Strategi Dagangan Pembalikan Gradien adalah strategi trend yang menghasilkan isyarat perdagangan menggunakan sistem crossover purata bergerak. Ia mengesan arah trend harga semasa dengan mengira purata bergerak dari tempoh yang berbeza dan memasuki perdagangan panjang atau pendek pada titik pembalikan trend. Strategi ini bertujuan untuk menangkap trend jangka menengah hingga panjang dan perdagangan apabila trend berbalik.
Strategi ini mengira dua purata bergerak, satu tempoh MA yang lebih lama bertindak sebagai garis asas, dan yang lain tempoh MA yang lebih pendek melintasi menghasilkan isyarat perdagangan.
Mengira MA asas dengan parameter tempoh len1, yang mewakili trend jangka panjang.
Mengira MA isyarat dengan tempoh len2, yang mewakili trend jangka pendek, len2 < len1.
Apabila MA yang lebih pendek melintasi MA yang lebih panjang dari atas, pergi pendek, menunjukkan pembalikan trend dan harga mungkin turun.
Apabila MA yang lebih pendek melintasi MA yang lebih panjang dari bawah, pergi panjang, menunjukkan pembalikan trend dan harga mungkin naik.
Apabila harga bergerak kembali ke MA yang lebih lama, tutup kedudukan.
Dengan menangkap persilangan MA, ia memperdagangkan pembalikan trend jangka menengah.
Mengesan pembalikan trend jangka menengah dengan berkesan menggunakan sistem persilangan MA.
Isyarat perdagangan adalah mudah dan jelas untuk diikuti.
Parameter tempoh yang boleh disesuaikan sesuai dengan produk dan peniaga yang berbeza.
Boleh menetapkan stop loss dan mengambil keuntungan untuk mengawal risiko setiap perdagangan.
Tidak perlu meramalkan nilai harga tertentu, hanya peduli dengan arah trend.
Lebih banyak isyarat palsu boleh berlaku semasa pasaran yang berbeza dengan persilangan MA yang kerap.
Tidak dapat memperoleh keuntungan daripada turun naik harga jangka pendek, hanya sesuai untuk perdagangan trend jangka menengah hingga panjang.
Sistem MA ketinggalan perubahan harga, tidak dapat menangkap pembalikan trend tepat pada masanya.
Frekuensi perdagangan mungkin rendah, tidak dapat memperoleh keuntungan yang mencukupi.
Perlu menyesuaikan parameter dengan tepat pada masanya untuk menyesuaikan pasaran.
Gabungkan dengan penunjuk lain seperti MACD, KD untuk menapis isyarat palsu.
Tambah penapis trend, hanya berdagang apabila trend jelas.
Perdagangan pelbagai jangka masa, lebih banyak peluang dari menyisir MA dari tempoh yang berbeza.
Mengoptimumkan parameter secara dinamik untuk menyesuaikan pasaran yang berubah.
Memperkenalkan model pembelajaran mesin untuk membantu menilai pembalikan trend.
Strategi perdagangan pembalikan gradien adalah strategi yang mudah digunakan. Ia menangkap titik pembalikan trend jangka menengah dengan mengenal pasti persilangan MA, untuk memperdagangkan trend harga jangka panjang. Strategi ini mudah dilaksanakan dengan isyarat perdagangan yang jelas, tetapi juga mempunyai beberapa batasan. Ia boleh ditingkatkan dengan mengoptimumkan parameter, menggabungkan penunjuk lain, dan memperkenalkan pembelajaran mesin untuk memanfaatkan peluang pasaran dengan lebih baik.
/*backtest
start: 2022-10-02 00:00:00
end: 2023-10-08 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
//Created by 100kiwi
strategy(title = "TrapTrading", overlay = true)
/////////////////////////////////////////////////////////////////////
// COMPONENT CODE START
//*******************************************************************
// Backtesting Period Selector | Component by pbergden
//*******************************************************************
testStartYear = input(2015, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2018, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
// A switch to control background coloring of the test period
testPeriodBackground = input(title="Color Background?", type=bool, defval=true)
testPeriodBackgroundColor = testPeriodBackground and (time >= testPeriodStart) and (time <= testPeriodStop) ? #00FF00 : na
bgcolor(testPeriodBackgroundColor, transp=97)
testPeriod() => true
// COMPONENT CODE STOP
/////////////////////////////////////////////////////////////////////
// input
buySide = input(defval = true, title = "Trade Direction (ON: Buy Side OFF: Sell Side)", type = bool)
counterTrend = input(defval = true, title = "Trade Mode (ON: Counter Trend OFF: Trend Following)", type = bool)
len1 = input(defval = 14, title = "Period")
multiple = input(defval = 1.4, title = "Multiple")
m1 = close - close[len1]
controlPoint = counterTrend ? lowest(abs(m1), len1) == abs(m1) : highest(abs(m1), len1) == abs(m1)
baseLine = valuewhen(controlPoint, avg(close, close[len1]), 0)
// trap line
atr = atr(len1)
line1Up = baseLine + (atr * multiple)
line2Up = baseLine + (atr * 2 * multiple)
line3Up = baseLine + (atr * 3 * multiple)
line4Up = baseLine + (atr * 4 * multiple)
line5Up = baseLine + (atr * 5 * multiple)
line6Up = baseLine + (atr * 6 * multiple)
line7Up = baseLine + (atr * 7 * multiple)
line8Up = baseLine + (atr * 8 * multiple)
line9Up = baseLine + (atr * 9 * multiple)
line10Up = baseLine + (atr * 10 * multiple)
line1Down = baseLine - (atr * multiple)
line2Down = baseLine - (atr * 2 * multiple)
line3Down = baseLine - (atr * 3 * multiple)
line4Down = baseLine - (atr * 4 * multiple)
line5Down = baseLine - (atr * 5 * multiple)
line6Down = baseLine - (atr * 6 * multiple)
line7Down = baseLine - (atr * 7 * multiple)
line8Down = baseLine - (atr * 8 * multiple)
line9Down = baseLine - (atr * 9 * multiple)
line10Down = baseLine - (atr * 9 * multiple)
// draw
color = close >= baseLine ? teal : red
barcolor(controlPoint ? yellow : na, title = "Candle Color")
plot(baseLine, title = "Base Line", color = white, linewidth = 4, style = stepline, transp = 0)
plot(line1Up, title = "1Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line2Up, title = "2Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line3Up, title = "3Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line4Up, title = "4Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line5Up, title = "5Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line6Up, title = "6Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line7Up, title = "7Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line8Up, title = "8Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line9Up, title = "9Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line10Up, title = "10Up Line", color = green, linewidth = 1, style = stepline, transp = 0)
plot(line1Down, title = "1Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line2Down, title = "2Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line3Down, title = "2Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line4Down, title = "4Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line5Down, title = "5Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line6Down, title = "6Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line7Down, title = "7Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line8Down, title = "8Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line9Down, title = "9Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
plot(line10Down, title = "10Down Line", color = red, linewidth = 1, style = stepline, transp = 0)
// strategy code
if testPeriod() and buySide
strategy.exit("Exit Long0", from_entry = "Long0", qty = 1, limit = line2Up)
strategy.exit("Exit Long1", from_entry = "Long1", qty = 1, limit = line1Up)
strategy.exit("Exit Long2", from_entry = "Long2", qty = 1, limit = baseLine)
strategy.exit("Exit Long3", from_entry = "Long3", qty = 1, limit = line1Down)
strategy.exit("Exit Long4", from_entry = "Long4", qty = 1, limit = line2Down)
strategy.exit("Exit Long5", from_entry = "Long5", qty = 1, limit = line3Down)
strategy.exit("Exit Long6", from_entry = "Long6", qty = 1, limit = line4Down)
strategy.exit("Exit Long7", from_entry = "Long7", qty = 1, limit = line5Down)
strategy.exit("Exit Long8", from_entry = "Long8", qty = 1, limit = line6Down)
strategy.exit("Exit Long9", from_entry = "Long9", qty = 1, limit = line7Down)
strategy.exit("Exit Long10", from_entry = "Long10", qty = 1, limit = line8Down)
strategy.order("Long0", strategy.long, qty = 1, limit = baseLine, when = strategy.position_size <= 0)
strategy.order("Long1", strategy.long, qty = 1, limit = line1Down, when = strategy.position_size <= 1)
strategy.order("Long2", strategy.long, qty = 1, limit = line2Down, when = strategy.position_size <= 2)
strategy.order("Long3", strategy.long, qty = 1, limit = line3Down, when = strategy.position_size <= 3)
strategy.order("Long4", strategy.long, qty = 1, limit = line4Down, when = strategy.position_size <= 4)
strategy.order("Long5", strategy.long, qty = 1, limit = line5Down, when = strategy.position_size <= 5)
strategy.order("Long6", strategy.long, qty = 1, limit = line6Down, when = strategy.position_size <= 6)
strategy.order("Long7", strategy.long, qty = 1, limit = line7Down, when = strategy.position_size <= 7)
strategy.order("Long8", strategy.long, qty = 1, limit = line8Down, when = strategy.position_size <= 8)
strategy.order("Long9", strategy.long, qty = 1, limit = line9Down, when = strategy.position_size <= 9)
strategy.order("Long10", strategy.long, qty = 1, limit = line10Down, when = strategy.position_size <= 10)
else
if testPeriod() and not buySide
strategy.exit("Exit Short0", from_entry = "Short0", qty = 1, limit = line2Down)
strategy.exit("Exit Short1", from_entry = "Short1", qty = 1, limit = line1Down)
strategy.exit("Exit Short2", from_entry = "Short2", qty = 1, limit = baseLine)
strategy.exit("Exit Short3", from_entry = "Short3", qty = 1, limit = line1Up)
strategy.exit("Exit Short4", from_entry = "Short4", qty = 1, limit = line2Up)
strategy.exit("Exit Short5", from_entry = "Short5", qty = 1, limit = line3Up)
strategy.exit("Exit Short6", from_entry = "Short6", qty = 1, limit = line4Up)
strategy.exit("Exit Short7", from_entry = "Short7", qty = 1, limit = line5Up)
strategy.exit("Exit Short8", from_entry = "Short8", qty = 1, limit = line6Up)
strategy.exit("Exit Short9", from_entry = "Short9", qty = 1, limit = line7Up)
strategy.exit("Exit Short10", from_entry = "Short10", qty = 1, limit = line8Up)
strategy.order("Short0", strategy.short, qty = 1, limit = baseLine, when = strategy.position_size >= 0)
strategy.order("Short1", strategy.short, qty = 1, limit = line1Up, when = strategy.position_size >= -1)
strategy.order("Short2", strategy.short, qty = 1, limit = line2Up, when = strategy.position_size >= -2)
strategy.order("Short3", strategy.short, qty = 1, limit = line3Up, when = strategy.position_size >= -3)
strategy.order("Short4", strategy.short, qty = 1, limit = line4Up, when = strategy.position_size >= -4)
strategy.order("Short5", strategy.short, qty = 1, limit = line5Up, when = strategy.position_size >= -5)
strategy.order("Short6", strategy.short, qty = 1, limit = line6Up, when = strategy.position_size >= -6)
strategy.order("Short7", strategy.short, qty = 1, limit = line7Up, when = strategy.position_size >= -7)
strategy.order("Short8", strategy.short, qty = 1, limit = line8Up, when = strategy.position_size >= -8)
strategy.order("Short9", strategy.short, qty = 1, limit = line9Up, when = strategy.position_size >= -9)
strategy.order("Short10", strategy.short, qty = 1, limit = line10Up, when = strategy.position_size >= -10)