This strategy is a trading strategy based on multiple technical indicators. It generates buy and sell signals on a 15-minute time frame by comprehensively considering indicators such as Bollinger Bands (BB), Moving Averages (MA), MACD, RSI, Stochastic Oscillator (STOCH), and Volume Weighted Average Price (VWAP). When multiple indicators simultaneously meet specific conditions, the strategy generates a buy or sell signal, while setting stop-loss and take-profit levels to manage risk and lock in profits.
By integrating multiple technical indicators, this strategy generates reliable trading signals on a 15-minute time frame. The strategy has good trend-tracking capabilities and risk management measures, and can achieve robust performance in different market states. However, the strategy also has certain parameter optimization risks and overfitting risks, and needs further optimization and improvement. In the future, we can consider introducing more factors, dynamic stop-loss and take-profit, position management, and other measures to improve the robustness and profitability of the strategy.
/*backtest start: 2024-04-26 00:00:00 end: 2024-05-26 00:00:00 period: 3h basePeriod: 15m exchanges: [{"eid":"Binance","currency":"BTC_USDT"}] */ //@version=5 strategy("Gelişmiş Al-Sat Sinyalleri", overlay=true, process_orders_on_close=true) // 15 dakikalık grafik verileri fifteen_minute_close = request.security(syminfo.tickerid, "15", close) // Stop loss ve take profit seviyelerini hesaplamak için kullanılacak oranlar stop_loss_ratio = input.float(0.01, title="Stop Loss Oranı") take_profit_ratio = input.float(0.02, title="Take Profit Oranı") // Bollinger Bantları göstergesi length = input.int(20, title="BB Dönemi") mult = input.float(2.0, title="BB Çarpanı") basis = ta.sma(fifteen_minute_close, length) dev = mult * ta.stdev(fifteen_minute_close, length) upper = basis + dev lower = basis - dev // Moving Averages (Hareketli Ortalamalar) fast_ma = ta.sma(fifteen_minute_close, 10) slow_ma = ta.sma(fifteen_minute_close, 30) // MACD göstergesi macd_line = ta.ema(fifteen_minute_close, 12) - ta.ema(fifteen_minute_close, 26) macd_signal = ta.ema(macd_line, 9) macd_hist = macd_line - macd_signal // RSI göstergesi rsi = ta.rsi(fifteen_minute_close, 14) // Stochastic Oscillator (Stokastik Osilatör) kPeriod = input.int(14, title="Stochastic %K Periyodu") dPeriod = input.int(3, title="Stochastic %D Periyodu") smoothK = input.int(3, title="Stochastic %K Düzleştirme") k = ta.stoch(fifteen_minute_close, high, low, kPeriod) d = ta.sma(k, dPeriod) // Hacim ağırlıklı hareketli ortalamalar göstergesi (VWAP) vwap_length = input.int(20, title="VWAP Dönemi") vwap = ta.sma(volume * (high + low + fifteen_minute_close) / 3, vwap_length) / ta.sma(volume, vwap_length) // Al-Sat Sinyallerini hesaplayın long_signal = ta.crossover(fast_ma, slow_ma) and macd_line > macd_signal and rsi > 50 and fifteen_minute_close > vwap and k > d short_signal = ta.crossunder(fast_ma, slow_ma) and macd_line < macd_signal and rsi < 50 and fifteen_minute_close < vwap and k < d // Al ve Sat işaretlerini, yanlarında ok işaretleri olan üçgenlerle değiştirin plotshape(series=long_signal, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small) plotshape(series=short_signal, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small) // Uzun ve kısa pozisyonlar için girişler if (long_signal) strategy.entry("long", strategy.long) strategy.exit("exit_long", "long", stop=fifteen_minute_close * (1 - stop_loss_ratio), limit=fifteen_minute_close * (1 + take_profit_ratio)) if (short_signal) strategy.entry("short", strategy.short) strategy.exit("exit_short", "short", stop=fifteen_minute_close * (1 + stop_loss_ratio), limit=fifteen_minute_close * (1 - take_profit_ratio))template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6