##কৌশল যুক্তি
##সুবিধার বিশ্লেষণ এটি একটি তুলনামূলকভাবে পরিপক্ক এবং স্থিতিশীল প্রবণতা যা নিম্নলিখিত শক্তিগুলির সাথে একটি কৌশল অনুসরণ করেঃ
##ঝুঁকি বিশ্লেষণ এছাড়াও কিছু ঝুঁকি রয়েছেঃ
##অপ্টিমাইজেশান নির্দেশাবলী কৌশলটি নিম্নলিখিত দিকগুলিতে অপ্টিমাইজ করা যেতে পারেঃ
/*backtest start: 2024-01-01 00:00:00 end: 2024-01-24 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © YingYangJPN //@version=5 strategy("DMI and RSI Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10) // DMI indikatörünü tanımlayalım lensig = input.int(14, title="ADX Smoothing", minval=1, maxval=50) len = input.int(14, minval=1, title="DI Length") up = ta.change(high) down = -ta.change(low) plusDM = na(up) ? na : (up > down and up > 0 ? up : 0) minusDM = na(down) ? na : (down > up and down > 0 ? down : 0) trur = ta.rma(ta.tr, len) plus = fixnan(100 * ta.rma(plusDM, len) / trur) minus = fixnan(100 * ta.rma(minusDM, len) / trur) sum = plus + minus adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), lensig) trailing_stop_loss_factor = input.float(0.50, "Trailing Stop Loss Factor", step = 0.01) // RSI indikatörünü tanımlayalım rsiLength = input.int(14, minval=1, title="RSI Length") rsiSource = input(close, title="RSI Source") rsiOverbought = input.int(70, title="RSI Overbought Level") rsiOversold = input.int(30, title="RSI Oversold Level") rsiValue = ta.rsi(rsiSource, rsiLength) // Uzun pozisyon açma koşullarını tanımlayalım longCondition1 = rsiValue < rsiOversold // RSI oversold seviyesinin altındaysa longCondition2 = adx > 20 // ADX 20'den büyükse longCondition3 = minus > plus // Kısa pozisyon açma koşullarını tanımlayalım shortCondition1 = rsiValue > rsiOverbought // RSI overbought seviyesinin üstündeyse shortCondition2 = adx > 20 // ADX 20'den büyükse shortCondition3 = plus > minus // Uzun pozisyon açalım if longCondition1 and longCondition2 and longCondition3 strategy.entry("Long", strategy.long) // Kısa pozisyon açalım if shortCondition1 and shortCondition2 and shortCondition3 strategy.entry("Short", strategy.short) // Trailing Stop Loss longTrailingStopLoss = strategy.position_avg_price * (1 - trailing_stop_loss_factor / 100) shortTrailingStopLoss = strategy.position_avg_price * (1 + trailing_stop_loss_factor / 100) if strategy.position_size > 0 strategy.exit("Exit Long", "Long", stop = longTrailingStopLoss) if strategy.position_size < 0 strategy.exit("Exit Short", "Short", stop = shortTrailingStopLoss) // DMI ve RSI indikatörlerini grafiğe çizelim plot(adx, color=#F50057, title="ADX") plot(plus, color=#2962FF, title="+DI") plot(minus, color=#FF6D00, title="-DI") plot(rsiValue, color=#9C27B0, title="RSI") hline(rsiOverbought, title="RSI Overbought Level", color=#E91E63, linestyle=hline.style_dashed) hline(rsiOversold, title="RSI Oversold Level", color=#4CAF50, linestyle=hline.style_dashed)