Pelbagai Penunjuk Mengikuti Strategi

Penulis:ChaoZhang, Tarikh: 2024-01-26 15:42:36
Tag:

Ringkasan

Logika Strategi

Strategi ini terdiri daripada dua bahagian:

123 Penunjuk Pembalikan

Analisis Kelebihan

Di samping itu, strategi ini hanya memasuki pasaran apabila isyarat kedua-dua penunjuk adalah konsisten, yang dapat mengawal risiko dengan berkesan dan mencegah keabnormalan dalam perbezaan antara kedua-dua penunjuk.

Risiko dan Penyelesaian

Perbezaan masa dalam penjanaan isyarat antara penunjuk, tidak boleh sesuai dengan sempurna

Arahan pengoptimuman

Tambah strategi stop loss

Kesimpulan

/*backtest
start: 2023-12-26 00:00:00
end: 2024-01-25 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 24/05/2021
// 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
// A technical indicator developed by Tushar Chande to numerically identify 
// trends in candlestick charting. It is calculated by taking an 'n' period 
// moving average of the difference between the open and closing prices. A 
// Qstick value greater than zero means that the majority of the last 'n' days 
// have been up, indicating that buying pressure has been increasing. 
// Transaction signals come from when the Qstick indicator crosses through the 
// zero line. Crossing above zero is used as the entry signal because it is indicating 
// that buying pressure is increasing, while sell signals come from the indicator 
// crossing down through zero. In addition, an 'n' period moving average of the Qstick 
// values can be drawn to act as a signal line. Transaction signals are then generated 
// when the Qstick value crosses through the trigger line.
//
// 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


Qstick(Length) =>
    pos = 0.0
    xR = close - open
    xQstick = sma(xR, Length)
    pos:= iff(xQstick > 0, 1,
           iff(xQstick < 0, -1, nz(pos[1], 0))) 
    pos

strategy(title="Combo Backtest 123 Reversal & Qstick Indicator", 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, "---- Qstick Indicator ----")
LengthQ = input(14, minval=1)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posQstick = Qstick(LengthQ)
pos = iff(posReversal123 == 1 and posQstick == 1 , 1,
	   iff(posReversal123 == -1 and posQstick == -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 )

Lebih lanjut

2019 FMZ - Semua hak dilindungi