
Strategi ini menggabungkan strategi 123 bentuk dan strategi titik pusat untuk mendapatkan peluang yang lebih tinggi. Strategi 123 bentuk dan strategi titik pusat menilai titik pembalikan trend, dan strategi titik pusat menentukan sokongan dan rintangan penting. Kedua-duanya digabungkan untuk menangkap trend dan menentukan harga masuk dan keluar tertentu.
Strategi ini berdasarkan kepada penunjuk rawak untuk menentukan titik balik trend. Prinsipnya ialah: Apabila harga penutupan 2 hari berturut-turut lebih rendah daripada harga penutupan sebelumnya, dan pada hari ke-9 indikator STO perlahan lebih rendah daripada 50, buat lebih banyak; apabila harga penutupan 2 hari berturut-turut lebih tinggi daripada harga penutupan sebelumnya, dan pada hari ke-9 indikator STO pantas lebih tinggi daripada 50, buat kosong.
Strategi ini mengira 3 garis sokongan dan 3 garis rintangan berdasarkan harga tertinggi, terendah dan harga penutupan hari sebelumnya.
Titik tengah = (maksimum + minimum + tutup) / 3
Sokongan 1 = 2*Titik tengah - tertinggi
Résistansi 1 = 2Titik tengah - paling rendah
Sokongan 2 = titik tengah - ((Résistance 1- Sokongan 1)
Résistance 2 = pusat + ((Résistance 1- sokongan 1)
Sokongan 3 = minimum -2.(Tinggi - titik tengah)
Résistance 3 = maksimum + 2*(Titik tengah - terendah)
Dan masuk dan keluar berdasarkan sokongan dan rintangan.
Strategi ini dengan cerdik menggabungkan penghakiman trend dengan titik harga utama, dapat menentukan titik perubahan trend, dan dapat menggunakan isyarat penapis rintangan sokongan. Dengan mengoptimumkan kombinasi parameter dan strategi, anda dapat meningkatkan lagi kesannya. Strategi ini bernilai kajian dan aplikasi lebih lanjut oleh peniaga kuantitatif.
/*backtest
start: 2023-12-16 00:00:00
end: 2024-01-15 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
////////////////////////////////////////////////////////////
// Copyright by HPotter v1.0 21/04/2021
// This is combo strategies for get a cumulative signal.
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
// The strategy sells at market, if close price is lower than the previous close price
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// Pivot points simply took the high, low, and closing price from the previous period and
// divided by 3 to find the pivot. From this pivot, traders would then base their
// calculations for three support, and three resistance levels. The calculation for the most
// basic flavor of pivot points, known as ‘floor-trader pivots’, along with their support and
// resistance levels.
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
vFast = sma(stoch(close, high, low, Length), KSmoothing)
vSlow = sma(vFast, DLength)
pos = 0.0
pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0)))
pos
PP2(res,SellFrom,BuyFrom) =>
pos = 0.0
xHigh = security(syminfo.tickerid,res, high)
xLow = security(syminfo.tickerid,res, low)
xClose = security(syminfo.tickerid,res, close)
vPP = (xHigh+xLow+xClose) / 3
vS1 = 2*vPP - xHigh
vR1 = 2*vPP-xLow
vS2 = vPP - (vR1 - vS1)
vR2 = vPP + (vR1 - vS1)
vS3 = xLow - 2 * (xHigh - vPP)
vR3 = xHigh + 2 * (vPP - xLow)
S = iff(BuyFrom == "S1", vS1,
iff(BuyFrom == "S2", vS2,
iff(BuyFrom == "S3", vS3,0)))
B = iff(SellFrom == "R1", vR1,
iff(SellFrom == "R2", vR2,
iff(SellFrom == "R3", vR3,0)))
pos := iff(close > B, 1,
iff(close < S, -1, nz(pos[1], 0)))
pos
strategy(title="Combo Backtest 123 Reversal & Pivot Point V2)", shorttitle="Combo", overlay = true)
line1 = input(true, "---- 123 Reversal ----")
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
line2 = input(true, "---- Pivot Point V2 ----")
res = input(title="Resolution", type=input.resolution, defval="D")
SellFrom = input(title="Sell from ", defval="R1", options=["R1", "R2", "R3"])
BuyFrom = input(title="Buy from ", defval="S1", options=["S1", "S2", "S3"])
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posPP2 = PP2(res,SellFrom,BuyFrom)
pos = iff(posReversal123 == 1 and posPP2 == 1 , 1,
iff(posReversal123 == -1 and posPP2 == -1, -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)
if (possig == 0)
strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )