This strategy combines multiple technical indicators, including the Hull Moving Average (HMA), Moving Average Convergence Divergence (MACD), Average True Range (ATR), Relative Strength Index (RSI), On-Balance Volume (OBV), and Volume Moving Average. By comprehensively analyzing these indicators, the strategy aims to identify market trends and potential entry opportunities. Moreover, the strategy employs risk management techniques such as pyramiding, dynamic stop loss and take profit, and trailing stop loss to capture trend opportunities while strictly controlling risks.
By employing methods such as multi-indicator combination, adaptive position management, pyramiding, and dynamic stop loss and take profit, this strategy aims to capture trend opportunities while strictly controlling risks, demonstrating a certain level of robustness and profitability. However, the strategy also faces risks such as parameter optimization, changes in market conditions, and black swan events, requiring continuous optimization and improvement in practical applications. In the future, improvements can be considered in areas such as dynamic parameter optimization, multi-market expansion, combination with fundamental analysis, market sentiment analysis, and risk control optimization to enhance the adaptability and robustness of the strategy.
/*backtest start: 2023-04-06 00:00:00 end: 2024-04-11 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=4 strategy("Enhanced Trading Strategy v5 with Visible SL/TP", overlay=true) // Input settings hma_length = input(9, title="HMA Length") fast_length = input(12, title="MACD Fast Length") slow_length = input(26, title="MACD Slow Length") siglen = input(9, title="Signal Smoothing") atr_length = input(14, title="ATR Length") rsi_length = input(14, title="RSI Length") obv_length = input(10, title="OBV Length") volume_ma_length = input(10, title="Volume MA Length") // Pyramiding inputs max_pyramid_positions = input(3, title="Max Pyramid Positions") pyramid_factor = input(0.5, title="Pyramid Factor") // Risk and Reward Management Inputs risk_per_trade = input(1.0, title="Risk per Trade (%)") atr_multiplier_for_sl = input(1.5, title="ATR Multiplier for Stop Loss") atr_multiplier_for_tp = input(3.0, title="ATR Multiplier for Take Profit") trailing_atr_multiplier = input(2.0, title="ATR Multiplier for Trailing Stop") // Position sizing functions calc_position_size(equity, risk_pct, atr) => pos_size = (equity * risk_pct / 100) / (atr_multiplier_for_sl * atr) pos_size calc_pyramid_size(current_size, max_positions) => pyramid_size = current_size * (max_positions - strategy.opentrades) / max_positions pyramid_size // Pre-calculate lengths for HMA half_length = ceil(hma_length / 2) sqrt_length = round(sqrt(hma_length)) // Calculate indicators hma = wma(2 * wma(close, half_length) - wma(close, hma_length), sqrt_length) my_obv = cum(close > close[1] ? volume : close < close[1] ? -volume : 0) obv_sma = sma(my_obv, obv_length) [macd_line, signal_line, _] = macd(close, fast_length, slow_length, siglen) atr = atr(atr_length) rsi = rsi(close, rsi_length) vol_ma = sma(volume, volume_ma_length) // Conditions long_condition = crossover(macd_line, signal_line) and my_obv > obv_sma and rsi > 50 and volume > vol_ma short_condition = crossunder(macd_line, signal_line) and my_obv < obv_sma and rsi < 50 and volume > vol_ma // Strategy Entry with improved risk-reward ratio var float long_take_profit = na var float long_stop_loss = na var float short_take_profit = na var float short_stop_loss = na if (long_condition) size = calc_position_size(strategy.equity, risk_per_trade, atr) strategy.entry("Long", strategy.long, qty = size) long_stop_loss := close - atr_multiplier_for_sl * atr long_take_profit := close + atr_multiplier_for_tp * atr if (short_condition) size = calc_position_size(strategy.equity, risk_per_trade, atr) strategy.entry("Short", strategy.short, qty = size) short_stop_loss := close + atr_multiplier_for_sl * atr short_take_profit := close - atr_multiplier_for_tp * atr // Drawing the SL/TP lines // if (not na(long_take_profit)) // line.new(bar_index[1], long_take_profit, bar_index, long_take_profit, width = 2, color = color.green) // line.new(bar_index[1], long_stop_loss, bar_index, long_stop_loss, width = 2, color = color.red) // if (not na(short_take_profit)) // line.new(bar_index[1], short_take_profit, bar_index, short_take_profit, width = 2, color = color.green) // line.new(bar_index[1], short_stop_loss, bar_index, short_stop_loss, width = 2, color = color.red) // Pyramiding logic if (strategy.position_size > 0) if (close > strategy.position_avg_price * (1 + pyramid_factor)) strategy.entry("Long Add", strategy.long, qty = calc_pyramid_size(strategy.position_size, max_pyramid_positions)) if (strategy.position_size < 0) if (close < strategy.position_avg_price * (1 - pyramid_factor)) strategy.entry("Short Add", strategy.short, qty = calc_pyramid_size(-strategy.position_size, max_pyramid_positions)) // Trailing Stop strategy.exit("Trailing Stop Long", "Long", trail_points = atr * trailing_atr_multiplier, trail_offset = atr * trailing_atr_multiplier) strategy.exit("Trailing Stop Short", "Short", trail_points = atr * trailing_atr_multiplier, trail_offset = atr * trailing_atr_multiplier) // Plots plot(hma, title="HMA", color=color.blue) plot(obv_sma, title="OBV SMA", color=color.orange) hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dotted) plotshape(long_condition, title="Long Entry", location=location.belowbar, color=color.green, style=shape.labelup, text="Long") plotshape(short_condition, title="Short Entry", location=location.abovebar, color=color.red, style=shape.labeldown, text="Short")template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6