价格通道机器人白盒策略是一种基于价格通道指标的简单的机械化交易策略。它使用价格通道的上下限来判断入场和出场时机。该策略 longtime 为多头,shortime 为空头。
价格通道机器人白盒策略的核心逻辑是:
该策略还具有一些可配置的参数:
通过这些参数的调整,可以使策略更好地适应不同品种和市场环境。
价格通道机器人白盒策略具有以下优势:
总的来说,该策略是一个简单实用的趋势追踪策略,在参数调优后,可以获得不错的效果。
价格通道机器人白盒策略也存在一些风险:
为了降低这些风险,需要从以下几个方面进行优化:
价格通道机器人白盒策略还有进一步优化的空间:
通过这些优化手段,有望进一步提高策略的稳定性和盈利能力。
价格通道机器人白盒策略是一个简单但实用的追踪趋势策略。它通过价格通道指标判断趋势方向和反转点,并以此制定交易决策。该策略易于理解和实现,在参数调优后能够获得不错回报。同时也存在一定的风险,需要对参数和止损进行优化以降低风险。总体来说,该策略具有广阔的应用前景和优化潜力,值得探索和实践。
/*backtest
start: 2023-02-21 00:00:00
end: 2024-02-27 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//Noro
//@version=4
strategy(title = "Robot WhiteBox Channel", shorttitle = "Robot WhiteBox Channel", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0, commission_value = 0.1)
//Settings
needlong = input(true, defval = true, title = "Long")
needshort = input(true, defval = true, title = "Short")
needstop = input(true, defval = true, title = "Stop-loss")
lotsize = input(100, defval = 100, minval = 1, maxval = 10000, title = "Lot, %")
len = input(50, minval = 1, title = "Price Channel Length")
showll = input(true, defval = true, title = "Show lines")
showbg = input(false, defval = false, title = "Show Background")
fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year")
toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day")
//Price Channel
h = highest(high, len)
l = lowest(low, len)
center = (h + l) / 2
//Lines
pccol = showll ? color.black : na
slcol = showll ? color.red : na
plot(h, offset = 1, color = pccol)
plot(center, offset = 1, color = slcol)
plot(l, offset = 1, color = pccol)
//Background
size = strategy.position_size
bgcol = showbg == false ? na : size > 0 ? color.lime : size < 0 ? color.red : na
bgcolor(bgcol, transp = 70)
//Trading
truetime = time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
lot = 0.0
lot := size != size[1] ? strategy.equity / close * lotsize / 100 : lot[1]
if h > 0
strategy.entry("Long", strategy.long, needlong == false ? 0 : lot, stop = h, when = strategy.position_size <= 0 and truetime)
strategy.entry("Short", strategy.short, needshort == false ? 0 : lot, stop = l, when = strategy.position_size >= 0 and truetime)
strategy.entry("S Stop", strategy.long, 0, stop = center, when = strategy.position_size[1] <= 0 and needstop)
strategy.entry("L Stop", strategy.short, 0, stop = center, when = strategy.position_size[1] >= 0 and needstop)
if time > timestamp(toyear, tomonth, today, 23, 59)
strategy.close_all()
strategy.cancel("Long")
strategy.cancel("Short")