Strategi ini, yang dinamakan
Strategi ini menunjukkan kaedah mengikuti trend yang mudah berdasarkan persilangan OBV dan MA. Kelebihannya adalah logik yang jelas, penangkapan trend yang tepat pada masanya, dan kawalan memegang yang fleksibel melalui MAs masuk dan keluar yang berasingan. Walau bagaimanapun, kekurangannya termasuk kekurangan langkah kawalan risiko dan kaedah pengesahan isyarat. Penambahbaikan boleh dibuat dalam bidang seperti penapisan trend, pengoptimuman parameter, pengurusan kedudukan, dan isyarat bersama untuk mendapatkan prestasi strategi yang lebih kukuh. Strategi ini lebih sesuai sebagai isyarat panduan untuk digunakan bersama dengan strategi lain.
/*backtest start: 2023-04-23 00:00:00 end: 2024-04-28 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ThousandX_Trader //@version=5 strategy(title="OBVious MA Strategy [1000X]", overlay=false, initial_capital=10000, margin_long=0.1, margin_short=0.1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, slippage=1, commission_type=strategy.commission.percent, commission_value=0.1) // Direction Input /// tradeDirection = input.string("long", title="Direction", options=["long", "short"], group = "Direction Filter") /////////////////////////////////////// // 1000X OBV MA INDICATOR // /////////////////////////////////////// // OBV Trend Length Inputs // long_entry_length = input(190, title="Long Entry MA Length", group = "Moving Average Settings") long_exit_length = input(202, title="Long Exit MA Length", group = "Moving Average Settings") short_entry_length = input(395, title="Short MA Entry Length", group = "Moving Average Settings") short_exit_length = input(300, title="Short Exit MA Length", group = "Moving Average Settings") // OBV Calculation obv = ta.cum(ta.change(close) >= 0 ? volume : -volume) // Calculate OBV Moving Averages obv_ma_long_entry = ta.sma(obv, long_entry_length) obv_ma_long_exit = ta.sma(obv, long_exit_length) obv_ma_short_entry = ta.sma(obv, short_entry_length) obv_ma_short_exit = ta.sma(obv, short_exit_length) /////////////////////////////////////// // STRATEGY RULES // /////////////////////////////////////// longCondition = ta.crossover(obv, obv_ma_long_entry) and tradeDirection != "short" and strategy.position_size <= 0 longExitCondition = ta.crossunder(obv, obv_ma_long_exit) shortCondition = ta.crossunder(obv, obv_ma_short_entry) and tradeDirection != "long" and strategy.position_size >= 0 shortExitCondition = ta.crossover(obv, obv_ma_short_exit) /////////////////////////////////////// // ORDER EXECUTION // /////////////////////////////////////// // Close opposite trades before entering new ones if (longCondition and strategy.position_size < 0) strategy.close("Short Entry") if (shortCondition and strategy.position_size > 0) strategy.close("Long Entry") // Enter new trades if (longCondition) strategy.entry("Long Entry", strategy.long) if (shortCondition) strategy.entry("Short Entry", strategy.short) // Exit conditions if (longExitCondition) strategy.close("Long Entry") if (shortExitCondition) strategy.close("Short Entry") /////////////////////////////////////// // PLOTTING // /////////////////////////////////////// // Plot OBV line with specified color plot(obv, title="OBV", color=color.new(#2962FF, 0), linewidth=1) // Conditionally plot Long MAs with specified colors based on Direction Filter plot(tradeDirection == "long" ? obv_ma_long_entry : na, title="Long Entry MA", color=color.new(color.rgb(2, 130, 228), 0), linewidth=1) plot(tradeDirection == "long" ? obv_ma_long_exit : na, title="Long Exit MA", color=color.new(color.rgb(106, 168, 209), 0), linewidth=1) // Conditionally plot Short MAs with specified colors based on Direction Filter plot(tradeDirection == "short" ? obv_ma_short_entry : na, title="Short Entry MA", color=color.new(color.rgb(163, 2, 227), 0), linewidth=1) plot(tradeDirection == "short" ? obv_ma_short_exit : na, title="Short Exit MA", color=color.new(color.rgb(192, 119, 205), 0), linewidth=1)