Strategi Pola Lilin

Penulis:ChaoZhang, Tanggal: 2023-11-27 18:26:52
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imgStrategi Pola Lilin

Gambaran umum

Strategi pola lilin adalah strategi yang membuat keputusan perdagangan berdasarkan pola lilin. Strategi ini dapat mendeteksi berbagai pola lilin umum, termasuk pola menelan, pola harami, bintang pagi, tiga gagak hitam, dll, dan menghasilkan sinyal perdagangan ketika pola ini terdeteksi. Strategi ini juga mendukung parameter stop loss, take profit, dan trailing stop yang disesuaikan untuk mengontrol risiko secara efektif.

Prinsip Strategi

Logika inti dari strategi ini adalah untuk mengidentifikasi berbagai jenis pola candlestick melalui penilaian bersyarat dalam kode Pine Script.

bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1]  

Logika di atas menilai hubungan antara harga tinggi, rendah, terbuka, dekat dari K-line saat ini dan dua K-line sebelumnya.

Ketika pola lilin yang memenuhi syarat diidentifikasi, variabel sinyal perdagangan panjang atau pendek yang sesuai akan diatur menjadi benar. Kemudian selama sesi perdagangan, strategi akan memeriksa apakah sinyal perdagangan dipicu. Jika dipicu, itu akan menempatkan pesanan dan mengatur stop loss, mengambil keuntungan dan trailing stop untuk mengendalikan risiko.

Analisis Keuntungan

  • Mendukung banyak pola lilin umum, cakupan luas
  • Parameter pengendalian risiko yang dapat disesuaikan, fleksibilitas tinggi
  • Mengandung beberapa alat plot untuk dengan jelas mengidentifikasi pola
  • Gabungkan dengan tren nyata dari K-line untuk menghindari terjebak

Risiko dan Solusi

  • Pola candlestick tidak selalu sinyal yang dapat diandalkan

    Solusi: Gabungkan dengan indikator tren, hindari penggunaan selama pasar yang terikat rentang

  • Sebuah pola tunggal mungkin memiliki sinyal palsu

    Solusi: Menyaring sinyal dengan tepat dari pola jangka pendek

  • Pengaturan parameter yang tidak benar dapat memperkuat kerugian

    Solusi: Tetapkan parameter stop loss dan take profit yang ketat berdasarkan toleransi risiko

Arahan Optimasi

  • Tambahkan penilaian tren untuk menghindari pola melawan tren
  • Sinyal filter dengan indikator lain
  • Mengoptimalkan parameter pola untuk mengurangi sinyal palsu
  • Menggabungkan algoritma pembelajaran mesin untuk membangun pengakuan pola yang lebih andal

Ringkasan

Strategi pola lilin mengidentifikasi titik balik jangka pendek menggunakan grafik analisis teknis, yang merupakan strategi jangka pendek yang umum. Strategi ini mendukung beberapa pola dan kontrol risiko yang dapat disesuaikan, sangat fleksibel untuk digunakan. Tetapi keandalan sinyal pola tidak tinggi.


/*backtest
start: 2023-11-19 00:00:00
end: 2023-11-24 02:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

//DanyChe
//The script allows you to test popular candlestick patterns on various instruments and timeframes. In addition, you can configure risk management (if the value is zero, it means the function is disabled), and you can also specify the time of the trading session (for example, so that the positions are not transferred to the next day). 
//The author is grateful to JayRogers and Phi35, their code examples helped a lot in writing the strategy.
strategy("Candle Patterns Strategy", shorttitle="CPS", overlay=true)

//--- Patterns Input ---

OnEngulfing = input(defval=true, title="Engulfing")
OnHarami = input(defval=true, title="Harami")
OnPiercingLine = input(defval=true, title="Piercing Line / Dark Cloud Cover")
OnMorningStar = input(defval=true, title="Morning Star / Evening Star ")
OnBeltHold = input(defval=true, title="Belt Hold")
OnThreeWhiteSoldiers = input(defval=true, title="Three White Soldiers / Three Black Crows")
OnThreeStarsInTheSouth = input(defval=true, title="Three Stars in the South")
OnStickSandwich = input(defval=true, title="Stick Sandwich")
OnMeetingLine = input(defval=true, title="Meeting Line")
OnKicking = input(defval=true, title="Kicking")
OnLadderBottom = input(defval=true, title="Ladder Bottom")

//--- Risk Management Input ---

inpsl = input(defval = 100, title="Stop Loss", minval = 0)
inptp = input(defval = 1000, title="Take Profit", minval = 0)
inptrail = input(defval = 40, title="Trailing Stop", minval = 0)
// If the zero value is set for stop loss, take profit or trailing stop, then the function is disabled
sl = inpsl >= 1 ? inpsl : na
tp = inptp >= 1 ? inptp : na
trail = inptrail >= 1 ? inptrail : na

//--- Session Input ---

sess = input(defval = "0000-0000", title="Trading session")
t = time('60', sess)
session_open = na(t) ? false : true

// --- Candlestick Patterns ---

//Engulfing 
bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1] ? OnEngulfing : na
bearish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]>open[1] and close[0]<close[1] and close[0]<open[0] and close[1]>close[2] and close[0]<open[1] ? OnEngulfing : na

//Harami
bullish_harami =  open[1]>close[1] and close[1]<close[2] and open[0]>close[1] and open[0]<open[1] and close[0]>close[1] and close[0]<open[1] and high[0]<high[1] and low[0]>low[1] and close[0]>=open[0] ? OnHarami : na
bearish_harami =   open[1]<close[1] and close[1]>close[2] and open[0]<close[1] and open[0]>open[1] and close[0]<close[1] and close[0]>open[1] and high[0]<high[1] and low[0]>low[1] and close[0]<=open[0] ? OnHarami : na

//Piercing Line/Dark Cloud Cover 
piercing_line = close[2]>close[1] and open[0]<low[1] and close[0]>avg(open[1],close[1]) and close[0]<open[1] ? OnPiercingLine : na
dark_cloud_cover = close[2]<close[1] and open[0]>high[1] and close[0]<avg(open[1],close[1]) and close[0]>open[1] ? OnPiercingLine : na

//Morning Star/Evening Star
morning_star = close[3]>close[2] and close[2]<open[2] and open[1]<close[2] and close[1]<close[2] and open[0]>open[1] and open[0]>close[1] and close[0]>close[2] and open[2]-close[2]>close[0]-open[0] ? OnMorningStar : na
evening_star = close[3]<close[2] and close[2]>open[2] and open[1]>close[2] and close[1]>close[2] and open[0]<open[1] and open[0]<close[1] and close[0]<close[2] and close[2]-open[2]>open[0]-close[0] ? OnMorningStar : na

//Belt Hold
bullish_belt_hold = close[1]<open[1] and low[1]>open[0] and close[1]>open[0] and open[0]==low[0] and close[0]>avg(close[0],open[0]) ? OnBeltHold :na
bearish_belt_hold =  close[1]>open[1] and high[1]<open[0] and close[1]<open[0] and open[0]==high[0] and close[0]<avg(close[0],open[0]) ? OnBeltHold :na

//Three White Soldiers/Three Black Crows 
three_white_soldiers = close[3]<open[3] and open[2]<close[3] and close[2]>avg(close[2],open[2]) and open[1]>open[2] and open[1]<close[2] and close[1]>avg(close[1],open[1]) and open[0]>open[1] and open[0]<close[1] and close[0]>avg(close[0],open[0]) and high[1]>high[2] and high[0]>high[1] ? OnThreeWhiteSoldiers : na
three_black_crows =  close[3]>open[3] and open[2]>close[3] and close[2]<avg(close[2],open[2]) and open[1]<open[2] and open[1]>close[2] and close[1]<avg(close[1],open[1]) and open[0]<open[1] and open[0]>close[1] and close[0]<avg(close[0],open[0]) and low[1]<low[2] and low[0]<low[1] ? OnThreeWhiteSoldiers : na

//Three Stars in the South
three_stars_in_the_south = open[3]>close[3] and open[2]>close[2] and open[2]==high[2] and open[1]>close[1] and open[1]<open[2] and open[1]>close[2] and low[1]>low[2] and open[1]==high[1] and open[0]>close[0] and open[0]<open[1] and open[0]>close[1] and open[0]==high[0] and close[0]==low[0] and close[0]>=low[1] ? OnThreeStarsInTheSouth : na

//Stick Sandwich
stick_sandwich = open[2]>close[2] and open[1]>close[2] and open[1]<close[1] and open[0]>close[1] and open[0]>close[0] and close[0]==close[2] ? OnStickSandwich : na

//Meeting Line 
bullish_ml = open[2]>close[2] and open[1]>close[1] and close[1]==close[0] and open[0]<close[0] and open[1]>=high[0] ? OnMeetingLine : na
bearish_ml = open[2]<close[2] and open[1]<close[1] and close[1]==close[0] and open[0]>close[0] and open[1]<=low[0] ? OnMeetingLine : na

//Kicking 
bullish_kicking =  open[1]>close[1] and open[1]==high[1] and close[1]==low[1] and open[0]>open[1] and open[0]==low[0] and close[0]==high[0] and close[0]-open[0]>open[1]-close[1] ? OnKicking : na
bearish_kicking = open[1]<close[1] and open[1]==low[1] and close[1]==high[1] and open[0]<open[1] and open[0]==high[0] and close[0]==low[0] and open[0]-close[0]>close[1]-open[1] ? OnKicking : na

//Ladder Bottom
ladder_bottom = open[4]>close[4] and open[3]>close[3] and open[3]<open[4] and open[2]>close[2] and open[2]<open[3] and open[1]>close[1] and open[1]<open[2] and open[0]<close[0] and open[0]>open[1] and low[4]>low[3] and low[3]>low[2] and low[2]>low[1] ? OnLadderBottom : na

// ---Plotting ---

plotshape(bullish_engulfing, text='Engulfing', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Engulfing Text")
plotshape(bearish_engulfing,text='Engulfing', style=shape.triangledown, color=#F35A54, editable=true, title="Bearish Engulfing Text")
plotshape(bullish_harami,text='Harami', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Harami Text")
plotshape(bearish_harami,text='Harami', style=shape.triangledown, color=#F35A54, editable=true, title="BEarish Harami Text")
plotshape(piercing_line,text='Piercing Line', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(dark_cloud_cover,text='Dark Cloud Cover', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(morning_star,text='Morning Star', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(evening_star,text='Evening Star', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(bullish_belt_hold,text='Belt Hold', style=shape.triangleup, color=#1FADA2, editable=false)    
plotshape(bearish_belt_hold,text='Belt Hold', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(three_white_soldiers,text='Three White Soldiers', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(three_black_crows,text='Three Black Crows', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(three_stars_in_the_south,text='3 Stars South', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(stick_sandwich,text='Stick Sandwich', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bullish_ml,text='Meeting Line', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bearish_ml,text='Meeting Line', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(bullish_kicking,text='Kicking', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bearish_kicking,text='Kicking', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(ladder_bottom,text='Ladder Bottom', style=shape.triangleup, color=#1FADA2, editable=false)

// --- STRATEGY ---

SignalUp = bullish_engulfing or bullish_harami or piercing_line or morning_star or bullish_belt_hold or three_white_soldiers or three_stars_in_the_south or stick_sandwich or bullish_ml or bullish_kicking or ladder_bottom
SignalDown = bearish_engulfing or bearish_harami or dark_cloud_cover or evening_star or bearish_belt_hold or three_black_crows or bearish_ml or bearish_kicking

strategy.entry("long", true, when = SignalUp and session_open)
strategy.entry("short", false, when = SignalDown and session_open)
strategy.close("long", when = not session_open)
strategy.close("short", when = not session_open)
strategy.exit("Risk Exit long", from_entry = "long", profit = tp, trail_points = trail, loss = sl)
strategy.exit("Risk Exit short", from_entry = "short", profit = tp, trail_points = trail, loss = sl )

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