এই কৌশলটি ম্যাকডি গতির সূচক এবং ডিএমআই প্রবণতা সূচককে একত্রিত করে যখন শর্ত পূরণ হয় তখন দীর্ঘ যেতে হয়। এর প্রস্থানগুলি লাভের লক করার জন্য একটি নির্দিষ্ট লাভ এবং একটি কাস্টম অস্থিরতা ট্রেলিং স্টপ সেট করে।
এই কৌশলটি MACD এবং DMI সূচকগুলির উপর নির্ভর করেঃ
পজিশন আউটপুটের জন্য দুটি মান রয়েছেঃ
/*backtest start: 2024-01-29 00:00:00 end: 2024-02-28 00:00:00 period: 2h basePeriod: 15m 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/ //@version=4 strategy(shorttitle='(MACD + DMI Scalping with Volatility Stop',title='MACD + DMI Scalping with Volatility Stop by (Coinrule)', overlay=true, initial_capital = 100, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type=strategy.commission.percent, commission_value=0.1) // Works better on 3h, 1h, 2h, 4h //Backtest dates fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12) fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31) fromYear = input(defval = 2021, title = "From Year", type = input.integer, minval = 1970) thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12) thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31) thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970) showDate = input(defval = true, title = "Show Date Range", type = input.bool) start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window window() => true // DMI and MACD inputs and calculations [pos_dm, neg_dm, avg_dm] = dmi(14, 14) [macd, macd_signal, macd_histogram] = macd(close, 12, 26, 9) Take_profit= ((input (3))/100) longTakeProfit = strategy.position_avg_price * (1 + Take_profit) length = input(20, "Length", minval = 2) src = input(close, "Source") factor = input(2.0, "vStop Multiplier", minval = 0.25, step = 0.25) volStop(src, atrlen, atrfactor) => var max = src var min = src var uptrend = true var stop = 0.0 atrM = nz(atr(atrlen) * atrfactor, tr) max := max(max, src) min := min(min, src) stop := nz(uptrend ? max(stop, max - atrM) : min(stop, min + atrM), src) uptrend := src - stop >= 0.0 if uptrend != nz(uptrend[1], true) max := src min := src stop := uptrend ? max - atrM : min + atrM [stop, uptrend] [vStop, uptrend] = volStop(src, length, factor) closeLong = close > longTakeProfit or crossunder(close, vStop) //Entry strategy.entry(id="long", long = true, when = crossover(macd, macd_signal) and pos_dm > neg_dm and window()) //Exit strategy.close("long", when = closeLong and window())