Aliran Dinamik Mengikuti Strategi Dagangan Berbilang Tempoh ATR

ATR EMA MA

Tarikh penciptaan: 2024-12-12 16:00:56 Akhirnya diubah suai: 2024-12-12 16:00:56

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Pengikut

Aliran Dinamik Mengikuti Strategi Dagangan Berbilang Tempoh ATR

Gambaran keseluruhan

Strategi ini adalah sistem pemantauan trend dinamik berdasarkan ATR (Average True Range) yang menggabungkan analisis pelbagai kitaran dan fungsi pengurusan portfolio. Strategi ini menangkap perubahan trend dalam tempoh masa yang berbeza dengan mengesan kedudukan harga berbanding dengan saluran ATR, sambil menguruskan kedudukan dinamik berdasarkan jumlah perdagangan yang ditetapkan oleh pengguna.

Prinsip Strategi

Logik teras strategi adalah berdasarkan elemen utama berikut:

Membangunkan saluran kemerosotan dinamik menggunakan penunjuk ATR, lebar saluran ditentukan bersama oleh kitaran ATR dan parameter kepekaan
Menentukan isyarat jual beli melalui persilangan saluran EMA dan ATR
Sokongan untuk menjalankan pelbagai kitaran masa dari 5 minit hingga 2 jam
Menggabungkan mekanisme pelacakan portfolio, menyesuaikan jumlah pembelian dan penjualan mengikut dinamika pegangan semasa
Opsyen untuk mengurangkan isyarat palsu dengan menggunakan K-line ((Heikin Ashi)

Kelebihan Strategik

Kebolehan beradaptasi - menyesuaikan lebar saluran secara dinamik melalui ATR untuk menyesuaikan diri dengan keadaan pasaran yang berbeza
Risiko terkawal - mekanisme terbina dalam untuk menghentikan kerugian, menyediakan stop loss dinamik melalui saluran ATR
Fleksibiliti operasi - menyokong analisis pelbagai kitaran, boleh memilih kitaran masa yang sesuai mengikut ciri-ciri pelbagai jenis
Pengurusan Kedudukan - Pengurusan dinamik kedudukan melalui pelacakan portfolio
Isyarat stabil - boleh memilih untuk meluruskan K-line mengurangkan bunyi dan meningkatkan kualiti isyarat

Risiko Strategik

Kecenderungan trend - kemungkinan perdagangan yang kerap berlaku dalam pasaran yang bergolak
Laggasi - Menggunakan garis rata-rata dan ATR membawa kepada kelewatan isyarat
Sensitiviti parameter - Pilihan ATR dan parameter sensitiviti mempunyai kesan yang lebih besar terhadap prestasi strategi
Pengurusan wang - perlu menetapkan jumlah yang munasabah untuk setiap dagangan untuk mengelakkan pegangan berlebihan
Kebolehan beradaptasi pasaran - prestasi mungkin berbeza dalam keadaan pasaran yang berbeza

Arah pengoptimuman strategi

Penapis isyarat

Meningkatkan penunjuk pengesahan kekuatan trend
Pengenalan analisis kuantiti
Pertimbangkan penapis kadar turun naik

Pengurusan kedudukan

Penyesuaian dinamik saiz pegangan berdasarkan kadar turun naik
Mencapai pengurangan dan pembinaan gudang secara berturutan
Masukkan kawalan penarikan maksimum

Pengoptimuman Stop Loss

Hentikan Kerosakan Bersama Tetapan Tahan Tahan
Penangguhan bergerak
Optimumkan kaedah pengiraan jarak stop loss

ringkaskan

Strategi ini adalah sistem perdagangan lengkap yang menggabungkan analisis teknikal dan pengurusan portfolio. Ia menyediakan keupayaan untuk mengesan trend yang stabil melalui saluran dinamik ATR dan analisis pelbagai kitaran, sambil mempertimbangkan keperluan pengurusan kedudukan dalam perdagangan sebenar. Penekanan pengoptimuman strategi harus diletakkan pada peningkatan kualiti isyarat dan pengendalian risiko yang lebih baik.

Kod sumber strategi

/*backtest
start: 2019-12-23 08:00:00
end: 2024-12-10 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy(title='ADET GİRMELİ Trend İz Süren Stop Strategy', overlay=true, overlay=true,default_qty_type = strategy.fixed, default_qty_value = 1)

// Inputs
a = input(9, title='Key Value. "This changes the sensitivity"')
c = input(3, title='ATR Period')
h = input(false, title='Signals from Heikin Ashi Candles')

xATR = ta.atr(c)
nLoss = a * xATR

src = h ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close, lookahead=barmerge.lookahead_off) : close

xATRTrailingStop = 0.0
iff_1 = src > nz(xATRTrailingStop[1], 0) ? src - nLoss : src + nLoss
iff_2 = src < nz(xATRTrailingStop[1], 0) and src[1] < nz(xATRTrailingStop[1], 0) ? math.min(nz(xATRTrailingStop[1]), src + nLoss) : iff_1
xATRTrailingStop := src > nz(xATRTrailingStop[1], 0) and src[1] > nz(xATRTrailingStop[1], 0) ? math.max(nz(xATRTrailingStop[1]), src - nLoss) : iff_2

pos = 0
iff_3 = src[1] > nz(xATRTrailingStop[1], 0) and src < nz(xATRTrailingStop[1], 0) ? -1 : nz(pos[1], 0)
pos := src[1] < nz(xATRTrailingStop[1], 0) and src > nz(xATRTrailingStop[1], 0) ? 1 : iff_3

xcolor = pos == -1 ? color.red : pos == 1 ? color.green : color.blue

ema = ta.ema(src, 1)
above = ta.crossover(ema, xATRTrailingStop)
below = ta.crossover(xATRTrailingStop, ema)

buy = src > xATRTrailingStop and above
sell = src < xATRTrailingStop and below

barbuy = src > xATRTrailingStop
barsell = src < xATRTrailingStop
// Alım ve Satım Sinyalleri
buySignal = src > xATRTrailingStop and above
sellSignal = src < xATRTrailingStop and below

// Kullanıcı girişi
sell_quantity = input.int(1, title="Sell Quantity", minval=1)
buy_quantity = input.int(1, title="Buy Quantity", minval=1)

// Portföy miktarı (örnek simülasyon verisi)
var portfolio_quantity = 0

// Sinyal üretimi (örnek sinyal, gerçek stratejinizle değiştirin)
indicator_signal = (src > xATRTrailingStop and above) ? "buy" : 
                   (src < xATRTrailingStop and below) ? "sell" : "hold"

// Şartlara göre al/sat
if indicator_signal == "buy" and portfolio_quantity < buy_quantity
    strategy.entry("Buy Order", strategy.long, qty=buy_quantity)
    portfolio_quantity := portfolio_quantity + buy_quantity

if indicator_signal == "sell" and portfolio_quantity >= sell_quantity
    strategy.close("Buy Order", qty=sell_quantity)
    portfolio_quantity := portfolio_quantity - sell_quantity
// Plot buy and sell signals
plotshape(buy, title='Buy', text='Buy', style=shape.labelup, location=location.belowbar, color=color.new(color.green, 0), textcolor=color.new(color.white, 0), size=size.tiny)
plotshape(sell, title='Sell', text='Sell', style=shape.labeldown, location=location.abovebar, color=color.new(color.red, 0), textcolor=color.new(color.white, 0), size=size.tiny)

// Bar coloring
barcolor(barbuy ? color.rgb(6, 250, 14) : na)
barcolor(barsell ? color.red : na)

// Alerts
alertcondition(buy, 'UT Long', 'UT Long')
alertcondition(sell, 'UT Short', 'UT Short')

// Strategy Entry and Exit
if buy
    strategy.entry('Long', strategy.long)
if sell
    strategy.entry('Short', strategy.short)

// Optional Exit Conditions
if sell
    strategy.close('Long')
if buy
    strategy.close('Short')

// ///TARAMA///


// gurupSec = input.string(defval='1', options=['1', '2', '3', '4', '5','6','7'], group='Taraması yapılacak 40\'arlı gruplardan birini seçin', title='Grup seç')
// per = input.timeframe(defval='', title='PERİYOT',group = "Tarama yapmak istediğiniz periyotu seçin")
// loc = input.int(defval=20, title='Konum Ayarı', minval = -100,maxval = 200 , step = 5,  group='Tablonun konumunu belirleyin')




// func() =>
//     //ÖRNEK BİR FONKSİYON AŞAĞIDA YAZILMIŞTIR. SİZ DE İSTEDİĞİNİZ KOŞULLAR İÇİN TARAMA YAZABİLİRSİNİZ.
//     //rsi = ta.rsi(close,14)
//     //cond = rsi <= 30
//     //[close,cond]

     
//     ////value = ta.cci(close,length23)
//     cond = buySignal or sellSignal
//     [close,cond]


// c1 = input.symbol(title='1', defval='BIST:BRYAT',group = "1. Grup Hisseleri")
// c2 = input.symbol(title='2', defval='BIST:TARKM')
// c3 = input.symbol(title='3', defval='BIST:TNZTP')
// c4 = input.symbol(title='4', defval='BIST:ERBOS')
// c5 = input.symbol(title='5', defval='BIST:BFREN')
// c6 = input.symbol(title='6', defval='BIST:ALARK')
// c7 = input.symbol(title='7', defval='BIST:ISMEN')
// c8 = input.symbol(title='8', defval='BIST:CVKMD')
// c9 = input.symbol(title='9', defval='BIST:TTRAK')
// c10 = input.symbol(title='10', defval='BIST:ASELS')
// c11 = input.symbol(title='11', defval='BIST:ATAKP')
// c12 = input.symbol(title='12', defval='BIST:MGROS')
// c13 = input.symbol(title='13', defval='BIST:BRSAN')
// c14 = input.symbol(title='14', defval='BIST:ALFAS')
// c15 = input.symbol(title='15', defval='BIST:CWENE')
// c16 = input.symbol(title='16', defval='BIST:THYAO')
// c17 = input.symbol(title='17', defval='BIST:EREGL')
// c18 = input.symbol(title='18', defval='BIST:TUPRS')
// c19 = input.symbol(title='19', defval='BIST:YYLGD')
// c20 = input.symbol(title='20', defval='BIST:KLSER')
// c21 = input.symbol(title='21', defval='BIST:MIATK')
// c22 = input.symbol(title='22', defval='BIST:ASTOR')
// c23 = input.symbol(title='23', defval='BIST:DOAS')
// c24 = input.symbol(title='24', defval='BIST:ERCB')
// c25 = input.symbol(title='25', defval='BIST:REEDR')
// c26 = input.symbol(title='26', defval='BIST:DNISI')
// c27 = input.symbol(title='27', defval='BIST:ARZUM')
// c28 = input.symbol(title='28', defval='BIST:EBEBK')
// c29 = input.symbol(title='29', defval='BIST:KLKIM')
// c30 = input.symbol(title='30', defval='BIST:ONCSM')
// c31 = input.symbol(title='31', defval='BIST:SOKE')
// c32 = input.symbol(title='32', defval='BIST:GUBRF')
// c33 = input.symbol(title='33', defval='BIST:KONTR')
// c34 = input.symbol(title='34', defval='BIST:DAPGM')
// c35 = input.symbol(title='35', defval='BIST:BVSAN')
// c36 = input.symbol(title='36', defval='BIST:ODAS')
// c37 = input.symbol(title='37', defval='BIST:OYAKC')
// c38 = input.symbol(title='38', defval='BIST:KRPLS')
// c39 = input.symbol(title='39', defval='BIST:BOBET')






// [v1,s1] = request.security(c1, per, func())
// [v2,s2] = request.security(c2, per, func())
// [v3,s3] = request.security(c3, per, func())
// [v4,s4] = request.security(c4, per, func())
// [v5,s5] = request.security(c5, per, func())
// [v6,s6] = request.security(c6, per, func())
// [v7,s7] = request.security(c7, per, func())
// [v8,s8] = request.security(c8, per, func())
// [v9,s9] = request.security(c9, per, func())
// [v10,s10] = request.security(c10, per, func())
// [v11,s11] = request.security(c11, per, func())
// [v12,s12] = request.security(c12, per, func())
// [v13,s13] = request.security(c13, per, func())
// [v14,s14] = request.security(c14, per, func())
// [v15,s15] = request.security(c15, per, func())
// [v16,s16] = request.security(c16, per, func())
// [v17,s17] = request.security(c17, per, func())
// [v18,s18] = request.security(c18, per, func())
// [v19,s19] = request.security(c19, per, func())
// [v20,s20] = request.security(c20, per, func())
// [v21,s21] = request.security(c21, per, func())
// [v22,s22] = request.security(c22, per, func())
// [v23,s23] = request.security(c23, per, func())
// [v24,s24] = request.security(c24, per, func())
// [v25,s25] = request.security(c25, per, func())
// [v26,s26] = request.security(c26, per, func())
// [v27,s27] = request.security(c27, per, func())
// [v28,s28] = request.security(c28, per, func())
// [v29,s29] = request.security(c29, per, func())
// [v30,s30] = request.security(c30, per, func())
// [v31,s31] = request.security(c31, per, func())
// [v32,s32] = request.security(c32, per, func())
// [v33,s33] = request.security(c33, per, func())
// [v34,s34] = request.security(c34, per, func())
// [v35,s35] = request.security(c35, per, func())
// [v36,s36] = request.security(c36, per, func())
// [v37,s37] = request.security(c37, per, func())
// [v38,s38] = request.security(c38, per, func())
// [v39,s39] = request.security(c39, per, func())


// roundn(x, n) =>
//     mult = 1
//     if n != 0
//         for i = 1 to math.abs(n) by 1
//             mult *= 10
//             mult

//     n >= 0 ? math.round(x * mult) / mult : math.round(x / mult) * mult


// scr_label = 'A/G İZSÜREN\n'
// scr_label := s1 ? scr_label + syminfo.ticker(c1) + ' ' + str.tostring(roundn(v1, 2)) + '\n' : scr_label
// scr_label := s2 ? scr_label + syminfo.ticker(c2) + ' ' + str.tostring(roundn(v2, 2)) + '\n' : scr_label
// scr_label := s3 ? scr_label + syminfo.ticker(c3) + ' ' + str.tostring(roundn(v3, 2)) + '\n' : scr_label
// scr_label := s4 ? scr_label + syminfo.ticker(c4) + ' ' + str.tostring(roundn(v4, 2)) + '\n' : scr_label
// scr_label := s5 ? scr_label + syminfo.ticker(c5) + ' ' + str.tostring(roundn(v5, 2)) + '\n' : scr_label
// scr_label := s6 ? scr_label + syminfo.ticker(c6) + ' ' + str.tostring(roundn(v6, 2)) + '\n' : scr_label
// scr_label := s7 ? scr_label + syminfo.ticker(c7) + ' ' + str.tostring(roundn(v7, 2)) + '\n' : scr_label
// scr_label := s8 ? scr_label + syminfo.ticker(c8) + ' ' + str.tostring(roundn(v8, 2)) + '\n' : scr_label
// scr_label := s9 ? scr_label + syminfo.ticker(c9) + ' ' + str.tostring(roundn(v9, 2)) + '\n' : scr_label
// scr_label := s10 ? scr_label + syminfo.ticker(c10) + ' ' + str.tostring(roundn(v10, 2)) + '\n' : scr_label
// scr_label := s11 ? scr_label + syminfo.ticker(c11) + ' ' + str.tostring(roundn(v11, 2)) + '\n' : scr_label
// scr_label := s12 ? scr_label + syminfo.ticker(c12) + ' ' + str.tostring(roundn(v12, 2)) + '\n' : scr_label
// scr_label := s13 ? scr_label + syminfo.ticker(c13) + ' ' + str.tostring(roundn(v13, 2)) + '\n' : scr_label
// scr_label := s14 ? scr_label + syminfo.ticker(c14) + ' ' + str.tostring(roundn(v14, 2)) + '\n' : scr_label
// scr_label := s15 ? scr_label + syminfo.ticker(c15) + ' ' + str.tostring(roundn(v15, 2)) + '\n' : scr_label
// scr_label := s16 ? scr_label + syminfo.ticker(c16) + ' ' + str.tostring(roundn(v16, 2)) + '\n' : scr_label
// scr_label := s17 ? scr_label + syminfo.ticker(c17) + ' ' + str.tostring(roundn(v17, 2)) + '\n' : scr_label
// scr_label := s18 ? scr_label + syminfo.ticker(c18) + ' ' + str.tostring(roundn(v18, 2)) + '\n' : scr_label
// scr_label := s19 ? scr_label + syminfo.ticker(c19) + ' ' + str.tostring(roundn(v19, 2)) + '\n' : scr_label
// scr_label := s20 ? scr_label + syminfo.ticker(c20) + ' ' + str.tostring(roundn(v20, 2)) + '\n' : scr_label
// scr_label := s21 ? scr_label + syminfo.ticker(c21) + ' ' + str.tostring(roundn(v21, 2)) + '\n' : scr_label
// scr_label := s22 ? scr_label + syminfo.ticker(c22) + ' ' + str.tostring(roundn(v22, 2)) + '\n' : scr_label
// scr_label := s23 ? scr_label + syminfo.ticker(c23) + ' ' + str.tostring(roundn(v23, 2)) + '\n' : scr_label
// scr_label := s24 ? scr_label + syminfo.ticker(c24) + ' ' + str.tostring(roundn(v24, 2)) + '\n' : scr_label
// scr_label := s25 ? scr_label + syminfo.ticker(c25) + ' ' + str.tostring(roundn(v25, 2)) + '\n' : scr_label
// scr_label := s26 ? scr_label + syminfo.ticker(c26) + ' ' + str.tostring(roundn(v26, 2)) + '\n' : scr_label
// scr_label := s27 ? scr_label + syminfo.ticker(c27) + ' ' + str.tostring(roundn(v27, 2)) + '\n' : scr_label
// scr_label := s28 ? scr_label + syminfo.ticker(c28) + ' ' + str.tostring(roundn(v28, 2)) + '\n' : scr_label
// scr_label := s29 ? scr_label + syminfo.ticker(c29) + ' ' + str.tostring(roundn(v29, 2)) + '\n' : scr_label
// scr_label := s30 ? scr_label + syminfo.ticker(c30) + ' ' + str.tostring(roundn(v30, 2)) + '\n' : scr_label
// scr_label := s31 ? scr_label + syminfo.ticker(c31) + ' ' + str.tostring(roundn(v31, 2)) + '\n' : scr_label
// scr_label := s32 ? scr_label + syminfo.ticker(c32) + ' ' + str.tostring(roundn(v32, 2)) + '\n' : scr_label
// scr_label := s33 ? scr_label + syminfo.ticker(c33) + ' ' + str.tostring(roundn(v33, 2)) + '\n' : scr_label
// scr_label := s34 ? scr_label + syminfo.ticker(c34) + ' ' + str.tostring(roundn(v34, 2)) + '\n' : scr_label
// scr_label := s35 ? scr_label + syminfo.ticker(c35) + ' ' + str.tostring(roundn(v35, 2)) + '\n' : scr_label
// scr_label := s36 ? scr_label + syminfo.ticker(c36) + ' ' + str.tostring(roundn(v36, 2)) + '\n' : scr_label
// scr_label := s37 ? scr_label + syminfo.ticker(c37) + ' ' + str.tostring(roundn(v37, 2)) + '\n' : scr_label
// scr_label := s38 ? scr_label + syminfo.ticker(c38) + ' ' + str.tostring(roundn(v38, 2)) + '\n' : scr_label
// scr_label := s39 ? scr_label + syminfo.ticker(c39) + ' ' + str.tostring(roundn(v39, 2)) + '\n' : scr_label


// var panel = table.new(position = position.top_right,columns = 10,rows = 10,bgcolor = color.green,frame_color = color.white,border_color = color.red)



// if barstate.islast
//     table.cell(panel,0,0,text = str.tostring(scr_label))
// //------------------------------------------------------

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