এই কৌশলটি সুপারট্রেন্ড সূচকের উপর ভিত্তি করে, একাধিক সময়সীমার বাজারের প্রবণতা বিশ্লেষণের সাথে মিলিত এবং প্রবেশের সুযোগগুলি সনাক্ত করতে দোলন চ্যানেল পদ্ধতি গ্রহণ করে।
এই কৌশলটি একাধিক সময়সীমার বিশ্লেষণ এবং প্রবণতা ট্র্যাকিং সূচকগুলিকে একত্রিত করে মূল প্রবণতাটি উপলব্ধি করতে এবং নির্দিষ্ট প্রবেশের সুযোগগুলি সন্ধান করতে। ক্রমাগত অপ্টিমাইজেশনের সাথে এটি দীর্ঘমেয়াদী স্থিতিশীল অতিরিক্ত রিটার্ন অর্জন করবে বলে আশা করা হচ্ছে।
/*backtest
start: 2022-12-18 00:00:00
end: 2023-12-24 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/
// © ramki_simple
// Thanks to LonesomeTheBlue for the original code
//@version=4
strategy("Multi Supertrend with no-repaint HTF option strategy", overlay = true, shorttitle='Multi Supertrend')
//auto higher time frame
HTFAuto = timeframe.period == '1' ? '5' :
timeframe.period == '3' ? '15' :
timeframe.period == '5' ? '15' :
timeframe.period == '15' ? '60' :
timeframe.period == '30' ? '60' :
timeframe.period == '45' ? '60' :
timeframe.period == '60' ? '240' :
timeframe.period == '120' ? '240' :
timeframe.period == '180' ? '240' :
timeframe.period == '240' ? 'D' :
timeframe.period == 'D' ? 'W' :
'5W'
HTFSelection = input(title='Select HTF Automatically for Additional Supertrend', type=input.bool, defval=false)
HTFUserSel = input(title='Select Higher Timeframe for Additional Supertrend',type=input.resolution, defval ='')
HTF = HTFSelection ? HTFAuto : HTFUserSel
Mult1 = input(title='Multiplier for Default Supertrend', defval=3.0, minval = 0, maxval = 10)
Period1 = input(title='Period for Default Supertrend', defval=10, minval = 1, maxval = 100)
Mult2 = input(title='Multiplier for Additional Supertrend', defval=2.0, minval = 0, maxval = 10)
Period2 = input(title='Period for Additional Supertrend', defval=14, minval = 1, maxval = 100)
chbarcol = input(true, title = "Change Bar Color")
[Trailings, Trend] = supertrend(Mult1, Period1)
linecolor = Trend == -1 and Trend[1] == -1 ? color.teal :
Trend == 1 and Trend[1] == 1 ? color.red :
color.new(color.white, 100)
plot(Trailings, color = linecolor, linewidth = 2,title = "SuperTrend")
f_Security(_symbol, _res, _src) => security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on)
nonVectorSupertrend(Mult, Period) =>
[Trail_, Trend_] = supertrend(Mult, Period)
Trail_*Trend_
[TrailingslHtf, TrendHtf] = supertrend(Mult2, Period2)
if HTF != timeframe.period and HTF != ''
CompositeTrailHtf = f_Security(syminfo.tickerid, HTF,nonVectorSupertrend(Mult2, Period2) )
TrailingslHtf := abs(CompositeTrailHtf)
TrendHtf := CompositeTrailHtf > 0 ? 1 : -1
linecolorHtf = TrendHtf == -1 and TrendHtf[1] == -1 ? color.blue :
TrendHtf == 1 and TrendHtf[1] == 1 ? color.maroon :
color.new(color.white, 100)
plot(TrailingslHtf, color = linecolorHtf, linewidth = 3, title = "Supertrend Higher Time Frame")
barcolor_ = Trend == -1 and TrendHtf == -1 ? color.lime :
Trend == 1 and TrendHtf == 1 ? color.red :
color.white
barcolor(color = chbarcol ? barcolor_ : na)
vwapfilter = input(false)
Long = Trend == -1 and TrendHtf == -1
Short = Trend == 1 and TrendHtf == 1
strategy.entry("enter long", true, 1, when = Long and not Long[1] and (vwapfilter and close > vwap or not vwapfilter))
strategy.entry("enter short", false, 1, when = Short and not Short[1] and (vwapfilter and close < vwap or not vwapfilter))
strategy.close("enter long", when = Long[1] and not Long)
strategy.close("enter short", when = Short[1] and not Short)