Purata Bergerak Tiga Gabungan dengan Strategi Kuantitatif MACD

Penulis:ChaoZhang, Tarikh: 2024-01-17 16:54:15
Tag:

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Ringkasan

Strategi ini membangunkan strategi perdagangan kuantitatif yang agak stabil dan boleh dipercayai dengan menggabungkan penggunaan penunjuk purata bergerak tiga kali dan penunjuk MACD.

Prinsip Strategi

Strategi ini terutamanya berdasarkan gabungan purata bergerak tiga kali dan penunjuk MACD.

Pertama, strategi ini menggunakan purata bergerak eksponensial berganda dengan panjang masing-masing 3, 7 dan 2. Tiga purata bergerak ini membina sistem purata bergerak pantas hingga perlahan untuk menentukan arah trend masa depan. Apabila purata bergerak jangka pendek melintasi purata bergerak jangka panjang, ia adalah isyarat panjang; apabila purata bergerak jangka pendek melintasi di bawah purata bergerak jangka panjang, ia adalah isyarat pendek.

Kedua, strategi ini juga menggunakan penunjuk MACD dengan parameter 3 dan 7 secara serentak. Apabila garis utama MACD melintasi garis isyarat, ia adalah isyarat panjang, dan apabila ia melintasi di bawah, ia adalah isyarat pendek.

Dengan menggabungkan penggunaan penunjuk dua, ia dapat mengelakkan beberapa isyarat palsu yang disebabkan oleh satu penunjuk, dengan itu meningkatkan kestabilan strategi.

Kelebihan Strategi

  1. Kualiti isyarat yang lebih baik dengan menggunakan penapisan penunjuk berganda
  2. Parameter telah diuji dan dioptimumkan berkali-kali, stabil dan boleh dipercayai
  3. Sistem purata bergerak tiga dapat menapis bunyi pasaran dengan berkesan dan menentukan trend masa depan
  4. Parameter penunjuk MACD ditetapkan lebih cepat untuk menangkap peluang jangka pendek dengan cepat

Risiko Strategi

  1. Terdapat beberapa risiko pengeluaran dan kerugian berturut-turut
  2. Apabila pasaran tidak mempunyai trend yang jelas, akan ada lebih banyak perdagangan palsu dalam strategi ini
  3. Indikator MACD cenderung menghasilkan isyarat palsu dan perlu digabungkan dengan penunjuk purata bergerak

Penyelesaian:

  1. Mengambil strategi stop loss yang sesuai untuk mengawal pengeluaran maksimum
  2. Mengurangkan kekerapan dagangan apabila keadaan pasaran jelas tidak trend
  3. Mengoptimumkan parameter MACD dan penggunaan dalam kombinasi dengan penunjuk lain

Arahan untuk Pengoptimuman Strategi

  1. Uji dan optimumkan parameter purata bergerak dan MACD untuk mencari kombinasi terbaik
  2. Meningkatkan penunjuk tambahan seperti KDJ dan VRSI untuk mengelakkan isyarat palsu
  3. Memperkenalkan model pembelajaran mesin untuk menilai keadaan pasaran dan mencapai penyesuaian dinamik
  4. Gabungkan dengan strategi stop loss dan tetapkan titik stop loss yang optimum

Ringkasan

Strategi ini mencapai trend yang stabil menangkap melalui gabungan purata bergerak dan MACD. Kelebihannya terletak pada penggunaan gabungan penunjuk, yang dapat mengurangkan isyarat palsu dengan berkesan dan mendapatkan prestasi strategi yang lebih baik. Langkah seterusnya untuk meningkatkan lagi strategi termasuk memperkenalkan pengoptimuman parameter, strategi stop loss, penyesuaian dinamik dll, menjadikannya alat yang berkesan untuk mencari peluang jangka menengah dan panjang.


/*backtest
start: 2023-01-10 00:00:00
end: 2024-01-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
strategy("Matt's MACD Algo v1", shorttitle="Matt's MACD Algo v1", overlay=true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital=7000, calc_on_order_fills = true, commission_type=strategy.commission.percent, commission_value=0, currency = currency.USD)
//study("MFI Fresh", shorttitle="MFI Fresh", overlay=true)

//Risk Management Settings
//trategy.risk.max_drawdown(20, strategy.percent_of_equity)
//strategy.risk.max_intraday_loss(10, strategy.percent_of_equity)
//strategy.risk.max_cons_loss_days(3)

/////////////////
ts = input(title="Trailing Stop in cents", defval=50)/100

//Time Inputs
FromMonth = input(defval = 6, title = "From Month", minval = 1)
FromDay   = input(defval = 1, title = "From Day", minval = 1)
FromYear  = input(defval = 2017, title = "From Year", minval = 1)
ToMonth   = input(defval = 1, title = "To Month", minval = 1)
ToDay     = input(defval = 1, title = "To Day", minval = 1)
ToYear    = input(defval = 9999, title = "To Year", minval = 1) 

//Time Variable
testPeriod() =>
    (time > timestamp(FromYear, FromMonth, FromDay, 09, 30)) and (time < timestamp(ToYear, ToMonth, ToDay, 09, 29))

//MA On and MA Colors On? Inputs
switch1=input(false, title="Enable Bar Color?")
switch2=input(true, title="Enable Moving Averages?")
switch3=input(false, title="Enable Background Color?")
switch4=input(false, title="Enable Bolinger Bands?")
switch5=input(false, title="Enable Keltner Channel?")

////////////////////////////////Williams %R
R_length = input(14, minval=1)
R_overBought = input(title="%R Overbought", defval=80)
R_overSold = input(title="%R Oversold", defval=20)
R_upper = highest(R_length)
R_lower = lowest(R_length)
R_out = 100 * (close - R_upper) / (R_upper - R_lower)

WilliamsR_longEntry = crossover(R_out, R_overSold)
WilliamsR_shortEntry = crossunder(R_out, R_overBought)

//plot(R_out)
//R_band1 = hline(R_overSold)
//R_band0 = hline(R_overBought)
//fill(R_band1, R_band0)

////////////////////////////////RSI Variables
rsi_source = close
RSI_Length = input(title="RSI Length", defval=3)
RSI_overBought = input(title="RSI Overbought", defval=80)
RSI_overSold = input(title="RSI Oversold", defval=20)

up = rma(max(change(rsi_source), 0), RSI_Length)
down = rma(-min(change(rsi_source), 0), RSI_Length)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))

RSI_longEntry = rsi > 50
//crossover(rsi, RSI_overSold)
RSI_shortEntry = rsi < 50
//crossunder(rsi, RSI_overBought)

//plot(rsi, color=purple)
//band1 = hline(RSI_overBought)
//band0 = hline(RSI_overSold)
//fill(band1, band0, color=purple, transp=90)


//////////////////////Commodity Channel Index
cci_length = input(20, minval=1)
cci_src = input(close, title="Source")
cci_ma = sma(cci_src, cci_length)
cci = (cci_src - cci_ma) / (0.015 * dev(cci_src, cci_length))


cci_longEntry = crossover(cci, -100)
cci_shortEntry = crossunder(cci, 100)

//plot(cci, color=olive)
//cci_band1 = hline(100, color=gray, linestyle=dashed)
//cci_band0 = hline(-100, color=gray, linestyle=dashed)
//fill(cci_band1, cci_band0, color=olive)



//MFI Inputs
MFI_length = input(title="MFI Length", defval=3)
MFI_overBought = input(title="MFI Overbought", defval=80)
MFI_overSold = input(title="MFI Oversold", defval=20)

//MFI Variables
rawMoneyFlow = hlc3 * volume
positiveMoneyFlow = 0.0
positiveMoneyFlow := hlc3 > hlc3[1] ? positiveMoneyFlow + rawMoneyFlow : positiveMoneyFlow
negativeMoneyFlow = 0.0
negativeMoneyFlow :=  hlc3 < hlc3[1] ? negativeMoneyFlow + rawMoneyFlow : negativeMoneyFlow
moneyFlowRatio = sma(positiveMoneyFlow, MFI_length) / sma(negativeMoneyFlow, MFI_length)
moneyFlowIndex = 100 - 100 / (1 + moneyFlowRatio)

MFI_longEntry = (crossover(moneyFlowIndex, MFI_overSold))
MFI_shortEntry = (crossunder(moneyFlowIndex, MFI_overBought))


///// MFI Plot for STUDY
//plot(moneyFlowIndex, color=#459915)
//MFI_OB=hline(MFI_overBought, title="Overbought", color=#c0c0c0)
//MFI_OS=hline(MFI_overSold, title="Oversold", color=#c0c0c0)
//fill(MFI_overBought, MFI_overSold, color=#9915ff, transp=90)


////VERY SLOW SMA
veryslowLength=input(50,minval=1, title="Very slow SMA")
veryslowSMA = sma(close, veryslowLength)


//MACD Inputs
source = input(close, title="MACD source")
fastLength = input(title="MACD Fast Length", defval=12)
fastLength2 = input(title="MACD Fast Length #2", defval=3)
slowLength = input(title="MACD Slow Length", defval=26)
slowLength2 = input(title="MACD Slow Length #2", defval=7)
MACD_fastsignalSmoothing = input(title="Signal Smoothing", defval=7)
MACD_slowsignalSmoothing = input(title="Signal Smoothing", defval=12)
MACD_fastsignalSmoothing2 = input(title="Signal Smoothing #2", defval=5)
MACD_slowsignalSmoothing2 = input(title="Signal Smoothing #2", defval=9)
MACD_percentthreshold = input(title="MACD % Threshold", defval=-0.0030, step=0.0001)

//MACD variables
fastEMA = ema(source, fastLength)
fastEMA2 = ema(source, fastLength2)
slowEMA = ema(source, slowLength)
slowEMA2 = ema(source, slowLength2)
MACD_Line = fastEMA - slowEMA
MACD_Line2 = fastEMA2 - slowEMA2
MACD_fastsignalLine = ema(MACD_Line, MACD_fastsignalSmoothing)
MACD_slowsignalLine = ema(MACD_Line, MACD_slowsignalSmoothing)
MACD_fastsignalLine2 = ema(MACD_Line2, MACD_fastsignalSmoothing2)
MACD_slowsignalLine2 = ema(MACD_Line2, MACD_slowsignalSmoothing2)
fasthist = MACD_Line - MACD_slowsignalLine
MACD_Histogram2 = MACD_Line2 - MACD_fastsignalLine2
minimum = close * MACD_percentthreshold
SMA = sma(MACD_Line, 10)

// MACD and veryslowSMA Plot for STRATEGY
Fast=plot(switch2?fastEMA:na,color=yellow, linewidth=4)
Slow=plot(switch2?slowEMA:na,color=aqua, linewidth=4)
//VerySlow=plot(switch2?veryslowSMA:na,color=purple,linewidth=4)
//fill(Fast,VerySlow,color=gray)

/////// MACD Plots for STUDY
//plot(fasthist, color=fasthist>0 and fasthist[0]>fasthist[1]?#00ff00:fasthist<=0 and fasthist[0]<fasthist[1]?#f72e2e:fasthist>0 and fasthist[0]<fasthist[1]?#008000:fasthist<0 and fasthist[0]>fasthist[1]?#7f0000:white, style=histogram)
//plot(slowhist, color=slowhist>0 and slowhist[0]>slowhist[1]?#00ff00:slowhist<=0 and slowhist[0]<slowhist[1]?#f72e2e:slowhist>0 and slowhist[0]<slowhist[1]?#008000:slowhist<0 and slowhist[0]>slowhist[1]?#7f0000:white, style=histogram)
//plot(MACD_Line, color=yellow, title="MACD Line")
//plot(MACD_fastsignalSmoothing, color=green, title="Fast Signal Line")
//plot(MACD_slowsignalSmoothing, color=red, title="Slow Signal Line")
//plot(MACD_Line2, color=aqua, title="MACD Line 2")
//plot(MACD_fastsignalSmoothing2, color=orange, title="Fast Signal Line 2")
//plot(MACD_slowsignalSmoothing2, color=white, title="Slow Signal Line 2")
//plot(minimum, color=white, title="% Threshold")
//plot(fasthist, color=fasthist>0 and fasthist[0]>fasthist[1]?#00ff00:fasthist<=0 and fasthist[0]<fasthist[1]?#f72e2e:fasthist>0 and fasthist[0]<fasthist[1]?#008000:fasthist<0 and fasthist[0]>fasthist[1]?#7f0000:white, style=histogram)
//plot(MACD_Histogram2, color=MACD_Histogram2>0?blue:MACD_Histogram2<0?orange:white, style=histogram)
//plot(SMA, color=white, title="SMA")

//MACD Entry Conditions
MACD_longEntry2 = (crossover(MACD_Histogram2, 0))
MACD_shortEntry2 = (crossunder(MACD_Histogram2, 0))
MACD_longEntry = (crossover(fasthist, 0))
MACD_shortEntry = (crossunder(fasthist, 0))



// Colors
//MAtrendcolor = change(veryslowSMA) > 0 ? green : red
//trendcolor = fastEMA > slowEMA and change(veryslowSMA) > 0 and close > slowEMA ? green : fastEMA < slowEMA and change(veryslowSMA) < 0 and close < slowEMA ? red : yellow
//bartrendcolor = close > fastEMA and close > slowEMA and close > veryslowSMA and change(slowEMA) > 0 ? green : close < fastEMA and close < slowEMA and close < veryslowSMA and change(slowEMA) < 0 ? red : yellow
//backgroundcolor = slowEMA > veryslowSMA and MACD_longEntry and MACD_Line > 0 and fastEMA > slowEMA and close[slowLength] > veryslowSMA ? green : slowEMA < veryslowSMA and MACD_shortEntry and MACD_Line < 0 and fastEMA < slowEMA and close[slowLength] < veryslowSMA ? red : na
//barcolor(switch1?bartrendcolor:na)

// Conditional Bar Colors
//backgroundcolor = (MACD_longEntry ? green : MACD_shortEntry ? red : na)
//bgcolor(switch3?backgroundcolor:na,transp=80)





////BOLLINGER BAND Conditions
bb_source = close
bb_length = input(20, minval=1)
bb_mult = input(1.86, minval=0.001, maxval=50)

bb_basis = ema(bb_source, bb_length)
bb_dev = bb_mult * stdev(bb_source, bb_length)

bb_upper = bb_basis + bb_dev
bb_lower = bb_basis - bb_dev

bb_longEntry = crossover(bb_source, bb_lower)
bb_shortEntry = crossunder(bb_source, bb_upper)

plot(switch4?bb_basis:na, color=red, linewidth=4)
p1=plot(switch4?bb_upper:na)
p2=plot(switch4?bb_lower:na)
fill(p1,p2, color=aqua, transp=95)

////KELTNER CHANNEL Inputs/Variables/Plots
KC_useTrueRange = input(true)
KC_length = input(20, minval=1)
KC_mult = input(3.0)
KC_source = input(close, title="Source")

KC_ma = ema(KC_source, KC_length)
KC_range = KC_useTrueRange ? tr : high - low
KC_rangema = ema(KC_range, KC_length)
KC_upper = KC_ma + KC_rangema * KC_mult
KC_lower = KC_ma - KC_rangema * KC_mult

KC_longEntry = crossover(KC_source, KC_lower)
KC_shortEntry = crossunder(KC_source, KC_upper)

plot(switch5?KC_ma:na, color=red, title="Basis")
KC_u = plot(switch5?KC_upper:na, color=red, title="Upper")
KC_l = plot(switch5?KC_lower:na, color=red, title="Lower")
fill(KC_u, KC_l, color=red)

///////////////////ADX
//len = input(title="ADX Length", type=integer, defval=14)
//th = input(title="ADX threshold", type=integer, defval=20)

//TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
//DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
//DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0


//SmoothedTrueRange = nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/len) + TrueRange
//SmoothedDirectionalMovementPlus = nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/len) + DirectionalMovementPlus
//SmoothedDirectionalMovementMinus = nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/len) + DirectionalMovementMinus

//DIPlus = sma(SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100, len)
//DIMinus = sma(SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100, len)
//DX = abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
//ADX = sma(DX, len)


///
//ADX_longEntry = crossover(DIPlus, DIMinus) //or (DIPlus > DIMinus and DIPlus > th and ADX > th)
//ADX_shortEntry = crossover(DIMinus, DIPlus) //or (DIMinus > DIPlus and DIMinus > th and ADX > th)


//DI_long = if DIPlus > DIMinus and ADX > 20 and DIPlus > 20
    
    

//plot(DIPlus, color=green, title="DI+")
//plot(DIMinus, color=red, title="DI-")
//plot(ADX, color=black, title="ADX")
//hline(th, color=black, linestyle=dashed)




//////////////////////////////////Playing with RES


r1 = input("5", "Resolution")
r2 = input("15", "Resolution")
r3 = input("30", "Resolution")
r4 = input("60", "Resolution")

o1 = request.security(heikinashi(syminfo.tickerid), r1, MACD_Line[1])
c1 = request.security(heikinashi(syminfo.tickerid), r1, MACD_slowsignalLine[1])
o2 = request.security(heikinashi(syminfo.tickerid), r2, MACD_Line[1])
c2 = request.security(heikinashi(syminfo.tickerid), r2, MACD_slowsignalLine[1])
o3 = request.security(heikinashi(syminfo.tickerid), r3, MACD_Line[1])
c3 = request.security(heikinashi(syminfo.tickerid), r3, MACD_slowsignalLine[1])
o4 = request.security(heikinashi(syminfo.tickerid), r4, MACD_Line[1])
c4 = request.security(heikinashi(syminfo.tickerid), r4, MACD_slowsignalLine[1])

res_long = (o4 > c4 and o3 > c3 and o2 > c2 and o1 > c1)
res_short = (o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)

///////////////////// Parabolic SAR (stop and reverse)
start = input(0.02)
increment = input(0.02)
maximum = input(0.2)

psar = sar(start, increment, maximum)
plot(psar, style=circles, color=yellow)

psar_longEntry = close > psar
psar_longExit = crossunder(close, psar)
psar_shortEntry = close < psar//crossunder(close, psar)
psar_shortExit = crossover(close, psar)

mix = (moneyFlowIndex + rsi)/2
RSI_MFI = ema(mix, input(3))
//color = RSI_MFI > 80 ? red :RSI_MFI < 20  ? green : silver
vrsi = RSI_MFI

rsiBuySell = vrsi[1] < 95 and crossover(vrsi, 95) or vrsi[1] < 90 and crossover(vrsi, 90) or vrsi[1] < 85 and crossover(vrsi, 85) or vrsi[1] < 80 and crossover(vrsi, 80)  or vrsi[1] < 75 and crossover(vrsi, 75) or vrsi[1] < 70 and  crossover(vrsi, 70)  or vrsi[1] < 65 and crossover(vrsi, 65) or vrsi[1] < 60 and  crossover(vrsi, 60)  or vrsi[1] < 55 and crossover(vrsi, 55) or vrsi[1] < 50 and crossover(vrsi, 50) or vrsi[1] < 45 and crossover(vrsi, 45) or vrsi[1] < 40 and  crossover(vrsi, 40) or vrsi[1] < 35 and crossover(vrsi, 35) or vrsi[1] < 30 and crossover(vrsi, 30) or vrsi[1] < 25 and crossover(vrsi, 25) or vrsi[1] < 20 and  crossover(vrsi, 20) or vrsi[1] < 15 and crossover(vrsi, 15) or  vrsi[1] < 10 and crossover(vrsi, 10) or  vrsi[1] < 5 and crossover(vrsi, 5)  ? 1 :  vrsi[1] > 95 and  crossunder(vrsi, 95) or vrsi[1] > 90 and  crossunder(vrsi, 90) or  vrsi[1] > 85 and  crossunder(vrsi, 85) or vrsi[1] > 80 and crossunder(vrsi, 80) or  vrsi[1] > 75 and  crossunder(vrsi, 75) or vrsi[1] > 70 and  crossunder(vrsi, 70) or  vrsi[1] > 65 and  crossunder(vrsi, 65) or vrsi[1] > 60 and crossunder(vrsi, 60) or  vrsi[1] > 55 and  crossunder(vrsi, 55) or vrsi[1] > 50 and crossunder(vrsi, 50) or  vrsi[1] > 45 and  crossunder(vrsi, 45) or vrsi[1] > 40 and crossunder(vrsi, 40) or  vrsi[1] > 35 and  crossunder(vrsi, 35) or vrsi[1] > 30 and crossunder(vrsi, 30) or  vrsi[1] > 25 and  crossunder(vrsi, 25) or vrsi[1] > 20 and  crossunder(vrsi, 20) or vrsi[1] > 15 and crossunder(vrsi, 15) or vrsi[1] > 10 and crossunder(vrsi, 10) or  vrsi[1] > 5 and  crossunder(vrsi, 5) ?-1:na 

//////////////////////////////////Entry Conditions
//
MA1 = ema(hlc3, input(3))
MA2 = wma(MA1, input(7))
MA3 = ema(MA2, input(2))
MA4 = wma(MA3, input(1))

buy =  close > MA4 or hlc3[1] < MA4 and hlc3 > MA4 and rsiBuySell == 1
sell = close < MA4 or hlc3[1] > MA4 and hlc3 < MA4 and rsiBuySell == -1

p=14

CO=close-open
HL=high-low

value1 = (CO + 2*CO[1] + 2*CO[2] + CO[3])/6
value2 = (HL + 2*HL[1] + 2*HL[2] + HL[3])/6

num=sum(value1,p)
denom=sum(value2,p)

RVI=denom!=0?num/denom:0

RVIsig=(RVI+ 2*RVI[1] + 2*RVI[2] + RVI[3])/6

//plot(RVI,color=white,style=line,linewidth=1)
//plot(RVIsig,color=orange,style=line,linewidth=1)

Tenkan_periods = input(9, minval=1, title="Conversion Line Periods"),
Kijun_periods = input(26, minval=1, title="Base Line Periods")
Senkou_Span_B_Length = input(50, minval=1, title="Lagging Span 2 Periods"),
Chikou_Span_Length = input(25, minval=1, title="Displacement")

donchian(len) => avg(lowest(len), highest(len))

Tenkan_sen = donchian(Tenkan_periods)
Kijun_sen = donchian(Kijun_periods)
Senkou_Span_A = avg(Tenkan_sen, Kijun_sen)
Senkou_Span_B = donchian(Senkou_Span_B_Length)

plot(Tenkan_sen, color=#0496ff, title="Conversion Line")
plot(Kijun_sen, color=#991515, title="Base Line")
plot(close, offset = -Chikou_Span_Length, color=#459915, title="Lagging Span")

p3 = plot(Senkou_Span_A, offset = Chikou_Span_Length, color=green,
 title="Lead 1")
p4 = plot(Senkou_Span_B, offset = Chikou_Span_Length, color=red, 
 title="Lead 2")
fill(p3, p4, color = Senkou_Span_A > Senkou_Span_B ? green : red, transp=50)

Ichimoku_longEntry = Senkou_Span_B < Senkou_Span_A
Ichimoku_shortEntry = Senkou_Span_A < Senkou_Span_B

len9 = input(9, minval=1, title="Length")
srce = input(hlc3, title="Source")
ema9 = ema(srce, len9)
sma50 = sma(ema9, 80)
sma30 = vwma(sma50, 26)
ema930 = ema(sma30, 9)
//plot(ema930, color=blue, title="MA", linewidth=5, transp=0)

SMA100 = sma(input(ohlc4), input(10))
Lookback = SMA100[input(7)]
sma300 = SMA100 + (SMA100 - Lookback)



//if Ichimoku_longEntry
longEntry = (MACD_longEntry2) //or Stoch_longEntry// or buy //or cci_longEntry  or bb_longEntry or psar_shortExit //or  //// // KC_longEntry// or WilliamsR_longEntry//  // // or RSI_longEntry// // or  or MFI_longEntry// or crossover(close,psar) //(o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)

//if Ichimoku_shortEntry
shortEntry = (MACD_shortEntry2) //or Stoch_shortEntry// or sell//or cci_shortEntry or bb_shortEntry or psar_longExit//   // //or KC_shortEntry// or WilliamsR_shortEntry//  //or cci_shortEntry //  // or  or MFI_shortEntry// or crossunder(close,psar)// (o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)



//longExit = shortEntry or psar_longExit // if not (ADX > th and )
//shortExit = longEntry or psar_shortExit // if not (ADX > th and )

////psar for trailing stops or some other measure? we must have a good trailing stop.

///////////////////////////////Strategy Execution

if testPeriod()
    strategy.entry("Long", strategy.long, when=longEntry)
    strategy.close("Long", when=shortEntry)

//if testPeriod()
//    strategy.entry("Long", strategy.long, when=longEntry)
//    strategy.exit("Exit Long", "Long", when=shortEntry)
//else
//    strategy.cancel("Long")
//if testPeriod()
//    strategy.entry("Short", strategy.short, when=shortEntry)
//    strategy.exit("Exit Short", "Short", when=longEntry)
//else
//    strategy.cancel("Long")

//Other Plots and Alerts
plotshape(MACD_longEntry2,  title= "3,7 Long Open", color=green, style=shape.circle)
plotshape(MACD_shortEntry2,  title= "3,7 Short Open", color=red, style=shape.circle)
//plotshape(Stoch_longEntry,  title= "Stoch Long Open", color=aqua, style=shape.circle)
//plotshape(Stoch_shortEntry,  title= "Stoch Short Open", color=orange, style=shape.circle)
//plotshape(buy,  title= "RES Long Open", color=green, location=location.belowbar, style=shape.circle)
///plotshape(sell,  title= "RES Short Open", color=red, location=location.belowbar, style=shape.circle)
//plotshape(MACD_longEntry, title= "12,26 Long Open", color=green, style=shape.arrowup, size=size.normal, location=location.belowbar)
//plotshape(MACD_shortEntry, title= "12,26 Short Open", color=red, style=shape.arrowdown, size=size.normal, location=location.abovebar)
//plotshape(MACD_longEntry, title= "12,26 Long Open", color=green, style=shape.diamond, size=size.tiny, location=location.belowbar)
//plotshape(MACD_shortEntry, title= "12,26 Short Open", color=red, style=shape.diamond, size=size.tiny, location=location.abovebar)

//plotchar(longCondition, location=bottom char="L", color=green)
//plotchar(shortCondition, char="S", color=red)
//alertcondition(longCondition, title="MFI+MACD Long", message="(MFI crossOver 30) or MACD+")
//alertcondition(shortCondition, title="MFI+MACD Short", message="(MFI crossUnder 70) or MACD-")
plot(sma300, color=purple, linewidth=4)

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