), KSmoothing) 
    vSlow = sma(vFast, DLength)
    pos = 0.0
    pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
	         iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0))) 
	pos


Qstick(Length) =>
    pos = 0.0
    xR = close - open
    xQstick = sma(xR, Length)
    pos:= iff(xQstick > 0, 1,
           iff(xQstick < 0, -1, nz(pos[1], 0))) 
    pos

strategy(title="Combo Backtest 123 Reversal & Qstick Indicator", shorttitle="Combo", overlay = true)
line1 = input(true, "---- 123 Reversal ----")
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
line2 = input(true, "---- Qstick Indicator ----")
LengthQ = input(14, minval=1)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posQstick = Qstick(LengthQ)
pos = iff(posReversal123 == 1 and posQstick == 1 , 1,
	   iff(posReversal123 == -1 and posQstick == -1, -1, 0)) 
possig = iff(reverse and pos == 1, -1,
          iff(reverse and pos == -1 , 1, pos))	   
if (possig == 1 ) 
    strategy.entry("Long", strategy.long)
if (possig == -1 )
    strategy.entry("Short", strategy.short)	 
if (possig == 0) 
    strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )
अधिक

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