A média móvel tripla combinada com a estratégia quantitativa MACD
Autora:ChaoZhang, Data: 2024-01-17 16:54:15Tags:
Resumo
Esta estratégia desenvolve uma estratégia de negociação quantitativa relativamente estável e fiável, combinando o uso do indicador de média móvel tripla e do indicador MACD.
Princípio da estratégia
A estratégia baseia-se principalmente na combinação da média móvel tripla e do indicador MACD.
Em primeiro lugar, a estratégia usa médias móveis exponenciais triplas com comprimentos de 3, 7 e 2 respectivamente. Estas três médias móveis constroem um sistema de média móvel rápida a lenta para determinar a direção das tendências futuras. Quando a média móvel de curto prazo cruza a média móvel de longo prazo, é um sinal longo; quando a média móvel de curto prazo cruza abaixo da média móvel de longo prazo, é um sinal curto.
Em segundo lugar, a estratégia também usa o indicador MACD com parâmetros de 3 e 7 simultaneamente.
Ao combinar a utilização de indicadores duplos, pode evitar múltiplos falsos sinais causados por um único indicador, melhorando assim a estabilidade da estratégia.
Vantagens da estratégia
- Melhoria da qualidade do sinal através da utilização de filtragem de indicadores duplos
- Os parâmetros foram testados e otimizados muitas vezes, estável e confiável
- O sistema de média móvel tripla pode filtrar eficazmente o ruído do mercado e determinar as tendências futuras
- Os parâmetros do indicador MACD são definidos mais rapidamente para captar rapidamente oportunidades de curto prazo
Riscos da Estratégia
- Existem certos riscos de utilização e perdas consecutivas
- Quando o mercado não tem uma tendência óbvia, haverá mais trocas falsas nesta estratégia
- O indicador MACD é propenso a gerar falsos sinais e precisa ser combinado com indicadores de média móvel
Soluções:
- Adotar uma estratégia de stop loss adequada para controlar a retirada máxima
- Reduzir a frequência de negociação quando o estado do mercado estiver claramente sem tendência
- Otimizar os parâmetros do MACD e utilizar em combinação com outros indicadores
Orientações para a otimização da estratégia
- Teste e otimize os parâmetros das médias móveis e do MACD para encontrar a melhor combinação
- Aumentar os indicadores auxiliares como KDJ e VRSI para evitar falsos sinais
- Introduzir modelos de aprendizagem de máquina para avaliar o estado do mercado e alcançar um ajuste dinâmico
- Combinar com estratégias de stop loss e definir pontos de stop loss ideais
Resumo
Esta estratégia alcança a captura de tendência estável através da combinação de médias móveis e MACD. Sua vantagem reside no uso combinado de indicadores, que podem efetivamente reduzir sinais falsos e obter um melhor desempenho da estratégia.
/*backtest
start: 2023-01-10 00:00:00
end: 2024-01-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
strategy("Matt's MACD Algo v1", shorttitle="Matt's MACD Algo v1", overlay=true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital=7000, calc_on_order_fills = true, commission_type=strategy.commission.percent, commission_value=0, currency = currency.USD)
//study("MFI Fresh", shorttitle="MFI Fresh", overlay=true)
//Risk Management Settings
//trategy.risk.max_drawdown(20, strategy.percent_of_equity)
//strategy.risk.max_intraday_loss(10, strategy.percent_of_equity)
//strategy.risk.max_cons_loss_days(3)
/////////////////
ts = input(title="Trailing Stop in cents", defval=50)/100
//Time Inputs
FromMonth = input(defval = 6, title = "From Month", minval = 1)
FromDay = input(defval = 1, title = "From Day", minval = 1)
FromYear = input(defval = 2017, title = "From Year", minval = 1)
ToMonth = input(defval = 1, title = "To Month", minval = 1)
ToDay = input(defval = 1, title = "To Day", minval = 1)
ToYear = input(defval = 9999, title = "To Year", minval = 1)
//Time Variable
testPeriod() =>
(time > timestamp(FromYear, FromMonth, FromDay, 09, 30)) and (time < timestamp(ToYear, ToMonth, ToDay, 09, 29))
//MA On and MA Colors On? Inputs
switch1=input(false, title="Enable Bar Color?")
switch2=input(true, title="Enable Moving Averages?")
switch3=input(false, title="Enable Background Color?")
switch4=input(false, title="Enable Bolinger Bands?")
switch5=input(false, title="Enable Keltner Channel?")
////////////////////////////////Williams %R
R_length = input(14, minval=1)
R_overBought = input(title="%R Overbought", defval=80)
R_overSold = input(title="%R Oversold", defval=20)
R_upper = highest(R_length)
R_lower = lowest(R_length)
R_out = 100 * (close - R_upper) / (R_upper - R_lower)
WilliamsR_longEntry = crossover(R_out, R_overSold)
WilliamsR_shortEntry = crossunder(R_out, R_overBought)
//plot(R_out)
//R_band1 = hline(R_overSold)
//R_band0 = hline(R_overBought)
//fill(R_band1, R_band0)
////////////////////////////////RSI Variables
rsi_source = close
RSI_Length = input(title="RSI Length", defval=3)
RSI_overBought = input(title="RSI Overbought", defval=80)
RSI_overSold = input(title="RSI Oversold", defval=20)
up = rma(max(change(rsi_source), 0), RSI_Length)
down = rma(-min(change(rsi_source), 0), RSI_Length)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
RSI_longEntry = rsi > 50
//crossover(rsi, RSI_overSold)
RSI_shortEntry = rsi < 50
//crossunder(rsi, RSI_overBought)
//plot(rsi, color=purple)
//band1 = hline(RSI_overBought)
//band0 = hline(RSI_overSold)
//fill(band1, band0, color=purple, transp=90)
//////////////////////Commodity Channel Index
cci_length = input(20, minval=1)
cci_src = input(close, title="Source")
cci_ma = sma(cci_src, cci_length)
cci = (cci_src - cci_ma) / (0.015 * dev(cci_src, cci_length))
cci_longEntry = crossover(cci, -100)
cci_shortEntry = crossunder(cci, 100)
//plot(cci, color=olive)
//cci_band1 = hline(100, color=gray, linestyle=dashed)
//cci_band0 = hline(-100, color=gray, linestyle=dashed)
//fill(cci_band1, cci_band0, color=olive)
//MFI Inputs
MFI_length = input(title="MFI Length", defval=3)
MFI_overBought = input(title="MFI Overbought", defval=80)
MFI_overSold = input(title="MFI Oversold", defval=20)
//MFI Variables
rawMoneyFlow = hlc3 * volume
positiveMoneyFlow = 0.0
positiveMoneyFlow := hlc3 > hlc3[1] ? positiveMoneyFlow + rawMoneyFlow : positiveMoneyFlow
negativeMoneyFlow = 0.0
negativeMoneyFlow := hlc3 < hlc3[1] ? negativeMoneyFlow + rawMoneyFlow : negativeMoneyFlow
moneyFlowRatio = sma(positiveMoneyFlow, MFI_length) / sma(negativeMoneyFlow, MFI_length)
moneyFlowIndex = 100 - 100 / (1 + moneyFlowRatio)
MFI_longEntry = (crossover(moneyFlowIndex, MFI_overSold))
MFI_shortEntry = (crossunder(moneyFlowIndex, MFI_overBought))
///// MFI Plot for STUDY
//plot(moneyFlowIndex, color=#459915)
//MFI_OB=hline(MFI_overBought, title="Overbought", color=#c0c0c0)
//MFI_OS=hline(MFI_overSold, title="Oversold", color=#c0c0c0)
//fill(MFI_overBought, MFI_overSold, color=#9915ff, transp=90)
////VERY SLOW SMA
veryslowLength=input(50,minval=1, title="Very slow SMA")
veryslowSMA = sma(close, veryslowLength)
//MACD Inputs
source = input(close, title="MACD source")
fastLength = input(title="MACD Fast Length", defval=12)
fastLength2 = input(title="MACD Fast Length #2", defval=3)
slowLength = input(title="MACD Slow Length", defval=26)
slowLength2 = input(title="MACD Slow Length #2", defval=7)
MACD_fastsignalSmoothing = input(title="Signal Smoothing", defval=7)
MACD_slowsignalSmoothing = input(title="Signal Smoothing", defval=12)
MACD_fastsignalSmoothing2 = input(title="Signal Smoothing #2", defval=5)
MACD_slowsignalSmoothing2 = input(title="Signal Smoothing #2", defval=9)
MACD_percentthreshold = input(title="MACD % Threshold", defval=-0.0030, step=0.0001)
//MACD variables
fastEMA = ema(source, fastLength)
fastEMA2 = ema(source, fastLength2)
slowEMA = ema(source, slowLength)
slowEMA2 = ema(source, slowLength2)
MACD_Line = fastEMA - slowEMA
MACD_Line2 = fastEMA2 - slowEMA2
MACD_fastsignalLine = ema(MACD_Line, MACD_fastsignalSmoothing)
MACD_slowsignalLine = ema(MACD_Line, MACD_slowsignalSmoothing)
MACD_fastsignalLine2 = ema(MACD_Line2, MACD_fastsignalSmoothing2)
MACD_slowsignalLine2 = ema(MACD_Line2, MACD_slowsignalSmoothing2)
fasthist = MACD_Line - MACD_slowsignalLine
MACD_Histogram2 = MACD_Line2 - MACD_fastsignalLine2
minimum = close * MACD_percentthreshold
SMA = sma(MACD_Line, 10)
// MACD and veryslowSMA Plot for STRATEGY
Fast=plot(switch2?fastEMA:na,color=yellow, linewidth=4)
Slow=plot(switch2?slowEMA:na,color=aqua, linewidth=4)
//VerySlow=plot(switch2?veryslowSMA:na,color=purple,linewidth=4)
//fill(Fast,VerySlow,color=gray)
/////// MACD Plots for STUDY
//plot(fasthist, color=fasthist>0 and fasthist[0]>fasthist[1]?#00ff00:fasthist<=0 and fasthist[0]<fasthist[1]?#f72e2e:fasthist>0 and fasthist[0]<fasthist[1]?#008000:fasthist<0 and fasthist[0]>fasthist[1]?#7f0000:white, style=histogram)
//plot(slowhist, color=slowhist>0 and slowhist[0]>slowhist[1]?#00ff00:slowhist<=0 and slowhist[0]<slowhist[1]?#f72e2e:slowhist>0 and slowhist[0]<slowhist[1]?#008000:slowhist<0 and slowhist[0]>slowhist[1]?#7f0000:white, style=histogram)
//plot(MACD_Line, color=yellow, title="MACD Line")
//plot(MACD_fastsignalSmoothing, color=green, title="Fast Signal Line")
//plot(MACD_slowsignalSmoothing, color=red, title="Slow Signal Line")
//plot(MACD_Line2, color=aqua, title="MACD Line 2")
//plot(MACD_fastsignalSmoothing2, color=orange, title="Fast Signal Line 2")
//plot(MACD_slowsignalSmoothing2, color=white, title="Slow Signal Line 2")
//plot(minimum, color=white, title="% Threshold")
//plot(fasthist, color=fasthist>0 and fasthist[0]>fasthist[1]?#00ff00:fasthist<=0 and fasthist[0]<fasthist[1]?#f72e2e:fasthist>0 and fasthist[0]<fasthist[1]?#008000:fasthist<0 and fasthist[0]>fasthist[1]?#7f0000:white, style=histogram)
//plot(MACD_Histogram2, color=MACD_Histogram2>0?blue:MACD_Histogram2<0?orange:white, style=histogram)
//plot(SMA, color=white, title="SMA")
//MACD Entry Conditions
MACD_longEntry2 = (crossover(MACD_Histogram2, 0))
MACD_shortEntry2 = (crossunder(MACD_Histogram2, 0))
MACD_longEntry = (crossover(fasthist, 0))
MACD_shortEntry = (crossunder(fasthist, 0))
// Colors
//MAtrendcolor = change(veryslowSMA) > 0 ? green : red
//trendcolor = fastEMA > slowEMA and change(veryslowSMA) > 0 and close > slowEMA ? green : fastEMA < slowEMA and change(veryslowSMA) < 0 and close < slowEMA ? red : yellow
//bartrendcolor = close > fastEMA and close > slowEMA and close > veryslowSMA and change(slowEMA) > 0 ? green : close < fastEMA and close < slowEMA and close < veryslowSMA and change(slowEMA) < 0 ? red : yellow
//backgroundcolor = slowEMA > veryslowSMA and MACD_longEntry and MACD_Line > 0 and fastEMA > slowEMA and close[slowLength] > veryslowSMA ? green : slowEMA < veryslowSMA and MACD_shortEntry and MACD_Line < 0 and fastEMA < slowEMA and close[slowLength] < veryslowSMA ? red : na
//barcolor(switch1?bartrendcolor:na)
// Conditional Bar Colors
//backgroundcolor = (MACD_longEntry ? green : MACD_shortEntry ? red : na)
//bgcolor(switch3?backgroundcolor:na,transp=80)
////BOLLINGER BAND Conditions
bb_source = close
bb_length = input(20, minval=1)
bb_mult = input(1.86, minval=0.001, maxval=50)
bb_basis = ema(bb_source, bb_length)
bb_dev = bb_mult * stdev(bb_source, bb_length)
bb_upper = bb_basis + bb_dev
bb_lower = bb_basis - bb_dev
bb_longEntry = crossover(bb_source, bb_lower)
bb_shortEntry = crossunder(bb_source, bb_upper)
plot(switch4?bb_basis:na, color=red, linewidth=4)
p1=plot(switch4?bb_upper:na)
p2=plot(switch4?bb_lower:na)
fill(p1,p2, color=aqua, transp=95)
////KELTNER CHANNEL Inputs/Variables/Plots
KC_useTrueRange = input(true)
KC_length = input(20, minval=1)
KC_mult = input(3.0)
KC_source = input(close, title="Source")
KC_ma = ema(KC_source, KC_length)
KC_range = KC_useTrueRange ? tr : high - low
KC_rangema = ema(KC_range, KC_length)
KC_upper = KC_ma + KC_rangema * KC_mult
KC_lower = KC_ma - KC_rangema * KC_mult
KC_longEntry = crossover(KC_source, KC_lower)
KC_shortEntry = crossunder(KC_source, KC_upper)
plot(switch5?KC_ma:na, color=red, title="Basis")
KC_u = plot(switch5?KC_upper:na, color=red, title="Upper")
KC_l = plot(switch5?KC_lower:na, color=red, title="Lower")
fill(KC_u, KC_l, color=red)
///////////////////ADX
//len = input(title="ADX Length", type=integer, defval=14)
//th = input(title="ADX threshold", type=integer, defval=20)
//TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
//DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
//DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0
//SmoothedTrueRange = nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/len) + TrueRange
//SmoothedDirectionalMovementPlus = nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/len) + DirectionalMovementPlus
//SmoothedDirectionalMovementMinus = nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/len) + DirectionalMovementMinus
//DIPlus = sma(SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100, len)
//DIMinus = sma(SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100, len)
//DX = abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
//ADX = sma(DX, len)
///
//ADX_longEntry = crossover(DIPlus, DIMinus) //or (DIPlus > DIMinus and DIPlus > th and ADX > th)
//ADX_shortEntry = crossover(DIMinus, DIPlus) //or (DIMinus > DIPlus and DIMinus > th and ADX > th)
//DI_long = if DIPlus > DIMinus and ADX > 20 and DIPlus > 20
//plot(DIPlus, color=green, title="DI+")
//plot(DIMinus, color=red, title="DI-")
//plot(ADX, color=black, title="ADX")
//hline(th, color=black, linestyle=dashed)
//////////////////////////////////Playing with RES
r1 = input("5", "Resolution")
r2 = input("15", "Resolution")
r3 = input("30", "Resolution")
r4 = input("60", "Resolution")
o1 = request.security(heikinashi(syminfo.tickerid), r1, MACD_Line[1])
c1 = request.security(heikinashi(syminfo.tickerid), r1, MACD_slowsignalLine[1])
o2 = request.security(heikinashi(syminfo.tickerid), r2, MACD_Line[1])
c2 = request.security(heikinashi(syminfo.tickerid), r2, MACD_slowsignalLine[1])
o3 = request.security(heikinashi(syminfo.tickerid), r3, MACD_Line[1])
c3 = request.security(heikinashi(syminfo.tickerid), r3, MACD_slowsignalLine[1])
o4 = request.security(heikinashi(syminfo.tickerid), r4, MACD_Line[1])
c4 = request.security(heikinashi(syminfo.tickerid), r4, MACD_slowsignalLine[1])
res_long = (o4 > c4 and o3 > c3 and o2 > c2 and o1 > c1)
res_short = (o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)
///////////////////// Parabolic SAR (stop and reverse)
start = input(0.02)
increment = input(0.02)
maximum = input(0.2)
psar = sar(start, increment, maximum)
plot(psar, style=circles, color=yellow)
psar_longEntry = close > psar
psar_longExit = crossunder(close, psar)
psar_shortEntry = close < psar//crossunder(close, psar)
psar_shortExit = crossover(close, psar)
mix = (moneyFlowIndex + rsi)/2
RSI_MFI = ema(mix, input(3))
//color = RSI_MFI > 80 ? red :RSI_MFI < 20 ? green : silver
vrsi = RSI_MFI
rsiBuySell = vrsi[1] < 95 and crossover(vrsi, 95) or vrsi[1] < 90 and crossover(vrsi, 90) or vrsi[1] < 85 and crossover(vrsi, 85) or vrsi[1] < 80 and crossover(vrsi, 80) or vrsi[1] < 75 and crossover(vrsi, 75) or vrsi[1] < 70 and crossover(vrsi, 70) or vrsi[1] < 65 and crossover(vrsi, 65) or vrsi[1] < 60 and crossover(vrsi, 60) or vrsi[1] < 55 and crossover(vrsi, 55) or vrsi[1] < 50 and crossover(vrsi, 50) or vrsi[1] < 45 and crossover(vrsi, 45) or vrsi[1] < 40 and crossover(vrsi, 40) or vrsi[1] < 35 and crossover(vrsi, 35) or vrsi[1] < 30 and crossover(vrsi, 30) or vrsi[1] < 25 and crossover(vrsi, 25) or vrsi[1] < 20 and crossover(vrsi, 20) or vrsi[1] < 15 and crossover(vrsi, 15) or vrsi[1] < 10 and crossover(vrsi, 10) or vrsi[1] < 5 and crossover(vrsi, 5) ? 1 : vrsi[1] > 95 and crossunder(vrsi, 95) or vrsi[1] > 90 and crossunder(vrsi, 90) or vrsi[1] > 85 and crossunder(vrsi, 85) or vrsi[1] > 80 and crossunder(vrsi, 80) or vrsi[1] > 75 and crossunder(vrsi, 75) or vrsi[1] > 70 and crossunder(vrsi, 70) or vrsi[1] > 65 and crossunder(vrsi, 65) or vrsi[1] > 60 and crossunder(vrsi, 60) or vrsi[1] > 55 and crossunder(vrsi, 55) or vrsi[1] > 50 and crossunder(vrsi, 50) or vrsi[1] > 45 and crossunder(vrsi, 45) or vrsi[1] > 40 and crossunder(vrsi, 40) or vrsi[1] > 35 and crossunder(vrsi, 35) or vrsi[1] > 30 and crossunder(vrsi, 30) or vrsi[1] > 25 and crossunder(vrsi, 25) or vrsi[1] > 20 and crossunder(vrsi, 20) or vrsi[1] > 15 and crossunder(vrsi, 15) or vrsi[1] > 10 and crossunder(vrsi, 10) or vrsi[1] > 5 and crossunder(vrsi, 5) ?-1:na
//////////////////////////////////Entry Conditions
//
MA1 = ema(hlc3, input(3))
MA2 = wma(MA1, input(7))
MA3 = ema(MA2, input(2))
MA4 = wma(MA3, input(1))
buy = close > MA4 or hlc3[1] < MA4 and hlc3 > MA4 and rsiBuySell == 1
sell = close < MA4 or hlc3[1] > MA4 and hlc3 < MA4 and rsiBuySell == -1
p=14
CO=close-open
HL=high-low
value1 = (CO + 2*CO[1] + 2*CO[2] + CO[3])/6
value2 = (HL + 2*HL[1] + 2*HL[2] + HL[3])/6
num=sum(value1,p)
denom=sum(value2,p)
RVI=denom!=0?num/denom:0
RVIsig=(RVI+ 2*RVI[1] + 2*RVI[2] + RVI[3])/6
//plot(RVI,color=white,style=line,linewidth=1)
//plot(RVIsig,color=orange,style=line,linewidth=1)
Tenkan_periods = input(9, minval=1, title="Conversion Line Periods"),
Kijun_periods = input(26, minval=1, title="Base Line Periods")
Senkou_Span_B_Length = input(50, minval=1, title="Lagging Span 2 Periods"),
Chikou_Span_Length = input(25, minval=1, title="Displacement")
donchian(len) => avg(lowest(len), highest(len))
Tenkan_sen = donchian(Tenkan_periods)
Kijun_sen = donchian(Kijun_periods)
Senkou_Span_A = avg(Tenkan_sen, Kijun_sen)
Senkou_Span_B = donchian(Senkou_Span_B_Length)
plot(Tenkan_sen, color=#0496ff, title="Conversion Line")
plot(Kijun_sen, color=#991515, title="Base Line")
plot(close, offset = -Chikou_Span_Length, color=#459915, title="Lagging Span")
p3 = plot(Senkou_Span_A, offset = Chikou_Span_Length, color=green,
title="Lead 1")
p4 = plot(Senkou_Span_B, offset = Chikou_Span_Length, color=red,
title="Lead 2")
fill(p3, p4, color = Senkou_Span_A > Senkou_Span_B ? green : red, transp=50)
Ichimoku_longEntry = Senkou_Span_B < Senkou_Span_A
Ichimoku_shortEntry = Senkou_Span_A < Senkou_Span_B
len9 = input(9, minval=1, title="Length")
srce = input(hlc3, title="Source")
ema9 = ema(srce, len9)
sma50 = sma(ema9, 80)
sma30 = vwma(sma50, 26)
ema930 = ema(sma30, 9)
//plot(ema930, color=blue, title="MA", linewidth=5, transp=0)
SMA100 = sma(input(ohlc4), input(10))
Lookback = SMA100[input(7)]
sma300 = SMA100 + (SMA100 - Lookback)
//if Ichimoku_longEntry
longEntry = (MACD_longEntry2) //or Stoch_longEntry// or buy //or cci_longEntry or bb_longEntry or psar_shortExit //or //// // KC_longEntry// or WilliamsR_longEntry// // // or RSI_longEntry// // or or MFI_longEntry// or crossover(close,psar) //(o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)
//if Ichimoku_shortEntry
shortEntry = (MACD_shortEntry2) //or Stoch_shortEntry// or sell//or cci_shortEntry or bb_shortEntry or psar_longExit// // //or KC_shortEntry// or WilliamsR_shortEntry// //or cci_shortEntry // // or or MFI_shortEntry// or crossunder(close,psar)// (o4 < c4 and o3 < c3 and o2 < c2 and o1 < c1)
//longExit = shortEntry or psar_longExit // if not (ADX > th and )
//shortExit = longEntry or psar_shortExit // if not (ADX > th and )
////psar for trailing stops or some other measure? we must have a good trailing stop.
///////////////////////////////Strategy Execution
if testPeriod()
strategy.entry("Long", strategy.long, when=longEntry)
strategy.close("Long", when=shortEntry)
//if testPeriod()
// strategy.entry("Long", strategy.long, when=longEntry)
// strategy.exit("Exit Long", "Long", when=shortEntry)
//else
// strategy.cancel("Long")
//if testPeriod()
// strategy.entry("Short", strategy.short, when=shortEntry)
// strategy.exit("Exit Short", "Short", when=longEntry)
//else
// strategy.cancel("Long")
//Other Plots and Alerts
plotshape(MACD_longEntry2, title= "3,7 Long Open", color=green, style=shape.circle)
plotshape(MACD_shortEntry2, title= "3,7 Short Open", color=red, style=shape.circle)
//plotshape(Stoch_longEntry, title= "Stoch Long Open", color=aqua, style=shape.circle)
//plotshape(Stoch_shortEntry, title= "Stoch Short Open", color=orange, style=shape.circle)
//plotshape(buy, title= "RES Long Open", color=green, location=location.belowbar, style=shape.circle)
///plotshape(sell, title= "RES Short Open", color=red, location=location.belowbar, style=shape.circle)
//plotshape(MACD_longEntry, title= "12,26 Long Open", color=green, style=shape.arrowup, size=size.normal, location=location.belowbar)
//plotshape(MACD_shortEntry, title= "12,26 Short Open", color=red, style=shape.arrowdown, size=size.normal, location=location.abovebar)
//plotshape(MACD_longEntry, title= "12,26 Long Open", color=green, style=shape.diamond, size=size.tiny, location=location.belowbar)
//plotshape(MACD_shortEntry, title= "12,26 Short Open", color=red, style=shape.diamond, size=size.tiny, location=location.abovebar)
//plotchar(longCondition, location=bottom char="L", color=green)
//plotchar(shortCondition, char="S", color=red)
//alertcondition(longCondition, title="MFI+MACD Long", message="(MFI crossOver 30) or MACD+")
//alertcondition(shortCondition, title="MFI+MACD Short", message="(MFI crossUnder 70) or MACD-")
plot(sma300, color=purple, linewidth=4)
Mais.
- A média do custo em dólar após a estratégia de tendência de baixa
- Estratégia de ruptura baseada em sentimentos
- Uma estratégia de inversão de tendência baseada em médias móveis, padrões de preços e volume
- Estratégia de média móvel dupla
- Estratégia de negociação cruzada de média móvel de impulso
- Estratégia de dupla média móvel da Cruz de Ouro
- Estratégia de tendência da onda de impulso Bollinger Bands
- Estratégia de negociação de impulso inverso
- Estratégia do indicador PB de banda média
- RSI & Fibonacci Estratégia de negociação de 5 minutos
- Optimização de ruptura de impulso
- Valor de mercado da posição em risco da instituição
- As bandas de volatilidade e a estratégia de negociação de tendências de ações VWAP
- Reversão de preços com estratégia de captura cruzada
- Estratégia do Ciclo Cibernético Estocástico de Ehlers
- Percussão de preço alto-baixo diário baseado em níveis de Fibonacci
- Melhoria da estratégia SuperTrend
- Estratégia quantitativa de negociação que integra MACD, RSI e RVOL
- Estratégia de acompanhamento da inversão do ímpeto
- Tendência de seguir uma estratégia baseada no cruzamento da EMA e da SMA