Chiến lược hợp nhất nắm bắt xu hướng theo dõi kép

/*backtest
start: 2022-10-30 00:00:00
end: 2023-02-03 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 14/07/2021
// This is combo strategies for get a cumulative signal. 
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The 
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close 
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. 
// The strategy sells at market, if close price is lower than the previous close price 
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// The SMI Ergodic Indicator is the same as the True Strength Index (TSI) developed by 
// William Blau, except the SMI includes a signal line. The SMI uses double moving averages 
// of price minus previous price over 2 time frames. The signal line, which is an EMA of the 
// SMI, is plotted to help trigger trading signals. Adjustable guides are also given to fine 
// tune these signals. The user may change the input (close), method (EMA), period lengths 
// and guide values.
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
    vFast = sma(stoch(close, high, low, Length), KSmoothing) 
    vSlow = sma(vFast, DLength)
    pos = 0.0
    pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
	         iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0))) 
	pos


SMI_Erg(fastPeriod, slowPeriod,SmthLen, TopBand,LowBand) =>
    pos = 0.0
    xPrice = close
    xPrice1 = xPrice - xPrice[1]
    xPrice2 = abs(xPrice - xPrice[1])
    xSMA_R = ema(ema(xPrice1,fastPeriod),slowPeriod)
    xSMA_aR = ema(ema(xPrice2, fastPeriod),slowPeriod)
    xSMI = xSMA_R / xSMA_aR
    xEMA_SMI = ema(xSMI, SmthLen)
    pos:= iff(xEMA_SMI < LowBand, -1,
    	   iff(xEMA_SMI > TopBand, 1, nz(pos[1], 0))) 
    pos

strategy(title="Combo Backtest 123 Reversal & SMI Ergodic Oscillator", shorttitle="Combo", overlay = true)
line1 = input(true, "---- 123 Reversal ----")
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
line2 = input(true, "---- SMI Ergodic Oscillator ----")
fastPeriod = input(4, minval=1)
slowPeriod = input(8, minval=1)
SmthLen = input(3, minval=1)
TopBand = input(0.5, step=0.1)
LowBand = input(-0.5, step=0.1)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posSMI_Erg = SMI_Erg(fastPeriod, slowPeriod,SmthLen, TopBand,LowBand )
pos = iff(posReversal123 == 1 and posSMI_Erg == 1 , 1,
	   iff(posReversal123 == -1 and posSMI_Erg == -1, -1, 0)) 
possig = iff(reverse and pos == 1, -1,
          iff(reverse and pos == -1 , 1, pos))	   
if (possig == 1 ) 
    strategy.entry("Long", strategy.long)
if (possig == -1 )
    strategy.entry("Short", strategy.short)	 
if (possig == 0) 
    strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )