该策略使用15分钟图表数据,结合布林带(BB)、移动平均线(MA)、移动平均线收敛发散指标(MACD)、相对强弱指数(RSI)、随机振荡器(STOCH)以及成交量加权平均价格(VWAP)等多种技术指标,生成高级的交易信号。当多个指标同时给出买入或卖出信号时,策略会开仓做多或做空。同时,该策略还设置了止损和止盈,以控制风险和锁定利润。
该策略通过综合运用多种技术指标,在15分钟图表上生成高级交易信号,同时设置了止损和止盈以控制风险。策略逻辑清晰,易于实现,但在实际应用中需要注意过度交易、止损止盈设置以及对突发事件的反应等风险因素。未来可以考虑引入其他指标、优化止损止盈设置以及结合基本面分析等方式,进一步提高策略的可靠性和收益潜力。
/*backtest
start: 2024-04-01 00:00:00
end: 2024-04-30 23:59:59
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))