Trend Ganda Peralihan Garis Osilating Mengikuti Strategi

Penulis:ChaoZhang
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Ringkasan

Prinsip Strategi

123 Sistem pembalikan

Beli apabila harga penutupan lebih tinggi daripada harga penutupan hari sebelumnya selama 2 hari berturut-turut, dan 9 hari Slow K-line adalah di bawah 50; Jual apabila harga penutupan lebih rendah daripada hari sebelumnyas ditutup selama 2 hari berturut-turut, dan 9 hari Fast K-line adalah di atas 50.

Fraktal Chaos Bands Indikator

Indikator Fraktal Chaos Bands menentukan trend pasaran dengan merangka harga tertinggi dan terendah untuk membentuk rel atas dan bawah.

Bahagian ini berfungsi sebagai penapis trend, digabungkan dengan isyarat pembalikan 123. Hanya apabila kedua-dua isyarat konsisten, kedudukan akan dibuka.

Kelebihan Strategi

Dual Reversal Oscillating Band Trend Following Strategy boleh menangkap kedua-dua peluang pembalikan dan mengikuti trend, menjadikannya sangat komprehensif.

Berbanding dengan satu penunjuk, strategi ini dapat mengurangkan isyarat palsu dan meningkatkan kadar kemenangan perdagangan sebenar dan kadar keuntungan melalui penapisan gabungan penunjuk ganda.

Penyesuaian parameter yang fleksibel dan kebolehsesuaian yang kuat

Risiko dan Pengoptimuman

Strategi itu sendiri lebih bergantung pada peluang perdagangan jangka sederhana. Di bawah trend pasaran utama, strategi mungkin menghasilkan terlalu banyak isyarat terbalik dan berhenti dengan kerugian. Ini boleh dioptimumkan melalui penyesuaian parameter.

Strategi Mengikuti Trend Band Oscillating Reversal Dual adalah sebahagian daripada jenis perdagangan yang kerap, yang memerlukan modal margin yang mencukupi untuk menyokong keperluan margin untuk membuka kedudukan.

Kesimpulan

/*backtest
start: 2024-01-01 00:00:00
end: 2024-01-24 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 21/09/2020
// 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
//  Stock market moves in a highly chaotic way, but at a larger scale, the movements 
// follow a certain pattern that can be applied to shorter or longer periods of time 
// and we can use Fractal Chaos Bands Indicator to identify those patterns. Basically, 
// the Fractal Chaos Bands Indicator helps us to identify whether the stock market is 
// trending or not. When a market is trending, the bands will have a slope and if market 
// is not trending the bands will flatten out. As the slope of the bands decreases, it 
// signifies that the market is choppy, insecure and variable. As the graph becomes more 
// and more abrupt, be it going up or down, the significance is that the market becomes 
// trendy, or stable. Fractal Chaos Bands Indicator is used similarly to other bands-indicator 
// (Bollinger bands for instance), offering trading opportunities when price moves above or 
// under the fractal lines.
//
// The FCB indicator looks back in time depending on the number of time periods trader selected 
// to plot the indicator. The upper fractal line is made by plotting stock price highs and the 
// lower fractal line is made by plotting stock price lows. Essentially, the Fractal Chaos Bands 
// show an overall panorama of the price movement, as they filter out the insignificant fluctuations 
// of the stock price.
//
// 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

fractalUp(pattern) =>
    p = high[pattern+1]
    okl = 1
    okr = 1
    res = 0.0
	for i = pattern to 1
		okl := iff(high[i] < high[i+1] and okl == 1 , 1, 0)
	for i = pattern+2 to pattern*2+1
		okr := iff(high[i] < high[i-1] and okr == 1, 1, 0)
	res := iff(okl == 1 and okr == 1, p, res[1])
    res

fractalDn(pattern) =>
    p = low[pattern+1]
    okl = 1
    okr = 1
    res =0.0
	for i = pattern to 1
		okl := iff(low[i] > low[i+1] and okl == 1 , 1, 0)
	for i = pattern+2 to pattern*2+1
		okr := iff(low[i] > low[i-1] and okr == 1, 1, 0)
	res := iff(okl == 1 and okr == 1, p, res[1])
    res

FCB(Pattern) =>
    pos = 0.0
    xUpper = fractalUp(Pattern)
    xLower = fractalDn(Pattern)    
    pos := iff(close > xUpper, 1,
             iff(close < xLower, -1, nz(pos[1], 0))) 
    pos

strategy(title="Combo Backtest 123 Reversal & Fractal Chaos Bands", shorttitle="Combo", overlay = true)
Length = input(15, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
Pattern = input(1, minval=1)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posFCB = FCB(Pattern)
pos = iff(posReversal123 == 1 and posFCB == 1 , 1,
	   iff(posReversal123 == -1 and posFCB == -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 )

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