Diese Strategie wird
Der Ultimate Oscillator enthält Preisinformationen über mehrere Perioden hinweg, um die Marktüberkauf/Überverkaufszustände zu messen.
Die Handelslogik lautet:
Wenn der Ultimate Oscillator unter einen niedrigen Wert (z. B. 45) fällt, ist der Markt überverkauft und es werden lange Trades in Betracht gezogen.
Halten Sie die Long-Positionen fort, bis der Indikator einen mittleren Wert (z. B. 70) überschreitet, um Gewinne zu erzielen.
Wenn der Indikator eine bullische Divergenz zeigt, kann der Stop entsprechend angepasst werden.
Wenn der Indikator wieder unter den Tiefpunkt fällt, kann eine Erhöhung der Long-Positionen in Betracht gezogen werden.
Der Vorteil dieser Strategie besteht darin, überverkaufte Bounce-Möglichkeiten zu erfassen. Aber die Optimierung der Parameter ist erforderlich, und die Nachzügigkeit des Indikators erfordert die Kombination von Trendanalyse. Stop-Loss und Geldmanagement sind ebenfalls von entscheidender Bedeutung.
In der Tat ist es üblich, Indikatoren zu verwenden, um den Zeitpunkt der Umkehrung zu bestimmen.
/*backtest
start: 2023-09-11 00:00:00
end: 2023-09-12 00:00:00
period: 5m
basePeriod: 1m
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/
// © mohanee
//@version=4
strategy(title="Ultimate Oscillator [Long] Strategy", shorttitle="UO" , overlay=false, pyramiding=2, default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000, currency=currency.USD) //default_qty_value=10, default_qty_type=strategy.fixed,
//Ultimate Oscillator logic copied from TradingView builtin indicator
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length1 = input(5, minval=1), length2 = input(10, minval=1), length3 = input(15, minval=1)
//rsiUOLength = input(7, title="RSI UO length", minval=1)
signalLength = input(9, title="Signal length", minval=1)
buyLine = input (45, title="Buy Line (UO crossing up oversold at ) ") //crossover
exitLine = input (70, title="Exit Line (UO crsossing down overbought at) ") //crossunder
riskCapital = input(title="Risk % of capital", defval=10, minval=1)
stopLoss=input(3,title="Stop Loss",minval=1)
takeProfit=input(false, title="Take Profit")
profitExitLine = input (75, title="Take Profit at RSIofUO crossing below this value ") //crossunder
showSignalLine=input(true, "show Signal Line")
//showUO=input(false, "show Ultimate Oscialltor")
average(bp, tr_, length) => sum(bp, length) / sum(tr_, length)
high_ = max(high, close[1])
low_ = min(low, close[1])
bp = close - low_
tr_ = high_ - low_
avg7 = average(bp, tr_, length1)
avg14 = average(bp, tr_, length2)
avg28 = average(bp, tr_, length3)
ultOscVal = 100 * (4*avg7 + 2*avg14 + avg28)/7
//Ultimate Oscillator
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//Willimas Alligator copied from TradingView built in Indicator
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smma(src, length) =>
smma = 0.0
smma := na(smma[1]) ? sma(src, length) : (smma[1] * (length - 1) + src) / length
smma
//moving averages logic copied from Willimas Alligator -- builtin indicator in TradingView
sma1=smma(hl2,5)
sma2=smma(hl2,20)
sma3=smma(hl2,50)
//Willimas Alligator
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myVwap= vwap(hlc3)
//drawings
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hline(profitExitLine, title="Middle Line 60 [Profit Exit Here]", color=color.purple , linestyle=hline.style_dashed)
obLevelPlot = hline(exitLine, title="Overbought", color=color.red , linestyle=hline.style_dashed)
osLevelPlot = hline(buyLine, title="Oversold", color=color.blue, linestyle=hline.style_dashed)
//fill(obLevelPlot, osLevelPlot, title="Background", color=color.blue, transp=90)
//rsiUO = rsi(ultOscVal,rsiUOLength)
rsiUO=ultOscVal
//emaUO = ema(rsiUO, 9)
//signal line
emaUO = ema(ultOscVal , 5) // ema(ultOscVal / rsiUO, 9)
//ultPlot=plot(showUO==true? ultOscVal : na, color=color.green, title="Oscillator")
plot(rsiUO, title = "rsiUO" , color=color.purple)
plot(showSignalLine ? emaUO : na , title = "emaUO [signal line]" , color=color.blue) //emaUO
//drawings
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//Strategy Logic
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longCond= crossover(rsiUO, buyLine) or crossover(rsiUO, 30)
//longCond= ( ema10>ema20 and crossover(rsiUO, buyLine) ) or ( ema10 < ema20 and crossover(rsiUO, 75) )
//Entry--
//Echeck how many units can be purchased based on risk manage ment and stop loss
qty1 = (strategy.equity * riskCapital / 100 ) / (close*stopLoss/100)
//check if cash is sufficient to buy qty1 , if capital not available use the available capital only
qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1
//strategy.entry(id="LERSIofUO", long=true, qty=qty1, when = close > open and barssince(longCond)<=3 and strategy.position_size<1 ) //and sma1 > sma3) // and close>open and rsiUO >= 25 ) //and
strategy.entry(id="LEUO", long=true, qty=qty1, when = close > open and barssince(longCond)<=3 and strategy.position_size<1 and sma2 > sma3) // and close>open and rsiUO >= 25 ) //and
//Add
//strategy.entry(id="LEUO", comment="Add" , qty=qty1/2 , long=true, when = strategy.position_size>=1 and close < strategy.position_avg_price and crossover(rsiUO, 60) ) //and sma1 > sma3) // and close>open and rsiUO >= 25 ) //and
//strategy.entry(id="LEUO", long=true, qty=qty1, when = close > open and barssince(longCond)<=10 and valuewhen(longCond , close , 1) > close and rsiUO>=30) // and close>open and rsiUO >= 25 ) //and
//for Later versions
//also check for divergence ... later version
//also check if close above vwap session
//strategy.entry(id="LEUO", long=false, when = sma1< sma2 and crossunder(rsiUO,60) )
//change the bar color to yellow , indicating startegy will trigger BUY
barcolor( close > open and barssince(longCond)<=3 and strategy.position_size<1 and sma2 > sma3 ? color.orange : na)
//barcolor(abs(strategy.position_size)>=1 ? color.blue : na )
bgcolor(abs(strategy.position_size)>=1 ? color.blue : na , transp=70)
//signal for addition to existing position
barcolor( strategy.position_size>=1 and close < strategy.position_avg_price and crossover(rsiUO, 60) ? color.yellow : na)
//bgcolor( strategy.position_size>=1 and close < strategy.position_avg_price and crossover(rsiUO, 60) ? color.yellow : na, transp=30)
//partial exit
strategy.close(id="LEUO", comment="PExit", qty=strategy.position_size/3, when= takeProfit and abs(strategy.position_size)>=1 and close > strategy.position_avg_price and crossunder(rsiUO,profitExitLine) )
//close the Long order
strategy.close(id="LEUO", comment="Profit is "+tostring(close - strategy.position_avg_price, "###.##"), when=abs(strategy.position_size)>=1 and crossunder(rsiUO,exitLine) ) //and close > strategy.position_avg_price )
//strategy.close(id="LEUO", comment="CloseAll", when=abs(strategy.position_size)>=1 and crossunder(rsiUO2,40) ) //and close > strategy.position_avg_price )
// stop loss exit
stopLossVal = strategy.position_size>=1 ? strategy.position_avg_price * ( 1 - (stopLoss/100) ) : 0.00
strategy.close(id="LEUO", comment="SL exit Loss is "+tostring(close - strategy.position_avg_price, "###.##") , when=abs(strategy.position_size)>=1 and close < stopLossVal and rsiUO < exitLine)
//reason to rsiUO <30 is if price is going down , indicator should reflect it ... but indicator is above 30 means it showing divergence... so hold on it until it crossdown 30 ...that way even Stop Loss less than predefined ...
//Strategy Logic
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