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স্টপ লস মেকানিজম যোগ করুন। লাভ লক করতে এবং ড্রডাউন হ্রাস করতে ট্রেলিং স্টপ বা অপেক্ষমান অর্ডার সেট করুন।
অন্যান্য সূচক বা প্যাটার্নের সাথে সংযুক্ত করুন। একাধিক ফিল্টার শর্ত যুক্ত করতে এবং ঝুঁকি আরও হ্রাস করতে অস্থিরতা সূচক, চলমান গড় ইত্যাদির সাথে সংযুক্ত করার বিষয়টি বিবেচনা করুন।

সংক্ষিপ্তসার

/*backtest
start: 2023-12-01 00:00:00
end: 2023-12-31 23:59:59
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
strategy("ES Stoch RSI Strategy [krypt]", overlay=true, calc_on_order_fills=true, calc_on_every_tick=true, initial_capital=10000, currency='USD')

//Backtest Range
FromMonth = input(defval = 06, title = "From Month", minval = 1)
FromDay   = input(defval = 1, title = "From Day", minval = 1)
FromYear  = input(defval = 2018, title = "From Year", minval = 2014)
ToMonth   = input(defval = 7, title = "To Month", minval = 1)
ToDay     = input(defval = 30, title = "To Day", minval = 1)
ToYear    = input(defval = 2018, title = "To Year", minval = 2014)

PI = 3.14159265359

drop1st(src) =>
    x = na
    x := na(src[1]) ? na : src

xlowest(src, len) =>
    x = src
    for i = 1 to len - 1
        v = src[i]
        if (na(v))
            break
        x := min(x, v)
    x

xhighest(src, len) =>
    x = src
    for i = 1 to len - 1
        v = src[i]
        if (na(v))
            break
        x := max(x, v)
    x

xstoch(c, h, l, len) =>
    xlow = xlowest(l, len)
    xhigh = xhighest(h, len) 
    100 * (c - xlow) / (xhigh - xlow)

Stochastic(c, h, l, length) =>
    rawsig = xstoch(c, h, l, length)
    min(max(rawsig, 0.0), 100.0)

xrma(src, len) =>
    sum = na
    sum := (src + (len - 1) * nz(sum[1], src)) / len

xrsi(src, len) =>
    msig = nz(change(src, 1), 0.0)
    up = xrma(max(msig, 0.0), len)
    dn = xrma(max(-msig, 0.0), len)
    rs = up / dn
    100.0 - 100.0 / (1.0 + rs)

EhlersSuperSmoother(src, lower) =>
	a1 = exp(-PI * sqrt(2) / lower)
	coeff2 = 2 * a1 * cos(sqrt(2) * PI / lower)
	coeff3 = -pow(a1, 2)
	coeff1 = (1 - coeff2 - coeff3) / 2
	filt = na
	filt := nz(coeff1 * (src + nz(src[1], src)) + coeff2 * filt[1] + coeff3 * filt[2], src)

smoothK = input(7, minval=1, title="K")
smoothD = input(2, minval=1, title="D")
lengthRSI = input(10, minval=1, title="RSI Length")
lengthStoch = input(3, minval=1, title="Stochastic Length")
showsignals = input(true, title="Buy/Sell Signals")
src = input(close,  title="Source")

ob = 80
os = 20
midpoint = 50

price = log(drop1st(src))
rsi1 = xrsi(price, lengthRSI)
rawsig = Stochastic(rsi1, rsi1, rsi1, lengthStoch)
sig = EhlersSuperSmoother(rawsig, smoothK)
ma = sma(sig, smoothD)

plot(sig, color=#0094ff, title="K", transp=0)
plot(ma, color=#ff6a00, title="D", transp=0)
lineOB = hline(ob, title="Upper Band", color=#c0c0c0)
lineOS = hline(os, title="Lower Band", color=#c0c0c0)
fill(lineOB, lineOS, color=purple, title="Background")

// Buy/Sell Signals

// use curvature information to filter out some false positives
mm1 = change(change(ma, 1), 1)
mm2 = change(change(ma, 2), 2)
ms1 = change(change(sig, 1), 1)
ms2 = change(change(sig, 2), 2)

sellsignals = showsignals and (mm1 + ms1 < 0 and mm2 + ms2 < 0) and crossunder(sig, ma) and sig[1] > ob
buysignals = showsignals and (mm1 + ms1 > 0 and mm2 + ms2 > 0) and crossover(sig, ma) and sig[1] < os

ploff = 4
plot(buysignals ? sig[1] - ploff : na, style=circles, color=#008fff, linewidth=3, title="Buy Signal", transp=0)
plot(sellsignals ? sig[1] + ploff : na, style=circles, color=#ff0000, linewidth=3, title="Sell Signal", transp=0)

longCondition = buysignals
if (longCondition)
    strategy.entry("L", strategy.long, comment="Long", when=(buysignals))

shortCondition = sellsignals
if (shortCondition)
    strategy.entry("S", strategy.short, comment="Short", when=(sellsignals))

আরো

2019 FMZ - সমস্ত অধিকার সংরক্ষিত