マルチタイムフレームMACDヒートマップ戦略
作者: リン・ハーンチャオチャン開催日:2023年10月25日 15:21:39タグ:
概要
この戦略の主な考え方は,トレンド変化のタイミングを決定し,取引後に低リスクトレンドを実装するために,複数の異なるタイムフレームからMACD指標の組み合わせ信号を使用することです.
戦略の論理
-
この戦略は,60分,120分,240分,480分,デイリーを含む異なるタイムフレームの5つのMACDインジケーターを使用し,マルチタイムフレームのMACDインジケーターの組み合わせを形成します.
-
5つのMACDがすべて正 (または負) で,前のバーがすべて正 (または負) のMACDでない場合,それは長い (または短い) 信号として決定され,長い (または短い) に移動します.
-
ストップ・ロスの方法は固定ピップストップ・ロストです.
-
利潤を取る方法は2段階のストップで 部分とすべてのポジションを別々に閉じます
-
MACDインジケーターが1つのロングと1つのショートを示した場合は,シグナル逆転として判断され,現在のポジションを閉じる.
-
TsLは,ストップロスの追跡にも使われます.
-
ストップ・ロスはブレイク・イブン機能を使用します.特定の利益目標に達すると,ストップ・ロスはブレイク・イブンに移動し,利益をロックします.
-
パインコネクタスの構文は,ダイナミックに取引信号のアラートを生成するために使用されます.
利点
-
マックドの組み合わせにより 信号の精度が向上し 大きなトレンドを把握し 雑音をフィルタリングできます
-
2階層の引き継ぎの利得は 大きなトレンドの間 部分利得を複数回引き継ぐことができます
-
固定ピップストップロスは,単一の取引損失額を制御できます.
-
MACDが一貫していないときの閉店は,ストップ・ロスをタイムリーに実現し,ストップ・ロスのブレイクを避けることができます.
-
TSLのトレーリングストップは リアルタイムで価格変化を追跡します
-
SL to BEは,負けたポジションを勝ったポジションに変えた後,利益を得ています.
-
ダイナミック・トレード・アラートは,自動取引のために MT4/5 に接続できます.
リスク と 解決策
-
MACD信号には誤ったブレイクがあり,不必要な損失を引き起こす可能性があります.過剰な誤った信号をフィルタリングするためにMACDパラメータを細かく調整します.
-
固定ピップストップ損失は大きすぎたり小さすぎたりします.最適なパラメータを見つけるために異なるレベルをテストします.
-
2つの取利益レベルがあまりにも近いか,あまりにも遠いかもしれません.最適なパラメータを見つけるために異なるレベルをテストします.
-
BEトリガーが早すぎたり遅すぎたりする.最適なパラメータを見つけるために異なるBEトリガーポイントをテストする.
-
トレイリングストップ距離は大きすぎたり小さすぎたりします.最適なパラメータを見つけるために異なる距離をテストします.
オプティマイゼーションの方向性
-
市場動向を捉えるのに最適なコンボを見つけるため,MACDの組み合わせのより多くのタイムフレームをテストします.
-
市場状況を判断するためのより多くの指標を導入し,不利な状況下でポジションを開くのを避ける.
-
製品間のパラメータの違いを研究し 適応型ストップ・ロストと 収益システム設計
-
パラメータのダイナミック最適化のための機械学習技術を組み込む.
-
ポジションサイズとリスク管理のダイナミックな調整のためにポジションサイズを導入する.
結論
概要すると,この戦略は,トレンドを決定するためにマルチタイムフレームMACDを使用し,ダブルトライリング・テイク・プロフィート,トライリング・ストップ・ロスト,BE機能で利益をロックし,リスクを制御する固定ストップ・ロストを使用する.これは戦略に従う比較的安定したトレンドである.パラメータ最適化と機能拡張を通じて安定性と収益性をさらに向上させることができる.鍵は最適なリスク・リワワードバランスを達成するための最適なパラメータの組み合わせを見つけることです.
/*backtest
start: 2023-09-24 00:00:00
end: 2023-10-24 00:00:00
period: 6h
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/
//@version=5
//@strategy_alert_message {{strategy.order.alert_message}}
SCRIPT_NAME = "Heatmap MACD Strategy - Pineconnector"
strategy(SCRIPT_NAME,
overlay= true,
process_orders_on_close = true,
calc_on_every_tick = true,
pyramiding = 1,
initial_capital = 100000,
default_qty_type = strategy.fixed,
default_qty_value = 1,
commission_type = strategy.commission.percent,
commission_value = 0.075,
slippage = 1
)
pineconnector_licence_ID = input.string(title = "Licence ID", defval = "123456789", group = "Pineconnector", tooltip = "Insert your Pineconnector Licence ID here")
pos_size = input.float(3, minval = 0, maxval = 100, title = "Position Size", group = "Position Size", tooltip = "Required to specify the position size here for Pineconnector to work properly")
res1 = input.timeframe('60', title='First Timeframe', group = "Timeframes")
res2 = input.timeframe('120', title='Second Timeframe', group = "Timeframes")
res3 = input.timeframe('240', title='Third Timeframe', group = "Timeframes")
res4 = input.timeframe('240', title='Fourth Timeframe', group = "Timeframes")
res5 = input.timeframe('480', title='Fifth Timeframe', group = "Timeframes")
macd_src = input.source(close, title="Source", group = "MACD")
fast_len = input.int(9, minval=1, title="Fast Length", group = "MACD")
slow_len = input.int(26, minval=1, title="Slow Length", group = "MACD")
sig_len = input.int(9, minval=1, title="Signal Length", group = "MACD")
// # ========================================================================= #
// # | Close on Opposite |
// # ========================================================================= #
use_close_opposite = input.bool(false, title = "Close on Opposite Signal?", group = "Close on Opposite", tooltip = "Close the position if 1 or more MACDs become bearish (for longs) or bullish (for shorts)")
// # ========================================================================= #
// # | Stop Loss |
// # ========================================================================= #
use_sl = input.bool(true, title = "Use Stop Loss?", group = "Stop Loss")
sl_mode = "pips"//input.string("%", title = "Mode", options = ["%", "pips"], group = "Stop Loss")
sl_value = input.float(40, minval = 0, title = "Value", group = "Stop Loss", inline = "stoploss")// * 0.01
// # ========================================================================= #
// # | Trailing Stop Loss |
// # ========================================================================= #
use_tsl = input.bool(false, title = "Use Trailing Stop Loss?", group = "Trailing Stop Loss")
tsl_input_pips = input.float(10, minval = 0, title = "Trailing Stop Loss (pips)", group = "Trailing Stop Loss")
// # ========================================================================= #
// # | Take Profit |
// # ========================================================================= #
use_tp1 = input.bool(true, title = "Use Take Profit 1?", group = "Take Profit 1")
tp1_value = input.float(30, minval = 0, title = "Value (pips)", group = "Take Profit 1")// * 0.01
tp1_qty = input.float(50, minval = 0, title = "Quantity (%)", group = "Take Profit 1")// * 0.01
use_tp2 = input.bool(true, title = "Use Take Profit 2?", group = "Take Profit 2")
tp2_value = input.float(50, minval = 0, title = "Value (pips)", group = "Take Profit 2")// * 0.01
// # ========================================================================= #
// # | Stop Loss to Breakeven |
// # ========================================================================= #
use_sl_be = input.bool(false, title = "Use Stop Loss to Breakeven Mode?", group = "Break Even")
sl_be_value = input.float(30, step = 0.1, minval = 0, title = "Value (pips)", group = "Break Even", inline = "breakeven")
sl_be_offset = input.int(1, step = 1, minval = 0, title = "Offset (pips)", group = "Break Even", tooltip = "Set the SL at BE price +/- offset value")
[_, _, MTF1_hist] = request.security(syminfo.tickerid, res1, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF2_hist] = request.security(syminfo.tickerid, res2, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF3_hist] = request.security(syminfo.tickerid, res3, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF4_hist] = request.security(syminfo.tickerid, res4, ta.macd(macd_src, fast_len, slow_len, sig_len))
[_, _, MTF5_hist] = request.security(syminfo.tickerid, res5, ta.macd(macd_src, fast_len, slow_len, sig_len))
bull_hist1 = MTF1_hist > 0 and MTF1_hist[1] < 0
bull_hist2 = MTF2_hist > 0 and MTF2_hist[1] < 0
bull_hist3 = MTF3_hist > 0 and MTF3_hist[1] < 0
bull_hist4 = MTF4_hist > 0 and MTF4_hist[1] < 0
bull_hist5 = MTF5_hist > 0 and MTF5_hist[1] < 0
bear_hist1 = MTF1_hist < 0 and MTF1_hist[1] > 0
bear_hist2 = MTF2_hist < 0 and MTF2_hist[1] > 0
bear_hist3 = MTF3_hist < 0 and MTF3_hist[1] > 0
bear_hist4 = MTF4_hist < 0 and MTF4_hist[1] > 0
bear_hist5 = MTF5_hist < 0 and MTF5_hist[1] > 0
plotshape(bull_hist1, title = "Bullish MACD 1", location = location.bottom, style = shape.diamond, size = size.normal, color = #33e823)
plotshape(bull_hist2, title = "Bullish MACD 2", location = location.bottom, style = shape.diamond, size = size.normal, color = #1a7512)
plotshape(bull_hist3, title = "Bullish MACD 3", location = location.bottom, style = shape.diamond, size = size.normal, color = #479c40)
plotshape(bull_hist4, title = "Bullish MACD 4", location = location.bottom, style = shape.diamond, size = size.normal, color = #81cc7a)
plotshape(bull_hist5, title = "Bullish MACD 5", location = location.bottom, style = shape.diamond, size = size.normal, color = #76d66d)
plotshape(bear_hist1, title = "Bearish MACD 1", location = location.top, style = shape.diamond, size = size.normal, color = #d66d6d)
plotshape(bear_hist2, title = "Bearish MACD 2", location = location.top, style = shape.diamond, size = size.normal, color = #de4949)
plotshape(bear_hist3, title = "Bearish MACD 3", location = location.top, style = shape.diamond, size = size.normal, color = #cc2525)
plotshape(bear_hist4, title = "Bearish MACD 4", location = location.top, style = shape.diamond, size = size.normal, color = #a11d1d)
plotshape(bear_hist5, title = "Bearish MACD 5", location = location.top, style = shape.diamond, size = size.normal, color = #ed2424)
bull_count = (MTF1_hist > 0 ? 1 : 0) + (MTF2_hist > 0 ? 1 : 0) + (MTF3_hist > 0 ? 1 : 0) + (MTF4_hist > 0 ? 1 : 0) + (MTF5_hist > 0 ? 1 : 0)
bear_count = (MTF1_hist < 0 ? 1 : 0) + (MTF2_hist < 0 ? 1 : 0) + (MTF3_hist < 0 ? 1 : 0) + (MTF4_hist < 0 ? 1 : 0) + (MTF5_hist < 0 ? 1 : 0)
bull = bull_count == 5 and bull_count[1] < 5 and barstate.isconfirmed
bear = bear_count == 5 and bear_count[1] < 5 and barstate.isconfirmed
signal_candle = bull or bear
entryLongPrice = ta.valuewhen(bull and strategy.position_size[1] <= 0, close, 0)
entryShortPrice = ta.valuewhen(bear and strategy.position_size[1] >= 0, close, 0)
plot(strategy.position_size, title = "avg_pos_size")
get_pip_size() =>
float _pipsize = 1.
if syminfo.type == "forex"
_pipsize := (syminfo.mintick * (str.contains(syminfo.ticker, "JPY") ? 100 : 10))
else if str.contains(syminfo.ticker, "XAU") or str.contains(syminfo.ticker, "XAG")
_pipsize := 0.1
_pipsize
// # ========================================================================= #
// # | Stop Loss |
// # ========================================================================= #
var float final_SL_Long = 0.
var float final_SL_Short = 0.
if signal_candle and use_sl
final_SL_Long := entryLongPrice - (sl_value * get_pip_size())
final_SL_Short := entryShortPrice + (sl_value * get_pip_size())
// # ========================================================================= #
// # | Trailing Stop Loss |
// # ========================================================================= #
var MaxReached = 0.0
if signal_candle[1]
MaxReached := strategy.position_size > 0 ? high : low
MaxReached := strategy.position_size > 0
? math.max(nz(MaxReached, high), high)
: strategy.position_size < 0 ? math.min(nz(MaxReached, low), low) : na
if use_tsl and use_sl
if strategy.position_size > 0
stopValue = MaxReached - (tsl_input_pips * get_pip_size())
final_SL_Long := math.max(stopValue, final_SL_Long[1])
else if strategy.position_size < 0
stopValue = MaxReached + (tsl_input_pips * get_pip_size())
final_SL_Short := math.min(stopValue, final_SL_Short[1])
// # ========================================================================= #
// # | Take Profit 1 |
// # ========================================================================= #
var float final_TP1_Long = 0.
var float final_TP1_Short = 0.
final_TP1_Long := entryLongPrice + (tp1_value * get_pip_size())
final_TP1_Short := entryShortPrice - (tp1_value * get_pip_size())
plot(use_tp1 and strategy.position_size > 0 ? final_TP1_Long : na, title = "TP1 Long", color = color.aqua, linewidth=2, style=plot.style_linebr)
plot(use_tp1 and strategy.position_size < 0 ? final_TP1_Short : na, title = "TP1 Short", color = color.blue, linewidth=2, style=plot.style_linebr)
// # ========================================================================= #
// # | Take Profit 2 |
// # ========================================================================= #
var float final_TP2_Long = 0.
var float final_TP2_Short = 0.
final_TP2_Long := entryLongPrice + (tp2_value * get_pip_size())
final_TP2_Short := entryShortPrice - (tp2_value * get_pip_size())
plot(use_tp2 and strategy.position_size > 0 and tp1_qty != 100 ? final_TP2_Long : na, title = "TP2 Long", color = color.orange, linewidth=2, style=plot.style_linebr)
plot(use_tp2 and strategy.position_size < 0 and tp1_qty != 100 ? final_TP2_Short : na, title = "TP2 Short", color = color.white, linewidth=2, style=plot.style_linebr)
// # ========================================================================= #
// # | Stop Loss to Breakeven |
// # ========================================================================= #
var bool SL_BE_REACHED = false
// Calculate open profit or loss for the open positions.
tradeOpenPL() =>
sumProfit = 0.0
for tradeNo = 0 to strategy.opentrades - 1
sumProfit += strategy.opentrades.profit(tradeNo)
result = sumProfit
//get_pip_size() =>
// syminfo.type == "forex" ? syminfo.pointvalue * 100 : 1
current_profit = tradeOpenPL()// * get_pip_size()
current_long_profit = (close - entryLongPrice) / (syminfo.mintick * 10)
current_short_profit = (entryShortPrice - close) / (syminfo.mintick * 10)
plot(current_short_profit, title = "Current Short Profit")
plot(current_long_profit, title = "Current Long Profit")
if use_sl_be
if strategy.position_size[1] > 0
if not SL_BE_REACHED
if current_long_profit >= sl_be_value
final_SL_Long := entryLongPrice + (sl_be_offset * get_pip_size())
SL_BE_REACHED := true
else if strategy.position_size[1] < 0
if not SL_BE_REACHED
if current_short_profit >= sl_be_value
final_SL_Short := entryShortPrice - (sl_be_offset * get_pip_size())
SL_BE_REACHED := true
plot(use_sl and strategy.position_size > 0 ? final_SL_Long : na, title = "SL Long", color = color.fuchsia, linewidth=2, style=plot.style_linebr)
plot(use_sl and strategy.position_size < 0 ? final_SL_Short : na, title = "SL Short", color = color.fuchsia, linewidth=2, style=plot.style_linebr)
// # ========================================================================= #
// # | Strategy Calls |
// # ========================================================================= #
string entry_long_limit_alert_message = ""
string entry_long_TP1_alert_message = ""
string entry_long_TP2_alert_message = ""
tp1_qty_perc = tp1_qty / 100
if use_tp1 and use_tp2
entry_long_TP1_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Long)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
entry_long_TP2_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size - (pos_size * tp1_qty_perc)) + ",tp=" + str.tostring(final_TP2_Long)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
else if use_tp1 and not use_tp2
entry_long_TP1_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Long)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
else if not use_tp1 and use_tp2
entry_long_TP2_alert_message := pineconnector_licence_ID + ",buy," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP2_Long)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Long) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
entry_long_limit_alert_message := entry_long_TP1_alert_message + "\n" + entry_long_TP2_alert_message
//entry_long_limit_alert_message = pineconnector_licence_ID + ",buystop," + syminfo.ticker + ",price=" + str.tostring(buy_price) + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP_Long) + ",sl=" + str.tostring(final_SL_Long)
//entry_short_market_alert_message = pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + (use_tp1 ? ",tp=" + str.tostring(final_TP1_Short) : "")
// + (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "")
//entry_short_limit_alert_message = pineconnector_licence_ID + ",sellstop," + syminfo.ticker + ",price=" + str.tostring(sell_price) + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP_Short) + ",sl=" + str.tostring(final_SL_Short)
string entry_short_limit_alert_message = ""
string entry_short_TP1_alert_message = ""
string entry_short_TP2_alert_message = ""
if use_tp1 and use_tp2
entry_short_TP1_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Short)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
entry_short_TP2_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size - (pos_size * tp1_qty_perc)) + ",tp=" + str.tostring(final_TP2_Short)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
else if use_tp1 and not use_tp2
entry_short_TP1_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size * tp1_qty_perc) + ",tp=" + str.tostring(final_TP1_Short)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
else if not use_tp1 and use_tp2
entry_short_TP2_alert_message := pineconnector_licence_ID + ",sell," + syminfo.ticker + ",risk=" + str.tostring(pos_size) + ",tp=" + str.tostring(final_TP2_Short)
+ (use_sl ? ",sl=" + str.tostring(final_SL_Short) : "") + (use_sl_be ? ",beoffset=" + str.tostring(sl_be_offset) + ",betrigger=" + str.tostring(sl_be_value) : "")
+ (use_tsl ? ",trailtrig=" + str.tostring(tsl_input_pips) + ",traildist=" + str.tostring(tsl_input_pips) + ",trailstep=1" : "")
entry_short_limit_alert_message := entry_short_TP1_alert_message + "\n" + entry_short_TP2_alert_message
long_update_sl_alert_message = pineconnector_licence_ID + ",newsltplong," + syminfo.ticker + ",sl=" + str.tostring(final_SL_Long)
short_update_sl_alert_message = pineconnector_licence_ID + ",newsltpshort," + syminfo.ticker + ",sl=" + str.tostring(final_SL_Short)
cancel_long = pineconnector_licence_ID + ",cancellong," + syminfo.ticker// + "x"
cancel_short = pineconnector_licence_ID + ",cancellong," + syminfo.ticker// + "x"
close_long = pineconnector_licence_ID + ",closelong," + syminfo.ticker
close_short = pineconnector_licence_ID + ",closeshort," + syminfo.ticker
if bull and strategy.position_size <= 0
alert(close_short, alert.freq_once_per_bar_close)
strategy.entry("Long", strategy.long)
alert(entry_long_TP1_alert_message, alert.freq_once_per_bar_close)
alert(entry_long_TP2_alert_message, alert.freq_once_per_bar_close)
else if bear and strategy.position_size >= 0
alert(close_long, alert.freq_once_per_bar_close)
strategy.entry("Short", strategy.short)
alert(entry_short_TP1_alert_message, alert.freq_once_per_bar_close)
alert(entry_short_TP2_alert_message, alert.freq_once_per_bar_close)
if strategy.position_size[1] > 0
if low <= final_SL_Long and use_sl
strategy.close("Long", alert_message = close_long)
else
strategy.exit("Exit TP1 Long", "Long", limit = final_TP1_Long, comment_profit = "Exit TP1 Long", qty_percent = tp1_qty)
strategy.exit("Exit TP2 Long", "Long", limit = final_TP2_Long, comment_profit = "Exit TP2 Long", alert_message = close_long)
if bull_count[1] == 5 and bull_count < 5 and barstate.isconfirmed and use_close_opposite
strategy.close("Long", comment = "1 or more MACDs became bearish", alert_message = close_long)
else if strategy.position_size[1] < 0
if high >= final_SL_Short and use_sl
//strategy.exit("Exit SL Short", "Short", stop = final_SL_Short, comment_loss = "Exit SL Short")
strategy.close("Short", alert_message = close_short)
else
strategy.exit("Exit TP1 Short", "Short", limit = final_TP1_Short, comment_profit = "Exit TP1 Short", qty_percent = tp1_qty)
strategy.exit("Exit TP2 Short", "Short", limit = final_TP2_Short, comment_profit = "Exit TP2 Short")
if bear_count[1] == 5 and bear_count < 5 and barstate.isconfirmed and use_close_opposite
strategy.close("Short", comment = "1 or more MACDs became bullish", alert_message = close_short)
// # ========================================================================= #
// # | Logs |
// # ========================================================================= #
// if bull and strategy.position_size <= 0
// log.info(entry_long_limit_alert_message)
// else if bear and strategy.position_size >= 0
// log.info(entry_short_limit_alert_message)
// # ========================================================================= #
// # | Reset Variables |
// # ========================================================================= #
if (strategy.position_size > 0 and strategy.position_size[1] <= 0)
or (strategy.position_size < 0 and strategy.position_size[1] >= 0)
//is_TP1_REACHED := false
SL_BE_REACHED := false
もっと
- 複数の指標に基づく定量的な取引戦略
- 価格格差とトレード戦略の傾向
- ブレイク・スカルパー - トレンドの変化を素早く把握する
- EMAのクロスオーバー追跡戦略
- 追跡ストップ損失のSSLチャネルブレークアウト戦略
- 勢いを追うCCI戦略
- 漸進的な蓄積による脱出取引戦略
- ダイナミック・キャンドル・ディレクション・戦略
- RSI ダイバージェンツ・トレーディング戦略
- 多指標に基づく短期動向戦略
- 2倍移動平均のクロスオーバー戦略
- ATR 調整可能な追尾停止損失戦略
- ボリンジャー・バンド幅スケーリング ダブル・ムービング・平均トレンドフィルター戦略
- グラディエント・トライリング・ストップ・ロスの戦略
- Bollinger Bands と RSI インディケーター 戦略
- 短期取引戦略
- イチモク バランスライン 戦略の流れ
- 双 EMA スプレッド ブレイクストラテジー
- コントリアン・ブレイク・トレード・戦略
- ウィリアムズVIX 修正戦略