Strategi Tarik Balik Sungai Trend
EMA RSI ATR CHANDELIER
ianzeng123
Apakah yang dimaksudkan dengan “Sungai Trend”?
Tahukah anda? Strategi ini menggambarkan lima garis rata EMA sebagai “sungai”! Seperti sungai sebenar yang mempunyai sungai, kawasan yang terbentuk di antara mereka adalah “sungai trend” kita apabila lima garis rata itu disusun dengan selaras.
Ia seperti melihat arah aliran air - ke mana ia mengalir, ke mana kita pergi.
Strategi Utama: Tunggu Ikan-Ikan Balik ke Sungai dan Letakkan Jaring
Di mana yang paling bijak dalam strategi ini? ia tidak akan menaikkan harga apabila harga naik, tetapi ia akan menunggu dengan sabar untuk “menyesuaikan semula”!
Bagaimana ia boleh dijalankan?
- Isyarat berbilang kepala: trend ke atas + RSI≥60 + harga kembali ke 40% kedalaman sungai + EMA pantas yang ditembusi semula
- isyarat kosong: trend ke bawah + RSI≤40 + harga rebound ke sungai 40% tinggi + kembali jatuh di bawah EMA pantas
Seperti ikan jerung, bukannya ikan itu akan berhenti ketika ia melompat paling tinggi, tetapi menunggu ia berenang kembali ke perairan yang biasa!
Pengurusan Risiko: Hanya mengambil risiko 1% dari modal setiap kali
Di sinilah panduan untuk mengelakkan terowong!
- Setiap urus niaga berisiko terkawal pada 1% dari modal.
- Tetapkan stop loss dengan indikator ATR (dua kali ATR)
- Rasio keuntungan dan kerugian ditetapkan sebagai 2: 1 (Risiko kerugian 1 untuk 2 sen)
- Dan Chandler menjejaki perlindungan kerugian keuntungan.
Ia seperti tali pinggang keselamatan di dalam kereta - bukan untuk mengelakkan kemalangan, tetapi untuk bersenang-senang!
Kenapa strategi ini perlu diperhatikan?
Ini adalah satu daripada tiga masalah yang dihadapi oleh peniaga:
- Mencari dan membunuh“Saya tidak tahu apa-apa mengenai apa yang akan berlaku selepas ini.
- Tidak tahu berapa banyak.Perisian ini juga boleh digunakan untuk membuat akaun akaun.
- Tidak tahu bila untuk berlariIa adalah satu-satunya cara untuk memantau dan memantau.
Strategi ini sangat sesuai untuk peniaga yang ingin “menang secara stabil”. Ia tidak mengejar kekayaan semalam, tetapi dapat membantu anda menjana wang yang stabil dalam trend! Ingat: Dalam sungai perdagangan, yang terpenting bukanlah berenang paling cepat, tetapi berenang paling stabil ♀️
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🌊 What is “Trend River”? This Analogy is Brilliant!
You know what? This strategy imagines 5 EMA lines as a “river”! Just like a real river has riverbed and surface, when 5 EMAs align properly, the area between them forms our “trend river”. Key point! When the river direction is clear (bullish: fast line above, bearish: fast line below), that’s when our money-making opportunities arrive!
It’s as simple as watching water flow direction - wherever the river flows, that’s where we profit! 💰
🎯 Core Strategy: Wait for Fish to Return Before Casting the Net
What’s the smartest part of this strategy? It doesn’t chase prices during rallies, but patiently waits for “pullbacks”!
How does it work exactly?
- Long signal: Uptrend + RSI≥60 + Price pulls back to 40% river depth + Re-breaks above fast EMA
- Short signal: Downtrend + RSI≤40 + Price bounces to 40% river height + Re-breaks below fast EMA
It’s like fishing - you don’t cast when fish jump highest, but wait for them to return to familiar waters! 🎣
💡 Risk Management: Only Risk 1% Capital Each Time
Here’s the pitfall guide! The most thoughtful part of this strategy is automatic position sizing:
- Each trade risks only 1% of capital
- Uses ATR indicator for stop loss (2x ATR)
- Risk-reward ratio set at 2:1 (earn 2 to risk 1)
- Plus Chandelier trailing stop to protect profits
It’s like wearing a seatbelt while driving - not because you expect an accident, but to enjoy the ride with peace of mind! 🚗
🚀 Why is This Strategy Worth Attention?
Solves three major trader pain points:
- FOMO trading: Wait for pullbacks instead of buying tops
- Position sizing confusion: Auto-calculates position size with controlled risk
- Exit uncertainty: Has stop loss, take profit, and trailing stop
This strategy is perfect for traders who want “steady wins”. It doesn’t promise overnight riches, but helps you profit steadily in trends! Remember: In the river of trading, the most important thing isn’t swimming fastest, but swimming most steadily 🏊♀️
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/*backtest
start: 2025-01-20 08:00:00
end: 2025-09-03 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/
//@version=5
strategy("Trend River Pullback Strategy v1",
overlay=true, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.02,
pyramiding=0, calc_on_order_fills=true, calc_on_every_tick=true, margin_long=1, margin_short=1)
// ===== Inputs
// EMA river
emaFastLen = input.int(8, "EMA1 (fast)")
ema2Len = input.int(13, "EMA2")
emaMidLen = input.int(21, "EMA3 (middle)")
ema4Len = input.int(34, "EMA4")
emaSlowLen = input.int(55, "EMA5 (slow)")
// Pullback and momentum
rsiLen = input.int(14, "RSI length")
rsiOB = input.int(60, "RSI trend threshold (long)")
rsiOS = input.int(40, "RSI trend threshold (short)")
pullbackPct = input.float(40.0, "Pullback depth % of river width", minval=0, maxval=100)
// Risk management
riskPct = input.float(1.0, "Risk per trade % of capital", step=0.1, minval=0.1)
atrLen = input.int(14, "ATR length (stop/trailing)")
atrMultSL = input.float(2.0, "ATR multiplier for stop", step=0.1)
tpRR = input.float(2.0, "Take profit R-multiple", step=0.1)
// Trailing stop
useTrail = input.bool(true, "Enable trailing stop (Chandelier)")
trailMult = input.float(3.0, "ATR multiplier for trailing", step=0.1)
// ===== Calculations
ema1 = ta.ema(close, emaFastLen)
ema2 = ta.ema(close, ema2Len)
ema3 = ta.ema(close, emaMidLen)
ema4 = ta.ema(close, ema4Len)
ema5 = ta.ema(close, emaSlowLen)
// River: top/bottom as envelope of averages
riverTop = math.max(math.max(ema1, ema2), math.max(ema3, math.max(ema4, ema5)))
riverBot = math.min(math.min(ema1, ema2), math.min(ema3, math.min(ema4, ema5)))
riverMid = (riverTop + riverBot) / 2.0
riverWidth = riverTop - riverBot
// Trend conditions: EMA alignment
bullAligned = ema1 > ema2 and ema2 > ema3 and ema3 > ema4 and ema4 > ema5
bearAligned = ema1 < ema2 and ema2 < ema3 and ema3 < ema4 and ema4 < ema5
// Momentum
rsi = ta.rsi(close, rsiLen)
// Pullback into river
pullbackLevelBull = riverTop - riverWidth * (pullbackPct/100.0)
pullbackLevelBear = riverBot + riverWidth * (pullbackPct/100.0)
pullbackOkBull = bullAligned and rsi >= rsiOB and low <= pullbackLevelBull
pullbackOkBear = bearAligned and rsi <= rsiOS and high >= pullbackLevelBear
// Entry trigger: return to momentum (fast EMA crossover)
longTrig = pullbackOkBull and ta.crossover(close, ema1)
shortTrig = pullbackOkBear and ta.crossunder(close, ema1)
// ATR for stops
atr = ta.atr(atrLen)
// ===== Position sizing by risk
capital = strategy.equity
riskMoney = capital * (riskPct/100.0)
// Preliminary stop levels
longSL = close - atrMultSL * atr
shortSL = close + atrMultSL * atr
// Tick value and size
tickValue = syminfo.pointvalue
// Avoid division by zero
slDistLong = math.max(close - longSL, syminfo.mintick)
slDistShort = math.max(shortSL - close, syminfo.mintick)
// Number of contracts/lots
qtyLong = riskMoney / (slDistLong * tickValue)
qtyShort = riskMoney / (slDistShort * tickValue)
// Limit: not less than 0
qtyLong := math.max(qtyLong, 0)
qtyShort := math.max(qtyShort, 0)
// ===== Entries
if longTrig and strategy.position_size <= 0
strategy.entry("Long", strategy.long, qty=qtyLong)
if shortTrig and strategy.position_size >= 0
strategy.entry("Short", strategy.short, qty=qtyShort)
// ===== Exits: fixed TP by R and stop
// Store entry price
var float entryPrice = na
if strategy.position_size != 0 and na(entryPrice)
entryPrice := strategy.position_avg_price
if strategy.position_size == 0
entryPrice := na
// Targets
longTP = na(entryPrice) ? na : entryPrice + tpRR * (entryPrice - longSL)
shortTP = na(entryPrice) ? na : entryPrice - tpRR * (shortSL - entryPrice)
// Trailing: Chandelier
trailLong = close - trailMult * atr
trailShort = close + trailMult * atr
// Final exit levels
useTrailLong = useTrail and strategy.position_size > 0
useTrailShort = useTrail and strategy.position_size < 0
// For long
if strategy.position_size > 0
stopL = math.max(longSL, na)
tStop = useTrailLong ? trailLong : longSL
strategy.exit("L-Exit", from_entry="Long", stop=tStop, limit=longTP)
// For short
if strategy.position_size < 0
stopS = math.min(shortSL, na)
tStopS = useTrailShort ? trailShort : shortSL
strategy.exit("S-Exit", from_entry="Short", stop=tStopS, limit=shortTP)
// ===== Visuals
plot(ema1, "EMA1", display=display.all, linewidth=1)
plot(ema2, "EMA2", display=display.all, linewidth=1)
plot(ema3, "EMA3", display=display.all, linewidth=2)
plot(ema4, "EMA4", display=display.all, linewidth=1)
plot(ema5, "EMA5", display=display.all, linewidth=1)
plot(riverTop, "River Top", style=plot.style_linebr, linewidth=1)
plot(riverBot, "River Bot", style=plot.style_linebr, linewidth=1)
fill(plot1=plot(riverTop, display=display.none), plot2=plot(riverBot, display=display.none), title="River Fill", transp=80)
plot(longTP, "Long TP", style=plot.style_linebr)
plot(shortTP, "Short TP", style=plot.style_linebr)
plot(useTrailLong ? trailLong : na, "Trail Long", style=plot.style_linebr)
plot(useTrailShort ? trailShort : na, "Trail Short", style=plot.style_linebr)
// Signal markers
plotshape(longTrig, title="Long Trigger", style=shape.triangleup, location=location.belowbar, size=size.tiny, text="L")
plotshape(shortTrig, title="Short Trigger", style=shape.triangledown, location=location.abovebar, size=size.tiny, text="S")
// ===== Alerts
alertcondition(longTrig, title="Long Signal", message="Long signal: trend aligned + pullback + momentum")
alertcondition(shortTrig, title="Short Signal", message="Short signal: trend aligned + pullback + momentum")