
Strategi ini didasarkan pada indikator overtrend dan tracking stop loss untuk membuka posisi damai. Ini menggunakan 4 alarm untuk membuka posisi damai, dan menggunakan strategi overtrend. Strategi ini dirancang khusus untuk robot dan memiliki fungsi tracking stop loss.
Strategi ini menggunakan indikator ATR untuk menghitung uptrend dan downtrend. Strategi ini menghasilkan sinyal beli ketika harga penutupan menembus uptrend dan menghasilkan sinyal jual ketika harga penutupan menembus downtrend. Strategi ini juga menggunakan garis tren super untuk menilai arah tren.
Strategi ini menggabungkan keuntungan dari indikator hypertrend untuk menentukan arah tren dan indikator ATR untuk menetapkan stop loss, yang dapat secara efektif menyaring false breakout. Tracking stop loss dapat dengan baik mengunci keuntungan dan mengurangi penarikan balik. Selain itu, strategi ini dirancang khusus untuk robot dan dapat mengotomatiskan perdagangan.
Indikator supertrend mudah menghasilkan lebih banyak sinyal palsu. Jika penyesuaian harga stop loss lebih besar, kemungkinan stop loss akan lebih tinggi. Selain itu, perdagangan robot juga menghadapi risiko teknis seperti server crash, gangguan jaringan.
Untuk mengurangi kemungkinan sinyal palsu, Anda dapat menyesuaikan parameter ATR atau menambahkan indikator lain untuk memfilter. Mengatur stop loss tracking amplitudo perlu menyeimbangkan keuntungan dan risiko. Bersiaplah untuk server dan jaringan cadangan untuk mencegah risiko kegagalan teknis.
Strategi ini dapat dioptimalkan dalam beberapa hal:
Tambahkan indikator atau kondisi untuk memfilter sinyal masuk, menghindari sinyal palsu. Misalnya, indikator MACD dapat ditambahkan.
Kombinasi parameter ATR yang berbeda dapat diuji untuk menemukan parameter yang optimal.
Anda dapat mengoptimalkan stop loss tracking untuk menemukan titik keseimbangan yang optimal.
Anda dapat menambahkan harga stop loss lebih banyak untuk stop loss batch.
Bisa membangun arsitektur dual server cadangan utama, dengan cepat beralih jika server utama gagal.
Strategi ini mengintegrasikan keuntungan dari indikator overtrend dan tracking stop loss, yang dapat mengotomatiskan pembukaan posisi dan stop loss. Pengembangan strategi ini digabungkan dengan pengoptimalan arah dalam real time, yang dapat menjadi strategi perdagangan kuantitatif yang sangat praktis.
/*backtest
start: 2023-11-18 00:00:00
end: 2023-12-18 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/
// © arminomid1375
//@version=5
strategy('Mizar_BOT_super trend', overlay=true, default_qty_value=100, currency=currency.USD, default_qty_type=strategy.percent_of_equity, initial_capital=100, max_bars_back=4000)
//===== INPUTS ==========================================================================//
factor = input.float(4.5, title='ATR Factor', step=0.1,group = 'ATR')
period = input.int(59, minval=1, maxval=100, title='ATR Period',group = 'ATR')
up = (high + low) / 2 - factor * ta.atr(period)
down = (high + low) / 2 + factor * ta.atr(period)
trend_up = 0.0
trend_up := close[1] > trend_up[1] ? math.max(up, trend_up[1]) : up
trend_down = 0.0
trend_down := close[1] < trend_down[1] ? math.min(down, trend_down[1]) : down
trend = 0.0
trend := close > trend_down[1] ? 1 : close < trend_up[1] ? -1 : nz(trend[1], 1)
tsl = trend == 1 ? trend_up : trend_down
line_color = trend == 1 ? 'green' : 'red'
long_signal = trend == 1 and trend[1] == -1
short_signal = trend == -1 and trend[1] == 1
background = true
//ss = input.float(defval=15.0, minval=0.0, title=' stop loss %',group = 'stop loss')
use_sl = input(title='trailing stop ?', defval=true,group = 'stop loss')
initial_sl_pct = input.float(defval=15.0, minval=0.0, title='trailing stop %',group = 'stop loss')
Tpactive1 = input(title='Take profit1 On/Off ?', defval=true, group='take profit')
tp1percent = input.float(5.0, title='TP1 %', group='take profit') *100
tp1amt = input.int(10, title='TP1 Amount %', group='take profit')
Tpactive2 = input(title='Take profit2 On/Off ?', defval=true, group='take profit')
tp2percent = input.float(10, title='TP2 %', group='take profit') *100
tp2amt = input.int(15, title='TP2 Amount %', group='take profit')
Tpactive3 = input(title='Take profit3 On/Off ?', defval=true, group='take profit')
tp3percent = input.float(15, title='TP3 %', group='take profit')*100
tp3amt = input.int(20, title='TP3 Amount %', group='take profit')
//===== TIMEFRAME ==========================================================================//
from_month = input.int(defval=1, title='From Month', minval=1, maxval=12)
from_day = input.int(defval=1, title='From Day', minval=1, maxval=31)
from_year = input.int(defval=2019, title='From Year', minval=2017)
to_month = input.int(defval=1, title='To Month', minval=1, maxval=12)
to_day = input.int(defval=1, title='To Day', minval=1, maxval=31)
to_year = input.int(defval=9999, title='To Year', minval=2017)
start = timestamp(from_year, from_month, from_day, 00, 00)
finish = timestamp(to_year, to_month, to_day, 23, 59)
window() =>
time >= start and time <= finish ? true : false
//===== PLOTS ==========================================================================//
// Line
line_plot = plot(tsl, color=trend == 1 ? color.green : color.red, linewidth=2, title='Trend Line')
// Labels
plotshape(long_signal and window() ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.normal, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
plotshape(short_signal and window() ? down : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.normal, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
// Circles
plotshape(long_signal and window() ? up : na, title='Uptrend starts', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, 0))
plotshape(short_signal and window() ? down : na, title='Downtrend starts', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, 0))
// Background
long_fill = background ? trend == 1 ? color.green : na : na
short_fill = background ? trend == -1 ? color.red : na : na
candle_plot = plot(ohlc4, title='Price Line', color=trend == 1 ? long_fill : short_fill, linewidth=2, transp=90)
fill(candle_plot, line_plot, title='Long Background', color=long_fill, transp=90)
fill(candle_plot, line_plot, title='Short Background', color=short_fill, transp=90)
//===== GLOBAL ==========================================================================//
var entry_price = 0.0
var updated_entry_price = 0.0
var sl_price = 0.0
longString = "Input your custom alert message here.\nAnd put {{strategy.order.alert_message}} in the message box."
longclose = "Input your custom alert message here.\nAnd put {{strategy.order.alert_message}} in the message box."
shortString = "Input your custom alert message here.\nAnd put {{strategy.order.alert_message}} in the message box."
shortclose = "Input your custom alert message here.\nAnd put {{strategy.order.alert_message}} in the message box."
longAlertMessage = input(title="Long Alert Message", defval="long", group="Alert Messages", tooltip=longString)
longcloseAlertMessage = input(title="Long close Alert Message", defval="long", group="Alert Messages", tooltip=longclose)
shortAlertMessage = input(title="Short Alert Message", defval="short", group="Alert Messages", tooltip=shortString)
shortcloseAlertMessage = input(title="Short close Alert Message", defval="short", group="Alert Messages", tooltip=shortclose)
has_open_trade() =>
strategy.position_size != 0
has_no_open_trade() =>
strategy.position_size == 0
is_long() =>
strategy.position_size > 0 ? true : false
is_short() =>
strategy.position_size < 0 ? true : false
plot(use_sl ? has_no_open_trade() ? close : sl_price : na, color=has_no_open_trade() ? na : color.blue, title='Stop Loss')
strategy_close() =>
if is_long()
strategy.close('Long')
alert(longcloseAlertMessage)
if is_short()
strategy.close('Short')
alert(shortcloseAlertMessage)
strategy_long() =>
strategy.entry('Long', strategy.long)
strategy_short() =>
strategy.entry('Short', strategy.short)
sl_pct = initial_sl_pct
if long_signal or is_long() and not(short_signal or is_short())
sl_pct := initial_sl_pct * -1
sl_pct
//===== STRATEGY ==========================================================================//
crossed_sl = false
if is_long() and use_sl
crossed_sl := close <= sl_price
crossed_sl
if is_short() and use_sl
crossed_sl := close >= sl_price
crossed_sl
terminate_operation = window() and has_open_trade() and crossed_sl
if terminate_operation and not(long_signal or short_signal) // Do not close position if trend is flipping anyways.
entry_price := 0.0
updated_entry_price := entry_price
sl_price := 0.0
strategy_close()
start_operation = window() and (long_signal or short_signal)
if start_operation
entry_price := close
updated_entry_price := entry_price
sl_price := entry_price + entry_price * sl_pct / 100
if long_signal
strategy_long()
if Tpactive1==true
strategy.exit('TPL1','Long', qty_percent=tp1amt,profit =tp1percent)
alert(shortcloseAlertMessage)
alert(longAlertMessage)
if short_signal
strategy_short()
if Tpactive1==true
strategy.exit('TPL1','Short', qty_percent=tp1amt,profit =tp1percent)
alert(longcloseAlertMessage)
alert(shortAlertMessage)
//===== TRAILING ==========================================================================//
if is_long() and use_sl
strategy_pct = (close - updated_entry_price) / updated_entry_price * 100.00
if strategy_pct > 1
sl_pct += strategy_pct - 1.0
new_sl_price = updated_entry_price + updated_entry_price * sl_pct / 100
sl_price := math.max(sl_price, new_sl_price)
updated_entry_price := sl_price
updated_entry_price
if is_short() and use_sl
strategy_pct = (close - updated_entry_price) / updated_entry_price * 100.00
if strategy_pct < -1
sl_pct += strategy_pct + 1.0
new_sl_price = updated_entry_price + updated_entry_price * sl_pct / 100
sl_price := math.min(sl_price, new_sl_price)
updated_entry_price := sl_price
updated_entry_price