ChaoZhang
1
fokus pada
1617
Pengikut
Gambaran keseluruhan
Strategi ini adalah sistem perdagangan analisis teknikal yang komprehensif yang menggabungkan pengenalan corak grafik klasik dengan analisis trend. Sistem ini bergantung kepada pengenalan pelbagai corak grafik klasik, termasuk lebih dari sepuluh corak grafik yang berbeza, sambil menggabungkan purata bergerak jangka pendek dan jangka panjang untuk mengesahkan trend pasaran, sehingga menghasilkan isyarat jual beli.
Prinsip Strategi
Strategi ini menggunakan mekanisme pengesahan isyarat bertingkat:
- Menggunakan purata bergerak indeks 6 kitaran (EMA) sebagai penunjuk trend jangka pendek
- Trend jangka panjang melalui purata bergerak sederhana (SMA) 50 dan 200
- Untuk mengenal pasti pelbagai bentuk, lihat:
- Keluarga bintang salib (salib biasa, salib makam, salib kerucut)
- Bentuk tiub: tiub, tiub atas, tiub terbalik, bintang meteor
- Menelan Bentuk
- Bentuk garisan kehamilan
- Bintang Terbit/Bintang Petang
- Bentuk Trisat/Trisat
- Menjana isyarat dagangan yang digabungkan dengan trend dan bentuk
Kelebihan Strategik
- Pengesahan pelbagai dimensi isyarat: meningkatkan kebolehpercayaan isyarat dagangan dengan pengesahan dua hala bentuk rata-rata bergerak dan grafik
- Adaptif: dapat menyesuaikan diri dengan keadaan pasaran yang berbeza, menangkap trend dan peluang untuk membalikkannya
- Pengendalian risiko yang sempurna: mengurangkan isyarat palsu melalui syarat ketat pengenalan bentuk
- Logik operasi jelas: setiap isyarat perdagangan mempunyai syarat kemasukan yang jelas
- Skala yang kuat: kerangka dasar mudah untuk menambah modul pengenalan bentuk baru mengikut keperluan
Risiko Strategik
- Penangguhan pengenalan bentuk: Pengesahan bentuk graf memerlukan lebih banyak garis K untuk diselesaikan, mungkin kehilangan masa masuk yang terbaik
- Tanda tumpang tindih: pelbagai bentuk yang muncul pada masa yang sama boleh menyebabkan pertentangan isyarat
- Kebisingan pasaran: Mungkin terlalu banyak isyarat palsu di pasaran yang bergolak
- Sensitiviti parameter: Pilihan kitaran purata bergerak mempunyai kesan yang lebih besar terhadap prestasi strategi
- Kompleksiti pengiraan: Pengiraan masa nyata dalam pelbagai bentuk boleh menjejaskan kecekapan pelaksanaan
Arah pengoptimuman strategi
- Sistem berat isyarat:
- Tetapan berat yang boleh disesuaikan untuk bentuk yang berbeza
- Penyesuaian berat mengikut keadaan pasaran yang dinamik
- Kenali keadaan pasaran:
- Menambah indikator kadar turun naik untuk mengenal pasti keadaan pasaran
- Menyesuaikan parameter strategi mengikut keadaan pasaran yang berbeza
- Pengoptimuman Stop Loss:
- Reka bentuk dinamika terhenti berdasarkan ciri-ciri bentuk
- Menambah mekanisme tracking stop loss
- Penapis isyarat:
- Tambah mekanisme pengesahan volum transaksi
- Tambah Penapis Kekuatan Aliran
- Mengoptimumkan kecekapan pengiraan:
- Algoritma pengenalan bentuk ringkas
- Mengoptimumkan struktur data
ringkaskan
Strategi ini membina satu sistem perdagangan yang lengkap dengan mengintegrasikan pelbagai alat analisis teknikal. Kelebihan utama strategi ini adalah mekanisme pengesahan isyarat yang berbilang dimensi, tetapi ia juga menghadapi risiko kelewatan isyarat dan penyesuaian berlebihan. Dengan menambah mekanisme pengenalan persekitaran pasaran dan penyesuaian parameter dinamik, strategi ini dijangka mendapat prestasi yang lebih baik.
Kod sumber strategi
/*backtest
start: 2023-11-12 00:00:00
end: 2024-11-11 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("hazed candles", shorttitle="hazed candles", overlay=true)
// Inputs
ema_input = input.int(6, title="EMA value to detect trend")
show_doji = input.bool(true, title="Doji star")
show_doji_grave = input.bool(true, title="Doji grave")
show_doji_dragonfly = input.bool(true, title="Doji dragonfly")
show_hammer = input.bool(true, title="Hammer")
show_hanginman = input.bool(true, title="Hanging man")
show_rhammer = input.bool(true, title="Reversed hammer")
show_falling_star = input.bool(true, title="Falling star")
show_absorption = input.bool(true, title="Absorptions")
show_tweezers = input.bool(true, title="Tweezers")
show_triple_inside = input.bool(true, title="Triple inside")
show_three_soldiers = input.bool(true, title="Three soldiers")
show_three_crows = input.bool(true, title="Three crows")
show_morning_evening_stars = input.bool(true, title="Morning / evening stars")
show_golden_death_cross = input.bool(true, title="Golden / Death cross")
// EMA calculation
prev_p_1 = ta.ema(close, ema_input)
// Variables
lowhigh_long_prop = 10
body_prop_size = 9
bar_size_h = high - close
bar_size_l = math.max(open, close) - math.min(close, open)
body_size_h = high - low
low_body_prop = close - low
high_body_prop = high - close
low_half_eq = (low_body_prop > body_size_h / 2.5 and low_body_prop < body_size_h / 1.65)
high_half_eq = (high_body_prop > body_size_h / 2.5 and high_body_prop < body_size_h / 1.65)
open_close_eq = (bar_size_l < body_size_h / body_prop_size)
///////////////// Doji star ///////////////
doji_star_up = show_doji and close <= prev_p_1 and open_close_eq and high_body_prop and low_half_eq
doji_star_down = show_doji and close > prev_p_1 and open_close_eq and high_body_prop and low_half_eq
plotshape(doji_star_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Doji star")
plotshape(doji_star_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Doji star")
// Strategy entries for Doji star
if (doji_star_up)
strategy.entry("Buy Doji Star", strategy.long)
if (doji_star_down)
strategy.entry("Sell Doji Star", strategy.short)
///////////////// Doji grave ///////////////
long_high_body = (high_body_prop > bar_size_l * lowhigh_long_prop)
open_low_eq = ((close - low) < body_size_h / body_prop_size)
doji_grave = show_doji_grave and close > prev_p_1 and open_close_eq and open_low_eq and long_high_body
plotshape(doji_grave, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Doji grave")
// Strategy entries for Doji grave
if (doji_grave)
strategy.entry("Sell Doji Grave", strategy.short)
///////////////// Doji dragonfly ///////////////
long_low_body = (low_body_prop > bar_size_l * lowhigh_long_prop)
open_high_eq = ((high - close) < body_size_h / body_prop_size)
doji_dragonfly = show_doji_dragonfly and close <= prev_p_1 and open_close_eq and open_high_eq and long_low_body
plotshape(doji_dragonfly, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Doji dragonfly")
// Strategy entries for Doji dragonfly
if (doji_dragonfly)
strategy.entry("Buy Doji Dragonfly", strategy.long)
///////////////// Hammer ///////////////
bottom_low = close - bar_size_h * 15
bottom_high = close - bar_size_h * 1.5
top_low = open + bar_size_l * 1.5
top_high = open + bar_size_l * 15
h_down = show_hammer and prev_p_1 > close and open == high and low > bottom_low and low < bottom_high
plotshape(h_down, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Hammer")
// Strategy entries for Hammer
if (h_down)
strategy.entry("Buy Hammer", strategy.long)
///////////////// Hanging man ///////////////
hm_down = show_hanginman and prev_p_1 < close and open == high and low > bottom_low and low < bottom_high
plotshape(hm_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Hanging man")
// Strategy entries for Hanging man
if (hm_down)
strategy.entry("Sell Hanging Man", strategy.short)
///////////////// Reversed hammer ///////////////
rh_down = show_rhammer and prev_p_1 > open and low == close and high > top_low and high < top_high
plotshape(rh_down, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Reversed hammer")
// Strategy entries for Reversed hammer
if (rh_down)
strategy.entry("Buy Reversed Hammer", strategy.long)
///////////////// Fallling star ///////////////
fs_down = show_falling_star and prev_p_1 < close and low == close and high > top_low and high < top_high
plotshape(fs_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Falling star")
// Strategy entries for Falling star
if (fs_down)
strategy.entry("Sell Falling Star", strategy.short)
///////////////// Absorption ///////////////
open_1 = open[1]
close_1 = close[1]
high_1 = high[1]
low_1 = low[1]
open_2 = open[2]
close_2 = close[2]
high_2 = high[2]
low_2 = low[2]
open_3 = open[3]
close_3 = close[3]
high_3 = high[3]
low_3 = low[3]
bar_1 = math.max(open_1, close_1) - math.min(open_1, close_1)
bar_2 = math.max(open_2, close_2) - math.min(open_2, close_2)
bar_3 = math.max(open_3, close_3) - math.min(open_3, close_3)
bar_h = math.max(open, close) - math.min(open, close)
bar_size_min = bar_1 * 1.2
bar_size_f = (bar_h > bar_size_min)
absorption_up = show_absorption and bar_size_f and open_1 > close_1 and open_1 != open and open_3 > open_2 and open_2 > open_1 and open_1 > open and close > open
absorption_down = show_absorption and bar_size_f and open_1 < close_1 and open_1 != open and open_3 < open_2 and open_2 < open_1 and open_1 < open and close < open
plotshape(absorption_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Absorption")
plotshape(absorption_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Absorption")
// Strategy entries for Absorption
if (absorption_up)
strategy.entry("Buy Absorption", strategy.long)
if (absorption_down)
strategy.entry("Sell Absorption", strategy.short)
///////////////// Tweezer ///////////////
match_lows = (low_1 == low or (low_2 == low and open_2 == open_1))
sprici_up = show_tweezers and prev_p_1 > open and match_lows and open_3 > open_2 and open_2 > open_1 and open_1 > open and low != open and close_1 != low_1
plotshape(sprici_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Tweezer")
match_highs = (high_1 == high or (high_2 == high and open_2 == open_1))
sprici_down = show_tweezers and prev_p_1 <= open and match_highs and open_3 < open_2 and open_2 < open_1 and open_1 < open and high != open and close_1 != high_1
plotshape(sprici_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Tweezer")
// Strategy entries for Tweezer
if (sprici_up)
strategy.entry("Buy Tweezer", strategy.long)
if (sprici_down)
strategy.entry("Sell Tweezer", strategy.short)
///////////////// Triple inside up/down ///////////////
open_close_min = math.min(close, open)
open_close_max = math.max(close, open)
bar = open_close_max - open_close_min
open_close_min_1 = math.min(close[1], open[1])
open_close_max_1 = math.max(close[1], open[1])
open_close_min_2 = math.min(close[2], open[2])
open_close_max_2 = math.max(close[2], open[2])
body_top_1 = math.max(close[1], open[1])
body_low_1 = math.min(close[1], open[1])
triple_inside_up = show_triple_inside and open_close_min_2 == open_close_min_1 and bar_1 > bar_2 * 0.4 and bar_1 < bar_2 * 0.6 and close > open_2 and bar > bar_1 and bar + bar_1 < bar_2 * 2
plotshape(triple_inside_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Three inside")
triple_inside_down = show_triple_inside and open_close_max_2 == open_close_max_1 and bar_1 > bar_2 * 0.4 and bar_1 < bar_2 * 0.6 and close < open_2 and bar > bar_1 and bar + bar_1 < bar_2 * 2
plotshape(triple_inside_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Three inside")
// Strategy entries for Triple inside
if (triple_inside_up)
strategy.entry("Buy Triple Inside", strategy.long)
if (triple_inside_down)
strategy.entry("Sell Triple Inside", strategy.short)
///////////////// Triple soldiers / crows ///////////////
triple_solders = show_three_soldiers and prev_p_1 > open_2 and bar > bar_1 * 0.8 and bar < bar_1 * 1.2 and bar > bar_2 * 0.8 and bar < bar_2 * 1.2 and close > close_1 and close_1 > close_2 and open_2 < close_2 and open_1 < close_1
plotshape(triple_solders, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Three soldiers")
triple_crows = show_three_crows and prev_p_1 < open_2 and bar > bar_1 * 0.8 and bar < bar_1 * 1.2 and bar > bar_2 * 0.8 and bar < bar_2 * 1.2 and close < close_1 and close_1 < close_2 and open_2 > close_2 and open_1 > close_1
plotshape(triple_crows, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Three crows")
// Strategy entries for Three soldiers and Three crows
if (triple_solders)
strategy.entry("Buy Three Soldiers", strategy.long)
if (triple_crows)
strategy.entry("Sell Three Crows", strategy.short)
///////////////// Golden death cross ///////////////
ma_50 = ta.sma(close, 50)
ma_200 = ta.sma(close, 200)
ma_50_200_cross = ta.crossover(ma_50, ma_200) or ta.crossunder(ma_50, ma_200)
golden_cross_up = show_golden_death_cross and ma_50_200_cross and ma_50 > ma_200
plotshape(golden_cross_up, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Golden cross")
death_cross_down = show_golden_death_cross and ma_50_200_cross and ma_50 < ma_200
plotshape(death_cross_down, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Death cross")
// Strategy entries for Golden cross and Death cross
if (golden_cross_up)
strategy.entry("Buy Golden Cross", strategy.long)
if (death_cross_down)
strategy.entry("Sell Death Cross", strategy.short)
///////////////// Morning evening stars ///////////////
morning_star = show_morning_evening_stars and bar > bar_1 and bar_2 > bar_1 and bar > (bar_2 * 0.5) and open_close_min_2 > open_close_min_1 and open_close_min > open_close_min_1 and prev_p_1 > close_2 and prev_p_1 > close_1 and close > close_1 and close_3 > close_2 and close_2 > close_1 and close > body_top_1 and close_2 != close_1 and open != close and open_2 != close_2
plotshape(morning_star, style=shape.labelup, color=color.green, location=location.belowbar, size=size.large, text="Morning star")
evening_star = show_morning_evening_stars and bar > bar_1 and bar_2 > bar_1 and bar > (bar_2 * 0.5) and open_close_max_2 < open_close_max_1 and open_close_max < open_close_max_1 and prev_p_1 < close_2 and prev_p_1 < close_1 and close < close_1 and close_3 < close_2 and close_2 < close_1 and close < body_low_1 and close_2 != close_1 and open != close and open_2 != close_2
plotshape(evening_star, style=shape.labeldown, color=color.red, location=location.abovebar, size=size.large, text="Evening star")
// Strategy entries for Morning star and Evening star
if (morning_star)
strategy.entry("Buy Morning Star", strategy.long)
if (evening_star)
strategy.entry("Sell Evening Star", strategy.short)