1. বর্গক্ষেত্র
2. কোয়ান্টাম ট্রেডিংয়ের ট্রেডিং ইনফ্লেকশন পয়েন্ট চিহ্নিত করার জন্য মাল্টি-ইন্ডিক্টর কৌশল

কোয়ান্টাম ট্রেডিংয়ের ট্রেডিং ইনফ্লেকশন পয়েন্ট চিহ্নিত করার জন্য মাল্টি-ইন্ডিক্টর কৌশল

লেখক:চাওঝাং, তারিখঃ ২০২৩-১১-০২ ১৪ঃ০৯ঃ৩৪
ট্যাগঃ

---

---

/*backtest
start: 2023-10-02 00:00:00
end: 2023-11-01 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © MakeMoneyCoESTB2020

//*********************Notes for continued work***************
//3) add a Table of contents to each section of code
//4) add candle stick pattern considerations to chart
//5) add an input value for DTE range to backtest
//7) add abilit to turn on/off MACD plot
//9)
//************************************************************


//Hello my fellow investors
//After hours of reading, backtesting, and YouTube video watching
//I discovered that 200EMA, VWAP, BB, MACD, and STC 
//produce the most consistent results for investment planning.
//This strategy allows you to pick between the aforementioned indicators or layer them together.
//It works on the pricipal of:
//1) Always follow the market trend - buy/sell above/below 200EMA
//2) Follow corporate investing trends - buy/sell above/below VWAP
//3) Apply MACD check - buy--> MACD line above signal line 
// and corssover below histogram \\ sell --> MACD line below signal line 
// and crossover above histogram.
//4) Check volitility with price against BB limits upper/Sell or lower/buy
//5) When STC crosses about 10 buy and when it drops below 90 sell
//6) Exit position when stop loss is triggered or profit target is hit.  BB also provides a parameter to exit positions.

//This code is the product of many hours of hard work on the part of the greater tradingview community.  The credit goes to everyone in the community who has put code out there for the greater good.

//Happy Hunting!



//Title
// strategy("WOMBO COMBO: 100/200EMA & VWAP & MACD", shorttitle="WOMBO COMBO", default_qty_type=strategy.percent_of_equity, default_qty_value=1.5, initial_capital=10000,slippage=2, currency=currency.USD, overlay=true)

//define calculations price source
price = input(title="Price Source", defval=close)


//***************************
//Calculate 20/50/100/200EMA 
EMAlength = input(title="EMA_Length", defval=200)
EMA=ema(price, EMAlength)
//plot EMA
ColorEMA=EMAlength==200?color.blue:EMAlength==100?color.aqua:EMAlength==50?color.orange:color.red
plot(EMA, title = "EMA", color = ColorEMA)


//*****************************
//calculate VWAP
ColorVWAP = (price > vwap) ? color.lime : color.maroon
plot(vwap, title = "VWAP", color=ColorVWAP, linewidth=2)


//*****************************
//calculate MACD
//define variables for speed
fast = 12, slow = 26
//define parameters to calculate MACD
fastMA = ema(price, fast)
slowMA = ema(price, slow)
//define MACD line
macd = fastMA - slowMA
//define SIGNAL line
signal = sma(macd, 9)
//plot MACD line
//plot(macd, title = "MACD",  color=color.orange)
//plot signal line
//plot(signal, title = "Signal", color=color.purple)
//plot histogram
//define histogram colors
//col_grow_above = color.green
//col_grow_below = color.red
//col_fall_above = color.lime
//col_fall_below = color.maroon
//define histogram value
//hist = macd - signal
//plot histogram
//plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below) ), transp=0 )


//***************************************
//Calculate Bollinger Bands
//Define BB input variables
//lengthBB = input(20, minval=1)
//multBB = input(2.0, minval=0.001, maxval=50)
lengthBB = 20
multBB = 2
//define BB average
basisBB = sma(price, lengthBB)
//define BB standar deviation
devBB = multBB * stdev(price, lengthBB)
//define BB upper and lower limits
upperBB = basisBB + devBB
lowerBB = basisBB - devBB
//Plot BB graph
ShowBB = input(title="Show BB", defval="Y", type=input.string, options=["Y", "N"])
transP = (ShowBB=="Y") ? 0 : 100
plot (upperBB, title = "BB Upper Band", color = color.aqua, transp=transP)
plot (basisBB, title = "BB Average", color = color.red, transp=transP)
plot (lowerBB, title = "BB Lower Band", color = color.aqua, transp=transP)


//*************************************************
//Calculate STC
//fastLength = input(title="MACD Fast Length", type=input.integer, defval=12)
//slowLength = input(title="MACD Slow Length", type=input.integer, defval=26)
fastLength = 23
slowLength = 50
cycleLength = input(title="Cycle Length", type=input.integer, defval=10)
//d1Length = input(title="1st %D Length", type=input.integer, defval=3)
//d2Length = input(title="2nd %D Length", type=input.integer, defval=3)
d1Length = 3
d2Length = 3
srcSTC = close

macdSTC = ema(srcSTC, fastLength) - ema(srcSTC, slowLength)
k = nz(fixnan(stoch(macdSTC, macdSTC, macdSTC, cycleLength)))
d = ema(k, d1Length)
kd = nz(fixnan(stoch(d, d, d, cycleLength)))
stc = ema(kd, d2Length)
stc := 	stc > 100 ? 100 : stc < 0 ? 0 : stc
upperSTC = input(title="Upper STC limit", defval=90)
lowerSTC = input( title="Lower STC limit", defval=10)

ma1length=35
ma1 = ema(close,ma1length)
ma2 = ema(close,EMAlength)

//STCbuy = crossover(stc, lowerSTC) and ma1>ma2 and close>ma1
//STCsell = crossunder(stc, upperSTC) and ma1<ma2 and close<ma1
STCbuy = crossover(stc, lowerSTC) 
STCsell = crossunder(stc, upperSTC) 




//*************************************************
//Candle stick patterns
//DojiSize = input(0.05, minval=0.01, title="Doji size")
//data=(abs(open - close) <= (high - low) * DojiSize)
//plotchar(data, title="Doji", text='Doji', color=color.white)

data2=(close[2] > open[2] and min(open[1], close[1]) > close[2] and open < min(open[1], close[1]) and close < open )
//plotshape(data2, title= "Evening Star", color=color.red, style=shape.arrowdown, text="Evening\nStar")

data3=(close[2] < open[2] and max(open[1], close[1]) < close[2] and open > max(open[1], close[1]) and close > open )
//plotshape(data3,  title= "Morning Star", location=location.belowbar, color=color.lime, style=shape.arrowup, text="Morning\nStar")

data4=(open[1] < close[1] and open > close[1] and high - max(open, close) >= abs(open - close) * 3 and min(close, open) - low <= abs(open - close))
//plotshape(data4, title= "Shooting Star", color=color.red, style=shape.arrowdown, text="Shooting\nStar")

data5=(((high - low)>3*(open -close)) and  ((close - low)/(.001 + high - low) > 0.6) and ((open - low)/(.001 + high - low) > 0.6))
//plotshape(data5, title= "Hammer", location=location.belowbar, color=color.white, style=shape.diamond, text="H")

data5b=(((high - low)>3*(open -close)) and  ((high - close)/(.001 + high - low) > 0.6) and ((high - open)/(.001 + high - low) > 0.6))
//plotshape(data5b, title= "Inverted Hammer", location=location.belowbar, color=color.white, style=shape.diamond, text="IH")

data6=(close[1] > open[1] and open > close and open <= close[1] and open[1] <= close and open - close < close[1] - open[1] )
//plotshape(data6, title= "Bearish Harami",  color=color.red, style=shape.arrowdown, text="Bearish\nHarami")

data7=(open[1] > close[1] and close > open and close <= open[1] and close[1] <= open and close - open < open[1] - close[1] )
//plotshape(data7,  title= "Bullish Harami", location=location.belowbar, color=color.lime, style=shape.arrowup, text="Bullish\nHarami")

data8=(close[1] > open[1] and open > close and open >= close[1] and open[1] >= close and open - close > close[1] - open[1] )
//plotshape(data8,  title= "Bearish Engulfing", color=color.red, style=shape.arrowdown, text="Bearish\nEngulfing")

data9=(open[1] > close[1] and close > open and close >= open[1] and close[1] >= open and close - open > open[1] - close[1] )
//plotshape(data9, title= "Bullish Engulfing", location=location.belowbar, color=color.lime, style=shape.arrowup, text="Bullish\nEngulfling")

upper = highest(10)[1]
data10=(close[1] < open[1] and  open < low[1] and close > close[1] + ((open[1] - close[1])/2) and close < open[1])
//plotshape(data10, title= "Piercing Line", location=location.belowbar, color=color.lime, style=shape.arrowup, text="Piercing\nLine")

lower = lowest(10)[1]
data11=(low == open and  open < lower and open < close and close > ((high[1] - low[1]) / 2) + low[1])
//plotshape(data11, title= "Bullish Belt", location=location.belowbar, color=color.lime, style=shape.arrowup, text="Bullish\nBelt")

data12=(open[1]>close[1] and open>=open[1] and close>open)
//plotshape(data12, title= "Bullish Kicker", location=location.belowbar, color=color.lime, style=shape.arrowup, text="Bullish\nKicker")

data13=(open[1]<close[1] and open<=open[1] and close<=open)
//plotshape(data13, title= "Bearish Kicker", color=color.red, style=shape.arrowdown, text="Bearish\nKicker")

data14=(((high-low>4*(open-close))and((close-low)/(.001+high-low)>=0.75)and((open-low)/(.001+high-low)>=0.75)) and high[1] < open and high[2] < open)
//plotshape(data14,  title= "Hanging Man", color=color.red, style=shape.arrowdown, text="Hanging\nMan")

data15=((close[1]>open[1])and(((close[1]+open[1])/2)>close)and(open>close)and(open>close[1])and(close>open[1])and((open-close)/(.001+(high-low))>0.6))
//plotshape(data15, title= "Dark Cloud Cover", color=color.red, style=shape.arrowdown, text="Dark\nCloudCover")




//**********Long & Short Entry Calculations***********************************
//Define countback variable
countback=input(minval=0, maxval=5, title="Price CountBack", defval=0)
//User input for what evaluations to run: EMA, VWAP, MACD, BB
EMA_Y_N=input(defval = "N", title="Run EMA", type=input.string, options=["Y", "N"])
VWAP_Y_N=input(defval = "N", title="Run VWAP", type=input.string, options=["Y", "N"])
MACD_Y_N=input(defval = "N", title="Run MACD", type=input.string, options=["Y", "N"])
BB_Y_N=input(defval = "N", title="Run BB", type=input.string, options=["Y", "N"])
STC_Y_N=input(defval = "Y", title="Run STC", type=input.string, options=["Y", "N"])
//long entry condition
dataHCLB=(iff(STC_Y_N=="Y", STCbuy, true) and iff(EMA_Y_N=="Y", price[countback]>EMA, true) and iff(VWAP_Y_N=="Y", price[countback]>vwap, true) and iff(MACD_Y_N=="Y", crossunder(signal[countback], macd[countback]), true) and iff(MACD_Y_N=="Y", macd[countback]<0, true) and iff(BB_Y_N=="Y", crossunder(price[countback], lowerBB), true))
plotshape(dataHCLB, title= "HC-LB", color=color.lime, style=shape.circle, text="HC-LB")
strategy.entry("HC-Long", strategy.long, comment="HC-Long", when = dataHCLB)
//short entry condition
dataHCSB=(iff(STC_Y_N=="Y", STCsell, true) and iff(EMA_Y_N=="Y", price[countback]<EMA, true) and iff(VWAP_Y_N=="Y", price[countback]<vwap, true) and iff(MACD_Y_N=="Y", crossunder(macd[countback], signal[countback]), true) and iff(MACD_Y_N=="Y", signal[countback]>0, true) and iff(BB_Y_N=="Y", crossover(price[countback], upperBB), true))
plotshape(dataHCSB, title= "HC-SB", color=color.fuchsia, style=shape.circle, text="HC-SB")
strategy.entry("HC-Short", strategy.short, comment="HC-Short", when=dataHCSB)




//******************Exit Conditions******************************
// Profit and Loss Exit Calculations
// User Options to Change Inputs (%)
stopPer = input(5, title='Stop Loss %', type=input.float) / 100
takePer = input(10, title='Take Profit %', type=input.float) / 100

// Determine where you've entered and in what direction
longStop = strategy.position_avg_price * (1 - stopPer)
shortStop = strategy.position_avg_price * (1 + stopPer)
shortTake = strategy.position_avg_price * (1 - takePer)
longTake = strategy.position_avg_price * (1 + takePer)

//exit position conditions and orders
if strategy.position_size > 0 or crossunder(price[countback], upperBB)
    strategy.exit(id="Close Long", stop=longStop, limit=longTake)
if strategy.position_size < 0 or crossover(price[countback], lowerBB)
    strategy.exit(id="Close Short", stop=shortStop, limit=shortTake)

---

• আরএসআই ডেরডেভিল স্কোয়াড্রন ফিউশন কৌশল
• ট্রিপল মুভিং এভারেজ ট্রেডিং কৌশল
• প্রাইম নাম্বার ওসিলেটর ট্রেডিং কৌশল
• ইম্পেন্টাম ব্রেকআউট কৌশল চিহ্নিত করে
• ট্রিপল আরএসআই এক্সট্রিম ট্রেডিং কৌশল
• গোল্ডেন ক্রস কেল্টনার চ্যানেলের প্রবণতা কৌশল অনুসরণ করে
• মাসিক খোলার দীর্ঘ এবং মাসের শেষের কৌশল
• ডাবল মুভিং এভারেজ ক্রসওভার ট্রেডিং কৌশল
• ট্রেন্ড লাইন ট্রেডিং কৌশল
• স্টোকাস্টিক আরএসআই এবং ভলিউম ভিত্তিক ট্রেডিং কৌশল
• এটিআর ট্রেলিং স্টপ কৌশল (শুধুমাত্র দীর্ঘ)
• ট্রেন্ড ট্র্যাকিং এর উপর ভিত্তি করে স্টপ লস ট্রেডিং কৌশল
• দ্বিগুণ চাপ পরিমাণগত ট্রেডিং কৌশল
• গুগল ম্যানুয়ালের মাধ্যমে গুগল ম্যানুয়ালের মাধ্যমে গুগল ম্যানুয়ালের মাধ্যমে গুগল ম্যানুয়ালের মাধ্যমে গুগল ম্যানুয়ালের মাধ্যমে গুগল ম্যানুয়ালের মাধ্যমে
• ব্রেকআউট ট্রেন্ড ফলোয়ার ভি২
• চলমান গড় ক্রসওভার কৌশল অনুসরণ করে প্রবণতা
• ইম্পোমেন্টাম ব্রেকআউট মুভিং এভারেজ ট্রেডিং কৌশল
• হুল মুভিং এভারেজ এবং কালমান ফিল্টার ভিত্তিক ট্রেন্ড ট্র্যাকিং কৌশল
• গোল্ডেন ক্রস ট্রেন্ড অনুসরণকারী কৌশল
• ডাবল ওসিলেশন বিপরীত সিগন্যাল-থ্রোরি অনুপাত অপ্টিমাইজেশান কম্বো কৌশল