
Multiple Moving Average Dynamic Trend Strategy adalah strategi perdagangan kuantitatif yang menggunakan beberapa indikator moving average untuk menentukan arah tren dan secara dinamis menyesuaikan posisi stop loss. Strategi ini dapat menilai tren pasar dengan lebih lengkap dan akurat dengan menggabungkan berbagai jenis moving average, sehingga menghasilkan perdagangan dengan tingkat kemenangan yang tinggi.
Strategi ini memungkinkan pengguna untuk memilih salah satu dari delapan jenis rata-rata bergerak sebagai indikator utama. Strategi ini memungkinkan pengguna untuk memilih salah satu dari delapan jenis rata-rata bergerak sebagai indikator utama.
Strategi pertama-tama menghitung rata-rata bergerak dari jenis yang dipilih, dan kemudian secara dinamis menghitung posisi naik dan turun sesuai dengan parameter persentase yang ditetapkan. Ketika harga menerobos naik, ini adalah sinyal beli, dan ketika harga menerobos turun, itu adalah sinyal jual. Selain itu, strategi juga melacak persilangan rata-rata bergerak dan harga sebagai sinyal penilaian tambahan.
Dalam proses perhitungan, strategi sekaligus menilai arah tren pasar, sehingga secara dinamis menyesuaikan posisi naik dan turun. Secara khusus, ketika dinilai sebagai tren naik, garis bawah akan naik seiring kenaikan harga, sehingga garis stop loss dapat melacak kenaikan harga secara optimal; ketika dinilai sebagai tren turun, garis atas akan turun seiring penurunan harga, menurunkan titik stop loss untuk mengurangi kerugian.
Solusi yang sesuai:
Strategi ini juga memiliki banyak ruang untuk optimasi:
Strategi tren dinamis multi rata-rata bergerak menilai tren pasar dengan menggabungkan berbagai indikator rata-rata bergerak, dan didukung dengan sinyal harga untuk menerobos untuk mengeluarkan instruksi perdagangan, sementara secara dinamis menyesuaikan posisi stop loss, untuk mencapai keuntungan yang efisien. Strategi ini berhasil mengintegrasikan trend mengikuti, menembus perdagangan dan stop loss dinamis tiga strategi kuantitatif utama pemikiran, stabilitas dan keuntungan yang kuat.
/*backtest
start: 2022-11-16 00:00:00
end: 2023-11-22 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KivancOzbilgic
//created by: @Anil_Ozeksi
//developer: ANIL ÖZEKŞİ
//author: @kivancozbilgic
strategy("Optimized Trend Tracker","OTTEx", overlay=true)
src = input(close, title="Source")
length=input(2, "OTT Period", minval=1)
percent=input(1.4, "OTT Percent", type=input.float, step=0.1, minval=0)
showsupport = input(title="Show Support Line?", type=input.bool, defval=true)
showsignalsk = input(title="Show Support Line Crossing Signals?", type=input.bool, defval=true)
showsignalsc = input(title="Show Price/OTT Crossing Signals?", type=input.bool, defval=false)
highlight = input(title="Show OTT Color Changes?", type=input.bool, defval=false)
showsignalsr = input(title="Show OTT Color Change Signals?", type=input.bool, defval=false)
highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)
mav = input(title="Moving Average Type", defval="VAR", options=["SMA", "EMA", "WMA", "TMA", "VAR", "WWMA", "ZLEMA", "TSF"])
Var_Func(src,length)=>
valpha=2/(length+1)
vud1=src>src[1] ? src-src[1] : 0
vdd1=src<src[1] ? src[1]-src : 0
vUD=sum(vud1,9)
vDD=sum(vdd1,9)
vCMO=nz((vUD-vDD)/(vUD+vDD))
VAR=0.0
VAR:=nz(valpha*abs(vCMO)*src)+(1-valpha*abs(vCMO))*nz(VAR[1])
VAR=Var_Func(src,length)
Wwma_Func(src,length)=>
wwalpha = 1/ length
WWMA = 0.0
WWMA := wwalpha*src + (1-wwalpha)*nz(WWMA[1])
WWMA=Wwma_Func(src,length)
Zlema_Func(src,length)=>
zxLag = length/2==round(length/2) ? length/2 : (length - 1) / 2
zxEMAData = (src + (src - src[zxLag]))
ZLEMA = ema(zxEMAData, length)
ZLEMA=Zlema_Func(src,length)
Tsf_Func(src,length)=>
lrc = linreg(src, length, 0)
lrc1 = linreg(src,length,1)
lrs = (lrc-lrc1)
TSF = linreg(src, length, 0)+lrs
TSF=Tsf_Func(src,length)
getMA(src, length) =>
ma = 0.0
if mav == "SMA"
ma := sma(src, length)
ma
if mav == "EMA"
ma := ema(src, length)
ma
if mav == "WMA"
ma := wma(src, length)
ma
if mav == "TMA"
ma := sma(sma(src, ceil(length / 2)), floor(length / 2) + 1)
ma
if mav == "VAR"
ma := VAR
ma
if mav == "WWMA"
ma := WWMA
ma
if mav == "ZLEMA"
ma := ZLEMA
ma
if mav == "TSF"
ma := TSF
ma
ma
MAvg=getMA(src, length)
fark=MAvg*percent*0.01
longStop = MAvg - fark
longStopPrev = nz(longStop[1], longStop)
longStop := MAvg > longStopPrev ? max(longStop, longStopPrev) : longStop
shortStop = MAvg + fark
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := MAvg < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir
MT = dir==1 ? longStop: shortStop
OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200
plot(showsupport ? MAvg : na, color=#0585E1, linewidth=2, title="Support Line")
OTTC = highlight ? OTT[2] > OTT[3] ? color.green : color.red : #B800D9
pALL=plot(nz(OTT[2]), color=OTTC, linewidth=2, title="OTT", transp=0)
alertcondition(cross(OTT[2], OTT[3]), title="Color ALARM", message="OTT Has Changed Color!")
alertcondition(crossover(OTT[2], OTT[3]), title="GREEN ALERT", message="OTT GREEN BUY SIGNAL!")
alertcondition(crossunder(OTT[2], OTT[3]), title="RED ALERT", message="OTT RED SELL SIGNAL!")
alertcondition(cross(MAvg, OTT[2]), title="Cross Alert", message="OTT - Support Line Crossing!")
alertcondition(crossover(MAvg, OTT[2]), title="Crossover Alarm", message="Support Line BUY SIGNAL!")
alertcondition(crossunder(MAvg, OTT[2]), title="Crossunder Alarm", message="Support Line SELL SIGNAL!")
alertcondition(cross(src, OTT[2]), title="Price Cross Alert", message="OTT - Price Crossing!")
alertcondition(crossover(src, OTT[2]), title="Price Crossover Alarm", message="PRICE OVER OTT - BUY SIGNAL!")
alertcondition(crossunder(src, OTT[2]), title="Price Crossunder Alarm", message="PRICE UNDER OTT - SELL SIGNAL!")
buySignalk = crossover(MAvg, OTT[2])
plotshape(buySignalk and showsignalsk ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallk = crossunder(MAvg, OTT[2])
plotshape(sellSignallk and showsignalsk ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
buySignalc = crossover(src, OTT[2])
plotshape(buySignalc and showsignalsc ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallc = crossunder(src, OTT[2])
plotshape(sellSignallc and showsignalsc ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0,display=display.none)
longFillColor = highlighting ? (MAvg>OTT ? color.green : na) : na
shortFillColor = highlighting ? (MAvg<OTT ? color.red : na) : na
fill(mPlot, pALL, title="UpTrend Highligter", color=longFillColor)
fill(mPlot, pALL, title="DownTrend Highligter", color=shortFillColor)
buySignalr = crossover(OTT[2], OTT[3])
plotshape(buySignalr and showsignalsr ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallr = crossunder(OTT[2], OTT[3])
plotshape(sellSignallr and showsignalsr ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
showscr = input(true, title="Show Screener Label")
posX_scr = input(20, title="Pos. Label x-axis")
posY_scr = input(1, title="Pos. Size Label y-axis")
colinput = input(title="Label Color", defval="Blue", options=["White", "Black", "Red", "Green", "Yellow", "Blue"])
col = color.gray
if colinput=="White"
col:=color.white
if colinput=="Black"
col:=color.black
if colinput=="Red"
col:=color.red
if colinput=="Green"
col:=color.green
if colinput=="Yellow"
col:=color.yellow
if colinput=="Blue"
col:=color.blue
dummy0 = input(true, title = "=Backtest Inputs=")
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromYear = input(defval = 2005, title = "From Year", minval = 2005)
ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToYear = input(defval = 9999, title = "To Year", minval = 2006)
Start = timestamp(FromYear, FromMonth, FromDay, 00, 00)
Finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)
Timerange() => true
if buySignalk
strategy.entry("Long", strategy.long,when=Timerange())
if sellSignallk
strategy.entry("Short", strategy.short,when=Timerange())
// t1=input('EURUSD', title='Symbol 01',type=input.symbol)
// t2=input('XAUUSD', title='Symbol 02',type=input.symbol)
// t3=input('AMZN', title='Symbol 03',type=input.symbol)
// t4=input('TSLA', title='Symbol 04',type=input.symbol)
// t5=input('BTCUSDT', title='Symbol 05',type=input.symbol)
// t6=input('ETHBTC', title='Symbol 06',type=input.symbol)
// t7=input('XBTUSD', title='Symbol 07',type=input.symbol)
// t8=input('XRPBTC', title='Symbol 08',type=input.symbol)
// t9=input('THYAO', title='Symbol 09',type=input.symbol)
// t10=input('GARAN', title='Symbol 10',type=input.symbol)
// t11=input('', title='Symbol 11',type=input.symbol)
// t12=input('', title='Symbol 12',type=input.symbol)
// t13=input('', title='Symbol 13',type=input.symbol)
// t14=input('', title='Symbol 14',type=input.symbol)
// t15=input('', title='Symbol 15',type=input.symbol)
// t16=input('', title='Symbol 16',type=input.symbol)
// t17=input('', title='Symbol 17',type=input.symbol)
// t18=input('', title='Symbol 18',type=input.symbol)
// t19=input('', title='Symbol 19',type=input.symbol)
// t20=input('', title='Symbol 20',type=input.symbol)
// OTTs(percent, length) =>
// Up=MAvg-MAvg*percent*0.01
// Dn=MAvg+MAvg*percent*0.01
// TrendUp = 0.0
// TrendUp := MAvg[1]>TrendUp[1] ? max(Up,TrendUp[1]) : Up
// TrendDown = 0.0
// TrendDown := MAvg[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn
// Trend = 0.0
// Trend := MAvg > TrendDown[1] ? 1: MAvg< TrendUp[1]? -1: nz(Trend[1],1)
// Tsl = Trend==1? TrendUp: TrendDown
// S_Buy = Trend == 1 ? 1 : 0
// S_Sell = Trend != 1 ? 1 : 0
// [Trend, Tsl]
// [Trend, Tsl] = OTTs(percent, length)
// TrendReversal = Trend != Trend[1]
// [t01, s01] = security(t1, timeframe.period, OTTs(percent, length))
// [t02, s02] = security(t2, timeframe.period, OTTs(percent, length))
// [t03, s03] = security(t3, timeframe.period, OTTs(percent, length))
// [t04, s04] = security(t4, timeframe.period, OTTs(percent, length))
// [t05, s05] = security(t5, timeframe.period, OTTs(percent, length))
// [t06, s06] = security(t6, timeframe.period, OTTs(percent, length))
// [t07, s07] = security(t7, timeframe.period, OTTs(percent, length))
// [t08, s08] = security(t8, timeframe.period, OTTs(percent, length))
// [t09, s09] = security(t9, timeframe.period, OTTs(percent, length))
// [t010, s010] = security(t10, timeframe.period, OTTs(percent, length))
// [t011, s011] = security(t11, timeframe.period, OTTs(percent, length))
// [t012, s012] = security(t12, timeframe.period, OTTs(percent, length))
// [t013, s013] = security(t13, timeframe.period, OTTs(percent, length))
// [t014, s014] = security(t14, timeframe.period, OTTs(percent, length))
// [t015, s015] = security(t15, timeframe.period, OTTs(percent, length))
// [t016, s016] = security(t16, timeframe.period, OTTs(percent, length))
// [t017, s017] = security(t17, timeframe.period, OTTs(percent, length))
// [t018, s018] = security(t18, timeframe.period, OTTs(percent, length))
// [t019, s019] = security(t19, timeframe.period, OTTs(percent, length))
// [t020, s020] = security(t20, timeframe.period, OTTs(percent, length))
// tr01 = t01 != t01[1], up01 = t01 == 1, dn01 = t01 == -1
// tr02 = t02 != t02[1], up02 = t02 == 1, dn02 = t02 == -1
// tr03 = t03 != t03[1], up03 = t03 == 1, dn03 = t03 == -1
// tr04 = t04 != t04[1], up04 = t04 == 1, dn04 = t04 == -1
// tr05 = t05 != t05[1], up05 = t05 == 1, dn05 = t05 == -1
// tr06 = t06 != t06[1], up06 = t06 == 1, dn06 = t06 == -1
// tr07 = t07 != t07[1], up07 = t07 == 1, dn07 = t07 == -1
// tr08 = t08 != t08[1], up08 = t08 == 1, dn08 = t08 == -1
// tr09 = t09 != t09[1], up09 = t09 == 1, dn09 = t09 == -1
// tr010 = t010 != t010[1], up010 = t010 == 1, dn010 = t010 == -1
// tr011 = t011 != t011[1], up011 = t011 == 1, dn011 = t011 == -1
// tr012 = t012 != t012[1], up012 = t012 == 1, dn012 = t012 == -1
// tr013 = t013 != t013[1], up013 = t013 == 1, dn013 = t013 == -1
// tr014 = t014 != t014[1], up014 = t014 == 1, dn014 = t014 == -1
// tr015 = t015 != t015[1], up015 = t015 == 1, dn015 = t015 == -1
// tr016 = t016 != t016[1], up016 = t016 == 1, dn016 = t016 == -1
// tr017 = t017 != t017[1], up017 = t017 == 1, dn017 = t017 == -1
// tr018 = t018 != t018[1], up018 = t018 == 1, dn018 = t018 == -1
// tr019 = t019 != t019[1], up019 = t019 == 1, dn019 = t019 == -1
// tr020 = t020 != t020[1], up020 = t020 == 1, dn020 = t020 == -1
// pot_label = 'Potential Reversal: \n'
// pot_label := tr01 ? pot_label + t1 + '\n' : pot_label
// pot_label := tr02 ? pot_label + t2 + '\n' : pot_label
// pot_label := tr03 ? pot_label + t3 + '\n' : pot_label
// pot_label := tr04 ? pot_label + t4 + '\n' : pot_label
// pot_label := tr05 ? pot_label + t5 + '\n' : pot_label
// pot_label := tr06 ? pot_label + t6 + '\n' : pot_label
// pot_label := tr07 ? pot_label + t7 + '\n' : pot_label
// pot_label := tr08 ? pot_label + t8 + '\n' : pot_label
// pot_label := tr09 ? pot_label + t9 + '\n' : pot_label
// pot_label := tr010 ? pot_label + t10 + '\n' : pot_label
// pot_label := tr011 ? pot_label + t11 + '\n' : pot_label
// pot_label := tr012 ? pot_label + t12 + '\n' : pot_label
// pot_label := tr013 ? pot_label + t13 + '\n' : pot_label
// pot_label := tr014 ? pot_label + t14 + '\n' : pot_label
// pot_label := tr015 ? pot_label + t15 + '\n' : pot_label
// pot_label := tr016 ? pot_label + t16 + '\n' : pot_label
// pot_label := tr017 ? pot_label + t17 + '\n' : pot_label
// pot_label := tr018 ? pot_label + t18 + '\n' : pot_label
// pot_label := tr019 ? pot_label + t19 + '\n' : pot_label
// pot_label := tr020 ? pot_label + t20 + '\n' : pot_label
// scr_label = 'Confirmed Reversal: \n'
// scr_label := tr01[1] ? scr_label + t1 + '\n' : scr_label
// scr_label := tr02[1] ? scr_label + t2 + '\n' : scr_label
// scr_label := tr03[1] ? scr_label + t3 + '\n' : scr_label
// scr_label := tr04[1] ? scr_label + t4 + '\n' : scr_label
// scr_label := tr05[1] ? scr_label + t5 + '\n' : scr_label
// scr_label := tr06[1] ? scr_label + t6 + '\n' : scr_label
// scr_label := tr07[1] ? scr_label + t7 + '\n' : scr_label
// scr_label := tr08[1] ? scr_label + t8 + '\n' : scr_label
// scr_label := tr09[1] ? scr_label + t9 + '\n' : scr_label
// scr_label := tr010[1] ? scr_label + t10 + '\n' : scr_label
// scr_label := tr011[1] ? scr_label + t11 + '\n' : scr_label
// scr_label := tr012[1] ? scr_label + t12 + '\n' : scr_label
// scr_label := tr013[1] ? scr_label + t13 + '\n' : scr_label
// scr_label := tr014[1] ? scr_label + t14 + '\n' : scr_label
// scr_label := tr015[1] ? scr_label + t15 + '\n' : scr_label
// scr_label := tr016[1] ? scr_label + t16 + '\n' : scr_label
// scr_label := tr017[1] ? scr_label + t17 + '\n' : scr_label
// scr_label := tr018[1] ? scr_label + t18 + '\n' : scr_label
// scr_label := tr019[1] ? scr_label + t19 + '\n' : scr_label
// scr_label := tr020[1] ? scr_label + t20 + '\n' : scr_label
// up_label = 'Uptrend: \n'
// up_label := up01[1] ? up_label + t1 + '\n' : up_label
// up_label := up02[1] ? up_label + t2 + '\n' : up_label
// up_label := up03[1] ? up_label + t3 + '\n' : up_label
// up_label := up04[1] ? up_label + t4 + '\n' : up_label
// up_label := up05[1] ? up_label + t5 + '\n' : up_label
// up_label := up06[1] ? up_label + t6 + '\n' : up_label
// up_label := up07[1] ? up_label + t7 + '\n' : up_label
// up_label := up08[1] ? up_label + t8 + '\n' : up_label
// up_label := up09[1] ? up_label + t9 + '\n' : up_label
// up_label := up010[1] ? up_label + t10 + '\n' : up_label
// up_label := up011[1] ? up_label + t11 + '\n' : up_label
// up_label := up012[1] ? up_label + t12 + '\n' : up_label
// up_label := up013[1] ? up_label + t13 + '\n' : up_label
// up_label := up014[1] ? up_label + t14 + '\n' : up_label
// up_label := up015[1] ? up_label + t15 + '\n' : up_label
// up_label := up016[1] ? up_label + t16 + '\n' : up_label
// up_label := up017[1] ? up_label + t17 + '\n' : up_label
// up_label := up018[1] ? up_label + t18 + '\n' : up_label
// up_label := up019[1] ? up_label + t19 + '\n' : up_label
// up_label := up020[1] ? up_label + t20 + '\n' : up_label
// dn_label = 'Downtrend: \n'
// dn_label := dn01[1] ? dn_label + t1 + '\n' : dn_label
// dn_label := dn02[1] ? dn_label + t2 + '\n' : dn_label
// dn_label := dn03[1] ? dn_label + t3 + '\n' : dn_label
// dn_label := dn04[1] ? dn_label + t4 + '\n' : dn_label
// dn_label := dn05[1] ? dn_label + t5 + '\n' : dn_label
// dn_label := dn06[1] ? dn_label + t6 + '\n' : dn_label
// dn_label := dn07[1] ? dn_label + t7 + '\n' : dn_label
// dn_label := dn08[1] ? dn_label + t8 + '\n' : dn_label
// dn_label := dn09[1] ? dn_label + t9 + '\n' : dn_label
// dn_label := dn010[1] ? dn_label + t10 + '\n' : dn_label
// dn_label := dn011[1] ? dn_label + t11 + '\n' : dn_label
// dn_label := dn012[1] ? dn_label + t12 + '\n' : dn_label
// dn_label := dn013[1] ? dn_label + t13 + '\n' : dn_label
// dn_label := dn014[1] ? dn_label + t14 + '\n' : dn_label
// dn_label := dn015[1] ? dn_label + t15 + '\n' : dn_label
// dn_label := dn016[1] ? dn_label + t16 + '\n' : dn_label
// dn_label := dn017[1] ? dn_label + t17 + '\n' : dn_label
// dn_label := dn018[1] ? dn_label + t18 + '\n' : dn_label
// dn_label := dn019[1] ? dn_label + t19 + '\n' : dn_label
// dn_label := dn020[1] ? dn_label + t20 + '\n' : dn_label
// f_colorscr (_valscr ) =>
// _valscr ? #00000000 : na
// f_printscr (_txtscr ) =>
// var _lblscr = label(na),
// label.delete(_lblscr ),
// _lblscr := label.new(
// time + (time-time[1])*posX_scr ,
// ohlc4[posY_scr],
// _txtscr ,
// xloc.bar_time,
// yloc.price,
// f_colorscr ( showscr ),
// textcolor = showscr ? col : na,
// size = size.normal,
// style=label.style_label_center
// )
// f_printscr ( scr_label + '\n' + pot_label +'\n' + up_label + '\n' + dn_label)