This strategy uses a stepwise pyramiding approach based on the comparison between the current close price and previous close price to determine the market direction. When a long opportunity is identified, it will long with multiple gradual entries. When a short opportunity is identified, it will short with multiple gradual entries. The number of entries can be set through parameters. At the same time, the strategy incorporates time frame filters where trading signals are only generated within the configured trading time frame.
Compare current bar’s close price (close) with previous bar’s close price (close[1]). If close > close[1], it is determined as a long opportunity and set longCondition=1. If close < close[1], it is determined as a short opportunity and set shortCondition=1.
Within the allowed trading time frame, if longCondition=1, it will long with multiple gradual entries. If shortCondition=1, it will short with multiple gradual entries.
The number of entries is set through the pyramiding parameter, which can be configured from 1 to 5, with 4 as the default.
A stop loss condition is set after each entry in case the market reverses.
Trading signals can be output to different trading interfaces such as toast or telegram.
The strategy mainly considers the advantages of breakout and moving average strategies. During long or short opportunities, it uses a stepwise pyramiding approach to better follow the trend while controlling risks. It also incorporates time frame filters to avoid generating signals during non-major trading sessions.
Stepwise pyramiding follows trends better.
Adjustable number of entries makes it more flexible.
Supports different trading interfaces for scalability.
Has stop loss mechanisms to control risks.
Time frame filter avoids false signals.
Improper parameter settings may lead to larger losses.
Network issues may prevent timely stop loss.
Parameters need adjustments for different products.
Need timely stop loss to lock in profits.
Solutions:
Default 4 entries is appropriate.
Check network connectivity.
Adjust parameters according to product characteristics.
Set stop loss levels.
Consider adding more indicators to judge signal strength.
Test parameter optimization results across different products.
Incorporate machine learning algorithms to optimize parameters.
Enhance risk management mechanisms.
This stepwise pyramiding moving average breakout strategy integrates the advantages of trend following and risk control. When effective signals are identified, it uses stepwise pyramiding to follow the trend while controlling risk exposure through configurable number of entries. It also incorporates functionalities like time frame filter to avoid false signals. The strategy can be further optimized in many aspects and has great extensibility. In general, it is very effective for trending products and is strongly recommended.
/*backtest start: 2024-01-05 00:00:00 end: 2024-02-04 00:00:00 period: 3h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © torresbitmex //@version=5 strategy("torres_strategy_real_test_v1.0", process_orders_on_close=true, overlay=true, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_value=0.03, calc_on_order_fills=false, pyramiding=4) in_trade(int start_time, int end_time) => allowedToTrade = (time>=start_time) and (time<=end_time) if barstate.islastconfirmedhistory var myLine = line(na) line.delete(myLine) myLine := line.new(start_time, low, start_time, high, xloc=xloc.bar_time, color = color.rgb(255, 153, 0, 50), width = 3, extend = extend.both, style = line.style_dashed) allowedToTrade // 매매시간세팅 start_time = input(timestamp("31 Jan 2024 00:00 +0900"), title="매매 시작", group='매매 시간세팅') end_time = input(timestamp("31 Dec 2030 00:00 +0900"), title="매매 종료", group='매매 시간세팅') start_trade = true bgcolor(start_trade ? color.new(color.gray, 90) : color(na)) var bool Alarm_TVExtbot = false var bool Alarm_Alert = false bot_mode = input.string(title='봇선택', defval = "POA", options = ["TVEXTBOT", "POA"], group = "봇선택", inline = '1') if bot_mode == "TVEXTBOT" Alarm_TVExtbot := true else if bot_mode == "POA" Alarm_Alert := true else Alarm_TVExtbot := false Alarm_Alert := false // 계정정보 account = input.string(title='계정', defval='아무거나입력', inline='1', group='계정정보') token = input.string(title='TVExtBot 인증키', defval='', inline='1', group='계정정보') mul_input = input.float(4, minval=1, maxval=5, step=1, title="분할진입수", group='진입 세팅', inline='1') // 진입주문메세지입력 buyOrderid = input.string(title='롱 진입1', defval='', group='진입주문 메세지입력', inline='2') buyOrderid2 = input.string(title='롱 진입2', defval='', group='진입주문 메세지입력', inline='3') buyOrderid3 = input.string(title='롱 진입3', defval='', group='진입주문 메세지입력', inline='4') buyOrderid4 = input.string(title='롱 진입4', defval='', group='진입주문 메세지입력', inline='5') buyOrderid5 = input.string(title='롱 진입5', defval='', group='진입주문 메세지입력', inline='6') sellOrderid = input.string(title='숏 진입1', defval='', group='진입주문 메세지입력', inline='2') sellOrderid2 = input.string(title='숏 진입2', defval='', group='진입주문 메세지입력', inline='3') sellOrderid3 = input.string(title='숏 진입3', defval='', group='진입주문 메세지입력', inline='4') sellOrderid4 = input.string(title='숏 진입4', defval='', group='진입주문 메세지입력', inline='5') sellOrderid5 = input.string(title='숏 진입5', defval='', group='진입주문 메세지입력', inline='6') // 종료주문메세지입력 buycloseOrderid = input.string(title='롱 전체종료', defval='', group='종료주문 메세지입력', inline='1') sellcloseOrderid = input.string(title='숏 전체종료', defval='', group='종료주문 메세지입력', inline='1') longCondition = 0, shortCondition = 0 if(close[1] < close) longCondition := 1 else longCondition := 0 if(close[1] > close) shortCondition := 1 else shortCondition := 0 if start_trade if Alarm_Alert if strategy.position_size == 0 if (longCondition == 1) strategy.entry("buy1", strategy.long, alert_message = buyOrderid) if (shortCondition == 1) strategy.entry("sell1", strategy.short, alert_message = sellOrderid) if strategy.position_size > 0 if (longCondition == 1) if (strategy.opentrades == 1) and (mul_input == 2 or mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("buy2", strategy.long, alert_message = buyOrderid2) if (strategy.opentrades == 2) and (mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("buy3", strategy.long, alert_message = buyOrderid3) if (strategy.opentrades == 3) and (mul_input == 4 or mul_input == 5) strategy.entry("buy4", strategy.long, alert_message = buyOrderid4) if (strategy.opentrades == 4) and (mul_input == 5) strategy.entry("buy5", strategy.long, alert_message = buyOrderid5) if strategy.position_size < 0 if (shortCondition == 1) if (strategy.opentrades == 1) and (mul_input == 2 or mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("sell2", strategy.short, alert_message = sellOrderid2) if (strategy.opentrades == 2) and (mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("sell3", strategy.short, alert_message = sellOrderid3) if (strategy.opentrades == 3) and (mul_input == 4 or mul_input == 5) strategy.entry("sell4", strategy.short, alert_message = sellOrderid4) if (strategy.opentrades == 4) and (mul_input == 5) strategy.entry("sell5", strategy.short, alert_message = sellOrderid5) if (longCondition == 1 and strategy.position_size > 0) if mul_input == 1 and strategy.opentrades == 1 strategy.close_all(comment='롱전체종료', alert_message = buycloseOrderid) if mul_input == 2 and strategy.opentrades == 2 strategy.close_all(comment='롱전체종료', alert_message = buycloseOrderid) if mul_input == 3 and strategy.opentrades == 3 strategy.close_all(comment='롱전체종료', alert_message = buycloseOrderid) if mul_input == 4 and strategy.opentrades == 4 strategy.close_all(comment='롱전체종료', alert_message = buycloseOrderid) if mul_input == 5 and strategy.opentrades == 5 strategy.close_all(comment='롱전체종료', alert_message = buycloseOrderid) if (shortCondition == 1 and strategy.position_size < 0) if mul_input == 1 and strategy.opentrades == 1 strategy.close_all(comment='숏전체종료', alert_message = sellcloseOrderid) if mul_input == 2 and strategy.opentrades == 2 strategy.close_all(comment='숏전체종료', alert_message = sellcloseOrderid) if mul_input == 3 and strategy.opentrades == 3 strategy.close_all(comment='숏전체종료', alert_message = sellcloseOrderid) if mul_input == 4 and strategy.opentrades == 4 strategy.close_all(comment='숏전체종료', alert_message = sellcloseOrderid) if mul_input == 5 and strategy.opentrades == 5 strategy.close_all(comment='숏전체종료', alert_message = sellcloseOrderid) else if Alarm_TVExtbot if strategy.position_size == 0 if (longCondition == 1) strategy.entry("buy1", strategy.long, alert_message = '롱 1차 진입 📈📈 TVM:{"orderid":"' + buyOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (shortCondition == 1) strategy.entry("sell1", strategy.short, alert_message = '숏 1차 진입 📉📉 TVM:{"orderid":"' + sellOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if strategy.position_size > 0 if (longCondition == 1) if (strategy.opentrades == 1) and (mul_input == 2 or mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("buy2", strategy.long, alert_message = '롱 2차 진입 📈📈 TVM:{"orderid":"' + buyOrderid2 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (strategy.opentrades == 2) and (mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("buy3", strategy.long, alert_message = '롱 3차 진입 📈📈 TVM:{"orderid":"' + buyOrderid3 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (strategy.opentrades == 3) and (mul_input == 4 or mul_input == 5) strategy.entry("buy4", strategy.long, alert_message = '롱 4차 진입 📈📈 TVM:{"orderid":"' + buyOrderid4 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (strategy.opentrades == 4) and (mul_input == 5) strategy.entry("buy5", strategy.long, alert_message = '롱 5차 진입 📈📈 TVM:{"orderid":"' + buyOrderid5 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if strategy.position_size < 0 if (shortCondition == 1) if (strategy.opentrades == 1) and (mul_input == 2 or mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("sell2", strategy.short, alert_message = '숏 2차 진입 📉📉 TVM:{"orderid":"' + sellOrderid2 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (strategy.opentrades == 2) and (mul_input == 3 or mul_input == 4 or mul_input == 5) strategy.entry("sell3", strategy.short, alert_message = '숏 3차 진입 📉📉 TVM:{"orderid":"' + sellOrderid3 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (strategy.opentrades == 3) and (mul_input == 4 or mul_input == 5) strategy.entry("sell4", strategy.short, alert_message = '숏 4차 진입 📉📉 TVM:{"orderid":"' + sellOrderid4 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (strategy.opentrades == 4) and (mul_input == 5) strategy.entry("sell5", strategy.short, alert_message = '숏 5차 진입 📉📉 TVM:{"orderid":"' + sellOrderid5 + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (longCondition == 1 and strategy.position_size > 0) if mul_input == 1 and strategy.opentrades == 1 strategy.close_all(comment='롱전체종료', alert_message = '롱 종료 📈⛔TVM:{"orderid":"' + buycloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 2 and strategy.opentrades == 2 strategy.close_all(comment='롱전체종료', alert_message = '롱 종료 📈⛔TVM:{"orderid":"' + buycloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 3 and strategy.opentrades == 3 strategy.close_all(comment='롱전체종료', alert_message = '롱 종료 📈⛔TVM:{"orderid":"' + buycloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 4 and strategy.opentrades == 4 strategy.close_all(comment='롱전체종료', alert_message = '롱 종료 📈⛔TVM:{"orderid":"' + buycloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 5 and strategy.opentrades == 5 strategy.close_all(comment='롱전체종료', alert_message = '롱 종료 📈⛔TVM:{"orderid":"' + buycloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if (shortCondition == 1 and strategy.position_size < 0) if mul_input == 1 and strategy.opentrades == 1 strategy.close_all(comment='숏전체종료', alert_message = '숏 종료 📉⛔TVM:{"orderid":"' + sellcloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 2 and strategy.opentrades == 2 strategy.close_all(comment='숏전체종료', alert_message = '숏 종료 📉⛔TVM:{"orderid":"' + sellcloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 3 and strategy.opentrades == 3 strategy.close_all(comment='숏전체종료', alert_message = '숏 종료 📉⛔TVM:{"orderid":"' + sellcloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 4 and strategy.opentrades == 4 strategy.close_all(comment='숏전체종료', alert_message = '숏 종료 📉⛔TVM:{"orderid":"' + sellcloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT') if mul_input == 5 and strategy.opentrades == 5 strategy.close_all(comment='숏전체종료', alert_message = '숏 종료 📉⛔TVM:{"orderid":"' + sellcloseOrderid + '","memo":"' + account + '","token":"' + token + '"}:MVT')template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6