ChaoZhang
概述
该策略是一个基于著名巴西加密货币YouTuberAugusto Backes的EMA8设置而改编的策略。该策略旨在利用周EMA8的支撑,在价格出现特定形态时进行高概率且风险收益比较高的交易。
策略原理
- 该策略适用于日线周期,利用周EMA8作为支撑和长期趋势判断标准
- 当日K线在上穿越且收盘于周EMA8之上时,产生买入信号。触发买入信号的日K线必须同时构成吞噬形态、锤子形态或缩量昇动作等特定形态。
- 当日K线在下穿越且收盘于周EMA8之下时,产生卖出平仓信号。触发卖出信号的日K线同样必须构成相应的陷阱形态、锤子形态或放量跌动作。
- 进场信号及平仓信号均在K线收盘时执行,无中间止损,全仓交易
该策略通过高效利用EMA作为支撑、合理控制仓位频率,在大级别趋势中捕捉中短线价格可靠突破口,实现高风险收益比的交易目标。
优势分析
- 利用EMA辅助判断大级别趋势和中线支撑,提高交易可靠性
- 仅在关键点附近交易,降低无效交易频率,获得更高胜率
- 交易点位准确,信号明确,风险收益比高
- 适合中线投资者,不需要频繁操作
风险分析
- 全仓交易风险大。当出现超预期行情时,可能面临较大亏损
- 仓位频率较低,需要具备足够的心理承受能力和资金实力
- 与趋势交易相比,获利空间有限,适合中短线操作
可以通过以下几点进行优化:
- 增加仓位管理模块,例如根据波动率或资金规模设置仓位百分比上限
- 增加止损模块,进一步控制单笔损失
- 寻找更加合理的交易过滤器和平仓条件,提高获利交易的成功率
总结
该策略总体来说是一个非常实用的中短线交易策略。它利用关键的技术指标辅助判断,在大级别趋势中捕捉可靠的中短线交易机会。策略逻辑简洁明了,实施要求不高,非常适合中长期投资者使用。如果搭配合理的仓位和风险管理机制,可以获得非常理想的投资回报。
策略源码
/*backtest
start: 2022-12-14 00:00:00
end: 2023-12-20 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/
// © Valente_F
//@version=4
strategy("Só Trade Top - Média de 8 - Augusto Backes", overlay=true, max_bars_back = 5000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital = 10000, commission_type = strategy.commission.percent, process_orders_on_close = true)
tipo_media = input(title="Tipo de Média", defval="EMA", options=["SMA", "EMA"],inline = "3", group = "SETUP MÉDIA DE 8", tooltip = "Média utilizada para os cálculos do Setup")
c_media = input(defval = 8, title = "Comprimento", type = input.integer,inline = "3", group = "SETUP MÉDIA DE 8")
cb_raro = input(true, title="Habilitar Sinal Raro", group = "SETUP MÉDIA DE 8", tooltip = "Sinais normais são caracterizados por Engolfos, Martelos e Preço de Fechamento de Reversão com FECHAMENTO acima da Média de 8. Sinais Raros são caracterizados pelas mesmas figuras, mas com FECHAMENTO e ABERTURA acima da média de 8. O mesmo vale para sinais de venda.")
media8 = tipo_media == "SMA" ? security(syminfo.tickerid, "1W", sma(close[1], c_media)) : security(syminfo.tickerid, "1W", ema(close[1], c_media))
plot(media8, title = "Média", color = color.green, linewidth = 2)
lookback_swing=5
candle_engolfo = (close > open and close[1] < open[1] and close >= open[1] and open <= close[1] ) and close>media8
candle_martelo = 2*abs(close-open) < (min(close, open)-low) and (high - max(close, open)) < abs(close-open) and close>open and close>media8
candle_fr = low < low[1] and low < low[2] and close > close[1] and close > open and close>media8
compra = (candle_engolfo or candle_martelo or candle_fr)
vcandle_engolfo = (close < open and close[1] > open[1] and close <= open[1] and open >= close[1]) and close<media8
vcandle_martelo = 2*abs(close-open) < (high-max(close, open)) and (min(close, open)-low) < abs(close-open) and close<open and close<media8
vcandle_fr = high > high[1] and high > high[2] and close < close[1] and close < open and close<media8
venda = (vcandle_engolfo or vcandle_martelo or vcandle_fr)
if cb_raro
compra := compra and open > media8
venda := venda and open <media8
else
compra := compra
venda := venda
barcolor(compra and strategy.position_size==0?color.green:venda and strategy.position_size>0?color.red : color.new(color.black, 100))
plotshape(compra and candle_engolfo and strategy.position_size==0, title = "Engolfo de Alta", style = shape.labeldown, color = color.green, text = "Engolfo de Alta", textcolor = color.white)
plotshape(compra and candle_martelo and strategy.position_size==0, title = "Martelo de Alta", style = shape.labeldown, color = color.green, text = "Martelo de Alta", textcolor = color.white)
plotshape(compra and candle_fr and strategy.position_size==0, title = "PFR de Alta", style = shape.labeldown, color = color.green, text = "PFR de Alta", textcolor = color.white)
plotshape(venda and vcandle_engolfo and strategy.position_size>0, title = "Engolfo de Baixa", style = shape.labelup, location = location.belowbar, color = color.red, text = "Engolfo de Baixa", textcolor = color.white)
plotshape(venda and vcandle_martelo and strategy.position_size>0, title = "Martelo de Baixa", style = shape.labelup, location = location.belowbar, color = color.red, text = "Martelo de Baixa", textcolor = color.white)
plotshape(venda and vcandle_fr and strategy.position_size>0, title = "PFR de Baixa", style = shape.labelup, location = location.belowbar, color = color.red, text = "PFR de Baixa", textcolor = color.white)
strategy.entry("Compra", true, when = compra)
strategy.close("Compra", when = venda)