Moonshot Dual Triangle Breakout Strategi

Penulis:ChaoZhang, Tanggal: 2023-11-21 13:49:10
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Gambaran umum

Strategi ini membangun saluran segitiga ganda dikombinasikan dengan indikator Super Trend untuk mengidentifikasi arah keluar untuk operasi mengejar tingkat kemenangan tinggi.

Logika Strategi

Bangun 3 Super Trend dengan parameter yang berbeda untuk menilai arah tren harga jangka pendek, jangka menengah dan jangka panjang.
Gunakan saluran segitiga ganda untuk menentukan apakah harga menembus saluran atas atau bawah sebagai sinyal masuk dan keluar.
Menggabungkan EMA 233 periode untuk menentukan arah tren keseluruhan. Pergi panjang ketika harga menembus saluran atas di pasar uptrend dan pergi pendek ketika menembus saluran bawah di pasar downtrend yang dinilai oleh EMA.
Gunakan sinyal silang dari 3 Super Trend untuk menentukan mengambil keuntungan dan stop loss. Tutup posisi ketika 2 atau lebih indikator berubah warna.

Keuntungan

Saluran segitiga ganda dikombinasikan dengan beberapa kerangka waktu dapat dengan akurat menangkap tren breakout.
Penyaringan multi-lapisan menghindari perdagangan yang tidak efektif dan meningkatkan tingkat kemenangan.
Stop loss yang dinamis mengurangi risiko penarikan.
Pengaturan parameter sederhana membuatnya mudah digunakan.

Risiko & Optimasi

Sering membuka posisi dan stop loss di pasar yang bervariasi.
Periode EMA terlalu pendek gagal menangkap tren, terlalu lama tertinggal perubahan tren.
Stop loss statis gagal menyesuaikan volatilitas pasar yang dinamis.

Kesimpulan

Moonshot Dual Triangle Breakout Strategy dengan tepat menangkap breakout yang kuat melalui kombinasi Super Trend dan saluran segitiga ganda. Filter multi-lapisan menghindari sinyal buruk dan mencapai tingkat kemenangan yang tinggi. Pengaturan parameter sederhana membuatnya mudah digunakan. Peningkatan lebih lanjut pada periode ATR dan desain stop loss dapat meningkatkan kemampuan mengejar dan pengendalian risiko.

/*backtest
start: 2023-11-13 00:00:00
end: 2023-11-17 04:00:00
period: 10m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// @version=5
// author=theasgard and moonshot-indicator (ms)
// year 2021
//
// This is a well knowen strategy by using 3 different Supertrends and a trend-defining EMA,
// feel free to play around with the settings, a backtest on 8h ETHUSDT pair brought some good results using 
// the 233EMA and investing 75% of a 10k start capital
//
// the idea is to have at least 2 supertrnds going green above the trend-EMA to go long and exit by turning 
// 2 supertrends red (idea: 1 supertrend in red could initialize a take profit)
// shorts work vice versa
// The EMA shows in green for uptrends and in red for downtrends, if it is blue no Signal will be taken because 
// the 3 supertrends are not all above or below the trendline(EMA)

strategy("ms hypertrender", overlay=true)

// set up 3 supertrendlines and colour the direction up/down
atrPeriod1 = input(10, "ATR Length 1")
factor1 = input.float(1.0, "ATR Factor 1", step = 0.01)
[supertrend1, direction1] = ta.supertrend(factor1, atrPeriod1)
upTrend1 = plot(direction1 < 0 ? supertrend1 : na, "Up Trend 1", color = color.green, style=plot.style_linebr)
downTrend1 = plot(direction1 < 0? na : supertrend1, "Down Trend 1", color = color.red, style=plot.style_linebr)

atrPeriod2 = input(11, "ATR Length 2")
factor2 = input.float(2.0, "ATR Factor 2", step = 0.01)
[supertrend2, direction2] = ta.supertrend(factor2, atrPeriod2)
upTrend2 = plot(direction2 < 0 ? supertrend2 : na, "Up Trend 2", color = color.green, style=plot.style_linebr)
downTrend2 = plot(direction2 < 0? na : supertrend2, "Down Trend 2", color = color.red, style=plot.style_linebr)

atrPeriod3 = input(12, "ATR Length 3")
factor3 = input.float(3.0, "ATR Factor 3", step = 0.01)
[supertrend3, direction3] = ta.supertrend(factor3, atrPeriod3)
upTrend3 = plot(direction3 < 0 ? supertrend3 : na, "Up Trend 1", color = color.green, style=plot.style_linebr)
downTrend3 = plot(direction3 < 0? na : supertrend3, "Down Trend 1", color = color.red, style=plot.style_linebr)

//set up the trend dividing EMA and color uptrend nutreal downtrend
len = input.int(233, minval=1, title="Trend-EMA Length")
src = input(close, title="Source")
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)

//general Bull or Bear Trend? Visualized by ema
ematrend = ta.ema(src, len)
generaluptrend = supertrend1 > ematrend and supertrend2 > ematrend and supertrend3 > ematrend
generaldowntrend = supertrend1 < ematrend and supertrend2 < ematrend and supertrend3 < ematrend
emacolor = if generaluptrend
    color.green
else if generaldowntrend
    color.red
else
    color.blue
plot(ematrend, title="EMA", color=emacolor, offset=offset)

// Bullish? min 2 supertrends green
bullish = (direction1 < 0 and direction2 < 0) or (direction1 < 0 and direction3 < 0) or (direction2 < 0 and direction3 < 0) and generaluptrend
extremebullish = direction1 < 0 and direction2 < 0 and direction3 < 0 and generaluptrend //all 3 green

// Bearish? min 2 supertrends red
bearish = (direction1 > 0 and direction2 > 0) or (direction1 > 0 and direction3 > 0) or (direction2 > 0 and direction3 > 0) and generaldowntrend
extremebearish = direction1 > 0 and direction2 > 0 and direction3 > 0 and generaldowntrend //all 3 red

// Open Long
//plotchar(((bullish and not bullish[1]) or (extremebullish and not extremebullish[1])) and (emacolor==color.green)? close : na, title = 'Start Long', char='▲', color = #80eb34, location = location.belowbar, size = size.small)

// TP 10% Long
TP10long = ((generaluptrend and bullish[1]) or (generaluptrend and extremebullish[1])) and (direction1 > 0 or direction2 > 0 or direction3 > 0)
//plotchar(TP10long and not TP10long[1]? close : na, title = 'TP on Long', char='┼', color = #ffd000, location = location.abovebar, size = size.tiny)

// Exit Long
//plotchar(extremebearish and not extremebearish[1] or bearish and not bearish[1]? close : na, title = 'Close all Longs', char='Ꭓ', color = #ff0037, location = location.abovebar, size = size.tiny)

// Open Short
//plotchar(((bearish and not bearish[1]) or (extremebearish and not extremebearish[1])) and (emacolor==color.red)? close : na, title = 'Start Short', char='▼', color = #0547e3, location = location.abovebar, size = size.small)

// TP 10% Short
TP10short = ((generaldowntrend and bearish[1]) or (generaldowntrend and extremebearish[1])) and (direction1 < 0 or direction2 < 0 or direction3 < 0)
//plotchar(TP10short and not TP10short[1]? close : na, title = 'TP on Short', char='┼', color = #ffd000, location = location.belowbar, size = size.tiny)

// Exit Short
//plotchar(extremebullish and not extremebullish[1] or bullish and not bullish[1]? close : na, title = 'Close all Shorts', char='Ꭓ', color = #ff0037, location = location.belowbar, size = size.tiny)

// Set stop loss level with input options (optional)
longLossPerc = input.float(title="Long Stop Loss (%)",
     minval=0.0, step=0.1, defval=1) * 0.01

shortLossPerc = input.float(title="Short Stop Loss (%)",
     minval=0.0, step=0.1, defval=1) * 0.01
     
// Determine stop loss price
longStopPrice  = strategy.position_avg_price * (1 - longLossPerc)
shortStopPrice = strategy.position_avg_price * (1 + shortLossPerc)

openlong = (((bullish and not bullish[1]) or (extremebullish and not extremebullish[1])) and (emacolor==color.green))
openshort = (((bearish and not bearish[1]) or (extremebearish and not extremebearish[1])) and (emacolor==color.red))
exitlong = (extremebearish and not extremebearish[1] or bearish and not bearish[1]) or TP10long
exitshort = (extremebullish and not extremebullish[1] or bullish and not bullish[1]) or TP10short
strategy.entry("buy", strategy.long, when=openlong)
strategy.entry("sell", strategy.short, when=openshort)

strategy.close("buy", when=exitlong)
strategy.close("sell", when=exitshort)

// Submit exit orders based on calculated stop loss price
if (strategy.position_size > 0)
    strategy.exit(id="Long Stop", stop=longStopPrice)

if (strategy.position_size < 0)
    strategy.exit(id="Short Stop", stop=shortStopPrice)

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