ianzeng123
戦略の要点
この戦略は,超賢明な”トレンド探偵”のようなものです. 4つのEMA線 (周期 1,5,10,20) を使って,トレンドの方向を識別するために完璧な”梯子形”を整えます. EMA1>EMA5>EMA10>EMA20の場合は,赤緑色のライトが緑色に照らされているように, “急いで急いで!“と言います.
多重フィルター 防踏坑
この戦略は”信号を見て飛び込む”ような臆病者ではなく,3つの”セキュリティチェックドア”:SMA20,SMA50,SMA200のフィルターを設定しています.飛行機に乗って3つのセキュリティチェックを通すように,価格が正しい移動平均の側に立つ限り,戦略は取引を放出します.
動的リスク管理神器
この戦略の最も素晴らしいところは,その”4対1”の止損システムです.
- EMA20のダイナミックストープ: 価格に寄り添う
- ATRの倍数ストップ:市場の波動性によるインテリジェント調整
- パーセンテージ・ストップ: シンプルで粗で初心者向け
- 振動停止点: キーサポートレジスタンスを見つけます
ポジションマネジメントは,リスクの割合モデルで,口座の1%を1回だけリスクにかけ,連続的な損失を伴うこともありません!
スマート取引制御システム
この戦略には,ゲームのスキルの冷却のように,非常に親切な”冷静期”機能もあります. ポジションを平らにした後に,いくつかのKラインを待って,再びポジションを開きます. 感情的な頻繁な取引を避けます. また,時間退出の仕組みをサポートします.
ストラテジーソースコード
/*backtest
start: 2024-09-19 00:00:00
end: 2025-09-18 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":500000}]
*/
//@version=6
strategy("Hilega Milega v6 - Pure EMA/SMA (Nitesh Kumar) + Full Backtest",
overlay=true, initial_capital=100000,
commission_type=strategy.commission.percent, commission_value=0.05,
pyramiding=0, calc_on_order_fills=true, calc_on_every_tick=false,
max_labels_count=200, max_boxes_count=0)
// ============================
// Backtest Controls
// ============================
string G_BT = "Backtest"
bool useDateRange = input.bool(false, "Use Date Range (OFF = all history)", group=G_BT)
int bt_from = input(timestamp("2022-01-01T00:00:00"), "From", group=G_BT)
int bt_to = input(timestamp("2099-12-31T23:59:59"), "To", group=G_BT)
string sess = input("0000-2359:1234567", "Session (Exchange Time)", group=G_BT)
bool mon = input.bool(true, "Mon", group=G_BT)
bool tue = input.bool(true, "Tue", group=G_BT)
bool wed = input.bool(true, "Wed", group=G_BT)
bool thu = input.bool(true, "Thu", group=G_BT)
bool fri = input.bool(true, "Fri", group=G_BT)
bool sat = input.bool(true, "Sat", group=G_BT)
bool sun = input.bool(true, "Sun", group=G_BT)
int cooldownBars = input.int(3, "Cooldown bars after flat", 0, 500, group=G_BT)
int timeExitBars = input.int(0, "Time-based exit (0 = off)", 0, 5000, group=G_BT)
bool allowLongs = input.bool(true, "Allow Longs", group=G_BT)
bool allowShorts = input.bool(true, "Allow Shorts", group=G_BT)
// ============================
// Hilega Milega Inputs
// ============================
string G_HM = "Hilega Milega Filters (Side Rules)"
bool needSMA20 = input.bool(true, "Long above SMA20 / Short below SMA20", group=G_HM)
bool needSMA50 = input.bool(true, "Long above SMA50 / Short below SMA50", group=G_HM)
bool needSMA200 = input.bool(false, "Long above SMA200 / Short below SMA200", group=G_HM)
bool useSlope200= input.bool(false, "200 SMA slope filter (up for long / down for short)", group=G_HM)
int slopeLook = input.int(5, "Slope lookback (bars)", 1, 200, group=G_HM)
// ============================
// Risk / Targets
// ============================
string G_RM = "Risk / Targets"
string stopMode = input.string("EMA20", "Stop Type", options=["EMA20","ATR","Percent","Swing"], group=G_RM)
int atrLen = input.int(14, "ATR Length (for ATR/Swing calc)", 1, 200, group=G_RM)
float atrMult = input.float(2.0, "ATR Stop Mult (if Stop=ATR)", 0.1, 10, group=G_RM)
float pctSL = input.float(1.5, "Percent Stop % (if Stop=Percent)", 0.1, 50, group=G_RM)
int swingLen = input.int(10, "Swing lookback (if Stop=Swing)", 1, 200, group=G_RM)
float rrTarget = input.float(1.5, "Take Profit at R (x Risk)", 0.5, 20, group=G_RM)
bool riskPctMode = input.bool(true, "Position size by Risk % of equity", group=G_RM)
float riskPct = input.float(1.0, "Risk %", 0.05, 20, group=G_RM)
float fixedQty = input.float(1, "Fixed Qty (if Risk% OFF)", 0.0001, 1e9, group=G_RM)
// ============================
// Guards
// ============================
bool inDate = not useDateRange or (time >= bt_from and time <= bt_to)
bool inSess = not na(time(timeframe.period, sess))
bool inDOW = (dayofweek == dayofweek.monday and mon) or
(dayofweek == dayofweek.tuesday and tue) or
(dayofweek == dayofweek.wednesday and wed) or
(dayofweek == dayofweek.thursday and thu) or
(dayofweek == dayofweek.friday and fri) or
(dayofweek == dayofweek.saturday and sat) or
(dayofweek == dayofweek.sunday and sun)
bool canCalc = inDate and inSess and inDOW
// ============================
// Indicators (Pure HM stack)
// ============================
float ema1 = ta.ema(close, 1)
float ema5 = ta.ema(close, 5)
float ema10 = ta.ema(close, 10)
float ema20 = ta.ema(close, 20)
float sma20 = ta.sma(close, 20)
float sma50 = ta.sma(close, 50)
float sma200 = ta.sma(close, 200)
float atrVal = ta.atr(atrLen)
// Visuals
plot(ema1, "EMA 1", linewidth=1)
plot(ema5, "EMA 5", linewidth=1)
plot(ema10, "EMA 10", linewidth=1)
plot(ema20, "EMA 20", linewidth=2)
plot(sma20, "SMA 20", linewidth=2)
plot(sma50, "SMA 50", linewidth=2)
plot(sma200,"SMA 200",linewidth=3)
// ============================
// Hilega Milega Conditions
// ============================
bool emaBull = ema1 > ema5 and ema5 > ema10 and ema10 > ema20
bool emaBear = ema1 < ema5 and ema5 < ema10 and ema10 < ema20
bool sideLong = (not needSMA20 or close > sma20) and (not needSMA50 or close > sma50) and (not needSMA200 or close > sma200)
bool sideShort = (not needSMA20 or close < sma20) and (not needSMA50 or close < sma50) and (not needSMA200 or close < sma200)
bool slopeUp = not useSlope200 or sma200 > sma200[slopeLook]
bool slopeDown = not useSlope200 or sma200 < sma200[slopeLook]
// Entry triggers (classic HM: EMA5/EMA10 cross)
bool trigLong = ta.crossover(ema5, ema10)
bool trigShort = ta.crossunder(ema5, ema10)
bool setupLong = emaBull and sideLong and slopeUp
bool setupShort = emaBear and sideShort and slopeDown
// ============================
// Cooldown & Signals
// ============================
var int barsSinceFlat = 1000000000
barsSinceFlat += 1
bool posChanged = strategy.position_size != nz(strategy.position_size[1], 0)
bool flatNow = posChanged and strategy.position_size == 0
if flatNow
barsSinceFlat := 0
bool coolOK = barsSinceFlat >= cooldownBars
bool longSignal = canCalc and allowLongs and setupLong and trigLong and coolOK
bool shortSignal = canCalc and allowShorts and setupShort and trigShort and coolOK
plotshape(longSignal, title="BUY", style=shape.triangleup, size=size.tiny, location=location.belowbar, text="Buy")
plotshape(shortSignal, title="SELL", style=shape.triangledown, size=size.tiny, location=location.abovebar, text="Sell")
// ============================
// Position Sizing & Orders
// ============================
var float entrySLlong = na
var float entrySLshort = na
// Compute dynamic stops with simple if/else
float slLongByMode = na
if stopMode == "EMA20"
slLongByMode := ema20
else if stopMode == "ATR"
slLongByMode := close - atrMult * atrVal
else if stopMode == "Percent"
slLongByMode := close * (1 - pctSL/100.0)
else
slLongByMode := ta.lowest(low, swingLen)
float slShortByMode = na
if stopMode == "EMA20"
slShortByMode := ema20
else if stopMode == "ATR"
slShortByMode := close + atrMult * atrVal
else if stopMode == "Percent"
slShortByMode := close * (1 + pctSL/100.0)
else
slShortByMode := ta.highest(high, swingLen)
// Entries
if longSignal and strategy.position_size <= 0
float riskPerUnit = math.max(close - slLongByMode, syminfo.mintick)
float qty = riskPctMode ? (strategy.equity * (riskPct/100.0) / riskPerUnit) : fixedQty
entrySLlong := slLongByMode
strategy.entry("Long", strategy.long, qty=qty)
if shortSignal and strategy.position_size >= 0
float riskPerUnitS = math.max(slShortByMode - close, syminfo.mintick)
float qtyS = riskPctMode ? (strategy.equity * (riskPct/100.0) / riskPerUnitS) : fixedQty
entrySLshort := slShortByMode
strategy.entry("Short", strategy.short, qty=qtyS)
// Track entry bar index for time-based exits (no valuewhen)
var int entryBarL = na
var int entryBarS = na
if posChanged
if strategy.position_size > 0 and strategy.position_size[1] == 0
entryBarL := bar_index
entryBarS := na
if strategy.position_size < 0 and strategy.position_size[1] == 0
entryBarS := bar_index
entryBarL := na
// Exits (stop + RR limit) and optional time exit
if strategy.position_size > 0
float ep = strategy.position_avg_price
float rBase = math.max(ep - nz(entrySLlong, ep - atrVal), syminfo.mintick)
float tp = ep + rrTarget * rBase
float st = nz(entrySLlong, ep - atrVal)
strategy.exit("LX", from_entry="Long", stop=st, limit=tp)
if timeExitBars > 0 and not na(entryBarL) and (bar_index - entryBarL >= timeExitBars)
strategy.close("Long", comment="TimeExitL")
if strategy.position_size < 0
float epS = strategy.position_avg_price
float rBaseS= math.max(nz(entrySLshort, epS + atrVal) - epS, syminfo.mintick)
float tpS = epS - rrTarget * rBaseS
float stS = nz(entrySLshort, epS + atrVal)
strategy.exit("SX", from_entry="Short", stop=stS, limit=tpS)
if timeExitBars > 0 and not na(entryBarS) and (bar_index - entryBarS >= timeExitBars)
strategy.close("Short", comment="TimeExitS")
// Reset snapshots when flat
if strategy.position_size == 0
entrySLlong := na
entrySLshort := na
// ============================
// Alerts
// ============================
alertcondition(longSignal, title="HM Long", message="Hilega Milega LONG: EMA1>5>10>20; 5 crossed above 10; side filters OK")
alertcondition(shortSignal, title="HM Short", message="Hilega Milega SHORT: EMA1<5<10<20; 5 crossed below 10; side filters OK")