Strategi ini menggabungkan penunjuk MACD dengan purata bergerak, pergi lama apabila kedua-duanya memberikan isyarat sejajar.
Logikanya ialah:
Mengira MACD FAST, biasanya EMA 12 hari
Mengira MACD perlahan, biasanya EMA 26 hari
MACD adalah pantas tolak perlahan
Garis isyarat biasanya MA 9 hari MACD
Mengira MA 9 hari dan 26 hari
Pertimbangkan panjang apabila MACD melintasi di atas garis isyarat
Pergi panjang apabila MA 9 hari melintasi MA 26 hari
Tutup panjang apabila MACD melintasi di bawah garis isyarat dan MA 9 hari melintasi di bawah MA 26 hari
Strategi ini memanfaatkan penanda perbandingan overbought-oversold MACD
Pengadil MACD terlalu banyak beli/terlalu banyak jual, MA menentukan trend
Gabungan menyediakan peluang jangka panjang yang tinggi
Peraturan yang jelas mudah dilaksanakan
Memerlukan pengoptimuman untuk menentukan parameter terbaik
LANG-hanya tidak dapat menggunakan peluang jangka pendek
Perdagangan dengan trend boleh memperbesar kerugian
Strategi ini menggunakan kekuatan MACD dan MA
/*backtest
start: 2023-09-06 00:00:00
end: 2023-09-13 00:00:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy("MACD Cross+MA", overlay=true)
//@version=4
// Getting inputs
fast_length = input(title="Fast Length", type=input.integer, defval=12)
slow_length = input(title="Slow Length", type=input.integer, defval=26)
src = input(title="Source", type=input.source, defval=close)
signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9)
sma_source = input(title="Simple MA(Oscillator)", type=input.bool, defval=false)
sma_signal = input(title="Simple MA(Signal Line)", type=input.bool, defval=false)
// === INPUT BACKTEST RANGE ===
FromYear = input(defval = 2019, title = "From Year", minval = 2009)
FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
ToYear = input(defval = 9999, title = "To Year", minval = 2009)
ToMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12)
ToDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31)
// === FUNCTION EXAMPLE ===
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// Calculating
fast_ma = sma_source ? sma(src, fast_length) : ema(src, fast_length)
slow_ma = sma_source ? sma(src, slow_length) : ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length)
hist = macd - signal
//plot
plot(sma(close,9),color=color.red)
plot(sma(close,26),color=color.green)
//Condition
BMacdcondition= (macd>signal)
SMacdcondition= (macd<signal)
longCondition = crossover(sma(close, 9), sma(close, 26))
shortCondition = crossunder(sma(close, 9), sma(close, 26))
//entry
if (BMacdcondition) and window()
(longCondition)
strategy.entry("LONG", strategy.long)
if (shortCondition) and window()
(SMacdcondition)
strategy.close("LONG", qty_percent=100 , comment="หนีตาย")