Strategi Mengikuti Aliran Saluran Berayun Rangka Masa Berbilang Masa


Tarikh penciptaan: 2023-12-25 14:27:06 Akhirnya diubah suai: 2023-12-25 14:27:06
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Strategi Mengikuti Aliran Saluran Berayun Rangka Masa Berbilang Masa

[trans]

Gambaran keseluruhan

Strategi ini adalah berdasarkan kepada indikator super trend, menggabungkan beberapa kerangka masa untuk menganalisis trend pasaran, menggunakan kaedah saluran getaran untuk mengenal pasti masa masuk.

Prinsip Strategi

  • Menggunakan petanda trend super tradisional untuk menentukan arah trend
  • Menambah trend superframe masa tinggi, memastikan bahawa terdapat juga trend dalam jangka masa tinggi
  • Menentukan arah trend keseluruhan berdasarkan indikator super trend pada dua jangka masa
  • Menentukan masa masuk yang tepat berdasarkan kenaikan dan penurunan harga melalui saluran goyah

Analisis kelebihan

  • Analisis pelbagai kerangka masa untuk menilai trend dengan lebih yakin
  • Kerangka masa yang tinggi dan rendah, memastikan trend besar dan menangkap peluang jangka pendek
  • Saluran getaran menetapkan titik henti, baik untuk mengawal risiko

Risiko dan penyelesaian

  • Supertrend sendiri akan mengalami kemunduran dan mungkin akan terlepas titik peralihan.
  • Mengurangkan risiko ketinggalan, menukar trend yang diketahui dengan mengoptimumkan parameter atau menilai dalam kombinasi dengan penunjuk lain

Arah pengoptimuman

  • Mengoptimumkan parameter super trend untuk mengurangkan masalah ketinggalan
  • Menambah penapis trend untuk memastikan trend naik lebih tepat
  • Uji dan pilih cara yang lebih sesuai untuk menghentikan kerugian

ringkaskan

Strategi ini mengintegrasikan analisis pelbagai kerangka masa dan indikator pengesanan trend, menguasai trend utama sambil mencari masa masuk tertentu. Dengan pengoptimuman berterusan, diharapkan untuk memperoleh keuntungan tambahan yang stabil dalam jangka panjang.

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Overview

This strategy is based on the Supertrend indicator, combined with multiple timeframe market trend analysis, and adopts the oscillation channel method to identify entry opportunities.

Strategy Principle

  • Use the traditional Supertrend indicator to determine the trend direction
  • Add Supertrend of higher timeframe to ensure there is a trend in higher timeframe too
  • Determine the overall trend direction based on the Supertrend indicators of two timeframes
  • Identify specific entry opportunities based on the price breakout of the upper and lower rails of the oscillation channel

Advantage Analysis

  • Multi-timeframe analysis makes trend judgment more reliable
  • Combining high and low timeframes ensures catching the major trend while being able to capture short-term opportunities
  • The oscillation channel setting stops loss points which helps risk control

Risks and Solutions

  • The Supertrend itself has some lagging phenomenon, which may miss trend reversal points
  • The lagging risk can be reduced by optimizing parameters or incorporating other indicators to assist in identifying trend changes

Optimization Directions

  • Optimize Supertrend parameters to reduce lagging
  • Add trend filtering indicators to ensure catching the major trend more accurately
  • Test and select more appropriate stop loss methods

Summary

This strategy integrates multi-timeframe analysis and trend tracking indicators to grasp the major trend while seeking specific entry opportunities. With continuous optimization, it is expected to achieve long-term steady excess returns.

Kod sumber strategi 
/*backtest
start: 2022-12-18 00:00:00
end: 2023-12-24 00:00:00
period: 1d
basePeriod: 1h
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/
// © ramki_simple
// Thanks to LonesomeTheBlue for the original code
//@version=4
strategy("Multi Supertrend with no-repaint HTF option strategy", overlay = true, shorttitle='Multi Supertrend')
//auto higher time frame
HTFAuto = timeframe.period == '1' ? '5' : 
  timeframe.period == '3' ? '15' : 
  timeframe.period == '5' ? '15' : 
  timeframe.period == '15' ? '60' : 
  timeframe.period == '30' ? '60' : 
  timeframe.period == '45' ? '60' : 
  timeframe.period == '60' ? '240' : 
  timeframe.period == '120' ? '240' : 
  timeframe.period == '180' ? '240' : 
  timeframe.period == '240' ? 'D' : 
  timeframe.period == 'D' ? 'W' :
  '5W'
HTFSelection = input(title='Select HTF Automatically for Additional Supertrend', type=input.bool, defval=false)
HTFUserSel = input(title='Select Higher Timeframe for Additional Supertrend',type=input.resolution, defval ='')
HTF = HTFSelection ? HTFAuto : HTFUserSel


Mult1 = input(title='Multiplier for Default Supertrend', defval=3.0, minval = 0, maxval = 10)
Period1 = input(title='Period for Default Supertrend', defval=10, minval = 1, maxval = 100)
Mult2 = input(title='Multiplier for Additional Supertrend', defval=2.0, minval = 0, maxval = 10)
Period2 = input(title='Period for Additional Supertrend', defval=14, minval = 1, maxval = 100)

chbarcol = input(true, title = "Change Bar Color")

[Trailings, Trend] = supertrend(Mult1, Period1)

linecolor = Trend == -1 and Trend[1] == -1 ? color.teal :
   Trend == 1 and Trend[1] == 1 ? color.red :
   color.new(color.white, 100)
plot(Trailings, color = linecolor,  linewidth = 2,title = "SuperTrend")

f_Security(_symbol, _res, _src) => security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on)

nonVectorSupertrend(Mult, Period) =>
    [Trail_, Trend_] = supertrend(Mult, Period)
    Trail_*Trend_


[TrailingslHtf, TrendHtf] = supertrend(Mult2, Period2)

if HTF != timeframe.period and HTF != ''
    CompositeTrailHtf = f_Security(syminfo.tickerid, HTF,nonVectorSupertrend(Mult2, Period2) )
    TrailingslHtf := abs(CompositeTrailHtf)
    TrendHtf := CompositeTrailHtf > 0 ? 1 : -1


linecolorHtf = TrendHtf == -1 and TrendHtf[1] == -1 ? color.blue :
   TrendHtf == 1 and TrendHtf[1] == 1 ? color.maroon :
   color.new(color.white, 100)
plot(TrailingslHtf, color = linecolorHtf, linewidth = 3, title = "Supertrend Higher Time Frame")

barcolor_ = Trend == -1 and TrendHtf == -1 ? color.lime :
   Trend == 1 and TrendHtf == 1 ? color.red :
   color.white
barcolor(color = chbarcol ? barcolor_ : na)

vwapfilter = input(false)

Long = Trend == -1 and TrendHtf == -1
Short = Trend == 1 and TrendHtf == 1
strategy.entry("enter long", true, 1, when = Long and not Long[1] and (vwapfilter and close > vwap or not vwapfilter))
strategy.entry("enter short", false, 1, when = Short and not Short[1] and (vwapfilter and close < vwap or not vwapfilter))
strategy.close("enter long", when = Long[1] and not Long)
strategy.close("enter short", when = Short[1] and not Short)
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