ChaoZhang
概述
持有朴素策略是一种定期购买加密货币的策略,通过重复购买并持有加密货币来实现资产增值。该策略主要包括定期购买信号、持有信号和退出信号三个主要组成部分。
策略原理
该策略的基本逻辑是:
在启动时,发送购买信号,进行首次购买。
每隔一定蜡烛个数,发送购买信号,以Quote货币购买更多的Base货币。
当蜡烛计数达到预设值时,发送退出指令,平仓头寸。
在退出时间到达时,发送退出信号,停止策略,平仓所有头寸。
通过重复购买并持有加密货币,可以实现成本平均和持续增持的效果。
优势分析
该策略具有以下优势:
可以定期购买加密货币,降低购买的时间风险。
通过重复购买,可以降低加密货币的平均持有成本。
通过持续增持头寸,可以获得组合的成长收益。
可以自定义购买和退出的时机,实现自动化运作。
操作简单,容易掌握使用。
风险分析
该策略也存在以下风险:
加密货币市场的系统性风险,价格可能出现大幅波动。
退出时机不当可能导致无法及时止损。
资金管理不当也会导致无法承受损失。
优化方向
该策略可以从以下几个方面进行优化:
根据市场情况,动态调整购买的时间间隔和金额。
加入止损信号,在价格跌破支撑位时平仓止损。
结合更多因素判断市场行情,选取最佳的进出场时机。
总结
该持有朴素策略通过定期购买并持有加密货币的方式,实现了成本平均和组合增值的效果。在掌握使用方法的前提下,是一种相对简单的量化策略。通过引入更多优化,可以使该策略更加智能化和适应市场环境的变化。
策略源码
/*backtest
start: 2023-01-01 00:00:00
end: 2024-01-07 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/
// © Merdoc390
//@version=5
// The idea with this script is to use 3commas DCA bot to keep buying crypto, but not 'close the deal' which sells the crypto.
// Basic idea is to keep adding funds, which increases the buy.
// When you cancel the sale, you keep the crypto, thus HODL.
// I use this to build my positions that I short sale on Coinbase.com, so I need to cancel the deal after several candles so I can
// trade them.
// 3commas HODL DCA Bot article:
// https://3commas.io/blog/3commas-hodl-dca-bot-strategy
// This article includes the bot setup on 3Commas:
// Basicially you start the trade, then add funds to the trade, buying more crypto, then eventually cancel the deal.
// When you create the bot, you set the take profit really high, like 999%. Since it is unlikey to hit the value, it will never sell
// Credit to Irakli Gun as inspriation
// https://3commas.io/blog/3commas-hodl-dca-bot-strategy
strategy(title='HODL Simple v1', shorttitle="HODL'er",
calc_on_every_tick=false, calc_on_order_fills=true, process_orders_on_close =true,
format=format.price, precision=4, overlay=true, pyramiding=365,
currency=currency.USD, default_qty_value=10, default_qty_type=strategy.cash , initial_capital=3650,
commission_type=strategy.commission.percent, commission_value=0.1)
var startFirstDeal = true
var done = false
var dealCount = 0
var totalDealCount = 0
i_closeCount = input.int(defval=7,title="Close at Candle Count:",tooltip="How many buy candles to convert to a buy, otherwise it will remain open until end of timeframe.",group="Trade Range")
Start_date = input(defval=timestamp('2023-09-21 16:30'),title="Start Date/Time",group="Trade Range")
Finish_date = input(defval=timestamp('2023-09-21 23:05'),title="End Date/Time",group="Trade Range")
i_startBotAndDealMessage = input(defval="paste your message here",title="Message to start bot and deal", tooltip="Message for 'start bot and deal", group="3Commas",display=display.all)
i_addFundsMessage = input(defval="paste your message here",title="Message for deal add funds signal in the quote currency", tooltip="Using the quote (such as USD), to purchase more.",group="3Commas",display=display.all)
i_cancelTheDealMessage = input(defval="paste your message here",title="Message to cancel the deal",tooltip="If you paste only cancel the deal, the bot will wait until next candle to add funds.\nOption is to also paste the add funds message to also add a buy position.", group="3Commas",display=display.all)
i_cancelAndStopMessage = input(defval="paste your message here",title="Message to cancel all bot deals and stop the bot",tooltip="Paste 3c bot messagage for Cancel all and Stop Bot", group="3Commas",display=display.all)
time_cond = true
// check exit first
if not startFirstDeal and not done and dealCount < i_closeCount
strategy.close("Long")
alert(i_cancelAndStopMessage)
// log.info("Time expired, stopping bot, Total Deal Count:{0}",totalDealCount)
done := true
// check if add funds after first deal
else if time_cond and not startFirstDeal and dealCount < i_closeCount
strategy.entry("Long", strategy.long)
alert(i_addFundsMessage)
// log.info("Deal Count:{0}, totalDeals:{1}",dealCount,totalDealCount)
dealCount := dealCount + 1
totalDealCount := totalDealCount + 1
else if time_cond and startFirstDeal and dealCount <= i_closeCount
strategy.entry("Long", strategy.long)
// log.info("Start deal message, startFirst")
alert(i_startBotAndDealMessage)
startFirstDeal := false
else if time_cond and dealCount >= i_closeCount
strategy.close("Long")
alert(i_cancelTheDealMessage)
// log.info("Over Trades limit of {1}, resetting. Canceling. DealCount: {0}", dealCount, i_closeCount)
dealCount := 0
startFirstDeal := true
else if time_cond
log.error("case not covered")