Strategi Mengikuti Trend Pelbagai Penunjuk MACD


Tarikh penciptaan: 2023-09-14 18:09:57 Akhirnya diubah suai: 2023-09-14 18:09:57
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Prinsip Strategi

Strategi ini mengintegrasikan pelbagai petunjuk seperti MACD, garis rata-rata dan garis ikan paus untuk mengenal pasti arah trend pasaran dan melakukan operasi pengesanan trend.

Logik perdagangan utama:

  1. Hitung garis laju, perlahan dan garis pilar MACD

  2. Mencari arah MACD dan menentukan arah trend

  3. Mengira purata bergerak berbilang untuk menentukan kedudukan harga pada garis purata

  4. Indeks Saluran Ikan untuk Mengesan Kekuatan Trend

  5. Apabila pelbagai faktor di atas menunjuk ke arah yang sama, melakukan over atau under

  6. Penarikan diri dari kerugian apabila trend berbalik

Dengan penilaian komprehensif terhadap pelbagai petunjuk, strategi ini bertujuan untuk berdagang dalam trend yang kuat, dan berhenti kehilangan apabila berbalik awal, untuk mengelakkan kerugian berkembang.

Kelebihan Strategik

  • MACD menilai trend dan kekuatan jangka pendek

  • Kedudukan garis purata menentukan trend jangka panjang

  • Garis ikan paus menunjukkan trend keseluruhan

  • Kombinasi pelbagai indikator meningkatkan ketepatan penilaian

Risiko Strategik

  • Parameter yang perlu dioptimumkan untuk ujian berulang

  • Jika terdapat banyak indikator yang memberi isyarat konflik, ia sukar untuk dikendalikan.

  • Indeks rata-rata dan lain-lain ketinggalan kuat

ringkaskan

Strategi ini cuba untuk menilai arah pasaran secara menyeluruh melalui pelbagai petunjuk, dan mengambil trend yang kuat berdasarkan parameter pengoptimuman. Namun, masalah ketinggalan dan konflik petunjuk masih perlu diperhatikan.

Kod sumber strategi
/*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=5
strategy("5MSM VISHNU", overlay=true,process_orders_on_close=true)
//indicator(title="mahakaal", shorttitle="mahakaal", timeframe="", timeframe_gaps=true)

green = #26A69A
red = #FF0000
Yellow = #fcf932

// Getting inputs
fast_length = input(title="Fast Length", defval=12)
slow_length = input(title="Slow Length", defval=26)
src3 = input(title="Source", defval=close)
signal_length = input.int(title="Signal Smoothing",  minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title="Oscillator MA Type",  defval="EMA", options=["SMA", "EMA"])
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])
// Plot colors
col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD")
col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal")
col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src3, fast_length) : ta.ema(src3, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src3, slow_length) : ta.ema(src3, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
//hline(0, "Zero Line", color=color.new(#787B86, 50))

//@version=5
//indicator(title="Moving Average Exponential", shorttitle="EMA", overlay=true, timeframe="", timeframe_gaps=true)
len = input.int(200, minval=1, title="Length")
src2 = input(close, title="Source")
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
Bahubali = ta.ema(src2, len)
//plot(out, title="EMA", color=color.blue, offset=offset)

//@version=5
//indicator(title="Williams Alligator", shorttitle="Alligator", overlay=true, timeframe="", timeframe_gaps=true)
smma(src, length) =>
	smma =  0.0
	smma := na(smma[1]) ? ta.sma(src, length) : (smma[1] * (length - 1) + src) / length
	smma
jawLength = input.int(13, minval=1, title="Jaw Length")
teethLength = input.int(8, minval=1, title="Teeth Length")
lipsLength = input.int(5, minval=1, title="Lips Length")
jawOffset = input(8, title="Jaw Offset")
teethOffset = input(5, title="Teeth Offset")
lipsOffset = input(3, title="Lips Offset")
jaw = smma(hl2, jawLength)
teeth = smma(hl2, teethLength)
lips = smma(hl2, lipsLength)
//plot(jaw, "Jaw", offset = jawOffset, color=#2962FF)


if (hist > 9)

    hist := 10


if (hist < -9)

    hist := -10

// Compose alert message
// Entry
alert_msg_long_entry =  
             "BUY 🟢 {{ticker}} CE " + str.tostring(math.floor((close - 100)/100)*100)       + "\n"   + 
             "####################\n\n" + 
             "{{strategy.order.id}}💹 Target 1:  "         + str.tostring(math.round(close + 35))       + "\n"   + 
             "{{strategy.order.id}}💹 Target 2:  "         + str.tostring(math.round(close + 45))       + "\n"   +  
             "\n"   +  
             "{{strategy.order.id}} Stop Loss: "         + str.tostring(math.round(close - 30))       + "\n\n" + 
             "\n"   + 
             "ENTRY PRICE: "                              + str.tostring(math.round(close))       + "\n\n" +
             "Current time: {{timenow}} \n"        +      
             "Education purpose only"
             
// Entry
alert_msg_short_entry =  
             "BUY 🟢 {{ticker}} PE " + str.tostring(math.floor((close + 100)/100)*100)       + "\n"   + 
             "####################\n\n" + 
             "{{strategy.order.id}}💹 Target 1:  "         + str.tostring(math.round(close - 35))       + "\n"   + 
             "{{strategy.order.id}}💹 Target 2:  "         + str.tostring(math.round(close - 45))       + "\n"   +  
             "\n"   +  
             "ENTRY PRICE: "                             + str.tostring(math.round(close))       + "\n\n" +
             "{{strategy.order.id}} Stop Loss: "         + str.tostring(math.round(close + 30))       + "\n\n" + 
             "Current time: {{timenow}} \n"     +         
             "Education purpose only"
// EXIT
alert_msg_long_exit =  
             "🛑 EXIT {{ticker}} CE LONG POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
             "For 💯% accurate & profitable 💰💰💰 EXIT: \n" +
             "BUY our 'triDEV' tradingview indicator strategy\n" +
             "https://wa.me/917020641496"
             

// EXIT
alert_msg_short_exit =  
             "🛑 EXIT {{ticker}} PE Short POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
             "For 💯% accurate & profitable 💰💰💰 EXIT: \n"   +
             "BUY our 'triDEV' tradingview indicator strategy\n" +
             "https://wa.me/917020641496"
             
             



tyme = time("1440", "0920-1515")

bullishtrend = ((hist > 0)  and (close > lips ) and (low > lips ) and (close > Bahubali) and (lips > jaw) and tyme)
bearishtrend = ((hist < 0)  and (close < lips ) and (high < lips ) and (close < Bahubali) and (lips < jaw) and tyme)
//plot(hist, title="Histogram", style=plot.style_columns, color=(hist > 0 ? ( bullishtrend ? green : Yellow ) : ( bearishtrend ? red : Yellow ) ))

strategy.entry("long", strategy.long, when = bullishtrend , alert_message = alert_msg_long_entry )
strategy.entry("short",strategy.short,when = bearishtrend , alert_message = alert_msg_short_entry)


longexit = (close < lips)  or time("1440", "1515-1530") or (hist <= 0) //or (close < Bahubali)
shortexit = (close > lips) or time("1440", "1515-1530")or (hist >= 0) //or (close > Bahubali)
//strategy.exit("long tsl", "long", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
//strategy.exit("shoty tsl", "short", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
strategy.exit("long TSL", "long", limit = lips ,when = (longexit), alert_message = alert_msg_long_exit)
strategy.exit("short TSL","short",limit = lips ,when = (shortexit), alert_message = alert_msg_short_exit)

//PLOT FIXED SLTP LINE
// LONG POSITION
long_take_level_1 = strategy.position_avg_price + 35
long_take_level_2 = strategy.position_avg_price + 40
long_stop_level = strategy.position_avg_price - 30

plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st Long Take Profit")
plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd Long Take Profit")
plot(strategy.position_size > 0 ? long_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Stop Loss")

//PLOT FIXED SLTP LINE
// SHORT POSITION
SHORT_take_level_1 = strategy.position_avg_price - 35
SHORT_take_level_2 = strategy.position_avg_price - 40
SHORT_stop_level = strategy.position_avg_price + 30

plot(strategy.position_size < 0 ? SHORT_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="SHORT Stop Loss")