1. スクエア
2. 2つの移動平均価格逆転のブレイクアウト戦略

2つの移動平均価格逆転のブレイクアウト戦略

作者: リン・ハーンチャオチャン, 日付: 2023-12-07 18:15:12
タグ:

---

---

/*backtest
start: 2023-11-06 00:00:00
end: 2023-12-06 00:00:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 18/03/2021
// This is combo strategies for get a cumulative signal. 
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The 
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close 
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. 
// The strategy sells at market, if close price is lower than the previous close price 
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// Moving Average Displaced Envelope. These envelopes are calculated 
// by multiplying percentage factors with their displaced expotential 
// moving average (EMA) core.
// How To Trade Using:
// Adjust the envelopes percentage factors to control the quantity and 
// quality of the signals. If a previous high goes above the envelope 
// a sell signal is generated. Conversely, if the previous low goes below 
// the envelope a buy signal is given.
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
    vFast = sma(stoch(close, high, low, Length), KSmoothing) 
    vSlow = sma(vFast, DLength)
    pos = 0.0
    pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
	         iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0))) 
	pos


MADE(Price,Period, perAb, perBl, disp) =>
    pos = 0.0
    sEMA = ema(Price, Period)
    top = sEMA[disp] * ((100 + perAb)/100)
    bott = sEMA[disp]* ((100 - perBl)/100)
    pos := iff(close < bott , 1,
    	     iff(close > top, -1, pos[1])) 
    pos

strategy(title="Combo Backtest 123 Reversal & MA Displaced Envelope", shorttitle="Combo", overlay = true)
line1 = input(true, "---- 123 Reversal ----")
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
line2 = input(true, "---- MA Displaced Envelope ----")
Price = input(title="Source", type=input.source, defval=close)
Period =input(defval=9, minval=1)
perAb = input(title = "Percent above", defval=.5, minval=0.01, step = 0.1)
perBl = input(title = "Percent below", defval=.5, minval=0.01, step = 0.1)
disp = input(title = "Displacement", defval=13, minval=1) 
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posMADE = MADE(Price,Period, perAb, perBl, disp)
pos = iff(posReversal123 == 1 and posMADE == 1 , 1,
	   iff(posReversal123 == -1 and posMADE == -1, -1, 0)) 
possig = iff(reverse and pos == 1, -1,
          iff(reverse and pos == -1 , 1, pos))	   
if (possig == 1 ) 
    strategy.entry("Long", strategy.long)
if (possig == -1 )
    strategy.entry("Short", strategy.short)	 
if (possig == 0) 
    strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )

---

• トートルブレイクダウン 適応型取引戦略
• RSI トレンド トレイリングストップロスの戦略
• 逆転動的ピボットポイント 指数関数移動平均戦略
• kNNベースのトレンドフォロー戦略
• シンプルなモメンタム戦略,SMA,EMA,ボリュームに基づく
• ドンチアン・チャネルズ ブレイク量的な取引戦略
• N 連続的な高値 閉じる 脱出戦略
• 賢明な定量的な底辺逆転取引戦略
• Bollinger + RSI ダブル戦略 (ロングのみ) v1.2
• CCIのゼロ・クロス・トレーディング戦略
• 移動平均回帰取引戦略
• 移動平均 総和 ウィリアムズ 商業 買取圧力指標 戦略
• 双動平均逆転追跡戦略
• 移動平均総和 MACD 戦略
• EMAの骨格戦略
• ランダム数に基づく定量的な取引戦略
• MACD をベースとした二重取引戦略
• 黄金取引のためのEMA離脱とパラボリックSARとCCI戦略
• EMAモメンタム移動平均クロスオーバー戦略
• カマリラピホットポイント 突破と勢力の逆転 低吸収金十字戦略