1. वर्ग
2. मात्रात्मक रणनीति के बाद स्टोकैस्टिक और चलती औसत क्रॉसओवर ट्रेंड

मात्रात्मक रणनीति के बाद स्टोकैस्टिक और चलती औसत क्रॉसओवर ट्रेंड

लेखक:चाओझांग, दिनांकः 2024-02-05 15:27:03
टैगः

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/*backtest
start: 2024-01-05 00:00:00
end: 2024-02-04 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
//by Wugamlo
//Strategy combining Stochastic Crosses in the Overbought/Oversold Area with a trend determined by two EMAs
//Default setup seems to work best on 4HR timeframe for BTC 

strategy(title = "Strategy Stoch/EMA Cross", shorttitle = "Strategy Stoch/EMA Cross", overlay = true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, currency = currency.USD, commission_value=0.01,commission_type=strategy.commission.percent, initial_capital=1000)

// === GENERAL INPUTS ===
SectionInd      = input(defval = true ,title = "════════════ INDICATORS ════════════")
maFastLength    = input(defval = 55,   title = "Fast MA Period", minval = 1)
maSlowLength    = input(defval = 89,   title = "Slow MA Period", minval = 1)
StochLength     = input(defval = 14,   title = "Stochastic Length", minval=1)
smoothK         = input(defval = 6,    title = "%K Smooth", minval=1)
smoothD         = input(defval = 3,    title = "%D Smooth", minval=1)
overbought      = 80
oversold        = 20
HighlightOBOS   = input(defval = true, title = "Highlight Stoch Cross?")
HighlightTrend  = input(defval = true, title = "Highlight Trend?")

//DATE AND TIME
SectionFrom     = input(defval = true ,title = "═══════════════ FROM ═══════════════")
fromDay         = input(defval = 01,   title = "From day", minval=1)
fromMonth       = input(defval = 1,    title = "From month", minval=1)
fromYear        = input(defval = 2019, title = "From year", minval=2014)
SectionTo       = input(defval = true, title = "════════════════ TO ════════════════")
toDay           = input(defval = 31,   title = "To day", minval=1)
toMonth         = input(defval = 12,    title = "To month", minval=1)
toYear          = input(defval = 2020, title = "To year", minval=2014)

// === STRATEGY RELATED INPUTS ===
SectionStra     = input(defval = true ,title = "═════════════ STRATEGY ═════════════")

// Include Shorts or only trade Long Positions?
includeShorts   = input(defval = true, title = "Include Short Positions?")


// Risk Management inputs
useTakeProfit   = input(defval = true,  title = "User Take Profit?")
inpTakeProfit   = input(defval = 8,     title = "Take Profit (%)", minval = 0)
useStopLoss     = input(defval = false, title = "User Stop Loss?")
inpStopLoss     = input(defval = 2,     title = "Stop Loss (%)", minval = 0)

StopLossPerc    = inpStopLoss * 0.01
TakeProfitPerc  = inpTakeProfit * 0.01


// === EMA SERIES SETUP ===
maFast = ema(close, maFastLength)
maSlow = ema(close, maSlowLength)
diff   = maFast - maSlow

// === STOCHASTIC SETUP ===
k      = sma(stoch(close, high, low, StochLength), smoothK)
d      = sma(k, smoothD)

// Stochastic Long/Short Entry determination
stochLong  = crossover(k,d)  and (k < oversold)
stochShort = crossunder(k,d) and (k > overbought)

// Stochastic Long/Short Exit determination
stochLongEx  = crossover (k, overbought)
stochShortEx = crossunder(k, oversold)


// === PLOTTING EMAs ===
fast = plot(maFast, title = "Fast MA", color = yellow, linewidth = 1, style = line, transp = 10)
slow = plot(maSlow, title = "Slow MA", color = white,  linewidth = 1, style = line, transp = 10)


// === Vertical Coloring for Crosses in Overbought/Oversold zone and for MA Trend Zones ===
b_color = stochLong ? green : stochShort ? red : na
bgcolor(HighlightOBOS ? b_color : na, title="Overbought / Oversold", transp=65)   //Highlight the Overbought/Oversold Stoch Crossings
t_color = diff>=0 ? green : diff<0 ? red : na
bgcolor(HighlightTrend ? t_color : na, title="Trend up / Trend down", transp=75)  //Highlight the EMA Trend


// === STRATEGY LOGIC ===
// Time Restriction
timeInRange = true


// === STRATEGY - LONG POSITION EXECUTION ===
if stochLong and (diff >=0) and timeInRange    //Open Long when Stoch crossing in Oversold area and EMATrend is up
    strategy.entry(id = "Long", long = true)
if stochLong and (diff <0) and timeInRange     //Close Long when another Long Stoch cross signal is given after Trend has changed to down (avoid fake signals)
    strategy.close(id = "Long")
if stochLongEx and timeInRange                 //Close Long when Stoch is getting Overbought 
    strategy.close(id = "Long")


// === STRATEGY - SHORT POSITION EXECUTION ===
if stochShort and (diff <0) and timeInRange and includeShorts  //Open Short when Stoch crossing in Overbought area and EMA Trend is down
    strategy.entry(id = "Short", long = false)
if stochShort and (diff >=0) and timeInRange                   //Close Short when another Short Stoch cross signal is given after Trend has changed to up (avoid fake signals)
    strategy.close(id = "Short")
if stochShortEx and timeInRange                                //Close Short when Stoch is getting Oversold 
    strategy.close(id = "Short")

        
// === STRATEGY RISK MANAGEMENT EXECUTION ===
//Stop Loss
if useStopLoss    //Exit when Stop Loss is hit
    strategy.exit("Exit Long SL",   from_entry = "Long",  loss = close * StopLossPerc / syminfo.mintick )
    strategy.exit("Exit Short SL",  from_entry = "Short", loss = close * StopLossPerc / syminfo.mintick )

//Take Profit
if useTakeProfit  //Exit when Take Profit Limit is hit
    strategy.exit("Exit Long TP",   from_entry = "Long",  profit = close * TakeProfitPerc / syminfo.mintick)
    strategy.exit("Exit Short TP",  from_entry = "Short", profit = close * TakeProfitPerc / syminfo.mintick)

---

• कमा और चलती औसत आधारित प्रवृत्ति रणनीति का पालन करना
• मूल्य चैनल और चलती औसत आधारित प्रवृत्ति रणनीति का पालन करना
• आरएसआई गतिशील स्थिति औसतकरण रणनीति
• बोलिंगर बैंड और आरएसआई संयोजन रणनीति
• गतिशील दोहरे घातीय चलती औसत ट्रेडिंग रणनीति
• एक दोहरी उलट गति सूचकांक व्यापार रणनीति
• निचला शिकारी रणनीति
• दिनांक सीमा चयन के साथ बोलिंगर बैंड रणनीति
• ट्रेंड अलर्ट इंडिकेटर के आधार पर स्टॉप लॉस रणनीति का अनुसरण करना
• दोहरे समतल स्टोकैस्टिक ब्रेसेर्ट रणनीति
• माइलेज अवधारणा के साथ संयुक्त 5-दिवसीय चलती औसत चैनल ब्रेकआउट रणनीति
• स्टॉप लॉस के साथ ब्रेकआउट रिवर्स रणनीति
• ईएमए की गतिशीलता रणनीति
• LazyBear संकेतक पर आधारित Squeeze Momentum ट्रेडिंग रणनीति
• बोलिंगर बैंड्स पर आधारित कैमरिला पिवोट पॉइंट्स रणनीति
• ईएमए रेखाओं के आधार पर रणनीति का अनुसरण करने वाली प्रवृत्ति
• गतिशील लिफाफा चलती औसत रणनीति
• रणनीति के बाद चलती औसत क्रॉसओवर प्रवृत्ति
• चरणबद्ध पिरामिड चलती औसत ब्रेकआउट रणनीति
• बोलिंगर बैंड्स डबल ट्रैक ब्रेकथ्रू रणनीति