Strategi Kuantitatif Grafik Awan Ichimoku


Tanggal Pembuatan: 2024-02-01 14:25:49 Akhirnya memodifikasi: 2024-02-01 14:25:49
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Strategi Kuantitatif Grafik Awan Ichimoku

Ringkasan

Strategi ini didasarkan pada indikator diagram awan Ichimoku, menggabungkan garis Tenkan, garis Kijun, garis pioneer dan diagram awan, untuk mengidentifikasi sinyal polygonal, dan untuk melakukan perdagangan otomatis. Strategi ini menggabungkan fungsionalitas kustom dari model Ichimoku standar dan penguji strategi TradingView untuk pemula dan pedagang berpengalaman.

Prinsip Strategi

Strategi ini menggunakan model Ichimoku standar, termasuk garis Tenkan, garis Kijun, garis terdepan, garis A dan B. Strategi ini menilai sinyal polygonal dengan membandingkan garis-garis ini.

Secara khusus, sinyal multihead dihasilkan ketika garis Tenkan melintasi garis Kijun; sinyal kosong dihasilkan ketika garis Tenkan melintasi garis Kijun di bawah. Selain itu, posisi relatif garis Tenkan terhadap peta awan juga akan dinilai saat persimpangan, terbagi menjadi tiga jenis sinyal kuat, sinyal netral, dan sinyal lemah. Misalnya, sinyal multihead yang kuat terjadi ketika garis Tenkan melintasi lebih tinggi dari dua garis peta awan.

Strategi ini menawarkan banyak parameter kustomisasi, memungkinkan pengguna untuk bebas memilih kombinasi sinyal masuk dan keluar untuk strategi perdagangan mereka sendiri.

Keunggulan Strategis

  1. Menggabungkan kemampuan analisis teknis canggih dari model Ichimoku dan kemampuan kustomisasi dari penguji strategi TradingView
  2. Berbagai pilihan pengaturan parameter yang tersedia untuk pedagang dengan gaya yang berbeda
  3. Peta awan yang diperbarui secara real-time dan dapat dilihat, untuk menentukan arah tren dengan jelas
  4. Optimasi parameter dapat dilakukan dengan mengevaluasi kembali data dan menguji efektivitas strategi.

Risiko Strategis

  1. Model Ichimoku mudah menghasilkan sinyal palsu yang perlu digabungkan dengan entitas harga.
  2. Parameters terlalu banyak pilihan, sehingga para pemula bisa saja terjerumus ke dalamnya.
  3. Cloud Graphics Terbelakang, Tidak Cocok Untuk Mencari Kekalahan
  4. Data deteksi tidak sama dengan kinerja hard disk, berhati-hatilah saat hard disk

Arah optimasi strategi

  1. Mengoptimalkan parameter untuk menemukan kombinasi optimal
  2. Kombinasi dengan indikator lain untuk memfilter sinyal palsu
  3. Meningkatkan logika stop loss dan mengendalikan risiko transaksi tunggal
  4. Faktor-faktor seperti jenis transaksi, siklus, dan lain-lain
  5. Verifikasi pada hard disk, menyesuaikan parameter pada hard disk

Meringkaskan

Ichimoku Cloud Graphics Model sebagai alat analisis teknologi generasi baru, yang menggabungkan fungsi visualisasi dan pengembangan strategi dari platform TradingView, memberikan dukungan teknis yang kuat bagi pedagang kuantitatif. Strategi ini memanfaatkan keunggulan keduanya untuk membangun sistem perdagangan otomatis. Meskipun masih perlu ruang untuk pengoptimalan, namun telah menunjukkan potensi aplikasi yang sangat besar.

Kode Sumber Strategi 
/*backtest
start: 2023-01-25 00:00:00
end: 2024-01-31 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5

//  -----------------------------------------------------------------------------
//  Copyright © 2024 Skyrex, LLC. All rights reserved.
//  -----------------------------------------------------------------------------

//  Version: v2.1
//  Release:  Jan 22, 2024

strategy(title = "Advanced Ichimoku Clouds Strategy Long and Short", 
         shorttitle = "Ichimoku Strategy Long and Short", 
         overlay = true, 
         format = format.inherit, 
         pyramiding = 1, 
         calc_on_order_fills = false, 
         calc_on_every_tick = true, 
         default_qty_type = strategy.percent_of_equity, 
         default_qty_value = 100, 
         initial_capital = 10000, 
         currency = currency.NONE,  
         commission_type = strategy.commission.percent, 
         commission_value = 0.1,
         slippage = 5)

// Trading bot settings
sourceUuid = input.string(title = "sourceUuid:", defval = "yourBotSourceUuid", group = "Trading Bot Settings")
secretToken = input.string(title = "secretToken:", defval = "yourBotSecretToken", group = "Trading Bot Settings")

// Trading Period Settings
lookBackPeriodStart = input(title = "Trade Start Date/Time", defval = timestamp('2023-01-01T00:00:00'), group = "Trading Period Settings")
lookBackPeriodStop = input(title = "Trade Stop Date/Time", defval = timestamp('2025-01-01T00:00:00'), group = "Trading Period Settings")

// Trading Mode settings
tradingMode = input.string("Long", "Trading Mode", options = ["Long", "Short"], group = "Trading Mode Settings")

// Long Mode Signal Options
entrySignalOptionsLong = input.string("Bullish All", "Select Entry Signal (Long)", options = ["None", "Bullish Strong", "Bullish Neutral", "Bullish Weak", "Bullish Strong and Neutral", "Bullish Neutral and Weak", "Bullish Strong and Weak", "Bullish All"], group = "Long Mode Signals - set up if Trading Mode: Long")
exitSignalOptionsLong = input.string("Bearish Weak", "Select Exit Signal (Long)", options = ["None", "Bearish Strong", "Bearish Neutral", "Bearish Weak", "Bearish Strong and Neutral", "Bearish Neutral and Weak", "Bearish Strong and Weak", "Bearish All"], group = "Long Mode Signals - set up if Trading Mode: Long")

// Short Mode Signal Options
entrySignalOptionsShort = input.string("None", "Select Entry Signal (Short)", options = ["None", "Bearish Strong", "Bearish Neutral", "Bearish Weak", "Bearish Strong and Neutral", "Bearish Neutral and Weak", "Bearish Strong and Weak", "Bearish All"], group = "Short Mode Signals - set up if Trading Mode: Short")
exitSignalOptionsShort = input.string("None", "Select Exit Signal (Short)", options = ["None", "Bullish Strong", "Bullish Neutral", "Bullish Weak", "Bullish Strong and Neutral", "Bullish Neutral and Weak", "Bullish Strong and Weak", "Bullish All"], group = "Short Mode Signals - set up if Trading Mode: Short")

// Risk Management Settings
takeProfitPct = input.float(0, "Take Profit, % (0 - disabled)", minval = 0, step = 0.1, group = "Risk Management")
stopLossPct = input.float(0, "Stop Loss, % (0 - disabled)", minval = 0, step = 0.1, group = "Risk Management")

// Indicator Settings
tenkanPeriods = input.int(9, "Tenkan", minval=1, group="Indicator Settings")
kijunPeriods = input.int(26, "Kijun", minval=1, group="Indicator Settings")
chikouPeriods = input.int(52, "Chikou", minval=1, group="Indicator Settings")
displacement = input.int(26, "Offset", minval=1, group="Indicator Settings")

// Display Settings
showTenkan = input(false, "Show Tenkan Line", group = "Display Settings")
showKijun = input(false, "Show Kijun Line", group = "Display Settings")
showSenkouA = input(true, "Show Senkou A Line", group = "Display Settings")
showSenkouB = input(true, "Show Senkou B Line", group = "Display Settings")
showChikou = input(false, "Show Chikou Line", group = "Display Settings")

// Function to convert percentage to price points based on entry price
pctToPoints(pct) => 
    strategy.position_avg_price * pct / 100

// Colors and Transparency Level
transparencyLevel = 90
colorGreen = color.new(#36a336, 23)
colorRed = color.new(#d82727, 47)
colorTenkanViolet = color.new(#9400D3, 0)
colorKijun = color.new(#fdd8a0, 0)
colorLime = color.new(#006400, 0)
colorMaroon = color.new(#8b0000, 0)
colorGreenTransparent = color.new(colorGreen, transparencyLevel)
colorRedTransparent = color.new(colorRed, transparencyLevel)

// Ichimoku Calculations
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
tenkan = donchian(tenkanPeriods)
kijun = donchian(kijunPeriods)
senkouA = math.avg(tenkan, kijun)
senkouB = donchian(chikouPeriods)
displacedSenkouA = senkouA[displacement - 1]
displacedSenkouB = senkouB[displacement - 1]

// Plot Ichimoku Lines
plot(showTenkan ? tenkan : na, color=colorTenkanViolet, title = "Tenkan", linewidth=2)
plot(showKijun ? kijun : na, color=colorKijun, title = "Kijun", linewidth=2)
plot(showChikou ? close : na, offset=-displacement, color = colorLime, title = "Chikou", linewidth=1)
p1 = plot(showSenkouA ? senkouA : na, offset=displacement - 1, color=colorGreen, title = "Senkou A", linewidth=2)
p2 = plot(showSenkouB ? senkouB : na, offset=displacement - 1, color=colorRed, title = "Senkou B", linewidth=2)
fill(p1, p2, color=senkouA > senkouB ? colorGreenTransparent : colorRedTransparent)

// Signal Calculations
bullishSignal = ta.crossover(tenkan, kijun)
bearishSignal = ta.crossunder(tenkan, kijun)
bullishSignalValues = bullishSignal ? tenkan : na
bearishSignalValues = bearishSignal ? tenkan : na

strongBullishSignal = bullishSignalValues > displacedSenkouA and bullishSignalValues > displacedSenkouB
neutralBullishSignal = ((bullishSignalValues > displacedSenkouA and bullishSignalValues < displacedSenkouB) or (bullishSignalValues < displacedSenkouA and bullishSignalValues > displacedSenkouB))
weakBullishSignal = bullishSignalValues < displacedSenkouA and bullishSignalValues < displacedSenkouB

strongBearishSignal = bearishSignalValues < displacedSenkouA and bearishSignalValues < displacedSenkouB
neutralBearishSignal = ((bearishSignalValues > displacedSenkouA and bearishSignalValues < displacedSenkouB) or (bearishSignalValues < displacedSenkouA and bearishSignalValues > displacedSenkouB))
weakBearishSignal = bearishSignalValues > displacedSenkouA and bearishSignalValues > displacedSenkouB

// Functions to determine entry and exit conditions for Long and Short
isEntrySignalLong() =>
    entryCondition = false
    if entrySignalOptionsLong == "None"
        entryCondition := false
    else if entrySignalOptionsLong == "Bullish Strong"
        entryCondition := strongBullishSignal
    else if entrySignalOptionsLong == "Bullish Neutral"
        entryCondition := neutralBullishSignal
    else if entrySignalOptionsLong == "Bullish Weak"
        entryCondition := weakBullishSignal
    else if entrySignalOptionsLong == "Bullish Strong and Neutral"
        entryCondition := strongBullishSignal or neutralBullishSignal
    else if entrySignalOptionsLong == "Bullish Neutral and Weak"
        entryCondition := neutralBullishSignal or weakBullishSignal
    else if entrySignalOptionsLong == "Bullish Strong and Weak"
        entryCondition := strongBullishSignal or weakBullishSignal
    else if entrySignalOptionsLong == "Bullish All"
        entryCondition := strongBullishSignal or neutralBullishSignal or weakBullishSignal
    entryCondition

isExitSignalLong() =>
    exitCondition = false
    if exitSignalOptionsLong == "None"
        exitCondition := false
    else if exitSignalOptionsLong == "Bearish Strong"
        exitCondition := strongBearishSignal
    else if exitSignalOptionsLong == "Bearish Neutral"
        exitCondition := neutralBearishSignal
    else if exitSignalOptionsLong == "Bearish Weak"
        exitCondition := weakBearishSignal
    else if exitSignalOptionsLong == "Bearish Strong and Neutral"
        exitCondition := strongBearishSignal or neutralBearishSignal
    else if exitSignalOptionsLong == "Bearish Neutral and Weak"
        exitCondition := neutralBearishSignal or weakBearishSignal
    else if exitSignalOptionsLong == "Bearish Strong and Weak"
        exitCondition := strongBearishSignal or weakBearishSignal
    else if exitSignalOptionsLong == "Bearish All"
        exitCondition := strongBearishSignal or neutralBearishSignal or weakBearishSignal
    exitCondition

isEntrySignalShort() =>
    entryCondition = false
    if entrySignalOptionsShort == "None"
        entryCondition := false
    else if entrySignalOptionsShort == "Bearish Strong"
        entryCondition := strongBearishSignal
    else if entrySignalOptionsShort == "Bearish Neutral"
        entryCondition := neutralBearishSignal
    else if entrySignalOptionsShort == "Bearish Weak"
        entryCondition := weakBearishSignal
    else if entrySignalOptionsShort == "Bearish Strong and Neutral"
        entryCondition := strongBearishSignal or neutralBearishSignal
    else if entrySignalOptionsShort == "Bearish Neutral and Weak"
        entryCondition := neutralBearishSignal or weakBearishSignal
    else if entrySignalOptionsShort == "Bearish Strong and Weak"
        entryCondition := strongBearishSignal or weakBearishSignal
    else if entrySignalOptionsShort == "Bearish All"
        entryCondition := strongBearishSignal or neutralBearishSignal or weakBearishSignal
    entryCondition

isExitSignalShort() =>
    exitCondition = false
    if exitSignalOptionsShort == "None"
        exitCondition := false
    else if exitSignalOptionsShort == "Bullish Strong"
        exitCondition := strongBullishSignal
    else if exitSignalOptionsShort == "Bullish Neutral"
        exitCondition := neutralBullishSignal
    else if exitSignalOptionsShort == "Bullish Weak"
        exitCondition := weakBullishSignal
    else if exitSignalOptionsShort == "Bullish Strong and Neutral"
        exitCondition := strongBullishSignal or neutralBullishSignal
    else if exitSignalOptionsShort == "Bullish Neutral and Weak"
        exitCondition := neutralBullishSignal or weakBullishSignal
    else if exitSignalOptionsShort == "Bullish Strong and Weak"
        exitCondition := strongBullishSignal or weakBullishSignal
    else if exitSignalOptionsShort == "Bullish All"
        exitCondition := strongBullishSignal or neutralBullishSignal or weakBullishSignal
    exitCondition

// Strategy logic for entries and exits
if true
    if tradingMode == "Long"
        takeProfitLevelLong = strategy.position_avg_price * (1 + takeProfitPct / 100)
        stopLossLevelLong = strategy.position_avg_price * (1 - stopLossPct / 100)

        if isEntrySignalLong()
            strategy.entry(id = "entry1", direction = strategy.long, alert_message = '{\n"base": "' + syminfo.basecurrency + '",\n"quote": "' + syminfo.currency + '",\n"position": "entry1",\n"price": "' + str.tostring(close) + '",\n"sourceUuid": "' + sourceUuid + '",\n"secretToken": "' + secretToken + '"\n}')
        if (takeProfitPct > 0 and close >= takeProfitLevelLong) or (stopLossPct > 0 and close <= stopLossLevelLong) or (exitSignalOptionsLong != "None" and isExitSignalLong())
            strategy.close(id = "entry1", alert_message = '{\n"base": "' + syminfo.basecurrency + '",\n"quote": "' + syminfo.currency + '",\n"position": "close",\n"price": "' + str.tostring(close) + '",\n"sourceUuid": "' + sourceUuid + '",\n"secretToken": "' + secretToken + '"\n}')

    else if tradingMode == "Short"
        takeProfitLevelShort = strategy.position_avg_price * (1 - takeProfitPct / 100)
        stopLossLevelShort = strategy.position_avg_price * (1 + stopLossPct / 100)

        if isEntrySignalShort()
            strategy.entry(id = "entry1", direction = strategy.short, alert_message = '{\n"base": "' + syminfo.basecurrency + '",\n"quote": "' + syminfo.currency + '",\n"position": "entry1",\n"price": "' + str.tostring(close) + '",\n"sourceUuid": "' + sourceUuid + '",\n"secretToken": "' + secretToken + '"\n}')
        if (takeProfitPct > 0 and close <= takeProfitLevelShort) or (stopLossPct > 0 and close >= stopLossLevelShort) or (exitSignalOptionsShort != "None" and isExitSignalShort())
            strategy.close(id = "entry1", alert_message = '{\n"base": "' + syminfo.basecurrency + '",\n"quote": "' + syminfo.currency + '",\n"position": "close",\n"price": "' + str.tostring(close) + '",\n"sourceUuid": "' + sourceUuid + '",\n"secretToken": "' + secretToken + '"\n}')
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