ZigZag PA Strategy V4.1

EXPERIMENTAL:
WARNING: this strategy repaints after reloading and results are heavily curve fitted, use at your own discretion.
UPDATE: (AleksanderThor) add option for a 2nd target, to use you need to activate pyramiding with a setting of 1 manually (not possible to change programatically) .

backtest

策略源码

Pine

/*backtest
start: 2022-04-24 00:00
end: 2022-05-24 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// https://cn.tradingview.com/script/NEDEDcsP-STRATEGY-RS-ZigZag-PA-Strategy-V4-1/
//@version=4
strategy(title='[STRATEGY][RS]ZigZag PA Strategy V4.1', shorttitle='S', overlay=true, pyramiding=0, initial_capital=100000, currency=currency.USD)
useHA = input(false, title='Use Heikken Ashi Candles')

策略参数

Use Heikken Ashi Candles

Use Alt Timeframe

Alt Timeframe

Show Patterns

Display Fibonacci 0.000

Display Fibonacci 0.000:

Display Fibonacci 0.236

Display Fibonacci 0.236:

Display Fibonacci 0.382

Display Fibonacci 0.382:

Display Fibonacci 0.500

Display Fibonacci 0.500:

Display Fibonacci 0.618

Display Fibonacci 0.618:

Display Fibonacci 0.764

Display Fibonacci 0.764:

Display Fibonacci 1.000

Display Fibonacci 1.000:

Target 1 - Trade size

Target 1 - Trade size:

Target 1 - Fib. Rate to use for Entry Window

Target 1 - Fib. Rate to use for Entry Window:

Target 1 - Fib. Rate to use for TP

Target 1 - Fib. Rate to use for TP:

Target 1 - Fib. Rate to use for SL

Target 1 - Fib. Rate to use for SL:

Target 2 - Active?

Target 2 - Trade size

Target 2 - Trade size:

Target 2 - Fib. Rate to use for Entry Window

Target 2 - Fib. Rate to use for Entry Window:

Target 2 - Fib. Rate to use for TP

Target 2 - Fib. Rate to use for TP:

Target 2 - Fib. Rate to use for SL

Target 2 - Fib. Rate to use for SL: