Strategi terobosan Morningstar K-line


Tarikh penciptaan: 2023-09-14 16:36:32 Akhirnya diubah suai: 2023-09-14 16:36:32
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Prinsip Strategi

Strategi ini menggunakan corak garis K bintang fajar untuk melakukan perdagangan mengikut trend dalam pelbagai arah. Isyarat perdagangan utama berasal dari titik di mana garis fajar menembusi garis purata.

Logik urus niaga adalah seperti berikut:

  1. Pengiraan purata bergerak indeks 60 hari EMA60

  2. Untuk menilai bentuk garis K bintang fajar, termasuk garis negatif pertama, garis silang atau garis penutup kedua, garis terang ketiga dan melanggar dua garis K teratas

  3. Isyarat berbilang arah dalam bentuk garisan Morning Star muncul di atas EMA60 pada titik pecah

  4. Menetapkan sasaran keuntungan atau menjejaki henti rugi sebagai strategi keluar

  5. Hentikan kerugian ditetapkan sebagai 100 garis K terendah

  6. Parameter yang boleh disesuaikan untuk menentukan had kapasiti

Strategi ini memanfaatkan sepenuhnya ciri-ciri pembalikan trend garisan Morning Star untuk menjejaki arah trend yang sepadan. Ia boleh mendapat kesan yang lebih baik di pasaran yang bergelombang tinggi.

Kelebihan Strategik

  • Garis Bintang Fajar Berkesan Untuk Menentukan Trend Jangka Pendek Berbalik

  • Penembusan titik masuk dan penghentian jejak, trend yang berterusan

  • Tetapkan tetingkap mengulangi untuk mengelakkan kemusnahan yang berlebihan

Risiko Strategik

  • Tetapan parameter memerlukan pengoptimuman ujian berulang

  • Hentian terlalu dekat boleh menyebabkan hentian terlalu kerap

  • Hanya bertukar arah, kehilangan peluang

ringkaskan

Strategi ini mengenal pasti ciri-ciri K-line Morning Star dan mencocokkan arah trend untuk dijejaki. Ia boleh disesuaikan dengan keadaan pasaran yang berbeza melalui penyesuaian parameter.

Kod sumber strategi
/*backtest
start: 2023-01-01 00:00:00
end: 2023-03-23 00:00:00
period: 45m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
// © TheSocialCryptoClub
// Author: @devil_machine

//@version=5
strategy("PURE MORNING 2.0", overlay=true, pyramiding=1,
         initial_capital=10000, 
         default_qty_type=strategy.percent_of_equity, default_qty_value=10,
         slippage=1,backtest_fill_limits_assumption=1,use_bar_magnifier= true,
         commission_type=strategy.commission.percent, commission_value=0.075
         )

//------------------------------
// Indicators
//------------------------------

rma=ta.rma(close, 60)
mfi=ta.mfi(close, 10)
rsi=ta.rsi(close, 14)
atr7= ta.atr(7)
ema60=ta.ema(close,60)

plot(ema60,"EMA 60", color.new(color.aqua,0))

//------------------------------
// Doji settings 
//------------------------------
//-----------------------------------------------MORNING DOJI STAR CODE
range1= high - low
tolerance = input.float(defval=0.09, title="MDS Tolerance",group= "DOJI SETTINGS", minval=0.01, maxval=1, step=0.01)/100

candle1 = math.abs (close[2] - open[2]) /range1[2] > .6 and close[2] < open[2]
candle2 = ((open[1] > close[1] and open[1] < close[1]*(1+tolerance)) or (open[1] < close[1] and open[1] > close[1]*(1-tolerance)) and close [1]<close[2]+range1[2])
candle3 = close > open and close > (close[2]+range1[2])

MDS = candle1 and candle2 and candle3

plotshape (MDS and close > ema60, text="MD", textcolor=color.yellow, offset=-1, location=location.abovebar, color=color.green, style=shape.triangleup)
plotshape (MDS and close < ema60, text="MD", textcolor=color.olive, offset=-1, location=location.belowbar, color=color.red, style=shape.triangledown)

//------------------------------------------------DOJI CODE

tolerance1= input.float(defval=0.05, title="DOJI Tolerance",group= "DOJI SETTINGS", minval=0.01, maxval=1, step=0.01)/100
Is_OC_Equal= (open > close and open < close*(1+tolerance1)) or (open < close and open > close*(1-tolerance1))

plotshape(Is_OC_Equal and close < ema60, text="D", textcolor=color.red, location=location.belowbar, color=color.red)
plotshape(Is_OC_Equal and close > ema60, text="D", textcolor = color.green, location=location.abovebar, color=color.green)

//------------------------------
// Filter
//------------------------------

xl_tp_percent      = input.float(9,step=0.5, title="Take Profit", group="EXIT LONG") 

sl_type_ll         = input.bool(true, "SL type Lowest Low", group="EXIT LONG")
sl_len             = input.int(100, "Stop Length", group="EXIT LONG")

max_loss_filter    = input.bool(false,"Max Loss Filter", group ="Filter")
filter_percent     = input.int(10, "Max Loss %", group="Filter")

sl_type_percent    = input.bool(false, "SL type Percent", group="EXIT LONG")
xl_sl_percent      = input.float(2,step=.5, title="Stop Loss", group="EXIT LONG") 

filter_stop= max_loss_filter == true ? close - ta.lowest (low, sl_len) < (close*filter_percent)/100 : true

if sl_type_percent == true 
    sl_type_ll := false

//------------------------------
// Entry Long
//------------------------------

el_cond = Is_OC_Equal and close > ta.ema(close, 60) and filter_stop
el_cond_02 = MDS and close > ta.ema(close, 60) and filter_stop

mess = "!buy " + syminfo.ticker // Executor command to buy automatically 

if el_cond 
    strategy.entry ("EL", strategy.long, alert_message = mess,comment = "EL cond 1")

plotshape(el_cond and strategy.position_size == 0, "el_long", shape.circle, color=color.green)

if el_cond_02       
    strategy.entry ("EL", strategy.long, alert_message = mess,comment = "EL cond 2" )

plotshape(el_cond_02 and strategy.position_size == 0, "el_long_02", shape.circle, color=color.green)

//------------------------------
//Exit Long TP - SL
//------------------------------

xl_sl_price = strategy.position_avg_price * (1-xl_sl_percent/100)
xl_tp_price = strategy.position_avg_price * (1+xl_tp_percent/100)

if sl_type_ll == true
    xl_sl_price := ta.lowest (low, sl_len) 

//------------------------------
//Trailing stop 
//------------------------------

xl_ts_percent      = input.float(1,   step=0.5, title= "Trailing theshold", group="TRAILING STOP")
xl_to_percent      = input.float(0.5, step=0.5, title= "Trailing offset",   group="TRAILING STOP")

xl_ts_tick = xl_ts_percent * close/syminfo.mintick/100
xl_to_tick = xl_to_percent * close/syminfo.mintick/100

mess_sell = "!sell " + syminfo.ticker // Executor command to sell automatically 

strategy.exit("XL+SL/TP", "EL", stop=xl_sl_price, limit=xl_tp_price, trail_points=xl_ts_tick, trail_offset=xl_to_tick,comment_loss= "STOP", comment_profit = "PROFIT",comment_trailing = "TS", alert_message = mess_sell)

//------------------------------
// Conditional close on MFI
//------------------------------

xl_cond= ta.crossover(mfi, 90)

if xl_cond
    strategy.close("XL", alert_message = mess_sell)

plotshape(xl_cond, "xl_cond", shape.circle, color=color.red)