
Strategi corong corong adalah strategi untuk membuat keputusan perdagangan menggunakan corong corong. Strategi ini dapat mengesan pelbagai corong corong yang biasa, termasuk corong menelan, corong selang, bintang pagi, tiga burung gagak hitam, dan lain-lain, dan menghasilkan isyarat perdagangan apabila ia dikesan. Strategi ini juga menyokong parameter stop loss, stop loss, dan stop loss yang disesuaikan, yang dapat mengawal risiko dengan berkesan.
Logik teras strategi ini adalah untuk mengenal pasti pelbagai jenis bentuk serpihan melalui penghakiman bersyarat kod Pine Script. Sebagai contoh, logik kod untuk menghakimi bentuk penelan adalah:
bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1]
Logik di atas menilai hubungan antara ketinggian, ketinggian, harga pembukaan dan harga penutupan pada garis K semasa dan dua garis K terdahulu, dan mengembalikan true jika memenuhi definisi bentuk menelan. Penghakiman bentuk kerucut yang lain adalah logik serupa.
Apabila bentuk gelung yang memenuhi syarat diiktiraf, pembolehubah isyarat perdagangan multihead atau kosong yang sesuai akan ditetapkan sebagai true. Kemudian strategi akan menilai apakah isyarat perdagangan dipicu dalam tempoh masa perdagangan, dan jika ia dipicu, perintah, dan menetapkan stop loss, stop loss, dan stop loss untuk mengawal risiko.
Penyelesaian: Menggabungkan indikator trend dan mengelakkan penggunaan di pasaran yang bergolak
Penyelesaian: Isyarat bentuk yang terlalu pendek boleh disaring dengan betul
Penyelesaian: Tetapkan parameter Stop Loss dan Stop Stop secara ketat mengikut kapasiti risiko
Strategi bentuk kerucut menggunakan analisis grafik untuk menentukan titik balik jangka pendek, merupakan strategi garis pendek yang lebih biasa. Strategi ini menyokong pelbagai bentuk dan dapat menyesuaikan kawalan risiko, menggunakan fleksibiliti. Tetapi isyarat bentuk tidak boleh digunakan secara berasingan, dan perlu bekerjasama dengan trend dan faktor lain untuk memberikan nilai.
/*backtest
start: 2023-11-19 00:00:00
end: 2023-11-24 02:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
//DanyChe
//The script allows you to test popular candlestick patterns on various instruments and timeframes. In addition, you can configure risk management (if the value is zero, it means the function is disabled), and you can also specify the time of the trading session (for example, so that the positions are not transferred to the next day).
//The author is grateful to JayRogers and Phi35, their code examples helped a lot in writing the strategy.
strategy("Candle Patterns Strategy", shorttitle="CPS", overlay=true)
//--- Patterns Input ---
OnEngulfing = input(defval=true, title="Engulfing")
OnHarami = input(defval=true, title="Harami")
OnPiercingLine = input(defval=true, title="Piercing Line / Dark Cloud Cover")
OnMorningStar = input(defval=true, title="Morning Star / Evening Star ")
OnBeltHold = input(defval=true, title="Belt Hold")
OnThreeWhiteSoldiers = input(defval=true, title="Three White Soldiers / Three Black Crows")
OnThreeStarsInTheSouth = input(defval=true, title="Three Stars in the South")
OnStickSandwich = input(defval=true, title="Stick Sandwich")
OnMeetingLine = input(defval=true, title="Meeting Line")
OnKicking = input(defval=true, title="Kicking")
OnLadderBottom = input(defval=true, title="Ladder Bottom")
//--- Risk Management Input ---
inpsl = input(defval = 100, title="Stop Loss", minval = 0)
inptp = input(defval = 1000, title="Take Profit", minval = 0)
inptrail = input(defval = 40, title="Trailing Stop", minval = 0)
// If the zero value is set for stop loss, take profit or trailing stop, then the function is disabled
sl = inpsl >= 1 ? inpsl : na
tp = inptp >= 1 ? inptp : na
trail = inptrail >= 1 ? inptrail : na
//--- Session Input ---
sess = input(defval = "0000-0000", title="Trading session")
t = time('60', sess)
session_open = na(t) ? false : true
// --- Candlestick Patterns ---
//Engulfing
bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1] ? OnEngulfing : na
bearish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]>open[1] and close[0]<close[1] and close[0]<open[0] and close[1]>close[2] and close[0]<open[1] ? OnEngulfing : na
//Harami
bullish_harami = open[1]>close[1] and close[1]<close[2] and open[0]>close[1] and open[0]<open[1] and close[0]>close[1] and close[0]<open[1] and high[0]<high[1] and low[0]>low[1] and close[0]>=open[0] ? OnHarami : na
bearish_harami = open[1]<close[1] and close[1]>close[2] and open[0]<close[1] and open[0]>open[1] and close[0]<close[1] and close[0]>open[1] and high[0]<high[1] and low[0]>low[1] and close[0]<=open[0] ? OnHarami : na
//Piercing Line/Dark Cloud Cover
piercing_line = close[2]>close[1] and open[0]<low[1] and close[0]>avg(open[1],close[1]) and close[0]<open[1] ? OnPiercingLine : na
dark_cloud_cover = close[2]<close[1] and open[0]>high[1] and close[0]<avg(open[1],close[1]) and close[0]>open[1] ? OnPiercingLine : na
//Morning Star/Evening Star
morning_star = close[3]>close[2] and close[2]<open[2] and open[1]<close[2] and close[1]<close[2] and open[0]>open[1] and open[0]>close[1] and close[0]>close[2] and open[2]-close[2]>close[0]-open[0] ? OnMorningStar : na
evening_star = close[3]<close[2] and close[2]>open[2] and open[1]>close[2] and close[1]>close[2] and open[0]<open[1] and open[0]<close[1] and close[0]<close[2] and close[2]-open[2]>open[0]-close[0] ? OnMorningStar : na
//Belt Hold
bullish_belt_hold = close[1]<open[1] and low[1]>open[0] and close[1]>open[0] and open[0]==low[0] and close[0]>avg(close[0],open[0]) ? OnBeltHold :na
bearish_belt_hold = close[1]>open[1] and high[1]<open[0] and close[1]<open[0] and open[0]==high[0] and close[0]<avg(close[0],open[0]) ? OnBeltHold :na
//Three White Soldiers/Three Black Crows
three_white_soldiers = close[3]<open[3] and open[2]<close[3] and close[2]>avg(close[2],open[2]) and open[1]>open[2] and open[1]<close[2] and close[1]>avg(close[1],open[1]) and open[0]>open[1] and open[0]<close[1] and close[0]>avg(close[0],open[0]) and high[1]>high[2] and high[0]>high[1] ? OnThreeWhiteSoldiers : na
three_black_crows = close[3]>open[3] and open[2]>close[3] and close[2]<avg(close[2],open[2]) and open[1]<open[2] and open[1]>close[2] and close[1]<avg(close[1],open[1]) and open[0]<open[1] and open[0]>close[1] and close[0]<avg(close[0],open[0]) and low[1]<low[2] and low[0]<low[1] ? OnThreeWhiteSoldiers : na
//Three Stars in the South
three_stars_in_the_south = open[3]>close[3] and open[2]>close[2] and open[2]==high[2] and open[1]>close[1] and open[1]<open[2] and open[1]>close[2] and low[1]>low[2] and open[1]==high[1] and open[0]>close[0] and open[0]<open[1] and open[0]>close[1] and open[0]==high[0] and close[0]==low[0] and close[0]>=low[1] ? OnThreeStarsInTheSouth : na
//Stick Sandwich
stick_sandwich = open[2]>close[2] and open[1]>close[2] and open[1]<close[1] and open[0]>close[1] and open[0]>close[0] and close[0]==close[2] ? OnStickSandwich : na
//Meeting Line
bullish_ml = open[2]>close[2] and open[1]>close[1] and close[1]==close[0] and open[0]<close[0] and open[1]>=high[0] ? OnMeetingLine : na
bearish_ml = open[2]<close[2] and open[1]<close[1] and close[1]==close[0] and open[0]>close[0] and open[1]<=low[0] ? OnMeetingLine : na
//Kicking
bullish_kicking = open[1]>close[1] and open[1]==high[1] and close[1]==low[1] and open[0]>open[1] and open[0]==low[0] and close[0]==high[0] and close[0]-open[0]>open[1]-close[1] ? OnKicking : na
bearish_kicking = open[1]<close[1] and open[1]==low[1] and close[1]==high[1] and open[0]<open[1] and open[0]==high[0] and close[0]==low[0] and open[0]-close[0]>close[1]-open[1] ? OnKicking : na
//Ladder Bottom
ladder_bottom = open[4]>close[4] and open[3]>close[3] and open[3]<open[4] and open[2]>close[2] and open[2]<open[3] and open[1]>close[1] and open[1]<open[2] and open[0]<close[0] and open[0]>open[1] and low[4]>low[3] and low[3]>low[2] and low[2]>low[1] ? OnLadderBottom : na
// ---Plotting ---
plotshape(bullish_engulfing, text='Engulfing', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Engulfing Text")
plotshape(bearish_engulfing,text='Engulfing', style=shape.triangledown, color=#F35A54, editable=true, title="Bearish Engulfing Text")
plotshape(bullish_harami,text='Harami', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Harami Text")
plotshape(bearish_harami,text='Harami', style=shape.triangledown, color=#F35A54, editable=true, title="BEarish Harami Text")
plotshape(piercing_line,text='Piercing Line', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(dark_cloud_cover,text='Dark Cloud Cover', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(morning_star,text='Morning Star', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(evening_star,text='Evening Star', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(bullish_belt_hold,text='Belt Hold', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bearish_belt_hold,text='Belt Hold', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(three_white_soldiers,text='Three White Soldiers', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(three_black_crows,text='Three Black Crows', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(three_stars_in_the_south,text='3 Stars South', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(stick_sandwich,text='Stick Sandwich', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bullish_ml,text='Meeting Line', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bearish_ml,text='Meeting Line', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(bullish_kicking,text='Kicking', style=shape.triangleup, color=#1FADA2, editable=false)
plotshape(bearish_kicking,text='Kicking', style=shape.triangledown, color=#F35A54, editable=false)
plotshape(ladder_bottom,text='Ladder Bottom', style=shape.triangleup, color=#1FADA2, editable=false)
// --- STRATEGY ---
SignalUp = bullish_engulfing or bullish_harami or piercing_line or morning_star or bullish_belt_hold or three_white_soldiers or three_stars_in_the_south or stick_sandwich or bullish_ml or bullish_kicking or ladder_bottom
SignalDown = bearish_engulfing or bearish_harami or dark_cloud_cover or evening_star or bearish_belt_hold or three_black_crows or bearish_ml or bearish_kicking
strategy.entry("long", true, when = SignalUp and session_open)
strategy.entry("short", false, when = SignalDown and session_open)
strategy.close("long", when = not session_open)
strategy.close("short", when = not session_open)
strategy.exit("Risk Exit long", from_entry = "long", profit = tp, trail_points = trail, loss = sl)
strategy.exit("Risk Exit short", from_entry = "short", profit = tp, trail_points = trail, loss = sl )