
Strategi ini adalah sistem perdagangan kuantitatif berdasarkan pengenalan bentuk harga, yang berpusat pada pengenalan dan memanfaatkan bentuk K-line khusus seperti “Shark 32”. Strategi ini menganalisis perubahan kesinambungan pada titik tinggi dan rendah, menetapkan tahap harga kritikal setelah penegasan bentuk, dan melakukan perdagangan apabila tahap ini pecah. Strategi ini menggabungkan beberapa elemen analisis teknikal seperti pengenalan bentuk, pengesanan trend dan harga yang pecah, untuk mewujudkan sistem perdagangan yang lengkap.
Pusat strategi adalah untuk mengenal pasti bentuk “32 penyu”, yang memerlukan syarat berikut: dua garis K terdahulu terus menurun, sementara garis tinggi terus meningkat. Apabila bentuk itu disahkan, strategi akan mengunci garis K yang bermula dengan bentuk tinggi dan rendah sebagai paras harga kritikal. Sistem membuka kedudukan apabila harga menembusi tahap kritikal ini: apabila harga saham menembusi tinggi yang terkunci, lakukan lebih banyak, apabila ia menembusi rendah yang terkunci.
Strategi penembusan harga kuantitatif bentuk E9 Trout 32 adalah sistem perdagangan yang lengkap dan logik. Ia membina strategi perdagangan yang boleh dilaksanakan secara kuantitatif melalui definisi bentuk yang ketat dan peraturan perdagangan yang jelas. Sistem pengurusan risiko strategi telah disempurnakan, maklum balas visual jelas, mudah difahami dan dilaksanakan oleh pedagang.
/*backtest
start: 2024-10-01 00:00:00
end: 2024-10-31 23:59:59
period: 2h
basePeriod: 2h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
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//@version=5
strategy("E9 Shark-32 Pattern Strategy with Target Lines", shorttitle="E9 Shark-32 Strategy", overlay=true)
// Inputs for background color settings
bgcolorEnabled = input(true, title="Enable Background Color")
bgcolorColor = input.color(color.new(color.blue, 90), title="Background Color")
// Inputs for bar color settings
barcolorEnabled = input(true, title="Enable Bar Color")
barcolorColor = input.color(color.rgb(240, 241, 154), title="Bar Color")
// Inputs for target lines settings
targetLinesEnabled = input(true, title="Enable Target Lines")
targetLineColor = input.color(color.white, title="Target Line Color")
targetLineThickness = input.int(1, title="Target Line Thickness", minval=1, maxval=5)
// Define Shark-32 Pattern
shark32 = low[2] < low[1] and low[1] < low and high[2] > high[1] and high[1] > high
// Initialize color variables for bars
var color barColorCurrent = na
var color barColor1 = na
var color barColor2 = na
// Update color variables based on Shark-32 pattern
barColorCurrent := barcolorEnabled and (shark32 or shark32[1] or shark32[2]) ? barcolorColor : na
barColor1 := barcolorEnabled and (shark32[1] or shark32[2]) ? barcolorColor : na
barColor2 := barcolorEnabled and shark32[2] ? barcolorColor : na
// Apply the bar colors to the chart
barcolor(barColorCurrent, offset=-2, title="Shark-32 Confirmed Current")
barcolor(barColor1, offset=-3, title="Shark-32 Confirmed Previous Bar 1")
barcolor(barColor2, offset=-4, title="Shark-32 Confirmed Previous Bar 2")
// Variables for locking the high and low of confirmed Shark-32
var float patternHigh = na
var float patternLow = na
var float upperTarget = na
var float lowerTarget = na
// Once Shark-32 pattern is confirmed, lock the patternHigh, patternLow, and target lines
if shark32
patternHigh := high[2] // The high of the first bar in Shark-32 pattern
patternLow := low[2] // The low of the first bar in Shark-32 pattern
// Calculate the upper and lower white target lines
upperTarget := patternHigh + (patternHigh - patternLow) // Dotted white line above
lowerTarget := patternLow - (patternHigh - patternLow) // Dotted white line below
// Initialize variables for the lines
var line greenLine = na
var line redLine = na
var line upperTargetLine = na
var line lowerTargetLine = na
// Draw the lines based on the locked patternHigh, patternLow, and target lines
// if shark32
// future_bar_index_lines = bar_index + 10
// // Draw lines based on locked patternHigh and patternLow
// greenLine := line.new(x1=bar_index[2], y1=patternHigh, x2=future_bar_index_lines, y2=patternHigh, color=color.green, width=2, extend=extend.none)
// redLine := line.new(x1=bar_index[2], y1=patternLow, x2=future_bar_index_lines, y2=patternLow, color=color.red, width=2, extend=extend.none)
// // Draw dotted white lines if targetLinesEnabled is true
// if targetLinesEnabled
// upperTargetLine := line.new(x1=bar_index[2], y1=upperTarget, x2=future_bar_index_lines, y2=upperTarget, color=targetLineColor, width=targetLineThickness, style=line.style_dotted, extend=extend.none)
// lowerTargetLine := line.new(x1=bar_index[2], y1=lowerTarget, x2=future_bar_index_lines, y2=lowerTarget, color=targetLineColor, width=targetLineThickness, style=line.style_dotted, extend=extend.none)
// // Create a box to fill the background between the red and green lines
// if bgcolorEnabled
// box.new(left=bar_index[2], top=patternHigh, right=future_bar_index_lines, bottom=patternLow, bgcolor=bgcolorColor)
// -------------------------------------------------------------------------
// Strategy Entry and Exit Parameters
// -------------------------------------------------------------------------
// Input parameters for stop loss
longStopLoss = input.float(1.0, title="Long Stop Loss (%)", minval=0.1) // Percentage-based stop loss for long
shortStopLoss = input.float(1.0, title="Short Stop Loss (%)", minval=0.1) // Percentage-based stop loss for short
// Variable to track if a trade has been taken
var bool tradeTaken = false
// Reset the flag when a new Shark-32 pattern is confirmed
if shark32
tradeTaken := false
// Entry conditions only trigger after the Shark-32 is confirmed
longCondition = ta.crossover(close, patternHigh) and not tradeTaken // Long entry when close crosses above locked patternHigh
shortCondition = ta.crossunder(close, patternLow) and not tradeTaken // Short entry when close crosses below locked patternLow
// Trigger long and short trades based on the crossover conditions
if (longCondition)
label.new(bar_index, high, "Long Trigger", style=label.style_label_down, color=color.green, textcolor=color.white, size=size.small)
strategy.entry("Shark-32 Long", strategy.long)
tradeTaken := true // Set the flag to true after a trade is taken
if (shortCondition)
label.new(bar_index, low, "Short Trigger", style=label.style_label_up, color=color.red, textcolor=color.white, size=size.small)
strategy.entry("Shark-32 Short", strategy.short)
tradeTaken := true // Set the flag to true after a trade is taken
// Exit long trade based on the upper target line (upper white dotted line) as take profit
if strategy.position_size > 0
strategy.exit("Take Profit Long", "Shark-32 Long", limit=upperTarget, stop=close * (1 - longStopLoss / 100))
// Exit short trade based on the lower target line (lower white dotted line) as take profit
if strategy.position_size < 0
strategy.exit("Take Profit Short", "Shark-32 Short", limit=lowerTarget, stop=close * (1 + shortStopLoss / 100))