Strategi ini menggabungkan beberapa penunjuk teknikal ke dalam sistem kuantitatif bersepadu, memanfaatkan kekuatan faktor yang berbeza untuk meningkatkan ketepatan keputusan perdagangan.
Logik Strategi:
Mengira penunjuk 123 Pembalikan untuk mengenal pasti potensi pembalikan 3 hari.
Mengira Kuasa Elder Bear untuk keadaan oversold.
Pergi panjang apabila kedua-dua penunjuk memberi isyarat beli, dan pendek apabila kedua-dua memberi isyarat jual.
Memerlukan pengesahan faktor mengurangkan perdagangan isyarat palsu.
Menggabungkan pelbagai jenis penunjuk meningkatkan kesedaran situasi.
Kelebihan:
Pengesahan pelbagai faktor mengurangkan kebarangkalian perdagangan yang buruk.
Meningkatkan pengiktirafan keadaan pasaran yang kompleks.
Kesukaran pengoptimuman memberikan kelebihan berbanding strategi tunggal.
Risiko:
Mengambil masa untuk mengoptimumkan parameter untuk kombinasi yang ideal.
Potensi konflik isyarat antara penunjuk.
Kestabilan keseluruhan lebih rendah daripada strategi penunjuk tunggal.
Ringkasnya, strategi ini bertujuan untuk meningkatkan ketepatan dengan menggabungkan pelbagai faktor, tetapi memerlukan penyesuaian untuk memadankan penunjuk dengan betul untuk prestasi yang lebih mantap.
/*backtest
start: 2022-09-05 00:00:00
end: 2023-02-03 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
////////////////////////////////////////////////////////////
// Copyright by HPotter v1.0 27/05/2020
// 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
// Developed by Dr Alexander Elder, the Elder-ray indicator measures buying
// and selling pressure in the market. The Elder-ray is often used as part
// of the Triple Screen trading system but may also be used on its own.
// Dr Elder uses a 13-day exponential moving average (EMA) to indicate the
// market consensus of value. Bull Power measures the ability of buyers to
// drive prices above the consensus of value. Bear Power reflects the ability
// of sellers to drive prices below the average consensus of value.
// Bull Power is calculated by subtracting the 13-day EMA from the day's High.
// Bear power subtracts the 13-day EMA from the day's Low.
// You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect...
//
// 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
BP(Trigger,Length) =>
pos = 0
DayHigh = 0.0
xPrice = close
xMA = ema(xPrice,Length)
DayHigh := iff(dayofmonth != dayofmonth[1], high, max(high, nz(DayHigh[1])))
nRes = DayHigh - xMA
pos := iff(nRes > Trigger, 1,
iff(nRes < Trigger, -1, nz(pos[1], 0)))
pos
strategy(title="Combo Backtest 123 Reversal & Elder Ray (Bear Power) ", shorttitle="Combo", overlay = true)
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
LengthBP = input(13, minval=1)
Trigger = input(0)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posBP = BP(Trigger,LengthBP)
pos = iff(posReversal123 == 1 and posBP == 1 , 1,
iff(posReversal123 == -1 and posBP == -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 )