ianzeng123
, 이 전략은 뭐하는 거야?
대부분의 거래자들은 불리한 신호를 보고 바로 도망쳐버립니다. 하지만 이 전략은 반대편으로 돌아가서 “빨리 하지 말고 기다려봐!“라고 말합니다.
이 전략은 3개의 K선 (변화 가능) 을 기다리게 하고, 진짜로 “분별”하고 싶은가, 아니면 그냥 감정적인 표현인지 확인한다.
핵심 논리: 충동적인 결정을 하지 말자
입학 조건：
- 고저점 돌파 패턴을 발견한다
- K선 확인 (회계 가격 방향이 맞습니다)
- 다차원 점수 시스템: RSI 동력 + 거래량 확인 + 변동률 분석
- 최소 평점 3.0을 받으면 입학할 수 있다.
비중을 맞추세요!이 점수 체계는 매우 지능적입니다.
- K선 강도 (개체 비율)
- 거래량이 커졌는지
- RSI가 합리적인 범위 안에 있는지
- 현재 변동률 수준
이 연기하는 지혜
전통적인 전략: 패배의 신호를 보고 바로 출전하라 이 전략은: 실패 신호를 보고→ 3개의 K선으로 기다리→ 다시 확인→ 합리적인 출전
왜 지연이 필요한가?
- 가짜 침입을 피하세요시장은 종종 ‘사냥’을 하는데, 지연은 소음을 필터링할 수 있습니다.
- 거래 빈도가 낮아집니다.비용 절감:
- 승률을 높여라트렌드에 더 많은 시간을 줘야 합니다.
️ 리스크 관리: 엄격할 때 절대 완만하지 말라
이 영화가 ‘불교적인’ 영화임에도 불구하고, 위험 통제는 매우 엄격합니다:
- 상쇄1.5배 ATR (조정 가능)
- 2.5배 ATR (조정 가능)
- 거래 시간미국 주식 거래 시간에만 거래
- 청산“그냥 밤새도록 지분을 유지하지 말아라”.
시각화 디자인: 한눈에 보이는 것
- 녹색 삼각형: 보통은 여러 신호를 합니다.
- 🔴 빨간 삼각형: 일반 공백 신호
- 깃발 표기: 고품질 신호 ((등급 ≥4.5)
- 오렌지 X: 초기의 실패 신호 ()
- 🔴 붉은 X: 실패 신호를 지연 (연행)
구덩이 피하기 위한 지침오렌지 X가 나타나면 당황하지 마세요, 이것은 의도적으로 무시된 ‘거짓 경고’입니다!
적용 가능한 시나리오
이 전략은 특히 다음과 같습니다:
- 이 사건은 시내에서 벌어진 사건입니다.
- “이런 일이 벌어진다면, 우리는 더 큰 손실을 입지 않을 것입니다”.
- 신호의 질을 높이고자 하는 투자자
- 미국 주식 시장의 일간 거래
기억하세요: 인내심은 거래자의 가장 큰 무기이며, 때로는 “잠깐 기다려라”가 “즉시 행동”보다 더 현명합니다!
전략 소스 코드
/*backtest
start: 2025-08-08 00:00:00
end: 2025-09-07 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDC"}]
*/
//@version=6
strategy("Delayed X Exit Strategy - Final Version", overlay=true)
// === INPUTS ===
// Strategy Settings
delayBars = input.int(3, "Delay X Exit (bars after entry)", minval=1, maxval=10, group="Exit Strategy")
showScores = input.bool(true, "Show Signal Scores", group="Display")
minScore = input.float(3.0, "Minimum Score to Trade", minval=1.0, maxval=5.0, step=0.1, group="Strategy")
volumePeriod = input.int(20, "Volume Average Period", group="Strategy")
// Risk Management
stopATRMult = input.float(1.5, "Stop Loss ATR Multiplier", minval=0.5, maxval=3.0, step=0.1, group="Risk Management")
targetATRMult = input.float(2.5, "Take Profit ATR Multiplier", minval=1.0, maxval=5.0, step=0.1, group="Risk Management")
// Time Filters - US Market Hours Only
startHour = input.int(9, "Start Trading Hour", minval=0, maxval=23, group="Time Filter")
endHour = input.int(16, "End Trading Hour", minval=0, maxval=23, group="Time Filter")
startMinute = input.int(30, "Start Trading Minute", minval=0, maxval=59, group="Time Filter")
// === TIME FILTER - MARKET HOURS ONLY ===
currentHour = hour(time, "America/New_York")
currentMinute = minute(time, "America/New_York")
marketOpen = (currentHour == startHour and currentMinute >= startMinute) or (currentHour > startHour and currentHour < endHour)
inTradingHours = marketOpen
// --- Original Pattern Detection ---
lowPoint = ta.lowest(low, 3)
prevLowPoint = ta.lowest(low[3], 3)
isHigherLow = low == lowPoint and low > prevLowPoint
bullConfirm = isHigherLow and close > open
highPoint = ta.highest(high, 3)
prevHighPoint = ta.highest(high[3], 3)
isLowerHigh = high == highPoint and high < prevHighPoint
bearConfirm = isLowerHigh and close < open
// --- Pattern Failures (X signals) ---
failHigherLow = isHigherLow[1] and low < low[1]
failLowerHigh = isLowerHigh[1] and high > high[1]
// Track entry information for delayed exit logic
var int entryBar = na
var string entryDirection = na
var float entryPrice = na
// === ENHANCED SCORING SYSTEM ===
rsi = ta.rsi(close, 14)
atr = ta.atr(14)
avgVolume = ta.sma(volume, volumePeriod)
// Scoring components (optimized for delayed exits)
bullCandleStrength = bullConfirm ? (close > open and (close - open) / (high - low) > 0.6 ? 1 : 0.5) : 0
bearCandleStrength = bearConfirm ? (close < open and (open - close) / (high - low) > 0.6 ? 1 : 0.5) : 0
volumeConfirm = volume > avgVolume * 1.2 ? 1 : (volume > avgVolume ? 0.5 : 0)
bullMomentum = bullConfirm ? (rsi > 25 and rsi < 65 ? 1 : (rsi < 75 ? 0.5 : 0)) : 0
bearMomentum = bearConfirm ? (rsi > 35 and rsi < 75 ? 1 : (rsi > 25 ? 0.5 : 0)) : 0
currentRange = high - low
volatilityScore = currentRange > atr * 0.7 ? 1 : 0.5
// Pattern quality (more lenient for delayed exits)
recentBullSignals = ta.barssince(bullConfirm)
recentBearSignals = ta.barssince(bearConfirm)
bullPatternQuality = bullConfirm ? (na(recentBearSignals) or recentBearSignals > 2 ? 1 : 0.5) : 0
bearPatternQuality = bearConfirm ? (na(recentBullSignals) or recentBullSignals > 2 ? 1 : 0.5) : 0
// Calculate total scores
bullScore = bullConfirm ? bullCandleStrength + volumeConfirm + bullMomentum + volatilityScore + bullPatternQuality : 0
bearScore = bearConfirm ? bearCandleStrength + volumeConfirm + bearMomentum + volatilityScore + bearPatternQuality : 0
// === TRADE SIGNALS ===
longSignal = bullConfirm and bullScore >= minScore and inTradingHours
shortSignal = bearConfirm and bearScore >= minScore and inTradingHours
// === STRATEGY ENTRIES ===
if longSignal and strategy.position_size == 0
strategy.entry("LONG", strategy.long, qty=1)
entryBar := bar_index
entryDirection := "LONG"
entryPrice := close
if shortSignal and strategy.position_size == 0
strategy.entry("SHORT", strategy.short, qty=1)
entryBar := bar_index
entryDirection := "SHORT"
entryPrice := close
// === DELAYED EXIT LOGIC ===
// Only consider X exits if they occur delayBars+ after entry
shouldExitOnDelayedFailure = false
barsAfterEntry = na(entryBar) ? 0 : bar_index - entryBar
if strategy.position_size != 0 and not na(entryBar) and barsAfterEntry >= delayBars
// Check for pattern failure that matches our position direction
if strategy.position_size > 0 and failHigherLow
shouldExitOnDelayedFailure := true
if strategy.position_size < 0 and failLowerHigh
shouldExitOnDelayedFailure := true
// Execute delayed failure exits
if shouldExitOnDelayedFailure
if strategy.position_size > 0
strategy.close("LONG", comment="Delayed X Exit")
if strategy.position_size < 0
strategy.close("SHORT", comment="Delayed X Exit")
entryBar := na
entryDirection := na
entryPrice := na
// === STANDARD STOP/TARGET EXITS ===
// Only use stop/target if we haven't exited on delayed failure
if strategy.position_size > 0 and not shouldExitOnDelayedFailure // Long position
stopLevel = strategy.position_avg_price - (atr * stopATRMult)
targetLevel = strategy.position_avg_price + (atr * targetATRMult)
strategy.exit("LONG_EXIT", "LONG", stop=stopLevel, limit=targetLevel)
if strategy.position_size < 0 and not shouldExitOnDelayedFailure // Short position
stopLevel = strategy.position_avg_price + (atr * stopATRMult)
targetLevel = strategy.position_avg_price - (atr * targetATRMult)
strategy.exit("SHORT_EXIT", "SHORT", stop=stopLevel, limit=targetLevel)
// Reset entry tracking when position closes
if strategy.position_size == 0 and not na(entryBar)
entryBar := na
entryDirection := na
entryPrice := na
// End of day exit
if not inTradingHours and strategy.position_size != 0
strategy.close_all(comment="EOD")
entryBar := na
entryDirection := na
entryPrice := na
// === VISUAL ELEMENTS ===
// Main entry signals
plotshape(longSignal, "Long Entry", shape.triangleup, location.belowbar,
color=color.new(color.lime, 0), size=size.normal)
plotshape(shortSignal, "Short Entry", shape.triangledown, location.abovebar,
color=color.new(color.red, 0), size=size.normal)
// Premium signals (score >= 4.5)
premiumLong = longSignal and bullScore >= 4.5
premiumShort = shortSignal and bearScore >= 4.5
plotshape(premiumLong, "Premium Long", shape.flag, location.belowbar,
color=color.new(color.aqua, 0), size=size.large)
plotshape(premiumShort, "Premium Short", shape.flag, location.abovebar,
color=color.new(color.fuchsia, 0), size=size.large)
// Pattern failures - Orange for early (ignored), Red for delayed (actionable)
earlyFailure = (failHigherLow or failLowerHigh) and not na(entryBar) and barsAfterEntry < delayBars
actionableFailure = (failHigherLow or failLowerHigh) and not na(entryBar) and barsAfterEntry >= delayBars
plotshape(earlyFailure, "Early X (Ignored)", shape.xcross, location.abovebar,
color=color.new(color.orange, 0), size=size.small)
plotshape(actionableFailure, "Delayed X (Exit)", shape.xcross, location.abovebar,
color=color.new(color.red, 0), size=size.normal)
// Entry confirmation arrows
plotarrow(longSignal ? 1 : shortSignal ? -1 : 0,
colorup=color.new(color.green, 30), colordown=color.new(color.red, 30))
// === ENHANCED POSITION VISUALIZATION ===
var line stopLine = na
var line targetLine = na
var label positionLabel = na
var label delayLabel = na
if strategy.position_size != 0
// Draw position lines and labels
if strategy.position_size > 0 // Long position
stopPrice = strategy.position_avg_price - (atr * stopATRMult)
targetPrice = strategy.position_avg_price + (atr * targetATRMult)
// Show delay status
delayText = barsAfterEntry < delayBars ?
"X Ignored (" + str.tostring(barsAfterEntry) + "/" + str.tostring(delayBars) + ")" :
"X Active (" + str.tostring(barsAfterEntry) + " bars)"
delayLabel := label.new(bar_index, high + (atr * 2), delayText,
color=barsAfterEntry < delayBars ? color.orange : color.red,
textcolor=color.white, size=size.small)
if strategy.position_size < 0 // Short position
stopPrice = strategy.position_avg_price + (atr * stopATRMult)
targetPrice = strategy.position_avg_price - (atr * targetATRMult)
// Show delay status
delayText = barsAfterEntry < delayBars ?
"X Ignored (" + str.tostring(barsAfterEntry) + "/" + str.tostring(delayBars) + ")" :
"X Active (" + str.tostring(barsAfterEntry) + " bars)"
delayLabel := label.new(bar_index, low - (atr * 2), delayText,
color=barsAfterEntry < delayBars ? color.orange : color.red,
textcolor=color.white, size=size.small)
// === ALERTS ===
alertcondition(longSignal, title="Long Entry", message="LONG Entry Signal Triggered")
alertcondition(shortSignal, title="Short Entry", message="SHORT Entry Signal Triggered")
alertcondition(shouldExitOnDelayedFailure, title="Delayed X Exit", message="Pattern Failure Exit - Delayed Strategy")
alertcondition(premiumLong, title="Premium Long", message="PREMIUM LONG Signal - High Probability Setup")
alertcondition(premiumShort, title="Premium Short", message="PREMIUM SHORT Signal - High Probability Setup")