1. বর্গক্ষেত্র
2. এলোমেলো প্রবেশ এবং প্রস্থান কৌশল

এলোমেলো প্রবেশ এবং প্রস্থান কৌশল

লেখক:চাওঝাং, তারিখ: ২০২৩-১১-১১ ১৫ঃ১৭ঃ২৮
ট্যাগঃ

---

---

/*backtest
start: 2022-10-04 00:00:00
end: 2023-10-10 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_1",2]]
*/

//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © gregoirejohnb
//
// "tHe MaRkEtS aRe RaNdOm", say moron academics.
//
// The purpose of this study is to show that most markets are NOT random! Most markets show a clear bias where we can make such easy money, that a random number generator can do it.
// 
// === HOW THE INDICATOR WORKS ===
// 
// -The study will randomly enter the market
// -The study will randomly exit the market if in a trade
// -You can choose a Long Only, Short Only, or Bidirectional strategy
//
// === DEFAULT VALUES AND THEIR LOGIC ===
// 
// Percent Chance to Enter Per Bar: 10%
// Percent Chance to Exit Per Bar: 1%
// Direction: Long Only
// Commission: 0
//
// Each bar has a 10% chance to enter the market. Each bar has a 1% to exit the market [if in a trade]. It will only enter long.
//
// I included zero commission for simplication. It's a good exercise to include a commission/slippage to see just how much trading fees take from you.
// 
// === TIPS ===
//
// -Increasing "Percent Chance to Exit" will shorten the time in a trade. You can see the "Avg # Bars In Trade" go down as you increase. If "Percent Chance to Exit" is too high, the study won't be in the market long enough to catch any movement, possibly exiting on the same bar most of the time.
// -If you're getting the red screen, that means the strategy lost so much money it went broke. Try reducing the percent equity on the Properties tab.
// -Switch the start year to avoid black swan events like the covid drop in 2020.
// -
// === FINDINGS ===
//
// Most markets lose money with a "Random" direction strategy.
// Most markets lose ALL money with a "Short Only" strategy.
// Most markets make money with a "Long Only" strategy.
// 
// Try this strategy on: Bitcoin (BTCUSD) and the NASDAQ (QQQ).
//
// There are two popular memes right now: "Bitcoin to the moon" and "Stocks only go up". Both are seemingly true. Bitcoin was the best performing asset of the 2010's, gaining several billion percent in gains. The stock market is on a 100 year long uptrend. Why? BECAUSE FIAT CURRENCIES ALWAYS GO DOWN! This is inflation. If we measure the market in terms of others assets instead of fiat, the Long Only strategy doesn't work anymore.
// Try this strategy on: Bitcoin/GLD (BTCUSD/GLD), the Eurodollar (EURUSD), and the S&P 500 measured in gold (SPY/GLD).
// 
// Bitcoin measured in gold (BTCUSD/GLD) still works with a Long Only strategy because Bitcoin increased in value over both USD and gold.
// The Eurodollar (EURUSD) generally loses money no matter what, especially if you add any commission. This makes sense as they are both fiat currencies with similar inflation schedules.
// Gold and the S&P 500 have gained roughly the same amount since ~2000. Some years will show better results for a long strategy, while others will favor a short strategy. Now look at just SPY or GLD (which are both measured in USD by default!) and you'll see the same trend again: a Long Only strategy crushes even when entering and exiting randomly.
//
// === "JUST TELL ME WHAT TO DO, YOU NERD!" ===
//
// Bulls always win and Bears always lose because fiat currencies go to zero.
//
strategy(title="Random Entries Work", shorttitle="REW", overlay=true, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=100, currency=currency.USD,commission_type=strategy.commission.percent,commission_value=0)

// === GENERAL INPUTS ===
strategy = input(defval="Long Only",title="Direction",options=["Long Only", "Short Only", "Random"])
enter_frequency = input(defval=10,minval=1,maxval=100,title="Percent Chance to Enter")
exit_frequency = input(defval=3, minval=0,maxval=100,title="Percent Chance to Exit",tooltip="This should be much lower than Percent Chance to Enter. Higher values decrease time in market. Lower values increase time in market.")
start_year = input(defval=2020, title="Start Year")


// === LOGIC ===
r = random(0,100)
enter = enter_frequency > r[0]
exit = exit_frequency > r[0]
direction = random(0,100) >= 50

// === STRATEGY - LONG POSITION EXECUTION ===
enterLong() =>
    strategy.opentrades == 0 and enter and (strategy == "Long Only" or (strategy == "Random") and direction) and 
       time > timestamp(start_year, 01, 01, 01, 01)
exitLong() =>
    exit
strategy.entry(id="Long", long=strategy.long, when=enterLong())
strategy.close(id="Long", when=exitLong())
// === STRATEGY - SHORT POSITION EXECUTION ===
enterShort() =>
    strategy.opentrades == 0 and enter and (strategy == "Short Only" or (strategy == "Random" and not direction)) and 
       time > timestamp(start_year, 01, 01, 01, 01)
exitShort() =>
    exit
strategy.entry(id="Short", long=strategy.short, when=enterShort())
strategy.close(id="Short", when=exitShort())

---

• বিটকয়েন ভোলাটিলিটি ব্যান্ড রিভার্সন কৌশল
• ডুয়াল টিইএমএ ক্রসওভার ট্রেডিং কৌশল
• ইচিমোকু ব্যালেন্স লাইন ট্রেন্ড ট্র্যাকিং কৌশল
• ব্রেকআউট কৌশল অতিক্রম করা
• চৈকিন ওসিলেটর কৌশল
• গোল্ডেন ক্রস ডেথ ক্রস কৌশল
• সুইং ট্রেডিং কৌশল
• দামের অস্থিরতার গড় বিপরীতমুখী কৌশল
• আরএসআই রেঞ্জ ব্রেকআউট কৌশল
• ইলাস্টিক স্টপ লস সহ PB SAR ব্যাকটেস্ট কৌশল
• সুপারট্রেন্ড বেসিক স্ট্র্যাটেজি
• ইম্পুটাম ব্রেকআউট কৌশল
• দ্বৈত রঙের কে-লাইন ট্র্যাকিং কৌশল
• ডাবল-হুল মুভিং এভারেজ ক্রসওভার ট্রেডিং কৌশল
• ডাবল ওসিলেশন ট্র্যাকিং রিভার্সাল ট্রেডিং কৌশল
• লুকানো ফাঁক ভলিউম কৌশল
• ট্রেন্ড ট্র্যাকিং সর্বাধিক মুনাফা কৌশল
• ডাবল চ্যানেল রান্নাঘর - সম্পদ বৃদ্ধির উপর দৃষ্টি নিবদ্ধ করে অ্যালগরিদম ট্রেডিং কৌশল
• অভিযোজিত চলমান গড় কৌশল অনুসরণ করে প্রবণতা
• ভলিউম ফ্লো ইন্ডিকেটরের উপর ভিত্তি করে ট্রেন্ড অনুসরণকারী কৌশল