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Ringkasan
Strategi ini didasarkan pada analisa metafisika dari sentimen pasar, dengan tiga osilator utama: osilator keengganan, osilator ketakutan, dan osilator keserakahan. Strategi ini mengintegrasikan dinamika dan indikator tren, sekaligus menggabungkan pengesahan volume untuk membangun sistem perdagangan yang lengkap. Strategi ini cocok untuk pedagang yang ingin mengidentifikasi peluang perdagangan probabilitas tinggi melalui analisis sentimen pasar.
Prinsip Strategi
Inti dari strategi ini adalah membangun tiga osilator emosi dengan menganalisis berbagai bentuk grafik:
- Oscillator Reluctance - mengukur ketidakpastian pasar melalui bentuk bintang salib dan putaran putar
- Oscillator Ketakutan - melacak emosi kosong melalui meteor, garis tegak dan bentuk menelan penurunan
- Oscillator Kecemburuan - mendeteksi emosi multi-kepala dengan sinar matahari, pita kalung, pengintai, dan tiga tentara putih
Nilai rata-rata dari ketiga osilator ini membentuk indeks sentimen bullish ((CEI)). Ketika CEI menembus berbagai titik terendah, sinyal perdagangan bullish dipicu dan dikonfirmasi oleh volume transaksi.
Keunggulan Strategis
- Analisis emosi yang sistematis - mengubah analisis subjektif menjadi indikator objektif melalui bentuk grafik kuantitatif
- Manajemen risiko yang baik - mekanisme yang mencakup periode maksimum, stop loss, dan cooling-off
- Mekanisme pemulihan yang fleksibel - ketika perdagangan mengalami kerugian, strategi akan mencoba untuk pulih dengan menembus titik keseimbangan
- Kepraktisan multi-pasar - dapat diterapkan di beberapa pasar seperti saham, forex, dan cryptocurrency
- Keandalan sinyal yang tinggi - meningkatkan akurasi dengan konfirmasi volume transaksi dan verifikasi multi-indikator teknis
Risiko Strategis
- Sensitivitas parameter - pengaturan untuk berbagai jenis threshold perlu diuji dan dioptimalkan
- Ketergantungan pada kondisi pasar - dapat memberikan sinyal yang salah dalam pasar yang bergejolak
- Risiko slippage - risiko eksekusi yang mungkin terjadi di pasar yang kurang likuid
- Risiko overtrading - perlu mengatur periode pendinginan yang masuk akal untuk menghindari perdagangan yang sering terjadi
- Risiko sistemik - kemungkinan kerugian besar dalam peristiwa pasar besar
Arah optimasi strategi
- Dynamic Thresholds - Mengatur berbagai jenis threshold secara otomatis sesuai dengan volatilitas pasar
- Klasifikasi Kondisi Pasar - Mekanisme untuk mengidentifikasi peningkatan tren dan pasar yang bergoyang
- Optimasi pembelajaran mesin - mengoptimalkan kombinasi parameter dengan algoritma pembelajaran mesin
- Peningkatan manajemen risiko - penambahan manajemen modal dan kontrol posisi
- Filter Sinyal - Mengintegrasikan lebih banyak indikator teknis untuk memfilter sinyal palsu
Meringkaskan
Ini adalah strategi inovatif yang menggabungkan analisis teknis dengan perdagangan kuantitatif. Dengan analisis emosi yang sistematis dan manajemen risiko yang ketat, strategi ini mampu memberikan sinyal perdagangan yang andal bagi para pedagang. Meskipun ada ruang untuk optimalisasi, kerangka dasar strategi ini solid dan cocok untuk pengembangan lebih lanjut dan aplikasi di pasar.
Kode Sumber Strategi
/*backtest
start: 2024-03-09 18:40:00
end: 2025-02-19 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"SOL_USDT"}]
*/
//@version=6
strategy("Candle Emotion Index Strategy", shorttitle="CEI Strategy", overlay=true)
// User Inputs
length = input.int(14, title="Lookback Period", minval=1)
dojiThreshold = input.float(0.1, title="Doji Threshold", minval=0.01, maxval=0.5)
spinningTopThreshold = input.float(0.3, title="Spinning Top Threshold", minval=0.1, maxval=0.5)
shootingStarThreshold = input.float(0.5, title="Shooting Star Threshold", minval=0.1, maxval=1.0)
hangingManThreshold = input.float(0.5, title="Hanging Man Threshold", minval=0.1, maxval=1.0)
engulfingThreshold = input.float(0.5, title="Engulfing Threshold", minval=0.1, maxval=1.0)
marubozuThreshold = input.float(0.9, title="Marubozu Threshold", minval=0.5, maxval=1.0)
hammerThreshold = input.float(0.5, title="Hammer Threshold", minval=0.1, maxval=1.0)
threeWhiteSoldiersThreshold = input.float(0.5, title="Three White Soldiers Threshold", minval=0.1, maxval=1.0)
// Volume Multiplier Input
volumeMultiplier = input.float(1.5, title="Volume Multiplier", minval=1.0)
// Cooldown Period Input
cooldownPeriod = input.int(10, title="Cooldown Period (Candles)", minval=1)
// Maximum Holding Period Inputs
maxHoldingPeriod = input.int(20, title="Maximum Holding Period (Candles)", minval=1)
lossHoldingPeriod = input.int(10, title="Loss Exit Holding Period (Candles)", minval=1)
lossThreshold = input.float(0.02, title="Loss Threshold (as % of Entry Price)", minval=0.01, maxval=1.0)
// --- Indecision Oscillator Functions ---
isDoji(open, close, high, low, threshold) =>
bodySize = math.abs(close - open)
rangeSize = high - low
bodySize / rangeSize < threshold
isSpinningTop(open, close, high, low, threshold) =>
bodySize = math.abs(close - open)
rangeSize = high - low
bodySize / rangeSize < threshold and bodySize / rangeSize >= dojiThreshold
indecisionOscillator() =>
var float dojiScore = 0.0
var float spinningTopScore = 0.0
for i = 1 to length
if isDoji(open[i], close[i], high[i], low[i], dojiThreshold)
dojiScore := dojiScore + 1.0
if isSpinningTop(open[i], close[i], high[i], low[i], spinningTopThreshold)
spinningTopScore := spinningTopScore + 1.0
dojiScore := dojiScore / length
spinningTopScore := spinningTopScore / length
(dojiScore + spinningTopScore) / 2
// --- Fear Oscillator Functions ---
isShootingStar(open, close, high, low, threshold) =>
bodySize = math.abs(close - open)
upperWick = high - math.max(open, close)
lowerWick = math.min(open, close) - low
upperWick / bodySize > threshold and lowerWick < bodySize
isHangingMan(open, close, high, low, threshold) =>
bodySize = math.abs(close - open)
upperWick = high - math.max(open, close)
lowerWick = math.min(open, close) - low
lowerWick / bodySize > threshold and upperWick < bodySize
isBearishEngulfing(open, close, openPrev, closePrev, threshold) =>
bodySize = math.abs(close - open)
prevBodySize = math.abs(closePrev - openPrev)
close < openPrev and open > closePrev and bodySize / prevBodySize > threshold
fearOscillator() =>
var float shootingStarScore = 0.0
var float hangingManScore = 0.0
var float engulfingScore = 0.0
for i = 1 to length
if isShootingStar(open[i], close[i], high[i], low[i], shootingStarThreshold)
shootingStarScore := shootingStarScore + 1.0
if isHangingMan(open[i], close[i], high[i], low[i], hangingManThreshold)
hangingManScore := hangingManScore + 1.0
if isBearishEngulfing(open[i], close[i], open[i+1], close[i+1], engulfingThreshold)
engulfingScore := engulfingScore + 1.0
shootingStarScore := shootingStarScore / length
hangingManScore := hangingManScore / length
engulfingScore := engulfingScore / length
(shootingStarScore + hangingManScore + engulfingScore) / 3
// --- Greed Oscillator Functions ---
isMarubozu(open, close, high, low, threshold) =>
bodySize = math.abs(close - open)
totalRange = high - low
bodySize / totalRange > threshold
isHammer(open, close, high, low, threshold) =>
bodySize = math.abs(close - open)
lowerWick = math.min(open, close) - low
upperWick = high - math.max(open, close)
lowerWick / bodySize > threshold and upperWick < bodySize
isBullishEngulfing(open, close, openPrev, closePrev, threshold) =>
bodySize = math.abs(close - open)
prevBodySize = math.abs(closePrev - openPrev)
close > openPrev and open < closePrev and bodySize / prevBodySize > threshold
isThreeWhiteSoldiers(open, close, openPrev, closePrev, openPrev2, closePrev2, threshold) =>
close > open and closePrev > openPrev and closePrev2 > openPrev2 and close > closePrev and closePrev > closePrev2
greedOscillator() =>
var float marubozuScore = 0.0
var float hammerScore = 0.0
var float engulfingScore = 0.0
var float soldiersScore = 0.0
for i = 1 to length
if isMarubozu(open[i], close[i], high[i], low[i], marubozuThreshold)
marubozuScore := marubozuScore + 1.0
if isHammer(open[i], close[i], high[i], low[i], hammerThreshold)
hammerScore := hammerScore + 1.0
if isBullishEngulfing(open[i], close[i], open[i+1], close[i+1], engulfingThreshold)
engulfingScore := engulfingScore + 1.0
if isThreeWhiteSoldiers(open[i], close[i], open[i+1], close[i+1], open[i+2], close[i+2], threeWhiteSoldiersThreshold)
soldiersScore := soldiersScore + 1.0
marubozuScore := marubozuScore / length
hammerScore := hammerScore / length
engulfingScore := engulfingScore / length
soldiersScore := soldiersScore / length
(marubozuScore + hammerScore + engulfingScore + soldiersScore) / 4
// --- Final Calculations ---
indecision = indecisionOscillator()
fear = fearOscillator()
greed = greedOscillator()
// Calculate the average of the three oscillators
averageOscillator = (indecision + fear + greed) / 3
// --- Combined Strategy Logic ---
var float entryPriceLong = na
var float entryPriceShort = na
var int holdingPeriodLong = 0
var int holdingPeriodShort = 0
var int cooldownCounter = 0
// Buy Signal Logic for Long and Short
longBuySignal = ta.crossover(averageOscillator, 0.1)
shortBuySignal = ta.crossover(averageOscillator, 0.2)
// Calculate average volume over the lookback period
avgVolume = ta.sma(volume, length)
// Take Profit Conditions
longTakeProfitCondition = close > open and volume > avgVolume * volumeMultiplier
shortTakeProfitCondition = close < open and volume > avgVolume * volumeMultiplier
// Buy Logic for Long Positions
if longBuySignal and strategy.position_size == 0 and cooldownCounter <= 0
entryPriceLong := close
strategy.entry("Long Entry", strategy.long)
cooldownCounter := cooldownPeriod
holdingPeriodLong := 0
// Increment holding period if in a long position
if strategy.position_size > 0
holdingPeriodLong := holdingPeriodLong + 1
// Sell Logic for Long Positions
if longTakeProfitCondition and strategy.position_size > 0 and close > entryPriceLong
strategy.close_all()
cooldownCounter := cooldownPeriod
if holdingPeriodLong >= maxHoldingPeriod and strategy.position_size > 0 and close >= entryPriceLong
strategy.close_all()
cooldownCounter := cooldownPeriod
if holdingPeriodLong >= lossHoldingPeriod and strategy.position_size > 0 and close < entryPriceLong * (1 - lossThreshold)
strategy.close_all()
cooldownCounter := cooldownPeriod
// Short Logic for Short Positions
if shortBuySignal and strategy.position_size == 0 and cooldownCounter <= 0
entryPriceShort := close
strategy.entry("Short Entry", strategy.short)
cooldownCounter := cooldownPeriod
holdingPeriodShort := 0
// Increment holding period if in a short position
if strategy.position_size < 0
holdingPeriodShort := holdingPeriodShort + 1
// Cover Logic for Short Positions
if shortTakeProfitCondition and strategy.position_size < 0 and close < entryPriceShort
strategy.close_all()
cooldownCounter := cooldownPeriod
if holdingPeriodShort >= maxHoldingPeriod and strategy.position_size < 0 and close <= entryPriceShort
strategy.close_all()
cooldownCounter := cooldownPeriod
if holdingPeriodShort >= lossHoldingPeriod and strategy.position_size < 0 and close > entryPriceShort * (1 + lossThreshold)
strategy.close_all()
cooldownCounter := cooldownPeriod
// Decrement the cooldown counter each candle
if cooldownCounter > 0
cooldownCounter := cooldownCounter - 1