এই কৌশলটির মূল অপ্টিমাইজেশান দিকগুলি হলঃ
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।
/*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))