ianzeng123
전략의 핵심: 주말 시장의 똑똑한 돈
월스트리트의 거장들이 주말에 휴가를 보내면서 암호화폐 시장은 문을 닫습니다. 이 전략은 기관투자자들이 “근무중”일 때 튀어나오는 야간 경비원과 비슷합니다.
비중을 맞추세요!이 전략은 토요일, 특히 일요일 0시부터 8시까지 UTC 시간대에만 거래된다. 왜? 왜냐하면 그때는 유동성이 상대적으로 낮고, 기술 분석의 효과는 오히려 높기 때문이다. 마치 조용한 도서관에서 작은 소리가 들리는 것처럼.
다중 지표 통합: 단독 투쟁이 아니다
이 전략은 복수자 연합을 구성하는 것과 같습니다.
- RSI (8주기)이 기사를 통해, 그는 “
- MACD(8,17,9)트렌드 동력을 확인합니다.
- 브린 벨트가격 극한 지역
- CVD의 탈퇴“현명한 돈의 진정한 의도를 발견하라”
구덩이 피하기 위한 지침단 하나의 지표는 혼자 영화를 보는 것과 같고, 스토리텔링으로 인해 오해의 소지가 있다.
스마트 자금 관리: 500달러도 쓸 수 있다
이 시스템은 소액 투자자를 위해 설계되었습니다.
- 최소 120달러“아뇨, 아뇨, 아녜요.
- 최대 4개의 동시 포지션위험 분산, 한 바구니에 달걀을 넣지 않는다.
- 5-20배의 동적 레버리시장의 변동성에 따라 자동 조정
고속도로에서 운전하는 것처럼, 고속도로에서 운전하면 빠르게 운전할 수 있고, 작은 동굴에서는 천천히 운전해야 합니다. 시스템은 다른 화폐의 위험 특성에 따라 포지션 크기를 조정합니다.
️위험관리: 엄마보다 더 걱정이 많아요
삼중보호제도：
- 일일 손실 최대 5%오늘 너무 많이 잃었나요? 내일 다시 오세요.
- 주말 손실 최대 15%######################################## #######################################################################################################################################################################################################################
- 4번 연속으로 손실이 멈췄다감정적 거래를 막기 위해:
긴급 브레이크 시스템만약 계좌가 30% 이상 손실되면 모든 거래가 즉시 중단됩니다. 이것은 자동차의 ABS 시스템과 같습니다. 중요한 순간에 생명을 구할 수 있습니다!
전략 소스 코드
/*backtest
start: 2024-09-24 00:00:00
end: 2025-09-22 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/
//@version=6
strategy("Weekend Hunter Ultimate v6.2 [PRODUCTION READY]",
overlay=true,
pyramiding=0,
calc_bars_count=5000,
default_qty_type=strategy.percent_of_equity,
default_qty_value=10,
commission_type=strategy.commission.percent,
commission_value=0.075,
slippage=3,
initial_capital=500)
// ========================================
// WEEKEND-ONLY CONFIGURATION
// ========================================
enable_weekend_only = input.bool(true, "WEEKEND TRADING ONLY", tooltip="Saturday-Sunday when institutions are offline")
weekend_start_day = input.string("Saturday", "Weekend Start", options=["Friday", "Saturday"])
weekend_end_day = input.string("Sunday", "Weekend End", options=["Sunday", "Monday"])
// Optimal Weekend Windows (Research-Based)
optimal_saturday_start = input.int(0, "Saturday Start Hour (UTC)", minval=0, maxval=23)
optimal_sunday_end = input.int(23, "Sunday End Hour (UTC)", minval=0, maxval=23)
prime_sunday_window = input.bool(true, "Enable Prime Sunday Window (0-8 UTC)")
// Weekend Detection Logic
is_saturday = dayofweek == dayofweek.saturday
is_sunday = dayofweek == dayofweek.sunday
is_weekend = is_saturday or is_sunday
current_hour = hour(time)
// Prime Weekend Window
in_prime_window = is_sunday and current_hour >= 0 and current_hour <= 8
in_weekend_hours = (is_saturday and current_hour >= optimal_saturday_start) or
(is_sunday and current_hour <= optimal_sunday_end)
weekend_trading_active = enable_weekend_only ? (is_weekend and in_weekend_hours) : true
// ========================================
// POSITION & CAPITAL MANAGEMENT
// ========================================
var float daily_pnl = 0.0
var float weekend_pnl = 0.0
var int last_day = 0
var int consecutive_losses = 0
// Maximum concurrent positions with $500
max_concurrent_positions = 4
current_positions = strategy.opentrades
// Smart Capital Management
available_capital = strategy.equity - (strategy.position_size * close)
min_capital_per_trade = 120.0
safety_buffer = 50.0
can_afford_position = available_capital > (min_capital_per_trade + safety_buffer)
position_available = current_positions < max_concurrent_positions
// ========================================
// AGGRESSIVE 65% WIN RATE CONFIGURATION
// ========================================
historical_win_rate = input.float(65.0, "Target Win Rate %", minval=60.0, maxval=70.0) / 100
avg_win_percent = input.float(5.5, "Average Win %", minval=4.0, maxval=7.0) / 100
avg_loss_percent = input.float(1.8, "Average Loss %", minval=1.5, maxval=2.5) / 100
// Loss Limits
max_daily_loss = input.float(5.0, "Max Daily Loss %", minval=3.0, maxval=8.0)
max_weekend_loss = input.float(15.0, "Max Weekend Loss %", minval=10.0, maxval=20.0)
max_consecutive_losses_allowed = 4
// ========================================
// DYNAMIC LEVERAGE SYSTEM 5-20x
// ========================================
min_leverage = input.float(5.0, "Minimum Leverage", minval=5.0, maxval=10.0)
max_leverage = input.float(20.0, "Maximum Leverage", minval=15.0, maxval=25.0)
// EXACT COIN-SPECIFIC RISK PROFILES
symbol_risk_profile = syminfo.ticker == "BTCUSDT" ? 0.9 :
syminfo.ticker == "ETHUSDT" ? 0.85 :
syminfo.ticker == "LINKUSDT" ? 0.75 :
syminfo.ticker == "XRPUSDT" ? 0.75 :
syminfo.ticker == "DOGEUSDT" ? 0.6 :
syminfo.ticker == "SOLUSDT" ? 0.7 :
syminfo.ticker == "AVAXUSDT" ? 0.7 :
syminfo.ticker == "1000PEPEUSDT" ? 0.5 :
syminfo.ticker == "TONUSDT" ? 0.65 :
syminfo.ticker == "POLUSDT" ? 0.7 : 0.5
// ========================================
// PROFIT PROTECTION SYSTEM
// ========================================
use_trailing = input.bool(true, "Enable Smart Trailing", tooltip="Protects profits when approaching target")
trailing_activation_percent = input.float(2.5, "Trailing Activation %", minval=2.0, maxval=3.5)
trailing_distance_percent = input.float(1.5, "Trail Distance %", minval=1.0, maxval=2.0)
// ========================================
// MULTI-TIMEFRAME CONFLUENCE
// ========================================
// 4H Trend Bias
htf_4h_close = request.security(syminfo.tickerid, "240", close, lookahead=barmerge.lookahead_off)
htf_4h_ema50 = request.security(syminfo.tickerid, "240", ta.ema(close, 50), lookahead=barmerge.lookahead_off)
// 1H Momentum Confirmation - Fixed MACD
[htf_1h_macd, htf_1h_signal, htf_1h_hist] = request.security(syminfo.tickerid, "60", ta.macd(close, 12, 26, 9), lookahead=barmerge.lookahead_off)
htf_1h_rsi = request.security(syminfo.tickerid, "60", ta.rsi(close, 14), lookahead=barmerge.lookahead_off)
// Trend Alignment Scoring
htf_4h_trend = htf_4h_close > htf_4h_ema50 ? 1 : -1
htf_1h_momentum = htf_1h_macd > htf_1h_signal ? 1 : -1
current_trend = close > ta.ema(close, 20) ? 1 : -1
trend_alignment = (htf_4h_trend + htf_1h_momentum + current_trend) / 3.0
// ========================================
// VOLATILITY & MARKET REGIME
// ========================================
atr_period = 14
atr_value = ta.atr(atr_period)
atr_percentage = (atr_value / close) * 100
volatility_regime = atr_percentage < 2.0 ? "Low" : atr_percentage < 5.0 ? "Medium" : "High"
// Weekend Liquidity Adjustment
volume_sma = ta.sma(volume, 20)
current_liquidity_ratio = volume / volume_sma
weekend_liquidity_adjustment = is_weekend ? math.min(current_liquidity_ratio * 0.8, 1.0) : 1.0
// ========================================
// CVD DIVERGENCE DETECTION
// ========================================
var float cvd = 0.0
bull_volume = close > open ? volume : 0
bear_volume = close < open ? volume : 0
volume_delta = bull_volume - bear_volume
cvd := cvd + volume_delta
// Divergence Detection
price_higher = close > close[10]
cvd_lower = cvd < cvd[10]
bearish_divergence = price_higher and cvd_lower
price_lower = close < close[10]
cvd_higher = cvd > cvd[10]
bullish_divergence = price_lower and cvd_higher
// ========================================
// SIGNAL GENERATION SYSTEM
// ========================================
// Primary Indicators
rsi = ta.rsi(close, 8)
// Fixed MACD unpacking
[macd_line, signal_line, histogram] = ta.macd(close, 8, 17, 9)
// Fixed Bollinger Bands unpacking
[bb_upper, bb_middle, bb_lower] = ta.bb(close, 20, 2.5)
// Volume Confirmation
volume_surge = volume > (volume_sma * 1.5)
min_volume_threshold = ta.sma(volume, 100) * 0.1
valid_volume = volume > min_volume_threshold
volume_confirmation = volume_surge and current_liquidity_ratio > 0.7 and valid_volume
// Signal Strength Calculation
var float signal_strength = 0.0
// Trend Component (40% weight)
trend_score = trend_alignment * 40
// Momentum Component (30% weight)
momentum_bullish = rsi < 30 and rsi > rsi[1]
momentum_bearish = rsi > 70 and rsi < rsi[1]
momentum_score = momentum_bullish ? 30 : momentum_bearish ? -30 : 0
// Volume Component (20% weight)
volume_score = volume_confirmation ? 20 : 0
volume_score := volume_score + (bullish_divergence ? 10 : bearish_divergence ? -10 : 0)
// Weekend Component (10% weight) - Fixed type
weekend_score = is_weekend ? 10.0 : 0.0
if in_prime_window
weekend_score := weekend_score * 1.5
signal_strength := trend_score + momentum_score + volume_score + weekend_score
// Weekend Signal Boost
if is_weekend
signal_strength := signal_strength * 1.2
if in_prime_window
signal_strength := signal_strength * 1.3
// ========================================
// DYNAMIC LEVERAGE CALCULATION
// ========================================
// Safety Score Components
volatility_safety = volatility_regime == "Low" ? 1.0 : volatility_regime == "Medium" ? 0.7 : 0.4
signal_confidence = math.abs(signal_strength) / 100
overall_safety = (volatility_safety + signal_confidence) / 2 * symbol_risk_profile
// Calculate Dynamic Leverage
leverage_range = max_leverage - min_leverage
dynamic_leverage = min_leverage + (leverage_range * overall_safety)
final_leverage = math.round(math.max(min_leverage, math.min(max_leverage, dynamic_leverage)), 1)
// ========================================
// POSITION SIZING WITH CAPITAL CHECK
// ========================================
// Signal Thresholds
min_signal_strength = input.float(55.0, "Minimum Signal Strength", minval=45.0, maxval=65.0)
high_confidence_threshold = input.float(75.0, "High Confidence Threshold", minval=70.0, maxval=85.0)
high_confidence = math.abs(signal_strength) > high_confidence_threshold
position_multiplier = high_confidence ? 1.3 : 1.0
// Calculate Position Size
base_position_usd = 120.0
desired_position_usd = base_position_usd * position_multiplier
// Pair-specific adjustment
pair_multiplier = syminfo.ticker == "1000PEPEUSDT" ? 0.5 : syminfo.ticker == "BTCUSDT" ? 1.0 : syminfo.ticker == "ETHUSDT" ? 1.0 : 0.8
final_position_usd = desired_position_usd * pair_multiplier
contracts = can_afford_position ? final_position_usd / close : 0
// ========================================
// ENTRY CONDITIONS WITH ALL SAFETY CHECKS
// ========================================
// Signal Conditions
strong_bullish_signal = signal_strength > min_signal_strength and trend_alignment > 0
strong_bearish_signal = signal_strength < -min_signal_strength and trend_alignment < 0
// Flash Crash Protection (8%)
flash_crash_detected = math.abs((close - close[4]) / close[4]) > 0.08
// Loss Tracking
if dayofmonth != last_day
daily_pnl := 0.0
if dayofweek == dayofweek.monday
weekend_pnl := 0.0
last_day := dayofmonth
daily_loss_pct = (daily_pnl / strategy.equity) * 100
weekend_loss_pct = (weekend_pnl / strategy.equity) * 100
loss_limits_active = daily_loss_pct <= -max_daily_loss or weekend_loss_pct <= -max_weekend_loss or consecutive_losses >= max_consecutive_losses_allowed
// Emergency Stop at -30% Account Level
account_emergency_stop = strategy.equity < (strategy.initial_capital * 0.7)
// Final Entry Conditions (fixed line continuation)
can_enter_long = strong_bullish_signal and weekend_trading_active and not loss_limits_active and position_available and can_afford_position and strategy.position_size == 0 and not flash_crash_detected and not account_emergency_stop
can_enter_short = strong_bearish_signal and weekend_trading_active and not loss_limits_active and position_available and can_afford_position and strategy.position_size == 0 and not flash_crash_detected and not account_emergency_stop
// ========================================
// DYNAMIC STOP LOSS & TAKE PROFIT
// ========================================
// ATR-Based with Leverage Adjustment
base_atr_mult_sl = input.float(1.5, "Base ATR Multiplier SL", minval=1.0, maxval=2.0)
base_atr_mult_tp = input.float(4.5, "Base ATR Multiplier TP", minval=3.5, maxval=6.0)
leverage_adjustment = 1.0 + (final_leverage - 5) / 50
atr_mult_sl = base_atr_mult_sl / leverage_adjustment
atr_mult_tp = base_atr_mult_tp * (1.0 + signal_confidence * 0.2)
stop_distance = atr_value * atr_mult_sl
tp_distance = atr_value * atr_mult_tp
long_stop = close - stop_distance
long_tp = close + tp_distance
short_stop = close + stop_distance
short_tp = close - tp_distance
// ========================================
// STRATEGY EXECUTION WITH ALERTS
// ========================================
// Long Entry with alert
if can_enter_long
alert_message = '{"action":"open_long","ticker":"' + syminfo.ticker + '","price":"' + str.tostring(close) + '","leverage":"' + str.tostring(final_leverage) + '","stop_loss":"' + str.tostring(long_stop) + '","take_profit":"' + str.tostring(long_tp) + '"}'
strategy.entry("Long", strategy.long, qty=contracts, comment="L " + str.tostring(final_leverage, "#.#") + "x S:" + str.tostring(signal_strength, "#"))
alert(alert_message, alert.freq_once_per_bar)
if use_trailing
strategy.exit("Long Exit", "Long", stop=long_stop, limit=long_tp, trail_points=close * trailing_activation_percent / 100, trail_offset=close * trailing_distance_percent / 100)
else
strategy.exit("Long Exit", "Long", stop=long_stop, limit=long_tp)
// Short Entry with alert
if can_enter_short
alert_message = '{"action":"open_short","ticker":"' + syminfo.ticker + '","price":"' + str.tostring(close) + '","leverage":"' + str.tostring(final_leverage) + '","stop_loss":"' + str.tostring(short_stop) + '","take_profit":"' + str.tostring(short_tp) + '"}'
strategy.entry("Short", strategy.short, qty=contracts, comment="S " + str.tostring(final_leverage, "#.#") + "x S:" + str.tostring(signal_strength, "#"))
alert(alert_message, alert.freq_once_per_bar)
if use_trailing
strategy.exit("Short Exit", "Short", stop=short_stop, limit=short_tp, trail_points=close * trailing_activation_percent / 100, trail_offset=close * trailing_distance_percent / 100)
else
strategy.exit("Short Exit", "Short", stop=short_stop, limit=short_tp)
// Emergency Exits with alert
if strategy.position_size != 0
entry_price = strategy.position_avg_price
current_profit_pct = strategy.position_size > 0 ? ((close - entry_price) / entry_price * 100) : ((entry_price - close) / entry_price * 100)
// Liquidation Protection
liq_distance = 100 / final_leverage * 0.8
approaching_liquidation = math.abs(current_profit_pct) > liq_distance
if approaching_liquidation or flash_crash_detected or account_emergency_stop
alert('{"action":"close_all","ticker":"' + syminfo.ticker + '"}', alert.freq_once_per_bar)
strategy.close_all(comment="EMERGENCY")
// Weekend End Exit
if dayofweek == dayofweek.monday and hour == 0 and strategy.position_size != 0
alert('{"action":"close_all","ticker":"' + syminfo.ticker + '"}', alert.freq_once_per_bar)
strategy.close_all(comment="Weekend End")
// Weekend Background
bgcolor(is_weekend ? color.new(color.blue, 95) : na, title="Weekend")
bgcolor(in_prime_window ? color.new(color.purple, 90) : na, title="Prime")
// Signal Strength
plot(signal_strength, "Signal", signal_strength > 0 ? color.lime : color.red, 2)
hline(min_signal_strength, "Min Signal", color.green, hline.style_dashed)
hline(-min_signal_strength, "Min Signal", color.red, hline.style_dashed)
// Entry Signals
plotshape(can_enter_long, "Long", shape.triangleup, location.belowbar, high_confidence ? color.lime : color.green, size=size.small)
plotshape(can_enter_short, "Short", shape.triangledown, location.abovebar, high_confidence ? color.red : color.maroon, size=size.small)
// Warnings
bgcolor(loss_limits_active ? color.new(color.red, 80) : na, title="Loss Limit")
bgcolor(account_emergency_stop ? color.new(color.purple, 80) : na, title="Emergency")