এটি একটি গ্রিড ট্রেডিং কৌশল যা গতিশীলভাবে চলমান গড় রেখাগুলি ব্যবহার করে। এটি এমএ এবং অস্থিরতার পরিসরের সেটিংসের উপর ভিত্তি করে চলমান গড় রেখার উপরে এবং নীচে একাধিক ক্রয় এবং বিক্রয় অঞ্চল আঁকে। যখন দাম বিভিন্ন ক্রয় অঞ্চলে পড়ে, তখন সংশ্লিষ্ট দীর্ঘ আদেশগুলি খোলা হবে। যখন দাম বিক্রয় অঞ্চলে ফিরে যায়, তখন খোলা আদেশগুলি ধারাবাহিকভাবে বন্ধ হয়ে যায়। এইভাবে একটি গতিশীল গ্রিড ট্রেডিং প্রক্রিয়া গঠন করে।
গ্রিডের ব্যবধান কমিয়ে দেওয়া, এটিআর প্যারামিটার অপ্টিমাইজ করা, অর্ডার পরিমাণ কমানোর মাধ্যমে ঝুঁকি কমাতে পারে।
এই আরও অপ্টিমাইজেশানগুলি কৌশলটিকে আরও গতিশীল এবং স্থানীয়ভাবে উন্নত করবে।
উপসংহারে, এটি একটি সামগ্রিক পরিপক্ক এবং সহজ প্রবণতা অনুসরণকারী গ্রিড কৌশল। এটি প্রধান প্রবণতা নির্ধারণের জন্য চলমান গড় ব্যবহার করে এবং ব্যাচযুক্ত ব্যবসায়ের জন্য গতিশীল গ্রিড প্রক্রিয়া স্থাপন করে। নির্দিষ্ট ঝুঁকি নিয়ন্ত্রণ ক্ষমতা রয়েছে। আরও পরিমাণ অপ্টিমাইজেশান সহ, এটি একটি খুব ব্যবহারিক পরিমাণ সরঞ্জাম হয়ে উঠতে পারে।
/*backtest start: 2022-12-13 00:00:00 end: 2023-12-19 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/ // © Seungdori_ //@version=5 strategy("Grid Strategy with MA", overlay=true, initial_capital = 100000, default_qty_type = strategy.cash, default_qty_value = 10000, pyramiding = 10, process_orders_on_close = true, commission_type = strategy.commission.percent, commission_value = 0.04) //Inputs// length = input.int(defval = 100, title = 'MA Length', group = 'MA') MA_Type = input.string("SMA", title="MA Type", options=['EMA', 'HMA', 'LSMA', 'RMA', 'SMA', 'WMA'],group = 'MA') logic = input.string(defval='ATR', title ='Grid Logic', options = ['ATR', 'Percent']) band_mult = input.float(2.5, step = 0.1, title = 'Band Multiplier/Percent', group = 'Parameter') atr_len = input.int(defval=100, title = 'ATR Length', group ='parameter') //Var// var int order_cond = 0 var bool order_1 = false var bool order_2 = false var bool order_3 = false var bool order_4 = false var bool order_5 = false var bool order_6 = false var bool order_7 = false var bool order_8 = false var bool order_9 = false var bool order_10 = false var bool order_11 = false var bool order_12 = false var bool order_13 = false var bool order_14 = false var bool order_15 = false ///////////////////// //Region : Function// ///////////////////// getMA(source ,ma_type, length) => maPrice = ta.ema(source, length) ema = ta.ema(source, length) sma = ta.sma(source, length) if ma_type == 'SMA' maPrice := ta.sma(source, length) maPrice if ma_type == 'HMA' maPrice := ta.hma(source, length) maPrice if ma_type == 'WMA' maPrice := ta.wma(source, length) maPrice if ma_type == "RMA" maPrice := ta.rma(source, length) if ma_type == "LSMA" maPrice := ta.linreg(source, length, 0) maPrice main_plot = getMA(ohlc4, MA_Type, length) atr = ta.atr(length) premium_zone_1 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*1), 5) : ta.ema((main_plot*(1+band_mult*0.01*1)), 5) premium_zone_2 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*2), 5) : ta.ema((main_plot*(1+band_mult*0.01*2)), 5) premium_zone_3 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*3), 5) : ta.ema((main_plot*(1+band_mult*0.01*3)), 5) premium_zone_4 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*4), 5) : ta.ema((main_plot*(1+band_mult*0.01*4)), 5) premium_zone_5 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*5), 5) : ta.ema((main_plot*(1+band_mult*0.01*5)), 5) premium_zone_6 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*6), 5) : ta.ema((main_plot*(1+band_mult*0.01*6)), 5) premium_zone_7 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*7), 5) : ta.ema((main_plot*(1+band_mult*0.01*7)), 5) premium_zone_8 = logic == 'ATR' ? ta.ema(main_plot + atr*(band_mult*8), 5) : ta.ema((main_plot*(1+band_mult*0.01*8)), 5) //premium_zone_9 = ta.rma(main_plot + atr*(band_mult*9), 5) //premium_zone_10 = ta.rma(main_plot + atr*(band_mult*10), 5) discount_zone_1 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*1), 5) : ta.ema((main_plot*(1-band_mult*0.01*1)), 5) discount_zone_2 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*2), 5) : ta.ema((main_plot*(1-band_mult*0.01*2)), 5) discount_zone_3 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*3), 5) : ta.ema((main_plot*(1-band_mult*0.01*3)), 5) discount_zone_4 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*4), 5) : ta.ema((main_plot*(1-band_mult*0.01*4)), 5) discount_zone_5 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*5), 5) : ta.ema((main_plot*(1-band_mult*0.01*5)), 5) discount_zone_6 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*6), 5) : ta.ema((main_plot*(1-band_mult*0.01*6)), 5) discount_zone_7 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*7), 5) : ta.ema((main_plot*(1-band_mult*0.01*7)), 5) discount_zone_8 = logic == 'ATR' ? ta.ema(main_plot - atr*(band_mult*8), 5) : ta.ema((main_plot*(1-band_mult*0.01*8)), 5) //discount_zon_9 = ta.sma(main_plot - atr*(band_mult*9), 5) //discount_zone_10 =ta.sma( main_plot - atr*(band_mult*10), 5) //Region End// //////////////////// // Region : Plots// /////////////////// dis_low1 = plot(discount_zone_1, color=color.new(color.green, 80)) dis_low2 = plot(discount_zone_2, color=color.new(color.green, 70)) dis_low3 = plot(discount_zone_3, color=color.new(color.green, 60)) dis_low4 = plot(discount_zone_4, color=color.new(color.green, 50)) dis_low5 = plot(discount_zone_5, color=color.new(color.green, 40)) dis_low6 = plot(discount_zone_6, color=color.new(color.green, 30)) dis_low7 = plot(discount_zone_7, color=color.new(color.green, 20)) dis_low8 = plot(discount_zone_8, color=color.new(color.green, 10)) //dis_low9 = plot(discount_zone_9, color=color.new(color.green, 0)) //dis_low10 = plot(discount_zone_10, color=color.new(color.green, 0)) plot(main_plot, color =color.new(color.gray, 10)) pre_up1 = plot(premium_zone_1, color=color.new(color.red, 80)) pre_up2 = plot(premium_zone_2, color=color.new(color.red, 70)) pre_up3 = plot(premium_zone_3, color=color.new(color.red, 60)) pre_up4 = plot(premium_zone_4, color=color.new(color.red, 50)) pre_up5 = plot(premium_zone_5, color=color.new(color.red, 40)) pre_up6 = plot(premium_zone_6, color=color.new(color.red, 30)) pre_up7 = plot(premium_zone_7, color=color.new(color.red, 20)) pre_up8 = plot(premium_zone_8, color=color.new(color.red, 10)) //pre_up9 = plot(premium_zone_9, color=color.new(color.red, 0)) //pre_up10 = plot(premium_zone_10, color=color.new(color.red, 0)) fill(dis_low1, dis_low2, color=color.new(color.green, 95)) fill(dis_low2, dis_low3, color=color.new(color.green, 90)) fill(dis_low3, dis_low4, color=color.new(color.green, 85)) fill(dis_low4, dis_low5, color=color.new(color.green, 80)) fill(dis_low5, dis_low6, color=color.new(color.green, 75)) fill(dis_low6, dis_low7, color=color.new(color.green, 70)) fill(dis_low7, dis_low8, color=color.new(color.green, 65)) //fill(dis_low8, dis_low9, color=color.new(color.green, 60)) //fill(dis_low9, dis_low10, color=color.new(color.green, 55)) fill(pre_up1, pre_up2, color=color.new(color.red, 95)) fill(pre_up2, pre_up3, color=color.new(color.red, 90)) fill(pre_up3, pre_up4, color=color.new(color.red, 85)) fill(pre_up4, pre_up5, color=color.new(color.red, 80)) fill(pre_up5, pre_up6, color=color.new(color.red, 75)) fill(pre_up6, pre_up7, color=color.new(color.red, 70)) fill(pre_up7, pre_up8, color=color.new(color.red, 65)) //fill(pre_up8, pre_up9, color=color.new(color.red, 60)) //fill(pre_up9, pre_up10, color=color.new(color.red, 55)) //Region End// /////////////////////// //Region : Strategies// /////////////////////// //Longs// longCondition1 = ta.crossunder(low, discount_zone_7) longCondition2 = ta.crossunder(low, discount_zone_6) longCondition3 = ta.crossunder(low, discount_zone_5) longCondition4 = ta.crossunder(low, discount_zone_4) longCondition5 = ta.crossunder(low, discount_zone_3) longCondition6 = ta.crossunder(low, discount_zone_2) longCondition7 = ta.crossunder(low, discount_zone_1) longCondition8 = ta.crossunder(low, main_plot) longCondition9 = ta.crossunder(low, premium_zone_1) longCondition10 = ta.crossunder(low, premium_zone_2) longCondition11 = ta.crossunder(low, premium_zone_3) longCondition12 = ta.crossunder(low, premium_zone_4) longCondition13 = ta.crossunder(low, premium_zone_5) longCondition14 = ta.crossunder(low, premium_zone_6) longCondition15 = ta.crossunder(low, premium_zone_7) if (longCondition1) and order_1 == false strategy.entry("Long1", strategy.long) order_1 := true if (longCondition2) and order_2 == false strategy.entry("Long2", strategy.long) order_2 := true if (longCondition3) and order_3 == false strategy.entry("Long3", strategy.long) order_3 := true if (longCondition4) and order_4 == false strategy.entry("Long4", strategy.long) order_4 := true if (longCondition5) and order_5 == false strategy.entry("Long5", strategy.long) order_5 := true if (longCondition6) and order_6 == false strategy.entry("Long6", strategy.long) order_6 := true if (longCondition7) and order_7 == false strategy.entry("Long7", strategy.long) order_7 := true if (longCondition8) and order_8 == false strategy.entry("Long8", strategy.long) order_8 := true if (longCondition9) and order_9 == false strategy.entry("Long9", strategy.long) order_9 := true if (longCondition10) and order_10 == false strategy.entry("Long10", strategy.long) order_10 := true if (longCondition11) and order_11 == false strategy.entry("Long11", strategy.long) order_11 := true if (longCondition12) and order_12 == false strategy.entry("Long12", strategy.long) order_12 := true if (longCondition13) and order_13 == false strategy.entry("Long13", strategy.long) order_13 := true if (longCondition14) and order_14 == false strategy.entry("Long14", strategy.long) order_14 := true if (longCondition15) and order_15 == false strategy.entry("Long14", strategy.long) order_15 := true //Close// shortCondition1 = ta.crossover(high, discount_zone_6) shortCondition2 = ta.crossover(high, discount_zone_5) shortCondition3 = ta.crossover(high, discount_zone_4) shortCondition4 = ta.crossover(high, discount_zone_3) shortCondition5 = ta.crossover(high, discount_zone_2) shortCondition6 = ta.crossover(high, discount_zone_1) shortCondition7 = ta.crossover(high, main_plot) shortCondition8 = ta.crossover(high, premium_zone_1) shortCondition9 = ta.crossover(high, premium_zone_2) shortCondition10 = ta.crossover(high, premium_zone_3) shortCondition11 = ta.crossover(high, premium_zone_4) shortCondition12 = ta.crossover(high, premium_zone_5) shortCondition13 = ta.crossover(high, premium_zone_6) shortCondition14 = ta.crossover(high, premium_zone_7) shortCondition15 = ta.crossover(high, premium_zone_8) if (shortCondition1) and order_1 == true strategy.close("Long1") order_1 := false if (shortCondition2) and order_2 == true strategy.close("Long2") order_2 := false if (shortCondition3) and order_3 == true strategy.close("Long3") order_3 := false if (shortCondition4) and order_4 == true strategy.close("Long4") order_4 := false if (shortCondition5) and order_5 == true strategy.close("Long5") order_5 := false if (shortCondition6) and order_6 == true strategy.close("Long6") order_6 := false if (shortCondition7) and order_7 == true strategy.close("Long7") order_7 := false if (shortCondition8) and order_8 == true strategy.close("Long8") order_8 := false if (shortCondition9) and order_9 == true strategy.close("Long9") order_9 := false if (shortCondition10) and order_10 == true strategy.close("Long10") order_10 := false if (shortCondition11) and order_11 == true strategy.close("Long11") order_11 := false if (shortCondition12) and order_12 == true strategy.close("Long12") order_12 := false if (shortCondition13) and order_13 == true strategy.close("Long13") order_13 := false if (shortCondition14) and order_14 == true strategy.close("Long14") order_14 := false if (shortCondition15) and order_15 == true strategy.close("Long15") order_15 := false