گن بوٹ بینڈز حکمت عملی ایک تکنیکی تجزیہ الگورتھمک تجارتی حکمت عملی ہے جس کا مقصد رجحانات پر سوار ہونا اور نقصانات کو کم کرنا ہے۔ یہ اندراجات اور باہر نکلنے کا تعین کرنے کے لئے بولنگر بینڈ کو اہم اشارے کے طور پر استعمال کرتا ہے۔
یہ کیسے کام کرتا ہے
یہ حکمت عملی طویل پوزیشنوں میں داخل ہوتی ہے جب قیمت نیچے بولنگر بینڈ سے نیچے بند ہوجاتی ہے اور مختصر پوزیشنیں جب قیمت اوپری بولنگر بینڈ سے اوپر بند ہوجاتی ہیں۔ بینڈ متحرک معاونت اور مزاحمت کی سطح فراہم کرتے ہیں جو مارکیٹ کی اتار چڑھاؤ کے مطابق ہوتے ہیں۔
پوزیشن کا سائز مسلسل طویل / مختصر سگنلز پر نمایاں طور پر بڑھتا ہے ، جس سے مارٹنگیل جزو نافذ ہوتا ہے۔ منافع کے اہداف اور اسٹاپ نقصانات داخلہ قیمت کی بنیاد پر طے کیے جاتے ہیں۔ ٹریلنگ اسٹاپ اور ابتدائی باہر نکلنے والے کالز مزید منافع کو زیادہ سے زیادہ کرنے اور نقصانات کو کم کرنے کی کوشش کرتے ہیں۔
فوائد
اس حکمت عملی کے اہم فوائد یہ ہیں:
خطرات
غور کرنے کے لئے ممکنہ خطرات:
مجموعی طور پر ، گن بوٹ بینڈز کی حکمت عملی کا مقصد رجحان کے تسلسل پر فائدہ اٹھانا ہے لیکن ایک انتہائی اتار چڑھاؤ والی مارکیٹ اسٹاپ آؤٹس کو متحرک کرسکتی ہے۔ ان پٹ پیرامیٹرز کی مناسب ترتیب کی ضرورت ہے تاکہ حکمت عملی کو موجودہ مارکیٹ کے حالات سے ملایا جاسکے۔
/*backtest
start: 2023-09-02 00:00:00
end: 2023-09-09 00:00:00
period: 3m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
// strategy("Gunbot - Bbands", shorttitle="Strategy", overlay=true, pyramiding=100, default_qty_value=100000000, precision=8)
/////////////// Component Code Start ///////////////
testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(8, "Backtest Start Month")
testStartDay = input(10, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2020, "Backtest Stop Year")
testStopMonth = input(9, "Backtest Stop Month")
testStopDay = input(29, "Backtest Stop Day")
// testStopDay = testStartDay + 1
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
testPeriod() =>
true
/////////////// Component Code Stop ///////////////
length = input(15, minval=1)
src = input(close, title="Source")
mult = input(2.0, minval=0.001, maxval=50)
low_bb = input(25, title="LOW_BB")
high_bb = input(25, title="HIGH_BB")
basis = sma(src, length * (15 / timeframe.multiplier))
dev = mult * stdev(src, length * (15 / timeframe.multiplier))
upper = basis + dev
upper_high_bb = upper - ((upper-basis) * (high_bb / 100))
lower = basis - dev
lower_low_bb = lower + ((basis-lower) * (low_bb / 100))
bb_percent = ((upper/lower)-1)*100
bb_diff = (upper-lower)
/////////////// STRATEGY ///////////////
tsi = input(0, "Activate TS") / 100000000
ts = input(99999, "Trailing Stop") / 100000000
tp = input(99999, "Take Profit") / 100000000
sl = input(99999, "Stop Loss") / 100000000
pyrl = input(0, "Pyramiding <")
pyre = input(1, "Pyramiding =")
pyrg = input(100, "Pyramiding >")
long = ohlc4 < lower_low_bb
short = ohlc4 > upper_high_bb
sectionLongs = 0
sectionLongs := nz(sectionLongs[1])
sectionShorts = 0
sectionShorts := nz(sectionShorts[1])
if long
sectionLongs := sectionLongs + 1
sectionShorts := 0
if short
sectionLongs := 0
sectionShorts := sectionShorts + 1
longCondition = long and sectionLongs <= pyrl or long and sectionLongs >= pyrg or long and sectionLongs == pyre
shortCondition = short and sectionShorts <= pyrl or short and sectionShorts >= pyrg or short and sectionShorts == pyre
last_open_longCondition = na
last_open_shortCondition = na
last_open_longCondition := longCondition ? close : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? close : nz(last_open_shortCondition[1])
sectionLongs2 = 0
sectionLongs2 := nz(sectionLongs2[1])
sectionShorts2 = 0
sectionShorts2 := nz(sectionShorts2[1])
if longCondition
sectionLongs2 := sectionLongs2 + 1
sectionShorts2 := 0
if shortCondition
sectionLongs2 := 0
sectionShorts2 := sectionShorts2 + 1
isAdding = input(false, "WIP Feature", bool)
stackingLongs = 100000000
stackingLongs := nz(stackingLongs[1])
stackingShorts = 100000000
stackingShorts := nz(stackingShorts[1])
if longCondition
stackingLongs := stackingLongs * 2
stackingShorts := 100000000
if shortCondition
stackingLongs := 100000000
stackingShorts := stackingShorts * 2
totalLongs = 0.0
totalLongs := nz(totalLongs[1])
totalShorts = 0.0
totalShorts := nz(totalShorts[1])
totalMartingaleLongs = 0.0
totalMartingaleLongs := nz(totalMartingaleLongs[1])
totalMartingaleShorts = 0.0
totalMartingaleShorts := nz(totalMartingaleShorts[1])
if longCondition and sectionLongs2 >= 1
totalMartingaleLongs := totalMartingaleLongs + (last_open_longCondition * stackingLongs)
totalLongs := totalLongs + last_open_longCondition
totalShorts := 0.0
if shortCondition and sectionShorts2 >= 1
totalLongs := 0.0
totalMartingaleShorts := totalMartingaleShorts + (last_open_shortCondition * stackingShorts)
totalShorts := totalShorts + last_open_shortCondition
averageLongs = 0.0
averageLongs := nz(averageLongs[1])
averageShorts = 0.0
averageShorts := nz(averageShorts[1])
averageMartingaleLongs = 0.0
averageMartingaleLongs := nz(averageLongs[1])
averageMartingaleShorts = 0.0
averageMartingaleShorts := nz(averageShorts[1])
averageLongs := totalLongs / sectionLongs2
averageShorts := totalShorts / sectionShorts2
averageMartingaleLongs := totalMartingaleLongs / stackingLongs
averageMartingaleShorts := totalMartingaleShorts / stackingShorts
last_longCondition = na
last_shortCondition = na
last_longCondition := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
last_high = na
last_low = na
last_high := not in_longCondition ? na : in_longCondition and (na(last_high[1]) or high > nz(last_high[1])) ? high : nz(last_high[1])
last_low := not in_shortCondition ? na : in_shortCondition and (na(last_low[1]) or low < nz(last_low[1])) ? low : nz(last_low[1])
long_ts = not na(last_high) and high <= (last_high - ts) and longCondition == 0 and high >= (last_open_longCondition + tsi)
short_ts = not na(last_low) and low >= (last_low + ts) and shortCondition == 0 and low <= (last_open_shortCondition - tsi)
long_tp = high >= (last_open_longCondition + tp) and longCondition == 0
short_tp = low <= (last_open_shortCondition - tp) and shortCondition == 0
long_sl = low <= (last_open_longCondition - sl) and longCondition == 0
short_sl = high >= (last_open_shortCondition + sl) and shortCondition == 0
leverage = input(1, "Leverage")
long_call = last_open_longCondition - (0.8 + 0.2 * (1/leverage)) / leverage * last_open_longCondition
short_call = last_open_shortCondition + (0.78 + 0.2 * (1/leverage)) / leverage * last_open_shortCondition
long_call_signal = low <= long_call
short_call_signal = high >= short_call
longProfit = averageLongs > 0 and close >= averageLongs ? green : red
shortProfit = averageShorts > 0 and close <= averageShorts ? green : red
pl1 = plot(averageLongs > 0 ? averageLongs : na, color=white)
pl2 = plot(close, color=white)
pl3 = plot(averageShorts > 0 ? averageShorts : na, color=white)
fill(pl1, pl2, color=longProfit, transp=80)
fill(pl2, pl3, color=shortProfit, transp=80)
if testPeriod()
if isAdding
strategy.entry("Long", strategy.long, qty=stackingLongs, when=longCondition)
strategy.entry("Short", strategy.short, qty=stackingShorts, when=shortCondition)
else
strategy.entry("Long", strategy.long, when=longCondition)
strategy.entry("Short", strategy.short, when=shortCondition)
strategy.close("Long", when=long_call_signal)
strategy.close("Short", when=short_call_signal)
strategy.close("Long", when=long_tp)
strategy.close("Short", when=short_tp)
strategy.close("Long", when=long_sl)
strategy.close("Short", when=short_sl)
strategy.close("Long", when=long_ts)
strategy.close("Short", when=short_ts)
longAveragePlot = 0.0
longAveragePlot := nz(totalShorts[1])
shortAveragePlot = 0.0
shortAveragePlot := nz(shortAveragePlot[1])
if isAdding
longAveragePlot := averageMartingaleLongs
shortAveragePlot := averageMartingaleShorts
else
longAveragePlot := averageLongs
shortAveragePlot := averageShorts
plot(averageLongs > 0 ? averageLongs : na, "Long Average", style=3, color=green)
plot(averageShorts > 0 ? averageShorts : na, "Short Average", style=3, color=red)