Strategi ini menggabungkan indikator Average True Range (ATR) dan Moving Average crossover untuk mengidentifikasi sinyal tren untuk tingkat kemenangan yang lebih tinggi.
Strategi ini sepenuhnya memanfaatkan kekuatan ATR dan MA crossover dalam mengidentifikasi arah tren dan titik masuk. Melalui penyesuaian parameter, dapat beradaptasi dengan lingkungan pasar yang bervariasi. pengujian langsung membuktikan profitabilitas yang konsisten dan tingkat kemenangan yang tinggi. Namun, pengendalian risiko sangat penting untuk operasi yang bijaksana. Validasi data lebih lanjut akan menjamin perluasan dan penyempurnaan menjadi sistem kuantum yang kuat.
/*backtest
start: 2023-08-26 00:00:00
end: 2023-09-25 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/
// © Phoenix085
//@version=4
strategy("Phoenix085-Strategy_ATR+MovAvg", shorttitle="Strategy_ATR+MovAvg", overlay=true)
// // ######################>>>>>>>>>>>>Inputs<<<<<<<<<<<#########################
// // ######################>>>>>>>>>>>>Strategy Inputs<<<<<<<<<<<#########################
TakeProfitPercent = input(50, title="Take Profit %", type=input.float, step=.25)
StopLossPercent = input(5, title="Stop Loss %", type=input.float, step=.25)
ProfitTarget = (close * (TakeProfitPercent / 100)) / syminfo.mintick
LossTarget = (close * (StopLossPercent / 100)) / syminfo.mintick
len_S = input(title="Shorter MA Length", defval=8, minval=1)
len_L = input(title="Longer MA Length", defval=38, minval=1)
TF = input(defval="", title="Session TF for calc only", type=input.session,options=[""])
TF_ = "1"
if TF == "3"
TF_ == "1"
else
if TF == "5"
TF_ == "3"
else
if TF == "15"
TF_ == "5"
else
if TF == "30"
TF_ == "15"
else
if TF == "1H"
TF_ == "30"
else
if TF == "2H"
TF_ == "1H"
else
if TF == "4H"
TF_ == "3H"
else
if TF == "1D"
TF_ == "4H"
else
if TF == "1W"
TF_ == "1H"
else
if TF == "1M"
TF_ == "1W"
else
if TF =="3H"
TF_ == "2H"
Src = security(syminfo.tickerid, TF, close[1], barmerge.lookahead_on)
Src_ = security(syminfo.tickerid, TF_, close, barmerge.lookahead_off)
// ######################>>>>>>>>>>>>ATR Inputs<<<<<<<<<<<#########################
length = input(title="ATR Length", defval=4, minval=1)
smoothing = input(title="ATR Smoothing", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"])
// //######################>>>>>>>>>>>>Custom Functions Declarations<<<<<<<<<<<#########################
// ######################>>>>>>>>>>>>ATR<<<<<<<<<<<#########################
ma_function(source, length) =>
if smoothing == "RMA"
rma(Src, length)
else
if smoothing == "SMA"
sma(Src, length)
else
if smoothing == "EMA"
ema(Src, length)
else
wma(Src, length)
ATR=ma_function(tr(true), length)
// //######################>>>>>>>>>>>>Conditions<<<<<<<<<<<#########################
ATR_Rise = ATR>ATR[1] and ATR[1]<ATR[2] and ATR[2]<ATR[3]
longCondition = crossover(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) < sma(Src_, len_S) and (sma(Src_, len_S) < Src_[1])
shortCondition = crossunder(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) > sma(Src_, len_S)
plot(sma(Src_, len_S), color=color.lime, transp=90)
col = longCondition ? color.lime : shortCondition ? color.red : color.gray
plot(sma(Src_, len_L),color=col,linewidth=2)
bool IsABuy = longCondition
bool IsASell = shortCondition
// // ######################>>>>>>>>>>>>Strategy<<<<<<<<<<<#########################
testStartYear = input(2015, "Backtest Start Year", minval=1980)
testStartMonth = input(1, "Backtest Start Month", minval=1, maxval=12)
testStartDay = input(1, "Backtest Start Day", minval=1, maxval=31)
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0)
testStopYear = input(9999, "Backtest Stop Year", minval=1980)
testStopMonth = input(12, "Backtest Stop Month", minval=1, maxval=12)
testStopDay = input(31, "Backtest Stop Day", minval=1, maxval=31)
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
inDateRange = true
bgcolor(inDateRange ? color.green : na, 90)
// //<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//
// // ######################>>>>>>LongEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsABuy
strategy.entry("longCondition",true,when = longCondition)
strategy.close("shortCondition")
strategy.exit("Take Profit or Stop Loss", "longCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
// strategy.risk.max_drawdown(10, strategy.percent_of_equity)
// // ######################>>>>>>ShortEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsASell
strategy.entry("shortCondition",false,when = shortCondition)
strategy.exit("Take Profit or Stop Loss", "shortCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
strategy.close("longCondition")