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Trend Mengikut Strategi Dagangan Berdasarkan MACD dan RSI

Penulis:ChaoZhang
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Ringkasan

Prinsip-prinsip

Kelebihan

  • Integrasi trend dan penunjuk berayun mewujudkan kedua-dua trend berikut dan pencegahan pembalikan

Risiko & Penyelesaian

Risiko utama strategi ini termasuk:

Arahan pengoptimuman

Strategi ini boleh ditingkatkan dalam aspek berikut:

  2. Meningkatkan penapis RSI untuk keberkesanan yang lebih baik

  6. Menggabungkan niaga hadapan indeks saham, opsyen untuk lindung nilai

Kesimpulan

/*backtest
start: 2023-01-16 00:00:00
end: 2024-01-22 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Al-Sat Sinyali ve Teyidi", overlay=true)

// MACD (Hareketli Ortalama Yakınsaklık Sapma)
[macdLine, signalLine, _] = ta.macd(close, 5, 13, 5)

// RSI (Göreceli Güç Endeksi)
rsiValue = ta.rsi(close, 14)

// RSI Filtresi
rsiOverbought = rsiValue > 70
rsiOversold = rsiValue < 30

// MACD Sinyalleri
buySignalMACD = ta.crossover(macdLine, signalLine) and not rsiOverbought
sellSignalMACD = ta.crossunder(macdLine, signalLine) and not rsiOversold

// Al-Sat Stratejisi
if (buySignalMACD and close[1] != close) // Al sinyali ve bir önceki mumdan farklı renkte ise
    strategy.entry("Buy", strategy.long)

if (sellSignalMACD and close[1] != close) // Sat sinyali ve bir önceki mumdan farklı renkte ise
    strategy.entry("Sell", strategy.short)

// Teyit için bir sonraki mumu bekleme
strategy.close("Buy", when=ta.crossover(close, open))
strategy.close("Sell", when=ta.crossunder(close, open))

// Varsayımsal bir sonraki mumun kapanış fiyatını hesapla
nextBarClose = close[1]
plot(nextBarClose, color=color.blue, linewidth=2, title="Tahmin Edilen Kapanış Fiyatı")

// Görselleştirmeyi devre dışı bırakma
plot(na)

// Al-Sat Etiketleri
plotshape(series=buySignalMACD, title="Al Sinyali", color=color.green, style=shape.triangleup, location=location.belowbar, size=size.small, text="Al")
plotshape(series=sellSignalMACD, title="Sat Sinyali", color=color.red, style=shape.triangledown, location=location.abovebar, size=size.small, text="Sat")
Lebih lanjut

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