Strategi ini menggabungkan penunjuk Julat Benar Purata (ATR) dan persilangan Purata Bergerak untuk mengenal pasti isyarat trend untuk kadar kemenangan yang lebih tinggi.
Strategi ini sepenuhnya memanfaatkan kekuatan persilangan ATR dan MA dalam mengenal pasti arah trend dan titik masuk. Melalui penyesuaian parameter, ia dapat menyesuaikan diri dengan persekitaran pasaran yang berbeza. Ujian langsung membuktikan keuntungan yang konsisten dan kadar kemenangan yang tinggi. Walau bagaimanapun, kawalan risiko adalah penting untuk operasi yang berhati-hati. Pengesahan data lanjut akan menjamin perluasan dan penyempurnaan menjadi sistem kuantum yang kukuh.
/*backtest
start: 2023-08-26 00:00:00
end: 2023-09-25 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Phoenix085
//@version=4
strategy("Phoenix085-Strategy_ATR+MovAvg", shorttitle="Strategy_ATR+MovAvg", overlay=true)
// // ######################>>>>>>>>>>>>Inputs<<<<<<<<<<<#########################
// // ######################>>>>>>>>>>>>Strategy Inputs<<<<<<<<<<<#########################
TakeProfitPercent = input(50, title="Take Profit %", type=input.float, step=.25)
StopLossPercent = input(5, title="Stop Loss %", type=input.float, step=.25)
ProfitTarget = (close * (TakeProfitPercent / 100)) / syminfo.mintick
LossTarget = (close * (StopLossPercent / 100)) / syminfo.mintick
len_S = input(title="Shorter MA Length", defval=8, minval=1)
len_L = input(title="Longer MA Length", defval=38, minval=1)
TF = input(defval="", title="Session TF for calc only", type=input.session,options=[""])
TF_ = "1"
if TF == "3"
TF_ == "1"
else
if TF == "5"
TF_ == "3"
else
if TF == "15"
TF_ == "5"
else
if TF == "30"
TF_ == "15"
else
if TF == "1H"
TF_ == "30"
else
if TF == "2H"
TF_ == "1H"
else
if TF == "4H"
TF_ == "3H"
else
if TF == "1D"
TF_ == "4H"
else
if TF == "1W"
TF_ == "1H"
else
if TF == "1M"
TF_ == "1W"
else
if TF =="3H"
TF_ == "2H"
Src = security(syminfo.tickerid, TF, close[1], barmerge.lookahead_on)
Src_ = security(syminfo.tickerid, TF_, close, barmerge.lookahead_off)
// ######################>>>>>>>>>>>>ATR Inputs<<<<<<<<<<<#########################
length = input(title="ATR Length", defval=4, minval=1)
smoothing = input(title="ATR Smoothing", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"])
// //######################>>>>>>>>>>>>Custom Functions Declarations<<<<<<<<<<<#########################
// ######################>>>>>>>>>>>>ATR<<<<<<<<<<<#########################
ma_function(source, length) =>
if smoothing == "RMA"
rma(Src, length)
else
if smoothing == "SMA"
sma(Src, length)
else
if smoothing == "EMA"
ema(Src, length)
else
wma(Src, length)
ATR=ma_function(tr(true), length)
// //######################>>>>>>>>>>>>Conditions<<<<<<<<<<<#########################
ATR_Rise = ATR>ATR[1] and ATR[1]<ATR[2] and ATR[2]<ATR[3]
longCondition = crossover(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) < sma(Src_, len_S) and (sma(Src_, len_S) < Src_[1])
shortCondition = crossunder(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) > sma(Src_, len_S)
plot(sma(Src_, len_S), color=color.lime, transp=90)
col = longCondition ? color.lime : shortCondition ? color.red : color.gray
plot(sma(Src_, len_L),color=col,linewidth=2)
bool IsABuy = longCondition
bool IsASell = shortCondition
// // ######################>>>>>>>>>>>>Strategy<<<<<<<<<<<#########################
testStartYear = input(2015, "Backtest Start Year", minval=1980)
testStartMonth = input(1, "Backtest Start Month", minval=1, maxval=12)
testStartDay = input(1, "Backtest Start Day", minval=1, maxval=31)
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0)
testStopYear = input(9999, "Backtest Stop Year", minval=1980)
testStopMonth = input(12, "Backtest Stop Month", minval=1, maxval=12)
testStopDay = input(31, "Backtest Stop Day", minval=1, maxval=31)
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
inDateRange = true
bgcolor(inDateRange ? color.green : na, 90)
// //<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//
// // ######################>>>>>>LongEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsABuy
strategy.entry("longCondition",true,when = longCondition)
strategy.close("shortCondition")
strategy.exit("Take Profit or Stop Loss", "longCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
// strategy.risk.max_drawdown(10, strategy.percent_of_equity)
// // ######################>>>>>>ShortEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsASell
strategy.entry("shortCondition",false,when = shortCondition)
strategy.exit("Take Profit or Stop Loss", "shortCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
strategy.close("longCondition")