Strategi ini menggunakan Indeks Trend Arah (DTI) untuk menentukan arah trend harga untuk trend berikut perdagangan. DTI membandingkan perubahan harga tertinggi dan terendah dalam tempoh untuk menilai trend, dengan ambang atas dan bawah menghasilkan isyarat.
Mengira nilai perubahan harga dari perubahan harga tertinggi dan terendah dalam satu tempoh. Mempakai purata bergerak eksponensial berganda untuk ini untuk mendapatkan lengkung DTI. Tetapkan ambang atas dan bawah untuk DTI. Apabila penunjuk melintasi ambang atas, isyarat panjang dihasilkan. Melintasi di bawah ambang bawah memberikan isyarat pendek. Tahan kedudukan sehingga isyarat seterusnya berlaku.
Risiko boleh dikurangkan dengan memendekkan tempoh pengiraan, menyesuaikan ambang, atau menambah penunjuk pembalikan.
Strategi DTI dengan tepat menentukan arah trend dari isyarat yang jelas, membolehkan keuntungan jangka panjang yang stabil.
/*backtest
start: 2023-08-18 00:00:00
end: 2023-09-17 00:00:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=2
////////////////////////////////////////////////////////////
// Copyright by HPotter v1.0 29/03/2017
// This technique was described by William Blau in his book "Momentum,
// Direction and Divergence" (1995). His book focuses on three key aspects
// of trading: momentum, direction and divergence. Blau, who was an electrical
// engineer before becoming a trader, thoroughly examines the relationship between
// price and momentum in step-by-step examples. From this grounding, he then looks
// at the deficiencies in other oscillators and introduces some innovative techniques,
// including a fresh twist on Stochastics. On directional issues, he analyzes the
// intricacies of ADX and offers a unique approach to help define trending and
// non-trending periods.
// Directional Trend Index is an indicator similar to DM+ developed by Welles Wilder.
// The DM+ (a part of Directional Movement System which includes both DM+ and
// DM- indicators) indicator helps determine if a security is "trending." William
// Blau added to it a zeroline, relative to which the indicator is deemed positive or
// negative. A stable uptrend is a period when the DTI value is positive and rising, a
// downtrend when it is negative and falling.
//
// You can change long to short in the Input Settings
// Please, use it only for learning or paper trading. Do not for real trading.
////////////////////////////////////////////////////////////
strategy(title="Directional Trend Index (DTI)", shorttitle="DTI")
r = input(14, minval=1)
s = input(10, minval=1)
u = input(5, minval=1)
OS = input(45, minval=1)
OB = input(-45, maxval=-1)
reverse = input(false, title="Trade reverse")
hline(0, color=green, linestyle=line)
xHMU = iff(high - high[1] > 0, high - high[1], 0)
xLMD = iff(low - low[1] < 0, -(low - low[1]), 0)
xPrice = xHMU - xLMD
xPriceAbs = abs(xPrice)
xuXA = ema(ema(ema(xPrice, r),s),u)
xuXAAbs = ema(ema(ema(xPriceAbs, r),s),u)
Val1 = 100 * xuXA
Val2 = xuXAAbs
DTI = iff(Val2 != 0, Val1 / Val2, 0)
pos = iff(DTI > OS, -1,
iff(DTI < OB, 1, nz(pos[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)
barcolor(possig == -1 ? red: possig == 1 ? green : blue )
plot(DTI, color=maroon, title="DTI")
plot(OB, color=blue, title="OB")
plot(OS, color=red, title="OS")