The Quintuple Strong Moving Average Strategy is a trading strategy based on multiple moving averages. This strategy utilizes 5 moving averages of different timeframes and types to identify strong trends in the market. The first 3 moving averages are the core components of the strategy, primarily used for trend identification and signal generation, while the 4th and 5th moving averages are mainly used for auxiliary judgment and visual analysis.
By comprehensively considering the trends and relative position relationships of moving averages of different timeframes and types, this strategy can accurately determine the current trend direction and strength of the market, and timely adjust positions according to changes in the trend, so as to achieve good profitability.
This strategy uses 5 moving averages of different timeframes and types, namely:
The types of these 5 moving averages can be flexibly set, including SMA, EMA, WMA, TMA, VAR, WWMA, ZLEMA, TSF and other 8 types.
The core idea of this strategy is to determine the trend direction and strength by using multiple trend confirmations of moving averages of different timeframes and types:
In addition, this strategy will display the color of candlesticks according to the current position:
To reduce the above risks, the following improvements can be considered:
The Quintuple Strong Moving Average Strategy is a trading strategy based on multiple trend confirmations. By comprehensively considering the trends and relative position relationships of moving averages of different timeframes and types, it can relatively accurately determine the current trend direction and strength of the market, and timely adjust positions according to changes in the trend. The strategy logic is simple and clear, the parameters are flexible and adjustable, and it is adaptable to multiple markets. However, it performs generally in rangebound markets, and there are certain parameter optimization risks and trend reversal risks. In the future, we can consider introducing more indicators, optimizing parameters, adding operating logic for rangebound markets, and combining with other types of strategies to further improve the robustness and profitability of this strategy.
/*backtest start: 2023-05-17 00:00:00 end: 2024-05-22 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 strategy("Quintuple Strong Moving Average Strategy","QuisMa", overlay=true, margin_long=100, margin_short=100) // 1 mav1_show = input.bool(true, 'Show Plot', group='Level 1 ', inline='mav1_0') mav1_label = input.bool(true, 'Show Label', group='Level 1 ', inline='mav1_0') mav1_source = input.source(close, '', group='Level 1 ', inline='mav1_1') mav1_timeframe = input.timeframe('5', '', group='Level 1 ', inline='mav1_1') mav1_length = input.int(50, 'Length', group='Level 1 ', inline='mav1_3') mav1_size = input.int(2000, 'Size', minval=1, group='Level 1 ', inline='mav1_3') mav1_width = input.int(2, '', minval=0, group='Level 1 ', inline='mav1_2') mav1_color = input.color(color.new(#ffd000, 0), '', group='Level 1 ', inline='mav1_2') mav1_type = input.string(title='Moving Average Type 1', defval='VAR', options=['SMA', 'EMA', 'WMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF']) // 2 mav2_show = input.bool(true, 'Show Plot', group='Level 2', inline='mav2_0') mav2_label = input.bool(true, 'Show Label', group='Level 2', inline='mav2_0') mav2_source = input.source(close, '', group='Level 2', inline='mav2_1') mav2_timeframe = input.timeframe('30', '', group='Level 2', inline='mav2_1') mav2_length = input.int(50, 'Length', group='Level 2', inline='mav2_3') mav2_size = input.int(2000, 'Size', minval=1, group='Level 2', inline='mav2_3') mav2_width = input.int(2, '', minval=0, group='Level 2', inline='mav2_2') mav2_color = input.color(color.new(#ffd000, 0), '', group='Level 2', inline='mav2_2') mav2_type = input.string(title='Moving Average Type 2', defval='VAR', options=['SMA', 'EMA', 'WMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF']) // 3 mav3_show = input.bool(true, 'Show Plot', group='Level 3', inline='mav3_0') mav3_label = input.bool(true, 'Show Label', group='Level 3', inline='mav3_0') mav3_source = input.source(close, '', group='Level 3', inline='mav3_1') mav3_timeframe = input.timeframe('60', '', group='Level 3', inline='mav3_1') mav3_length = input.int(50, 'Length', group='Level 3', inline='mav3_3') mav3_size = input.int(2000, 'Size', minval=1, group='Level 3', inline='mav3_3') mav3_width = input.int(2, '', minval=0, group='Level 3', inline='mav3_2') mav3_color = input.color(color.new(#ffd000, 0), '', group='Level 3', inline='mav3_2') mav3_type = input.string(title='Moving Average Type 3', defval='VAR', options=['SMA', 'EMA', 'WMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF']) // 4 mav4_show = input.bool(true, 'Show Plot', group='Level 4', inline='mav4_0') mav4_label = input.bool(true, 'Show Label', group='Level 4', inline='mav4_0') mav4_source = input.source(close, '', group='Level 4', inline='mav4_1') mav4_timeframe = input.timeframe('480', '', group='Level 4', inline='mav4_1') mav4_length = input.int(50, 'Length', group='Level 4', inline='mav4_3') mav4_size = input.int(2000, 'Size', minval=1, group='Level 4', inline='mav4_3') mav4_width = input.int(2, '', minval=0, group='Level 4', inline='mav4_2') mav4_color = input.color(color.new(#ffd000, 0), '', group='Level 4', inline='mav4_2') mav4_type = input.string(title='Moving Average Type 4', defval='VAR', options=['SMA', 'EMA', 'WMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF']) // 5 mav5_show = input.bool(true, 'Show Plot', group='Level 5', inline='mav5_0') mav5_label = input.bool(true, 'Show Label', group='Level 5', inline='mav5_0') mav5_source = input.source(close, '', group='Level 5', inline='mav5_1') mav5_timeframe = input.timeframe('720', '', group='Level 5', inline='mav5_1') mav5_length = input.int(50, 'Length', group='Level 5', inline='mav5_3') mav5_size = input.int(2000, 'Size', minval=1, group='Level 5', inline='mav5_3') mav5_width = input.int(2, '', minval=0, group='Level 5', inline='mav5_2') mav5_color = input.color(color.new(#ffd000, 0), '', group='Level 5', inline='mav5_2') mav5_type = input.string(title='Moving Average Type 5', defval='VAR', options=['SMA', 'EMA', 'WMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF']) // FUNCTIONS {{{ candle_size_ms = time - time[1] // milliseconds of a candle timetostring(tms) => d_ = math.floor(tms / 86400) h_ = math.floor((tms - d_ * 86400) / 3600) m_ = math.floor((tms - d_ * 86400 - h_ * 3600) / 60) s_ = math.floor(tms - d_ * 86400 - h_ * 3600 - m_ * 60) ret = d_ > 0 ? str.tostring(d_) + ' D ' : '' ret += (h_ > 0 ? str.tostring(h_) + ' H ' : '') ret += (m_ > 0 ? str.tostring(m_) + ' m ' : '') if d_ == 0 ret += (s_ > 0 ? str.tostring(s_) + ' s ' : '') ret ret tftostring(tf) => tfa = str.split(tf, '') tfalast = array.get(tfa, array.size(tfa) - 1) tfalastIsNum = na(str.tonumber(tfalast)) ? false : true txt = tfalastIsNum ? timetostring(str.tonumber(tf) * 60) : tf txt htfLabel(htfy, tf, col) => txt = tftostring(tf) htftxt = 'ᐊ ' + txt htftip = 'HTF [ ' + txt + ' ] ' + str.tostring(htfy, '#.##') label.new(x=time + candle_size_ms * 2, y=htfy, xloc=xloc.bar_time, yloc=yloc.price, color=color.new(color.black, 100), textcolor=col, style=label.style_label_left, size=size.normal, text=htftxt, tooltip=htftip) // Moving Averages Functions {{{ Var_Func(src, length) => valpha = 2 / (length + 1) vud1 = src > src[1] ? src - src[1] : 0 vdd1 = src < src[1] ? src[1] - src : 0 vUD = math.sum(vud1, 9) vDD = math.sum(vdd1, 9) vCMO = nz((vUD - vDD) / (vUD + vDD)) VAR = 0.0 VAR := nz(valpha * math.abs(vCMO) * src) + (1 - valpha * math.abs(vCMO)) * nz(VAR[1]) VAR Wwma_Func(src, length) => wwalpha = 1 / length WWMA = 0.0 WWMA := wwalpha * src + (1 - wwalpha) * nz(WWMA[1]) WWMA Zlema_Func(src, length) => zxLag = length / 2 == math.round(length / 2) ? length / 2 : (length - 1) / 2 zxEMAData = src + src - src[zxLag] ZLEMA = ta.ema(zxEMAData, length) ZLEMA Tsf_Func(src, length) => lrc = ta.linreg(src, length, 0) lrc1 = ta.linreg(src, length, 1) lrs = lrc - lrc1 TSF = ta.linreg(src, length, 0) + lrs TSF getMA(src, length, mav_type) => ma = 0.0 if mav_type == 'SMA' ma := ta.sma(src, length) if mav_type == 'EMA' ma := ta.ema(src, length) if mav_type == 'WMA' ma := ta.wma(src, length) if mav_type == 'TMA' ma := ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1) if mav_type == 'VAR' ma := Var_Func(src, length) if mav_type == 'WWMA' ma := Wwma_Func(src, length) if mav_type == 'ZLEMA' ma := Zlema_Func(src, length) if mav_type == 'TSF' ma := Tsf_Func(src, length) ma mav1 = request.security(syminfo.tickerid, mav1_timeframe, getMA(mav1_source, mav1_length, mav1_type), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) plot(mav1_show ? mav1 : na, 'mav 1', color=mav1_color, linewidth=mav1_width, show_last=mav1_size) var label mav1lbl = na label.delete(mav1lbl) mav1lbl := mav1_label ? htfLabel(mav1, mav1_timeframe, mav1_color) : na mav2 = request.security(syminfo.tickerid, mav2_timeframe, getMA(mav2_source, mav2_length, mav2_type), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) plot(mav2_show ? mav2 : na, 'mav 2', color=mav2_color, linewidth=mav2_width, show_last=mav2_size) var label mav2lbl = na label.delete(mav2lbl) mav2lbl := mav2_label ? htfLabel(mav2, mav2_timeframe, mav2_color) : na mav3 = request.security(syminfo.tickerid, mav3_timeframe, getMA(mav3_source, mav3_length, mav3_type), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) plot(mav3_show ? mav3 : na, 'mav 3', color=mav3_color, linewidth=mav3_width, show_last=mav3_size) var label mav3lbl = na label.delete(mav3lbl) mav3lbl := mav3_label ? htfLabel(mav3, mav3_timeframe, mav3_color) : na mav4 = request.security(syminfo.tickerid, mav4_timeframe, getMA(mav4_source, mav4_length, mav4_type), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) plot(mav4_show ? mav4 : na, 'mav 4', color=mav4_color, linewidth=mav4_width, show_last=mav4_size) var label mav4lbl = na label.delete(mav4lbl) mav4lbl := mav4_label ? htfLabel(mav4, mav4_timeframe, mav4_color) : na mav5 = request.security(syminfo.tickerid, mav5_timeframe, getMA(mav5_source, mav5_length, mav5_type), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) plot(mav5_show ? mav5 : na, 'mav 5', color=mav5_color, linewidth=mav5_width, show_last=mav5_size) var label mav5lbl = na label.delete(mav5lbl) mav5lbl := mav5_label ? htfLabel(mav5, mav5_timeframe, mav5_color) : na // Alış ve Satış Koşulları alisKosulu = close > mav1 and close > mav2 and close > mav3 satisKosulu = close < mav1 and close < mav2 and close < mav3 // Alış ve Satış Sinyalleri if (alisKosulu and not satisKosulu) strategy.entry("Alış", strategy.long) if (satisKosulu and not alisKosulu) strategy.entry("Satış", strategy.short) // Pozisyonları Kapatma Koşulları if (strategy.opentrades > 0) if (close < mav1 and close < mav2 and strategy.position_size > 0) strategy.close("Alış") if (close > mav1 and close > mav2 and strategy.position_size < 0) strategy.close("Satış") // Mum Rengi Ayarlama longKosul = strategy.opentrades > 0 and strategy.position_size > 0 shortKosul = strategy.opentrades > 0 and strategy.position_size < 0 barcolor(longKosul ? color.green : shortKosul ? color.red : color.gray)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6