
Strategi tawar-menawar dinamik adalah strategi perdagangan garis pendek dan tengah yang menggabungkan penunjuk purata bergerak dan model bentuk garis K untuk mencari peluang perdagangan dengan mengenal pasti titik pecah dan titik penyesuaian. Strategi ini sesuai untuk perdagangan produk kewangan yang sangat leverage seperti opsyen bullish, opsyen bearish, dan futures.
Logik teras strategi ini adalah berdasarkan purata bergerak sederhana 5 hari. Apabila harga hendak menembusi rata-rata itu, satu titik tertinggi atau garis K terendah yang melangkau akan terbentuk, yang merupakan isyarat yang berpotensi untuk melakukan lebih banyak atau lebih pendek. Apabila harga menembusi rata-rata, garis K kedua ditutup, isyarat masuk terbentuk jika tidak melanggar harga terendah atau tertinggi garis K melangkau sebelumnya.
Apabila harga ke atas memecahkan garis rata-rata 5 hari dan ditutup, harga tertinggi melangkau K garis adalah titik stop loss, harga minimum tolak beberapa julat pemulihan dikalikan dengan nisbah pulangan risiko sebagai sasaran henti. Apabila harga ke bawah memecahkan garis rata-rata 5 hari dan ditutup, harga terendah melangkau K garis adalah titik stop loss, harga tertinggi ditambah beberapa julat pemulihan dikalikan dengan nisbah pulangan risiko sebagai sasaran henti.
Strategi ini juga menyediakan satu syarat penapisan pilihan, iaitu harga penutupan K baris semasa sedikit lebih rendah atau lebih tinggi berbanding K baris melompat, yang dapat mengelakkan beberapa isyarat salah.
Risiko boleh dikurangkan dengan cara yang munasabah untuk menghentikan kerugian, memegang kedudukan yang sesuai dan memilih perdagangan frekuensi rendah. Anda juga boleh mempertimbangkan penapisan isyarat yang digabungkan dengan petunjuk lain.
Strategi ini secara keseluruhannya adalah strategi perdagangan garis pendek yang mudah difahami dan dilaksanakan. Ia menggunakan rata-rata bergerak dan garis K melompat untuk mengenal pasti titik-titik perubahan trend dan beroperasi di bawah kerangka kawalan risiko yang rasional. Walaupun masih ada ruang untuk penambahbaikan, pemikiran utamanya adalah universal dan bernilai belajar dan digunakan.
/*backtest
start: 2024-01-18 00:00:00
end: 2024-01-25 00:00:00
period: 15m
basePeriod: 5m
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/
// © TradingInsights2
//@version=5
strategy("Ultimate 5EMA Strategy By PowerOfStocks", overlay=true)
Eusl = input.bool(false, title="Enable the Extra SL shown below")
usl = input.int(defval=5, title='Value to set SL number of points below-low or above-high', minval=1, maxval=100)
RiRe = input.int(defval=3, title='Risk to Reward Ratio', minval=1, maxval=25)
ShowSell = input.bool(true, 'Show Sell Signals')
ShowBuy = input.bool(false, 'Show Buy Signals')
BSWCon = input.bool(defval=false, title='Buy/Sell with Extra Condition - candle close')
// Moving Average
ema5 = ta.ema(close, 5)
pema5 = plot(ema5, '5 Ema', color=color.new(#da1a1a, 0), linewidth=2)
var bool Short = na
var bool Long = na
var shortC = 0
var sslhitC = 0
var starhitC = 0
var float ssl = na
var float starl = na
var float star = na
var float sellat = na
var float alert_shorthigh = na
var float alert_shortlow = na
var line lssl = na
var line lstar = na
var line lsell = na
var label lssllbl = na
var label lstarlbl = na
var label lselllbl = na
var longC = 0
var lslhitC = 0
var ltarhitC = 0
var float lsl = na
var float ltarl = na
var float ltar = na
var float buyat = na
var float alert_longhigh = na
var float alert_longlow = na
var line llsl = na
var line lltar = na
var line lbuy = na
var label llsllbl = na
var label lltarlbl = na
var label lbuylbl = na
ShortWC = low[1] > ema5[1] and low[1] > low and shortC == 0 and close < close[1]
ShortWOC = low[1] > ema5[1] and low[1] > low and shortC == 0
Short := BSWCon ? ShortWC : ShortWOC
sslhit = high > ssl and shortC > 0 and sslhitC == 0
starhit = low < star and shortC > 0 and starhitC == 0
LongWC = high[1] < ema5[1] and high[1] < high and longC == 0 and close > close[1]
LongWOC = high[1] < ema5[1] and high[1] < high and longC == 0
Long := BSWCon ? LongWC : LongWOC
lslhit = low < lsl and longC > 0 and lslhitC == 0
ltarhit = high > ltar and longC > 0 and ltarhitC == 0
if Short and ShowSell
shortC := shortC + 1
sslhitC := 0
starhitC := 0
alert_shorthigh := high[1]
if Eusl
ssl := high[1] + usl
starl := BSWCon ? ((high[1] - close) + usl) * RiRe : ((high[1] - low[1]) + usl) * RiRe
else
ssl := high[1]
starl := BSWCon ? (high[1] - close) * RiRe : (high[1] - low[1]) * RiRe
star := BSWCon ? close - starl : low[1] - starl
sellat := BSWCon ? close : low[1]
// lssl := line.new(bar_index, ssl, bar_index, ssl, color=color.new(#fc2d01, 45), style=line.style_dashed)
// lstar := line.new(bar_index, star, bar_index, star, color=color.new(color.green, 45), style=line.style_dashed)
// lsell := line.new(bar_index, sellat, bar_index, sellat, color=color.new(color.orange, 45), style=line.style_dashed)
// lssllbl := label.new(bar_index, ssl, style=label.style_none, text='Stop Loss - Short' + ' (' + str.tostring(ssl) + ')', textcolor=color.new(#fc2d01, 35), color=color.new(#fc2d01, 35))
// lstarlbl := label.new(bar_index, star, style=label.style_none, text='Target - Short' + ' (' + str.tostring(star) + ')', textcolor=color.new(color.green, 35), color=color.new(color.green, 35))
// lselllbl := label.new(bar_index, sellat, style=label.style_none, text='Sell at' + ' (' + str.tostring(sellat) + ')', textcolor=color.new(color.orange, 35), color=color.new(color.orange, 35))
if sslhit == false and starhit == false and shortC > 0
// line.set_x2(lssl, bar_index)
// line.set_x2(lstar, bar_index)
// line.set_x2(lsell, bar_index)
sslhitC := 0
starhitC := 0
else
if sslhit
shortC := 0
sslhitC := sslhitC + 1
else
if starhit
shortC := 0
starhitC := starhitC + 1
if Long and ShowBuy
longC := longC + 1
lslhitC := 0
ltarhitC := 0
alert_longlow := low[1]
if Eusl
lsl := low[1] - usl
ltarl := BSWCon ? ((close - low[1]) + usl) * RiRe : ((high[1] - low[1]) + usl) * RiRe
else
lsl := low[1]
ltarl := BSWCon ? (close - low[1]) * RiRe : (high[1] - low[1]) * RiRe
ltar := BSWCon ? close + ltarl : high[1] + ltarl
buyat := BSWCon ? close : high[1]
llsl := line.new(bar_index, lsl, bar_index, lsl, color=color.new(#fc2d01, 45), style=line.style_dotted)
lltar := line.new(bar_index, ltar, bar_index, ltar, color=color.new(color.green, 45), style=line.style_dotted)
lbuy := line.new(bar_index, buyat, bar_index, buyat, color=color.new(color.orange, 45), style=line.style_dotted)
llsllbl := label.new(bar_index, lsl, style=label.style_none, text='Stop Loss - Long' + ' (' + str.tostring(lsl) + ')', textcolor=color.new(#fc2d01, 35), color=color.new(#fc2d01, 35))
lltarlbl := label.new(bar_index, ltar, style=label.style_none, text='Target - Long' + ' (' + str.tostring(ltar) + ')', textcolor=color.new(color.green, 35), color=color.new(color.green, 35))
lbuylbl := label.new(bar_index, buyat, style=label.style_none, text='Buy at' + ' (' + str.tostring(buyat) + ')', textcolor=color.new(color.orange, 35), color=color.new(color.orange, 35))
if lslhit == false and ltarhit == false and longC > 0
// line.set_x2(llsl, bar_index)
// line.set_x2(lltar, bar_index)
// line.set_x2(lbuy, bar_index)
lslhitC := 0
ltarhitC := 0
else
if lslhit
longC := 0
lslhitC := lslhitC + 1
else
if ltarhit
longC := 0
ltarhitC := ltarhitC + 1
strategy.entry("Buy", strategy.long, when=Long)
strategy.entry("Sell", strategy.short, when=Short)
strategy.close("ExitBuy", when=sslhit or starhit)
strategy.close("ExitSell", when=lslhit or ltarhit)
plotshape(ShowSell and Short, title='Sell', location=location.abovebar, offset=0, color=color.new(#e74c3c, 45), style=shape.arrowdown, size=size.normal, text='Sell', textcolor=color.new(#e74c3c, 55))
plotshape(ShowSell and sslhit, title='SL Hit - Short', location=location.abovebar, offset=0, color=color.new(#fc2d01, 25), style=shape.arrowdown, size=size.normal, text='SL Hit - Short', textcolor=color.new(#fc2d01, 25))
plotshape(ShowSell and starhit, title='Target Hit - Short', location=location.belowbar, offset=0, color=color.new(color.green, 45), style=shape.arrowup, size=size.normal, text='Target Hit - Short', textcolor=color.new(color.green, 55))
plotshape(ShowBuy and Long, title='Buy', location=location.belowbar, offset=0, color=color.new(#2ecc71, 45), style=shape.arrowup, size=size.normal, text='Buy', textcolor=color.new(#2ecc71, 55))
plotshape(ShowBuy and lslhit, title='SL Hit - Long', location=location.belowbar, offset=0, color=color.new(#fc2d01, 25), style=shape.arrowdown, size=size.normal, text='SL Hit - Long', textcolor=color.new(#fc2d01, 25))
plotshape(ShowBuy and ltarhit, title='Target Hit - Long', location=location.abovebar, offset=0, color=color.new(color.green, 45), style=shape.arrowup, size=size.normal, text='Target Hit - Long', textcolor=color.new(color.green, 55))
if ShowSell and Short
alert("Go Short@ " + str.tostring(sellat) + " : SL@ " + str.tostring(ssl) + " : Target@ " + str.tostring(star) + " ", alert.freq_once_per_bar )
if ShowBuy and Long
alert("Go Long@ " + str.tostring(buyat) + " : SL@ " + str.tostring(lsl) + " : Target@ " + str.tostring(ltar) + " ", alert.freq_once_per_bar )
///// End of code