এই কৌশলটি স্টক আরএসআই সূচকের উপর ভিত্তি করে বাজারের প্রবণতা নির্ধারণ করতে গতির ঘূর্ণন গ্রহণ করে এবং স্টক ঘূর্ণন ট্রেডিং বাস্তবায়ন করে। সূচকটি যখন ওভারবয়ড দেখায় তখন এটি শর্ট হয় এবং যখন ওভারসোল্ড দেখায় তখন দীর্ঘ হয়। একই সাথে, পিরামিড ট্রেডিং ব্যবহার করে ট্রেন্ডের দিকের অবস্থান আকার বাড়ানো হয়।
এই কৌশলটির সুবিধাগুলো হল:
কিছু ঝুঁকি লক্ষ্য করুনঃ
কৌশলটি অপ্টিমাইজ করার কিছু উপায়ঃ
কৌশলটি একটি পরিপক্ক গতি ঘূর্ণন ধারণা গ্রহণ করে, স্টক আরএসআইকে মূল ট্রেডিং সূচক হিসাবে, ঝুঁকি নিয়ন্ত্রণের জন্য পিরামিড ট্রেডিং এবং স্টপ ম্যানেজমেন্ট দ্বারা পরিপূরক করে। এটি একটি নির্ভরযোগ্য প্রবণতা অনুসরণকারী কৌশল। পরামিতি এবং মডিউলগুলিতে আরও অপ্টিমাইজেশন এর স্থিতিশীলতা এবং অভিযোজনযোগ্যতা বাড়িয়ে তুলতে পারে। তবে সামগ্রিকভাবে, এটি ইতিমধ্যে শক্তিশালী বাস্তব-ট্রেডিং ক্ষমতা রয়েছে।
/*backtest
start: 2023-09-11 00:00:00
end: 2023-09-13 13:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This script was created for educational purposes only.
// © mcristianrios
// FEEL FREE TO DROP A COMMENT AND A LIKE IF YOU USE IT OR IT SERVES YOU WELL
//@version=4
//strategy(title="Pyramiding Strategy To Study [mcristianrios]", commission_type=strategy.commission.cash_per_contract, commission_value=0.0002, overlay=true, default_qty_value=1000, initial_capital=100, calc_on_order_fills=false, currency="USD", overlay=true, pyramiding=5)
// study(title="Pyramiding Strategy To Study [mcristianrios]", overlay=true)
int pyramiding = input(1, 'Pyramiding', minval=1, maxval=5)
int slPips = input(80, 'SL Pips')
int ttPips = input(60, 'Trail Trig')
int trailOffset = input(60, 'Trail Offset')
// === PYRAMIDING DECLARATION === {
var int longPyramiding = 0
var int shortPyramiding = 0
// To save init of operation price
var float close1 = na
var float close2 = na
var float close3 = na
var float close4 = na
var float close5 = na
// How far did the Trailing Stop Get?
var float far1 = na
var float far2 = na
var float far3 = na
var float far4 = na
var float far5 = na
// }
// === STOCHASTIC RSI === {
smoothK = input(3, minval=1)
smoothD = input(1, minval=1)
lengthRSI = input(14, minval=1)
lengthStoch = input(14, minval=1)
src = input(close, title="RSI Source")
rsi1 = rsi(src, lengthRSI)
k = sma(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = sma(k, smoothD)
// }
// === SOME CONDITION TO TAKE A POSITION === {
goLong = k[1] < 80 and k >= 80 and longPyramiding < pyramiding
goShort = k[1] > 20 and k <= 20 and shortPyramiding < pyramiding
// }
// === PYRAMIDING SIMULATION === {
var string lastOperation = ''
if (goLong and lastOperation != 'LONG') or (goShort and lastOperation != 'SHORT')
// RESET
longPyramiding := 0
shortPyramiding := 0
far1 := na
far2 := na
far3 := na
far4 := na
far5 := na
close1 := na
close2 := na
close3 := na
close4 := na
close5 := na
// === SUM ONE INTO 'LONG' OR 'SHORT' PYRAMIDING AND REMEMBER LAST OPERATION TYPE === {
isCallOrShort = if goLong and longPyramiding < pyramiding
lastOperation := 'LONG'
longPyramiding := longPyramiding + 1
true
else
isShort = if goShort and shortPyramiding < pyramiding
lastOperation := 'SHORT'
shortPyramiding := shortPyramiding + 1
true
else
false
isShort
// }
// === SAVE CURRENT PRICE === {
if isCallOrShort
if na(close1)
close1 := close
else
if na(close2)
close2 := close
else
if na(close3)
close3 := close
else
if na(close4)
close4 := close
else
if na(close5)
close5 := close
// }
if longPyramiding > 0
// If Trail Stop was not triggered and distance is achieved saved it
if na(far1) and high > close1 + syminfo.mintick * 10 * ttPips
far1 := high
if na(far2) and high > close2 + syminfo.mintick * 10 * ttPips
far2 := high
if na(far3) and high > close3 + syminfo.mintick * 10 * ttPips
far3 := high
if na(far4) and high > close4 + syminfo.mintick * 10 * ttPips
far4 := high
if na(far5) and high > close5 + syminfo.mintick * 10 * ttPips
far5 := high
// Update how far our position went
if not na(far1) and high > far1
far1 := high
if not na(far2) and high > far2
far2 := high
if not na(far3) and high > far3
far3 := high
if not na(far4) and high > far4
far4 := high
if not na(far5) and high > far5
far5 := high
/// === SL not na(trailing stop) ? Use Trailing Stop : Use Default Stop Loss === {
if not na(close1) and (not na(far1) ? low <= far1 - syminfo.mintick * 10 * trailOffset : low <= close1 - syminfo.mintick * 10 * slPips)
longPyramiding := longPyramiding - 1
close1 := na
far1 := na
if not na(close2) and (not na(far2) ? low <= far2 - syminfo.mintick * 10 * trailOffset : low <= close2 - syminfo.mintick * 10 * slPips)
longPyramiding := longPyramiding - 1
close2 := na
far2 := na
if not na(close3) and (not na(far3) ? low <= far3 - syminfo.mintick * 10 * trailOffset : low <= close3 - syminfo.mintick * 10 * slPips)
longPyramiding := longPyramiding - 1
close3 := na
far3 := na
if not na(close4) and (not na(far4) ? low <= far4 - syminfo.mintick * 10 * trailOffset : low <= close4 - syminfo.mintick * 10 * slPips)
longPyramiding := longPyramiding - 1
close4 := na
far4 := na
if not na(close5) and (not na(far5) ? low <= far5 - syminfo.mintick * 10 * trailOffset : low <= close5 - syminfo.mintick * 10 * slPips)
longPyramiding := longPyramiding - 1
close5 := na
far5 := na
// }
// Log when long pyramiding changed
if longPyramiding[1] != longPyramiding[2]
label.new(bar_index, high, tostring(longPyramiding[1]), xloc.bar_index, yloc.price, size = size.normal, color=color.blue, textcolor=color.white)
if shortPyramiding > 0
// If Trail Stop was not triggered and distance is achieved saved it
if na(far1) and low < close1 - syminfo.mintick * 10 * ttPips
far1 := low
if na(far2) and low < close2 - syminfo.mintick * 10 * ttPips
far2 := low
if na(far3) and low < close3 - syminfo.mintick * 10 * ttPips
far3 := low
if na(far4) and low < close4 - syminfo.mintick * 10 * ttPips
far4 := low
if na(far5) and low < close5 - syminfo.mintick * 10 * ttPips
far5 := low
// Update how far our position went
if not na(far1) and low < far1
far1 := low
if not na(far2) and low < far2
far2 := low
if not na(far3) and low < far3
far3 := low
if not na(far4) and low < far4
far4 := low
if not na(far5) and low < far5
far5 := low
/// === SL not na(trailing stop) ? Use Trailing Stop : Use Default Stop Loss === {
if not na(close1) and (not na(far1) ? high >= far1 + syminfo.mintick * 10 * trailOffset : high >= close1 + syminfo.mintick * 10 * slPips)
shortPyramiding := shortPyramiding - 1
close1 := na
far1 := na
if not na(close2) and (not na(far2) ? high >= far2 + syminfo.mintick * 10 * trailOffset : high >= close2 + syminfo.mintick * 10 * slPips)
shortPyramiding := shortPyramiding - 1
close2 := na
far2 := na
if not na(close3) and (not na(far3) ? high >= far3 + syminfo.mintick * 10 * trailOffset : high >= close3 + syminfo.mintick * 10 * slPips)
shortPyramiding := shortPyramiding - 1
close3 := na
far3 := na
if not na(close4) and (not na(far4) ? high >= far4 + syminfo.mintick * 10 * trailOffset : high >= close4 + syminfo.mintick * 10 * slPips)
shortPyramiding := shortPyramiding - 1
close4 := na
far4 := na
if not na(close5) and (not na(far5) ? high >= far5 + syminfo.mintick * 10 * trailOffset : high >= close5 + syminfo.mintick * 10 * slPips)
shortPyramiding := shortPyramiding - 1
close5 := na
far5 := na
// }
// Log when long pyramiding changed
if shortPyramiding[1] != shortPyramiding[2]
label.new(bar_index, high + syminfo.mintick * 10 * 22, tostring(shortPyramiding[1]), xloc.bar_index, yloc.price, size = size.normal, color=color.red, textcolor=color.white)
// }
// === COMMENT IF STUDY === {
strategy.entry("Long", strategy.long, when = goLong and longPyramiding <= pyramiding)
strategy.entry("Short", strategy.short, when = goShort and shortPyramiding <= pyramiding)
strategy.exit("Exit Long", "Long", loss=slPips * 10, trail_points=ttPips * 10, trail_offset=trailOffset * 10)
strategy.exit("Exit Short", "Short", loss=slPips * 10, trail_points=ttPips * 10, trail_offset=trailOffset * 10)
// }
// === UNCOMMENT IF STUDY === {
// plot(ttPips, title='TrailTrig', color=na, display=display.none)
// plot(trailOffset, title='TrailOffset', color=na, display=display.none)
// plot(slPips, title='LossPips', color=na, display=display.none)
// string longTradeId = 'tradeid=long{{ticker}}_PYRAMIDING_[MCRISTIANRIOS]'
// string shortTradeId = 'tradeid=short{{ticker}}_PYRAMIDING_[MCRISTIANRIOS]'
// string basicTrade = 'tradesymbol={{ticker}} sl={{plot("LossPips")}} trailtrig={{plot("TrailTrig")}} traildist={{plot("TrailOffset")}}'
// alertcondition(goLong and longPyramiding <= pyramiding, title='Long', message='long ' + basicTrade + ' ' + longTradeId)
// alertcondition(goShort and shortPyramiding <= pyramiding, title='Short', message='short ' + basicTrade + ' ' + shortTradeId)
// alertcondition(goLong and longPyramiding <= pyramiding, title='XShort', message='closepart part=1 ' + shortTradeId)
// alertcondition(goShort and shortPyramiding <= pyramiding, title='XLong', message='closepart part=1 ' + longTradeId)
// }
// Background color for backtest
bgcolor(goLong[1] ? color.lime : goShort[1] ? color.red : na, transp=70)