Tren Multi-Indikator MACD Mengikuti Strategi

Penulis:ChaoZhang, Tanggal: 2023-09-14 18:09:57
Tag:

Logika Strategi

Strategi ini mengintegrasikan MACD, rata-rata bergerak, buaya dan banyak lagi untuk mengidentifikasi arah tren untuk mengikuti tren.

Logikanya adalah:

  1. Menghitung garis pendek, panjang dan histogram MACD

  2. Gunakan arah histogram untuk menentukan tren jangka pendek

  3. Menggambar beberapa moving average untuk mengukur posisi harga

  4. Garis buaya menilai kekuatan tren secara keseluruhan

  5. Menggabungkan indikator di atas, pergi panjang / pendek ketika sejajar

  6. Stop loss ketika indikator berbalik untuk pembalikan awal

Dengan mensintesis beberapa indikator, itu bertujuan untuk memperdagangkan tren yang kuat dan memotong kerugian lebih awal ketika pembalikan terjadi.

Keuntungan

  • MACD menilai tren dan kekuatan jangka pendek

  • Posisi MA menentukan tren jangka menengah hingga panjang

  • Alligator menunjukkan kekuatan tren secara keseluruhan

  • Berbagai indikator meningkatkan akurasi

Risiko

  • Optimasi parameter yang luas diperlukan

  • Sinyal yang bertentangan sulit untuk ditafsirkan

  • Masalah keterlambatan dengan MAs dll

Ringkasan

Strategi ini mencoba untuk secara komprehensif menentukan arah tren menggunakan beberapa indikator.


/*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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