MACD マルチインジケータートレンドフォロー戦略
作成日:
2023-09-14 18:09:57
最終変更日:
2023-09-14 18:09:57
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クリック数:
762
ChaoZhang
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戦略原則
この戦略は,MACD,平均線,線などの複数の指標を統合し,市場トレンドの方向を識別し,トレンド追跡操作を行う.
取引の論理は以下の通りです
MACD指標の快線,慢線,柱状線を計算する
MACD柱状線の方向を判断し,トレンドの方向を決定する
価格の平均線上の位置を判断するために,複数の移動平均を計算します.
線はトレンドの強さを判断する指標です.
複数の要因が同じ方向に指す場合,多行または空行を行う.
トレンドが逆転した時にストップ・アウトを行う
複数の指標を総合的に判断することで,戦略は強いトレンドで取引し,早期の逆転時に損失を止め,損失の拡大を避けるように追求します.
戦略的優位性
MACDは短期的な動きと強さを判断する
平均線位置が中長期のトレンドを決定する
線は全体的な傾向を示しています.
複数の指標の組み合わせにより 判断の精度が向上する
戦略リスク
繰り返しテストするパラメータの最適化
複数の指標が衝突信号を発する場合は,処理が困難です.
平均線などの指標が遅れている
要約する
この戦略は,複数の指標によって市場の方向を全面的に判断し,最適化パラメータに基づいて強いトレンドを取得しようとしています.しかし,遅滞の問題と指標の衝突は注意が必要です.
ストラテジーソースコード
/*backtest
start: 2023-09-06 00:00:00
end: 2023-09-13 00:00:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("5MSM VISHNU", overlay=true,process_orders_on_close=true)
//indicator(title="mahakaal", shorttitle="mahakaal", timeframe="", timeframe_gaps=true)
green = #26A69A
red = #FF0000
Yellow = #fcf932
// Getting inputs
fast_length = input(title="Fast Length", defval=12)
slow_length = input(title="Slow Length", defval=26)
src3 = input(title="Source", defval=close)
signal_length = input.int(title="Signal Smoothing", minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title="Oscillator MA Type", defval="EMA", options=["SMA", "EMA"])
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])
// Plot colors
col_macd = input(#2962FF, "MACD Line ", group="Color Settings", inline="MACD")
col_signal = input(#FF6D00, "Signal Line ", group="Color Settings", inline="Signal")
col_grow_above = input(#26A69A, "Above Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src3, fast_length) : ta.ema(src3, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src3, slow_length) : ta.ema(src3, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
//hline(0, "Zero Line", color=color.new(#787B86, 50))
//@version=5
//indicator(title="Moving Average Exponential", shorttitle="EMA", overlay=true, timeframe="", timeframe_gaps=true)
len = input.int(200, minval=1, title="Length")
src2 = input(close, title="Source")
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
Bahubali = ta.ema(src2, len)
//plot(out, title="EMA", color=color.blue, offset=offset)
//@version=5
//indicator(title="Williams Alligator", shorttitle="Alligator", overlay=true, timeframe="", timeframe_gaps=true)
smma(src, length) =>
smma = 0.0
smma := na(smma[1]) ? ta.sma(src, length) : (smma[1] * (length - 1) + src) / length
smma
jawLength = input.int(13, minval=1, title="Jaw Length")
teethLength = input.int(8, minval=1, title="Teeth Length")
lipsLength = input.int(5, minval=1, title="Lips Length")
jawOffset = input(8, title="Jaw Offset")
teethOffset = input(5, title="Teeth Offset")
lipsOffset = input(3, title="Lips Offset")
jaw = smma(hl2, jawLength)
teeth = smma(hl2, teethLength)
lips = smma(hl2, lipsLength)
//plot(jaw, "Jaw", offset = jawOffset, color=#2962FF)
if (hist > 9)
hist := 10
if (hist < -9)
hist := -10
// Compose alert message
// Entry
alert_msg_long_entry =
"BUY 🟢 {{ticker}} CE " + str.tostring(math.floor((close - 100)/100)*100) + "\n" +
"####################\n\n" +
"{{strategy.order.id}}💹 Target 1: " + str.tostring(math.round(close + 35)) + "\n" +
"{{strategy.order.id}}💹 Target 2: " + str.tostring(math.round(close + 45)) + "\n" +
"\n" +
"{{strategy.order.id}} Stop Loss: " + str.tostring(math.round(close - 30)) + "\n\n" +
"\n" +
"ENTRY PRICE: " + str.tostring(math.round(close)) + "\n\n" +
"Current time: {{timenow}} \n" +
"Education purpose only"
// Entry
alert_msg_short_entry =
"BUY 🟢 {{ticker}} PE " + str.tostring(math.floor((close + 100)/100)*100) + "\n" +
"####################\n\n" +
"{{strategy.order.id}}💹 Target 1: " + str.tostring(math.round(close - 35)) + "\n" +
"{{strategy.order.id}}💹 Target 2: " + str.tostring(math.round(close - 45)) + "\n" +
"\n" +
"ENTRY PRICE: " + str.tostring(math.round(close)) + "\n\n" +
"{{strategy.order.id}} Stop Loss: " + str.tostring(math.round(close + 30)) + "\n\n" +
"Current time: {{timenow}} \n" +
"Education purpose only"
// EXIT
alert_msg_long_exit =
"🛑 EXIT {{ticker}} CE LONG POSITION ! \n" +
"EXIT PRICE: " + str.tostring(math.round(close)) + "\n" +
"\n" +
"Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
"For 💯% accurate & profitable 💰💰💰 EXIT: \n" +
"BUY our 'triDEV' tradingview indicator strategy\n" +
"https://wa.me/917020641496"
// EXIT
alert_msg_short_exit =
"🛑 EXIT {{ticker}} PE Short POSITION ! \n" +
"EXIT PRICE: " + str.tostring(math.round(close)) + "\n" +
"\n" +
"Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
"For 💯% accurate & profitable 💰💰💰 EXIT: \n" +
"BUY our 'triDEV' tradingview indicator strategy\n" +
"https://wa.me/917020641496"
tyme = time("1440", "0920-1515")
bullishtrend = ((hist > 0) and (close > lips ) and (low > lips ) and (close > Bahubali) and (lips > jaw) and tyme)
bearishtrend = ((hist < 0) and (close < lips ) and (high < lips ) and (close < Bahubali) and (lips < jaw) and tyme)
//plot(hist, title="Histogram", style=plot.style_columns, color=(hist > 0 ? ( bullishtrend ? green : Yellow ) : ( bearishtrend ? red : Yellow ) ))
strategy.entry("long", strategy.long, when = bullishtrend , alert_message = alert_msg_long_entry )
strategy.entry("short",strategy.short,when = bearishtrend , alert_message = alert_msg_short_entry)
longexit = (close < lips) or time("1440", "1515-1530") or (hist <= 0) //or (close < Bahubali)
shortexit = (close > lips) or time("1440", "1515-1530")or (hist >= 0) //or (close > Bahubali)
//strategy.exit("long tsl", "long", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
//strategy.exit("shoty tsl", "short", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
strategy.exit("long TSL", "long", limit = lips ,when = (longexit), alert_message = alert_msg_long_exit)
strategy.exit("short TSL","short",limit = lips ,when = (shortexit), alert_message = alert_msg_short_exit)
//PLOT FIXED SLTP LINE
// LONG POSITION
long_take_level_1 = strategy.position_avg_price + 35
long_take_level_2 = strategy.position_avg_price + 40
long_stop_level = strategy.position_avg_price - 30
plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st Long Take Profit")
plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd Long Take Profit")
plot(strategy.position_size > 0 ? long_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Stop Loss")
//PLOT FIXED SLTP LINE
// SHORT POSITION
SHORT_take_level_1 = strategy.position_avg_price - 35
SHORT_take_level_2 = strategy.position_avg_price - 40
SHORT_stop_level = strategy.position_avg_price + 30
plot(strategy.position_size < 0 ? SHORT_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="SHORT Stop Loss")