This strategy uses the 500-day simple moving average to determine the market trend direction and generate trading signals when the price breaks through the moving average. It belongs to a typical trend tracking strategy. The strategy is simple, easy to implement, and suitable for medium-to-long term trend trading.
When the price is above the 500-day moving average and the previous day’s price is below that average line, a buy signal is generated. When the price is below the 500-day moving average and the previous day’s price is above that average line, a sell signal is generated. In other words, this strategy uses the relationship between price and moving average to determine market trend and thus generate trading signals.
Specifically, the main indicator of the strategy is the 500-day simple moving average. This average line can effectively determine the long-term trend direction. When the price breaks through this line upward, it means the market has shifted to a bullish stance, at which point a buy signal is generated. And when the price shows a reversal, breaking through this line downward, it means the market has shifted to a bearish stance, at which point a sell signal is generated.
To mitigate the above risks, the following measures can be taken:
In general, this is a simple and practical strategy. The idea of using the price-moving average relationship to determine trend direction and generate trading signals is straightforward and easy to understand and implement. It can effectively track medium-to-long term trends and filter out short-term market noise. But there are also some lagging issues. Further improvements can be made through parameter optimization, incorporating other indicators, etc.
/*backtest start: 2024-01-01 00:00:00 end: 2024-01-31 23:59:59 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 strategy("Una AI Strategy", overlay=true) // Устанавливаем период скользящей средней smaPeriod = input(500, title="SMA Period") // Вычисляем скользящую среднюю sma = ta.sma(close, smaPeriod) // Логика для входа в долгую позицию при пересечении вверх longCondition = close > sma and close[1] <= sma // Логика для входа в короткую позицию при пересечении вниз shortCondition = close < sma and close[1] >= sma // Вход в позиции strategy.entry("Buy", strategy.long, when=longCondition) strategy.entry("Sell", strategy.short, when=shortCondition) // Выход из позиции strategy.close("Buy", when=shortCondition) strategy.close("Sell", when=longCondition) // Рисуем линию скользящей средней для визуального анализа plot(sma, color=color.blue, title="SMA") // Метки сигналов plotshape(series=longCondition, title="Buy Signal", color=color.green, style=shape.triangleup, size=size.small, location=location.belowbar) plotshape(series=shortCondition, title="Sell Signal", color=color.red, style=shape.triangledown, size=size.small, location=location.abovebar)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6