本策略利用移动平均线和相对强弱指标判断市场趋势方向,在下跌趋势中逐步建立短仓头寸,实现盈利。
当收盘价低于100日简单移动平均线且RSI大于30时,做空入场。之后设置止损线和止盈线,止损线为入场价的3%以上,止盈线为入场价的2%以下。这样可以获得较大的止损空间来容忍行情波动。当价格大于止损线或小于止盈线时平仓。
在Coinrule平台上,可以设置多次顺序卖出订单来逐步建立头寸。当行情持续下跌时,逐步加大仓位。设置一定的下单时间间隔也有助于控制总仓位。
该策略为每个交易连接止损单和止盈单。止损比例和止盈比例针对中盘币进行了优化。你可以根据具体币种进行调整。由于策略符合趋势交易方向,止损和止盈比例可设为1:1.5。
止损价为入场价的3% 止盈价为入场价的2% 略大于止损比例可以容忍更大波动,避免不必要的止损。
本策略基于移动平均线判断趋势方向,RSI指标过滤确定具体入场时机,能够有效捕捉下跌行情。逐步加仓方式能控制风险,设置止损止盈确保单笔交易承受能力。优化止损止盈比例可以获得更好的风险收益比。在参数调整和风险控制方面还有优化空间,但总体来说是一个稳定可靠的短线做空策略。
/*backtest
start: 2022-10-31 00:00:00
end: 2023-11-06 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Coinrule
//@version=4
strategy(shorttitle='Short In Downtrend',title='Short In Downtrend Below MA100', overlay=true, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100)
//Backtest dates
fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12)
fromDay = input(defval = 10, title = "From Day", type = input.integer, minval = 1, maxval = 31)
fromYear = input(defval = 2019, title = "From Year", type = input.integer, minval = 1970)
thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12)
thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31)
thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970)
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window
finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window
window() => true // create function "within window of time"
//MA inputs and calculations
inSignal=input(50, title='MASignal')
MA= sma(close, inSignal)
// RSI inputs and calculations
lengthRSI = input(14, title = 'RSI period', minval=1)
RSI = rsi(close, lengthRSI)
//Entry
strategy.entry(id="short", long = false, when = close < MA and RSI > 30)
//Exit
shortStopPrice = strategy.position_avg_price * (1 + 0.03)
shortTakeProfit = strategy.position_avg_price * (1 - 0.02)
strategy.close("short", when = close > shortStopPrice or close < shortTakeProfit and window())
plot(MA, color=color.purple, linewidth=2)