ডুয়াল ইএমএ ক্রসওভার কৌশলটি একটি সাধারণভাবে ব্যবহৃত প্রবণতা অনুসরণকারী কৌশল। এটি বিভিন্ন সময়ের সাথে দুটি ইএমএ লাইন ব্যবহার করে এবং যখন স্বল্প সময়ের ইএমএ দীর্ঘ সময়ের ইএমএ অতিক্রম করে তখন ক্রয় সংকেত তৈরি করে এবং যখন বিপরীত ঘটে তখন বিক্রয় সংকেত দেয়, যাতে প্রবণতা পরিবর্তনগুলি ধরা যায়।
এই কৌশলটির মূল যুক্তিটি ইএমএ লাইনের
বিশেষ করে এই কৌশলটি দুটি EMA লাইনের সময়কাল নির্ধারণের জন্য length1 এবং length2 পরামিতি ব্যবহার করে। demaVal1 হল length1 সময়কাল EMA এবং demaVal2 হল length2 সময়কাল EMA। এগুলি গণনা করা হয়ঃ
demaVal1 = EMA(close, length1)
demaVal2 = EMA(close, length2)
যেখানে ইএমএ (() হল ফাংশন যা ইএমএ মানগুলি গণনা করে। যখন demaVal1 demaVal2 এর উপর অতিক্রম করে, তখন ক্রয় সংকেত demaCrossover উত্পন্ন হয়। যখন বিপরীত ঘটে, তখন বিক্রয় সংকেত demaCrossunder উত্পন্ন হয়। কৌশলটি এই দুটি সংকেতের উপর ভিত্তি করে ট্রেডিং অর্ডার প্রেরণ করে।
এই কৌশলটির সুবিধাগুলির মধ্যে রয়েছেঃ
এই কৌশলটির সাথে কিছু ঝুঁকিও জড়িতঃ
উপরের ঝুঁকিগুলির উপর ভিত্তি করে, নিম্নলিখিত দিকগুলি অনুকূলিত করা যেতে পারেঃ
উপসংহারে, ডুয়াল ইএমএ ক্রসওভার কৌশলটি একটি সহজ কিন্তু ব্যবহারিক ট্রেন্ড অনুসরণকারী সিস্টেম। ইএমএ বিশ্লেষণের পরিপক্ক তত্ত্বগুলি উত্তরাধিকার সূত্রে এবং সঠিক পরামিতি টিউনিং এবং ফিল্টার শর্তের উন্নতির সাথে, এটি ভাল প্রয়োগের সম্ভাবনা সহ বিভিন্ন যন্ত্রের মধ্যে ট্রেন্ড ট্রেডিংয়ে প্রয়োগ করা যেতে পারে।
/*backtest start: 2022-11-29 00:00:00 end: 2023-12-05 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © zeguela //@version=4 strategy(title="ZEGUELA DEMABOT", commission_value=0.063, commission_type=strategy.commission.percent, initial_capital=100, default_qty_value=90, default_qty_type=strategy.percent_of_equity, overlay=true, process_orders_on_close=true) // Step 1. Script settings // Input options srcData = input(title="Source Data", type=input.source, defval=close) // Length settings len1 = input(title="Length DEMA #1", type=input.integer, defval=8, minval=1) len2 = input(title="Length DEMA #2", type=input.integer, defval=24, minval=0) len3 = input(title="Length DEMA #3", type=input.integer, defval=0, minval=0) // Step 2. Calculate indicator values // Function that calculates the DEMA DEMA(series, length) => if (length > 0) emaValue = ema(series, length) 2 * emaValue - ema(emaValue, length) else na // Calculate the DEMA values demaVal1 = DEMA(srcData, len1) demaVal2 = DEMA(srcData, len2) demaVal3 = DEMA(srcData, len3) // Step 3. Determine indicator signals // See if there's a DEMA crossover demaCrossover = if (len2 > 0) and (len3 > 0) crossover(demaVal1, demaVal2) and (demaVal3 > demaVal3[1]) else if (len2 > 0) and (len3 == 0) crossover(demaVal1, demaVal2) else if (len3 > 0) and (len2 == 0) crossover(demaVal1, demaVal3) else crossover(close, demaVal1) // Check if there's a DEMA crossunder demaCrossunder = if (len2 > 0) and (len3 > 0) crossunder(demaVal1, demaVal2) and (demaVal3 < demaVal3[1]) else if (len2 > 0) and (len3 == 0) crossunder(demaVal1, demaVal2) else if (len3 > 0) and (len2 == 0) crossunder(demaVal1, demaVal3) else crossunder(close, demaVal1) // Step 4. Output indicator data // Plot DEMAs on the chart plot(series=demaVal1, color=color.green, linewidth=2, title="DEMA #1") plot(series=demaVal2, color=color.red, linewidth=2, title="DEMA #2") plot(series=demaVal3, color=color.fuchsia, linewidth=2, title="DEMA #3") //TRAILING STOP CODE a = input(title="Usar Trailing Stop?", type=input.bool, defval=false) stopPerlong = input(9.0, title='Stop Loss Long %', type=input.float, group="Stop Loss & Take Profit Settings") / 100 stopPershort = input(6.0, title='Stop Loss Short %', type=input.float, group="Stop Loss & Take Profit Settings") / 100 take1Perlong = input(25.0, title='Take Profit Long % 1', type=input.float, group="Stop Loss & Take Profit Settings") / 100 take1Pershort = input(6.0, title='Take Profit Short % 1', type=input.float, group="Stop Loss & Take Profit Settings") / 100 // Determine stop loss price longStopPrice = strategy.position_avg_price * (1 - stopPerlong) shortStopPrice = strategy.position_avg_price * (1 + stopPershort) longTake1Price = strategy.position_avg_price * (1 + take1Perlong) shortTake1Price = strategy.position_avg_price * (1 - take1Pershort) // Determine trail stop loss prices longStopPriceTrail = 0.0 longStopPriceTrail := if (strategy.position_size > 0) stopValue = close * (1 - stopPerlong) max(stopValue, longStopPriceTrail[1]) else 0 // Determine trailing short price shortStopPriceTrail = 0.0 shortStopPriceTrail := if (strategy.position_size < 0) stopValue = close * (1 + stopPershort) min(stopValue, shortStopPriceTrail[1]) else 999999 //calcular qual stop usar longStop = a ? longStopPriceTrail : longStopPrice shortStop = a ? shortStopPriceTrail : shortStopPrice //calcula o valor do stop e TP pra lançar no alerta longStopEntrada = close * (1 - stopPerlong) shortStopEntrada = close * (1 + stopPershort) longTPEntrada = close * (1 + take1Perlong) shortTPEntrada = close * (1 - take1Pershort) //armazena o preço de entrada e valor do SL e TP price_entryL = 0.0 price_entryL := na(price_entryL) ? na : price_entryL[1] price_entryS = 0.0 price_entryS := na(price_entryS) ? na : price_entryS[1] stopL = 0.0 stopL := na(stopL) ? na : stopL[1] stopS = 0.0 stopS := na(stopS) ? na : stopS[1] takeL = 0.0 takeL := na(takeL) ? na : takeL[1] takeS = 0.0 takeS := na(takeS) ? na : takeS[1] if (demaCrossover) price_entryL := close stopL := close * (1 - stopPerlong) takeL := close * (1 + take1Perlong) if (demaCrossunder) price_entryS := close stopS := close * (1 + stopPershort) takeS := close * (1 - take1Pershort) resultadoL = ((close - price_entryL)/price_entryL) * 100 resultadoLexit = "(SL = 1% e TP = 0,5%)" resultadoS = ((price_entryS - close)/price_entryS) * 100 resultadoSexit = "(SL = 1% e TP = 0,5)%" // Make input options that configure backtest date range _startDate = input(title="Start Date", type=input.integer, defval=1, minval=1, maxval=31, group="BackTest Period") _startMonth = input(title="Start Month", type=input.integer, defval=1, minval=1, maxval=12, group="BackTest Period") _startYear = input(title="Start Year", type=input.integer, defval=2018, minval=1800, maxval=2100, group="BackTest Period") _endDate = input(title="End Date", type=input.integer, defval=31, minval=1, maxval=31, group="BackTest Period") _endMonth = input(title="End Month", type=input.integer, defval=12, minval=1, maxval=12, group="BackTest Period") _endYear = input(title="End Year", type=input.integer, defval=2031, minval=1800, maxval=2100, group="BackTest Period") // Look if the close time of the current bar // falls inside the date range _inDateRange = (time >= timestamp(syminfo.timezone, _startYear, _startMonth, _startDate, 0, 0)) and (time < timestamp(syminfo.timezone, _endYear, _endMonth, _endDate, 0, 0)) //Alert configuration _alertMessageOpenLong="OpenLong" _alertMessageCloseLong="CloseLong" _alertmessageExitLong="ExitLong - TP/SL" _alertMessageOpenShort="OpenShort" _alertMessageCloseShort="CloseShort" _alertMessageExitShort="ExitShort - TP/SL" if (_inDateRange) //ENTER SOME SETUP TRADES FOR TSL EXAMPLE if (demaCrossover) strategy.entry("LONG", strategy.long, comment = _alertMessageOpenLong) if (demaCrossunder) strategy.entry("SHORT", strategy.short, comment = _alertMessageOpenShort) //EXIT TRADE @ TSL if strategy.position_size > 0 strategy.exit("TP/SL", "LONG", stop=longStop, limit=longTake1Price, comment=_alertmessageExitLong, alert_message=_alertmessageExitLong) if strategy.position_size < 0 strategy.exit("TP/SL", "SHORT", stop=shortStop, limit=shortTake1Price, comment =_alertMessageExitShort, alert_message=_alertMessageExitShort) //Look & Feel - Plot stop loss and take profit areas p1=plot(strategy.position_avg_price, color=color.blue, style=plot.style_linebr, linewidth=1, title="Preço de entrada") p2=plot(series=strategy.position_size > 0 ? longStop : na, color=color.red, style=plot.style_linebr, linewidth=1, title="Long Stop") p3=plot(series=strategy.position_size > 0 ? longTake1Price : na, color=color.green, style=plot.style_linebr, linewidth=1, title="Long TP") p4=plot(series=strategy.position_size < 0 ? shortStop : na, color=color.red, style=plot.style_linebr, linewidth=1, title="Short Stop") p5=plot(series=strategy.position_size < 0 ? shortTake1Price : na, color=color.green, style=plot.style_linebr, linewidth=1, title="Short TP") fill(p1, p2, color=color.red) fill(p1, p3, color=color.green) fill(p1, p4, color=color.red) fill(p1, p5, color=color.green) // Insert label with value stopLossOnLong = "Stop Loss = " + tostring(longStop) stopLossOnShort = "Stop Loss = " + tostring(shortStop) takeprofitOnLong = "Take Profit = " + tostring(longTake1Price) takeprofitOnShort = "Take Profit = " + tostring(shortTake1Price) precoentrada = "Entrada = " + tostring(strategy.position_avg_price) var label FinalLabelpriceL = na var label FinalLabelpriceS = na var label slFinalLabelL = na var label slFinalLabelS = na var label slFinalLabelTPL = na var label slFinalLabelTPS = na //Draw entry and stop loss lines and labels if strategy.position_size > 0 //write the price above the end of the stoploss line slFinalLabelL := label.new(bar_index, longStop, stopLossOnLong, style=label.style_none, size=size.normal, textcolor=color.red) slFinalLabelTPL := label.new(bar_index, longTake1Price, takeprofitOnLong, style=label.style_none, size=size.normal, textcolor=color.green) FinalLabelpriceL := label.new(bar_index, strategy.position_avg_price, precoentrada, style=label.style_none, size=size.normal, textcolor=color.blue) // Delete previous label when there is a consecutive new high, as there's no line plot in that case. if strategy.position_size > 0[1] label.delete(slFinalLabelL[1]) label.delete(slFinalLabelTPL[1]) label.delete(FinalLabelpriceL[1]) if strategy.position_size < 0 //write the price above the end of the stoploss line slFinalLabelS := label.new(bar_index, shortStop, stopLossOnShort, style=label.style_none, size=size.normal, textcolor=color.red) slFinalLabelTPS := label.new(bar_index, shortTake1Price, takeprofitOnShort, style=label.style_none, size=size.normal, textcolor=color.green) FinalLabelpriceS := label.new(bar_index, strategy.position_avg_price, precoentrada, style=label.style_none, size=size.normal, textcolor=color.blue) // Delete previous label when there is a consecutive new high, as there's no line plot in that case. if strategy.position_size < 0[1] label.delete(slFinalLabelS[1]) label.delete(slFinalLabelTPS[1]) label.delete(FinalLabelpriceS[1]) // Exit open market position when date range ends if (not _inDateRange) strategy.close_all()