This strategy combines moving average crossover and MACD indicator as the main trading signals. It uses the crossover of a fast moving average with multiple slow moving averages as the entry signal, and the positive/negative value of the MACD slow line histogram as the trend confirmation. The strategy sets multiple take-profit and stop-loss levels upon entry, and continuously adjusts the stop-loss level as the holding time increases to lock in profits.
This strategy uses MA crossover to capture trends and MACD to confirm the direction, enhancing the reliability of trend judgment. The multiple take-profit and stop-loss design helps to better control risks and profits.
These risks can be controlled by optimizing parameters, adjusting positions, setting additional conditions, etc. However, no strategy can completely avoid risks, and investors need to treat it with caution.
Through continuous optimization and improvement, the strategy can become more robust and reliable, better adapting to the changing market environment. But optimization needs to be done with caution to avoid overfitting.
This strategy combines MA crossover and MACD indicators to construct a relatively complete trading system. The design of multiple MAs and multiple operations enhances the system’s trend-capturing and risk-control capabilities. The strategy logic is clear and easy to understand and implement, suitable for further optimization and improvement. However, it still needs to be applied with caution in practice, paying attention to risk control. With reasonable optimization and configuration, this strategy has the potential to become a robust and effective trading tool.
/*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"}] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © maxmirus //@version=5 strategy("My strategy_Cross_SMA(EMA)+Macd,slow3",overlay=true) // ver 4 // Date Inputs startDate = input(timestamp('2019-01-01T00:00:00+0300'), '' , inline='time1', tooltip=' Время первого бара расчета стратегии. Первый ордер может быть выставлен на следующем баре после стартового.') finishDate = input(timestamp('2044-01-01T00:00:00+0300'), '' , inline='time2', tooltip=' Время после которого больше не будут размещаться ордера входа в позицию.') // Calculate start/end date and time condition time_cond = true //SMA(EMA) Inputs fast=input.int(12, title="Fastlength",group="MA") slow1=input.int(54,title="Slowlength1",group="MA") slow2=input.int(100, title="Slowlength2",group="MA") slow3=input.int(365, title="Slowlength3",group="MA") fastma=input.string(title="Fastlength", defval="EMA",options=["SMA","EMA"],group="MA") slowma1=input.string(title="Slowlength1", defval="EMA",options=["SMA","EMA"],group="MA") slowma2=input.string(title="Slowlength2", defval="EMA",options=["SMA","EMA"],group="MA") slowma3=input.string(title="Slowlength3", defval="EMA",options=["SMA","EMA"],group="MA") fastlength = fastma == "EMA" ? ta.ema(close, fast) : ta.sma(close, fast) slowlength1 = slowma1 == "EMA" ? ta.ema(close, slow1) : ta.sma(close, slow1) slowlength2 = slowma2 == "EMA" ? ta.ema(close, slow2) : ta.sma(close, slow2) slowlength3 = slowma3 == "EMA" ? ta.ema(close, slow3) : ta.sma(close, slow3) //Macd Inputs macdfastline = input.int(12, title="FastMacd",group="MACD") macdslowline = input.int(26,title="SlowMacd",group="MACD") macdhistline = input.int(9,title="HistMacd",group="MACD") src=input(defval=close,title="Source",group="MACD") sma_source = input.string(title="Oscillator MA Type", defval="EMA", options=["SMA", "EMA"],group="MACD") sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"],group="MACD") fast_ma = sma_source == "SMA" ? ta.sma(src, macdfastline) : ta.ema(src, macdfastline) slow_ma = sma_source == "SMA" ? ta.sma(src, macdslowline) : ta.ema(src, macdslowline) macd = fast_ma - slow_ma signal = sma_signal == "SMA" ? ta.sma(macd, macdhistline) : ta.ema(macd, macdhistline) hist = macd - signal //fastMACD = ta.ema(close, macdline) - ta.ema(close, signalline) //signalMACD = ta.ema(MACD, histline) //histMACD = MACD - aMACD //EMA Plot plot(fastlength,title="SMAfast",color=color.blue) plot(slowlength1,title="SMAslow1",color=color.orange) plot(slowlength2,title="SMAslow2",color=color.red) plot(slowlength3,title="SMAslow3",color=color.black) //Macd plot //col_macd = input(#2962FF, "MACD Line ", group="Color Settings", inline="MACD") //col_signal = input(#FF6D00, "Signal Line ", group="Color Settings", inline="Signal") //col_grow_above = input(#26A69A, "Above Grow", group="Histogram", inline="Above") //col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above") //col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below") //col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below") //plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below))) //plot(macd, title="MACD", color=col_macd) //plot(signal, title="Signal", color=col_signal) //Take profit tp1=input.float(5.1,title="Take Profit1_%",step=0.1)/100 tp2=input.float(10.1,title="Take Profit2_%",step=0.1)/100 //Stop loss sl1=input.float(5.1,title="Stop loss1_%",step=0.1)/100 sl2=input.float(0.1,title="Stop loss2_%",step=0.1)/100 sl3=input.float(-5.5,title="Stop loss3_%", step=0.1)/100 //Qty closing position Qty1 = input.float(0.5, title="QtyClosingPosition1",step=0.01) Qty2 = input.float(0.25, title="QtyClosingPosition2",step=0.01) //Take profit Long and Short LongTake1=strategy.position_avg_price*(1+tp1) LongTake2=strategy.position_avg_price*(1+tp2) ShortTake1=strategy.position_avg_price*(1-tp1) ShortTake2=strategy.position_avg_price*(1-tp2) //Plot Levels Take plot(strategy.position_size > 0 ? LongTake1 : na,color=color.green,style=plot.style_linebr) plot(strategy.position_size > 0 ? LongTake2 : na,color=color.green,style=plot.style_linebr) plot(strategy.position_size < 0 ? ShortTake1 : na,color=color.green,style=plot.style_linebr) plot(strategy.position_size < 0 ? ShortTake2 : na,color=color.green,style=plot.style_linebr) //Stop loss long and short LongStop1=strategy.position_avg_price*(1-sl1) LongStop2=strategy.position_avg_price*(1-sl2) LongStop3=strategy.position_avg_price*(1-sl3) ShortStop1=strategy.position_avg_price*(1+sl1) ShortStop2=strategy.position_avg_price*(1+sl2) ShortStop3=strategy.position_avg_price*(1+sl3) //Stop=strategy.position_avg_price //Plot Levels Stop plot(strategy.position_size > 0 ? LongStop1 : na,color=color.red,style=plot.style_linebr) plot(strategy.position_size > 0 ? LongStop2 : na,color=color.red,style=plot.style_linebr) plot(strategy.position_size > 0 ? LongStop3 : na,color=color.red,style=plot.style_linebr) plot(strategy.position_size < 0 ? ShortStop1 : na,color=color.red,style=plot.style_linebr) plot(strategy.position_size < 0 ? ShortStop2 : na,color=color.red,style=plot.style_linebr) plot(strategy.position_size < 0 ? ShortStop3 : na,color=color.red,style=plot.style_linebr) //Entry condition LongCondition1 = ta.crossover(fastlength, slowlength1) LongCondition2 = close>slowlength2 LongCondition3 = time_cond LongCondition4=close>slowlength3 //LongCondition5=slowlength100>slowlength3 LongCondition6 = hist > 0 buy=(LongCondition1 and LongCondition2 and LongCondition3 and LongCondition4 and LongCondition6 ) and strategy.position_size<=0 //longCondition3 = nz(strategy.position_size) == 0//если отсутствует открытая позиция ShortCondition1 = ta.crossunder(fastlength, slowlength1) ShortCondition2 = close<slowlength2 ShortCondition3 = time_cond ShortCondition4=close<slowlength3 //ShortCondition5=slowlength100<slowlength3 ShortCondition6=hist < 0 sell=(ShortCondition1 and ShortCondition2 and ShortCondition3 and ShortCondition4 and ShortCondition6 ) and strategy.position_size>=0 //Strategy entry strategy.cancel_all(not strategy.position_size) if(buy) strategy.cancel_all() strategy.entry("Buy",strategy.long) if(sell) strategy.cancel_all() strategy.entry("Sell",strategy.short) //Strategy Long exit var int exitCounter=0 exitCounter := not strategy.position_size or strategy.position_size > 0 and strategy.position_size[1] < 0 or strategy.position_size < 0 and strategy.position_size[1] > 0 ? 0: strategy.position_size > 0 and strategy.position_size[1]>strategy.position_size? exitCounter[1] + 1: strategy.position_size < 0 and strategy.position_size[1]<strategy.position_size? exitCounter[1] - 1: exitCounter[1] if strategy.position_size > 0 and strategy.position_size[1]<=0 strategy.order("Take Long1",strategy.short, qty=math.abs(strategy.position_size*Qty1), limit=LongTake1, oca_name='Long1', oca_type=strategy.oca.cancel) if strategy.position_size > 0 and strategy.position_size[1]<=0 strategy.order("Take Long2",strategy.short, qty=math.abs(strategy.position_size*Qty2), limit=LongTake2, oca_name='Long2', oca_type=strategy.oca.cancel) if strategy.position_size > 0 and strategy.position_size[1]<=0 strategy.order("Stop Long1",strategy.short, qty=math.abs(strategy.position_size),stop=LongStop1,oca_name='Long1',oca_type=strategy.oca.cancel) if ta.change(exitCounter) and exitCounter==1 strategy.order("Stop Long2",strategy.short, qty=math.abs(strategy.position_size),stop=LongStop2,oca_name='Long2',oca_type=strategy.oca.cancel) if ta.change(exitCounter) and exitCounter==2 strategy.order("Stop Long3",strategy.short, qty=math.abs(strategy.position_size),stop=LongStop3) // Strategy Short exit if strategy.position_size < 0 and strategy.position_size[1]>=0 strategy.order("Take Short1", strategy.long, qty=math.abs(strategy.position_size*Qty1), limit=ShortTake1, oca_name='Short1', oca_type=strategy.oca.cancel) if strategy.position_size < 0 and strategy.position_size[1]>=0 strategy.order("Take Short2", strategy.long, qty=math.abs(strategy.position_size*Qty2), limit=ShortTake2, oca_name='Short2', oca_type=strategy.oca.cancel) if strategy.position_size < 0 and strategy.position_size[1]>=0 strategy.order("Stop Short1",strategy.long, qty=math.abs(strategy.position_size),stop=ShortStop1,oca_name='Short1',oca_type=strategy.oca.cancel) if ta.change(exitCounter) and exitCounter==-1 strategy.order("Stop Short2",strategy.long, qty=math.abs(strategy.position_size),stop=ShortStop2,oca_name='Short2',oca_type=strategy.oca.cancel) if ta.change(exitCounter) and exitCounter==-2 strategy.order("Stop Short3",strategy.long,qty=math.abs(strategy.position_size),stop=ShortStop3)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6