Multi-indicator trend following strategy dengan stop loss and take profit menggabungkan indikator seperti EMA, MACD, OBV dan PSAR untuk menentukan arah tren, dan menetapkan stop loss dan take profit setelah memasuki perdagangan untuk mengendalikan risiko.
Tentukan arah tren: ketika EMA, MACD, OBV dan PSAR sejajar untuk memberikan sinyal bullish atau bearish.
Aturan masuk: pergi panjang pada sinyal banteng, pergi pendek pada sinyal beruang.
Stop loss/take profit: atur stop loss dan take profit untuk setiap perdagangan berdasarkan tingkat PSAR setelah masuk.
Aturan keluar: menutup posisi ketika stop loss atau take profit dipicu.
Keuntungan dari strategi ini adalah menggunakan beberapa indikator untuk generasi sinyal kemungkinan tinggi, sementara aturan stop loss / take profit secara aktif mengendalikan risiko sambil mengunci keuntungan.
Beberapa indikator digabungkan untuk sinyal kemungkinan tinggi
Stop loss/take profit secara aktif mengendalikan risiko
Mengambil keuntungan/menghentikan kerugian berdasarkan tingkat PSAR
Optimasi indikator dan parameter yang fleksibel
Keuntungan berkelanjutan dalam tren
Kombinasi multi-indikator yang kompleks
Potensi risiko lag sinyal
Hati-hati untuk pembalikan dan rentang
Perlu pengujian dan pengoptimalan parameter konstan
Multi-indicator trend following strategy dengan stop loss and take profit secara komprehensif meningkatkan trading trend dengan meningkatkan akurasi dan mengelola risiko secara aktif.
/*backtest
start: 2023-08-15 00:00:00
end: 2023-09-14 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © exlux99
//@version=4
strategy("Scalping FOrex full strategy with risk management",overlay=true,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.cash_per_contract ,commission_value=0.00005)
//VOLUME o
shortlen = input(1, minval=1, title = "Short Length OBV")
longlen = input(8, minval=1, title = "Long Length OBV")
upColor = #2196F3//input(#2196F3, "Color Up")
dnColor = #6B1599//input(#6B1599, "Color Down")
f_normGradientColor(_series, _crossesZero, _colorNormLen, _dnColor, _upColor) =>
_dnValue = _crossesZero?-100:0
_mult = 0.0
_lowest = lowest(_colorNormLen)
_highest = highest(_colorNormLen)
_diff1 = close - _lowest
_diff2 = _highest - _lowest
if _diff2 > 0
_mult := _diff1 / _diff2 * 100
color.from_gradient(sign(_series) * _mult, _dnValue, 100, _dnColor, _upColor)
shorta = ema(volume, shortlen)
longa = ema(volume, longlen)
osc = 100 * (shorta - longa) / longa
start = input(0.1, title="PSAR START")
increment = input(0.05,title="PSAR INC")
maximum = input(0.3, title="PSAR MAX")
// multitp=input(1)
// multisl=input(1)
var bool uptrend = na
var float EP = na
var float SAR = na
var float AF = start
var float nextBarSAR = na
if bar_index > 0
firstTrendBar = false
SAR := nextBarSAR
if bar_index == 1
float prevSAR = na
float prevEP = na
lowPrev = low[1]
highPrev = high[1]
closeCur = close
closePrev = close[1]
if closeCur > closePrev
uptrend := true
EP := high
prevSAR := lowPrev
prevEP := high
else
uptrend := false
EP := low
prevSAR := highPrev
prevEP := low
firstTrendBar := true
SAR := prevSAR + start * (prevEP - prevSAR)
if uptrend
if SAR > low
firstTrendBar := true
uptrend := false
SAR := max(EP, high)
EP := low
AF := start
else
if SAR < high
firstTrendBar := true
uptrend := true
SAR := min(EP, low)
EP := high
AF := start
if not firstTrendBar
if uptrend
if high > EP
EP := high
AF := min(AF + increment, maximum)
else
if low < EP
EP := low
AF := min(AF + increment, maximum)
if uptrend
SAR := min(SAR, low[1])
if bar_index > 1
SAR := min(SAR, low[2])
else
SAR := max(SAR, high[1])
if bar_index > 1
SAR := max(SAR, high[2])
nextBarSAR := SAR + AF * (EP - SAR)
// if barstate.isconfirmed
// if uptrend
// strategy.entry("ParSE", strategy.short, stop=nextBarSAR, comment="ParSE")
// strategy.cancel("ParLE")
// else
// strategy.entry("ParLE", strategy.long, stop=nextBarSAR, comment="ParLE")
// strategy.cancel("ParSE")
//plot(SAR, style=plot.style_cross, linewidth=3, color=color.orange)
psarshort = close- SAR
psarlong= SAR-close
lena = input(200, minval=1, title="Length EMA")
srca = input(close, title="Source")
out = ema(srca, lena)
fast_length = input(title="Fast Length MACD", type=input.integer, defval=12)
slow_length = input(title="Slow Length MACD", type=input.integer, defval=25)
src = input(title="Source", type=input.source, defval=close)
signal_length = input(title="Signal Smoothing MACD", type=input.integer, minval = 1, maxval = 50, defval = 9)
sma_source = input(title="Simple MA (Oscillator)", type=input.bool, defval=true)
sma_signal = input(title="Simple MA (Signal Line)", type=input.bool, defval=true)
// Calculating
fast_ma = sma_source ? sma(src, fast_length) : ema(src, fast_length)
slow_ma = sma_source ? sma(src, slow_length) : ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length)
hist = macd - signal
long = hist[1]<0 and hist > 0 and close > out and uptrend and osc < 0
short = hist[1]>0 and hist< 0 and close < out and not uptrend and osc >0
// ------------------------- Strategy Logic --------------------------------- //
var longOpeneds = false
var shortOpeneds = false
var int timeOfBuys = na
var float tpLong = na
var float slLong = na
var int entrys = na
longConditions = long and not longOpeneds and entrys<100
if longConditions
longOpeneds := true
timeOfBuys := time
tpLong := close+ (psarshort) //* multitp)
slLong := close- (psarshort)//*multisl)
entrys:=entrys+1
tpLongTrigger = (longOpeneds[1] and (crossover(close, tpLong) or crossover( high,tpLong)))
slLongTrigger = (longOpeneds[1] and (crossunder(close, slLong) or crossunder( low,slLong)))
longExitSignals = slLongTrigger or tpLongTrigger or short
exitLongConditions = longOpeneds[1] and longExitSignals
if exitLongConditions
longOpeneds := false
timeOfBuys := na
tpLong := na
slLong := na
if(short)
entrys:=0
//short
// ------------------------- Strategy Logic --------------------------------- //
var longOpenedss = false
// var shortOpeneds = false
var int timeOfBuyss = na
var float tpLongs = na
var float slLongs = na
var int entry = na
longConditionss = short and not longOpenedss and entry<100
if longConditionss
longOpenedss := true
timeOfBuyss := time
tpLongs := close- (psarlong)//*multitp )
slLongs := close+ (psarlong)//*multisl)
entry:=1
tpLongTriggers = (longOpenedss[1] and ( crossunder(close, tpLongs) or crossunder( low,tpLongs)))
slLongTriggers = (longOpenedss[1] and (crossover(close, slLongs) or crossover( high,slLongs)))
longExitSignalss = slLongTriggers or tpLongTriggers or long
exitLongConditionss = longOpenedss[1] and longExitSignalss
if exitLongConditionss
longOpenedss := false
timeOfBuyss := na
tpLongs := na
slLongs := na
if(long)
entry:=0
longEntry=input(true)
shortEntry=input(true)
if(longEntry)
strategy.entry("long",1,when=longConditions)
strategy.close('long',when=exitLongConditions)
if(shortEntry)
strategy.entry("short",0,when=longConditionss)
strategy.close("short",when=exitLongConditionss)