গুনবট ব্যান্ড কৌশল একটি প্রযুক্তিগত বিশ্লেষণ অ্যালগরিদমিক ট্রেডিং কৌশল যা প্রবণতা চালানো এবং হ্রাস সংক্ষিপ্ত করার লক্ষ্যে। এটি প্রবেশ এবং প্রস্থান নির্ধারণের জন্য মূল সূচক হিসাবে বলিংজার ব্যান্ড ব্যবহার করে।
এটি কিভাবে কাজ করে
এই কৌশলটি লং পজিশনে প্রবেশ করে যখন মূল্য নিম্ন বোলিঞ্জার ব্যান্ডের নীচে বন্ধ হয় এবং শর্ট পজিশনে প্রবেশ করে যখন মূল্য উপরের বোলিঞ্জার ব্যান্ডের উপরে বন্ধ হয়। ব্যান্ডগুলি গতিশীল সমর্থন এবং প্রতিরোধের স্তর সরবরাহ করে যা বাজারের অস্থিরতার সাথে খাপ খায়।
ধারাবাহিক দীর্ঘ / সংক্ষিপ্ত সংকেতগুলিতে অবস্থানের আকার হ্রাস পায়, একটি মার্টিনগেল উপাদান বাস্তবায়ন করে। মুনাফা লক্ষ্যমাত্রা এবং স্টপ লস প্রবেশের দামের উপর ভিত্তি করে সেট করা হয়। ট্রেলিং স্টপ এবং প্রাথমিক প্রস্থান কলগুলি আরও মুনাফা সর্বাধিকীকরণ এবং ক্ষতি হ্রাস করতে চায়।
সুবিধা
এই কৌশলটির প্রধান সুবিধা হল:
ঝুঁকি
সম্ভাব্য ঝুঁকিগুলি বিবেচনা করা উচিতঃ
সামগ্রিকভাবে, গুনবট ব্যান্ড কৌশলটি প্রবণতা অব্যাহত রাখার লক্ষ্য রাখে তবে একটি অত্যন্ত অস্থির বাজার স্টপ আউটগুলিকে ট্রিগার করতে পারে। বর্তমান বাজারের অবস্থার সাথে কৌশলটি মেলে ইনপুট পরামিতিগুলির সঠিক সুরক্ষা প্রয়োজন।
/*backtest
start: 2023-09-02 00:00:00
end: 2023-09-09 00:00:00
period: 3m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
// strategy("Gunbot - Bbands", shorttitle="Strategy", overlay=true, pyramiding=100, default_qty_value=100000000, precision=8)
/////////////// Component Code Start ///////////////
testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(8, "Backtest Start Month")
testStartDay = input(10, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2020, "Backtest Stop Year")
testStopMonth = input(9, "Backtest Stop Month")
testStopDay = input(29, "Backtest Stop Day")
// testStopDay = testStartDay + 1
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
testPeriod() =>
true
/////////////// Component Code Stop ///////////////
length = input(15, minval=1)
src = input(close, title="Source")
mult = input(2.0, minval=0.001, maxval=50)
low_bb = input(25, title="LOW_BB")
high_bb = input(25, title="HIGH_BB")
basis = sma(src, length * (15 / timeframe.multiplier))
dev = mult * stdev(src, length * (15 / timeframe.multiplier))
upper = basis + dev
upper_high_bb = upper - ((upper-basis) * (high_bb / 100))
lower = basis - dev
lower_low_bb = lower + ((basis-lower) * (low_bb / 100))
bb_percent = ((upper/lower)-1)*100
bb_diff = (upper-lower)
/////////////// STRATEGY ///////////////
tsi = input(0, "Activate TS") / 100000000
ts = input(99999, "Trailing Stop") / 100000000
tp = input(99999, "Take Profit") / 100000000
sl = input(99999, "Stop Loss") / 100000000
pyrl = input(0, "Pyramiding <")
pyre = input(1, "Pyramiding =")
pyrg = input(100, "Pyramiding >")
long = ohlc4 < lower_low_bb
short = ohlc4 > upper_high_bb
sectionLongs = 0
sectionLongs := nz(sectionLongs[1])
sectionShorts = 0
sectionShorts := nz(sectionShorts[1])
if long
sectionLongs := sectionLongs + 1
sectionShorts := 0
if short
sectionLongs := 0
sectionShorts := sectionShorts + 1
longCondition = long and sectionLongs <= pyrl or long and sectionLongs >= pyrg or long and sectionLongs == pyre
shortCondition = short and sectionShorts <= pyrl or short and sectionShorts >= pyrg or short and sectionShorts == pyre
last_open_longCondition = na
last_open_shortCondition = na
last_open_longCondition := longCondition ? close : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? close : nz(last_open_shortCondition[1])
sectionLongs2 = 0
sectionLongs2 := nz(sectionLongs2[1])
sectionShorts2 = 0
sectionShorts2 := nz(sectionShorts2[1])
if longCondition
sectionLongs2 := sectionLongs2 + 1
sectionShorts2 := 0
if shortCondition
sectionLongs2 := 0
sectionShorts2 := sectionShorts2 + 1
isAdding = input(false, "WIP Feature", bool)
stackingLongs = 100000000
stackingLongs := nz(stackingLongs[1])
stackingShorts = 100000000
stackingShorts := nz(stackingShorts[1])
if longCondition
stackingLongs := stackingLongs * 2
stackingShorts := 100000000
if shortCondition
stackingLongs := 100000000
stackingShorts := stackingShorts * 2
totalLongs = 0.0
totalLongs := nz(totalLongs[1])
totalShorts = 0.0
totalShorts := nz(totalShorts[1])
totalMartingaleLongs = 0.0
totalMartingaleLongs := nz(totalMartingaleLongs[1])
totalMartingaleShorts = 0.0
totalMartingaleShorts := nz(totalMartingaleShorts[1])
if longCondition and sectionLongs2 >= 1
totalMartingaleLongs := totalMartingaleLongs + (last_open_longCondition * stackingLongs)
totalLongs := totalLongs + last_open_longCondition
totalShorts := 0.0
if shortCondition and sectionShorts2 >= 1
totalLongs := 0.0
totalMartingaleShorts := totalMartingaleShorts + (last_open_shortCondition * stackingShorts)
totalShorts := totalShorts + last_open_shortCondition
averageLongs = 0.0
averageLongs := nz(averageLongs[1])
averageShorts = 0.0
averageShorts := nz(averageShorts[1])
averageMartingaleLongs = 0.0
averageMartingaleLongs := nz(averageLongs[1])
averageMartingaleShorts = 0.0
averageMartingaleShorts := nz(averageShorts[1])
averageLongs := totalLongs / sectionLongs2
averageShorts := totalShorts / sectionShorts2
averageMartingaleLongs := totalMartingaleLongs / stackingLongs
averageMartingaleShorts := totalMartingaleShorts / stackingShorts
last_longCondition = na
last_shortCondition = na
last_longCondition := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
last_high = na
last_low = na
last_high := not in_longCondition ? na : in_longCondition and (na(last_high[1]) or high > nz(last_high[1])) ? high : nz(last_high[1])
last_low := not in_shortCondition ? na : in_shortCondition and (na(last_low[1]) or low < nz(last_low[1])) ? low : nz(last_low[1])
long_ts = not na(last_high) and high <= (last_high - ts) and longCondition == 0 and high >= (last_open_longCondition + tsi)
short_ts = not na(last_low) and low >= (last_low + ts) and shortCondition == 0 and low <= (last_open_shortCondition - tsi)
long_tp = high >= (last_open_longCondition + tp) and longCondition == 0
short_tp = low <= (last_open_shortCondition - tp) and shortCondition == 0
long_sl = low <= (last_open_longCondition - sl) and longCondition == 0
short_sl = high >= (last_open_shortCondition + sl) and shortCondition == 0
leverage = input(1, "Leverage")
long_call = last_open_longCondition - (0.8 + 0.2 * (1/leverage)) / leverage * last_open_longCondition
short_call = last_open_shortCondition + (0.78 + 0.2 * (1/leverage)) / leverage * last_open_shortCondition
long_call_signal = low <= long_call
short_call_signal = high >= short_call
longProfit = averageLongs > 0 and close >= averageLongs ? green : red
shortProfit = averageShorts > 0 and close <= averageShorts ? green : red
pl1 = plot(averageLongs > 0 ? averageLongs : na, color=white)
pl2 = plot(close, color=white)
pl3 = plot(averageShorts > 0 ? averageShorts : na, color=white)
fill(pl1, pl2, color=longProfit, transp=80)
fill(pl2, pl3, color=shortProfit, transp=80)
if testPeriod()
if isAdding
strategy.entry("Long", strategy.long, qty=stackingLongs, when=longCondition)
strategy.entry("Short", strategy.short, qty=stackingShorts, when=shortCondition)
else
strategy.entry("Long", strategy.long, when=longCondition)
strategy.entry("Short", strategy.short, when=shortCondition)
strategy.close("Long", when=long_call_signal)
strategy.close("Short", when=short_call_signal)
strategy.close("Long", when=long_tp)
strategy.close("Short", when=short_tp)
strategy.close("Long", when=long_sl)
strategy.close("Short", when=short_sl)
strategy.close("Long", when=long_ts)
strategy.close("Short", when=short_ts)
longAveragePlot = 0.0
longAveragePlot := nz(totalShorts[1])
shortAveragePlot = 0.0
shortAveragePlot := nz(shortAveragePlot[1])
if isAdding
longAveragePlot := averageMartingaleLongs
shortAveragePlot := averageMartingaleShorts
else
longAveragePlot := averageLongs
shortAveragePlot := averageShorts
plot(averageLongs > 0 ? averageLongs : na, "Long Average", style=3, color=green)
plot(averageShorts > 0 ? averageShorts : na, "Short Average", style=3, color=red)