Die Multi-Indikator-Trend-Folge-Strategie mit Stop-Loss und Take-Profit enthält Indikatoren wie EMA, MACD, OBV und PSAR, um die Trendrichtung zu bestimmen, und setzt Stop-Loss und Take-Profit nach dem Eintritt in Trades fest, um Risiken zu kontrollieren.
Bestimmung der Trendrichtung: Wenn sich EMA, MACD, OBV und PSAR ausrichten, um Auf- oder Abwärtstrendsignale zu geben.
Einstiegsregeln: Long bei Bullen, Short bei Bären.
Stop-Loss/Take-Profit: Setzen Sie Stop-Loss und Take-Profit für jeden Handel anhand der PSAR-Level nach dem Eintritt.
Ausgangsregeln: Schließung von Positionen, wenn ein Stop-Loss- oder Take-Profit-Ansatz ausgelöst wird.
Der Vorteil dieser Strategie besteht in der Verwendung mehrerer Indikatoren für die Erzeugung von Signalen mit hoher Wahrscheinlichkeit, während die Stop-Loss-/Take-Profit-Regeln die Risiken aktiv kontrollieren und gleichzeitig Gewinne erzielen.
Mehrfache Indikatoren kombinieren sich für Wahrscheinlichkeitssignale
Stop-Loss/Take-Profit steuert die Risiken aktiv
Gewinn-/Stop-Loss-Annahme auf der Grundlage von PSAR-Leveln
Flexible Optimierung von Indikatoren und Parametern
Nachhaltige Gewinnentwicklung
Komplexe Kombination aus mehreren Indikatoren
Potenzielle Risiken für Signalverzögerungen
Pass auf, wenn es umkehrt.
Dauerhafte Parameterprüfung und -optimierung erforderlich
Die Multi-Indikator-Trend-Folge-Strategie mit Stop-Loss und Take-Profit verbessert den Trendhandel umfassend, indem sie die Genauigkeit erhöht und die Risiken aktiv steuert.
/*backtest
start: 2023-08-15 00:00:00
end: 2023-09-14 00:00:00
period: 1h
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/
// © exlux99
//@version=4
strategy("Scalping FOrex full strategy with risk management",overlay=true,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.cash_per_contract ,commission_value=0.00005)
//VOLUME o
shortlen = input(1, minval=1, title = "Short Length OBV")
longlen = input(8, minval=1, title = "Long Length OBV")
upColor = #2196F3//input(#2196F3, "Color Up")
dnColor = #6B1599//input(#6B1599, "Color Down")
f_normGradientColor(_series, _crossesZero, _colorNormLen, _dnColor, _upColor) =>
_dnValue = _crossesZero?-100:0
_mult = 0.0
_lowest = lowest(_colorNormLen)
_highest = highest(_colorNormLen)
_diff1 = close - _lowest
_diff2 = _highest - _lowest
if _diff2 > 0
_mult := _diff1 / _diff2 * 100
color.from_gradient(sign(_series) * _mult, _dnValue, 100, _dnColor, _upColor)
shorta = ema(volume, shortlen)
longa = ema(volume, longlen)
osc = 100 * (shorta - longa) / longa
start = input(0.1, title="PSAR START")
increment = input(0.05,title="PSAR INC")
maximum = input(0.3, title="PSAR MAX")
// multitp=input(1)
// multisl=input(1)
var bool uptrend = na
var float EP = na
var float SAR = na
var float AF = start
var float nextBarSAR = na
if bar_index > 0
firstTrendBar = false
SAR := nextBarSAR
if bar_index == 1
float prevSAR = na
float prevEP = na
lowPrev = low[1]
highPrev = high[1]
closeCur = close
closePrev = close[1]
if closeCur > closePrev
uptrend := true
EP := high
prevSAR := lowPrev
prevEP := high
else
uptrend := false
EP := low
prevSAR := highPrev
prevEP := low
firstTrendBar := true
SAR := prevSAR + start * (prevEP - prevSAR)
if uptrend
if SAR > low
firstTrendBar := true
uptrend := false
SAR := max(EP, high)
EP := low
AF := start
else
if SAR < high
firstTrendBar := true
uptrend := true
SAR := min(EP, low)
EP := high
AF := start
if not firstTrendBar
if uptrend
if high > EP
EP := high
AF := min(AF + increment, maximum)
else
if low < EP
EP := low
AF := min(AF + increment, maximum)
if uptrend
SAR := min(SAR, low[1])
if bar_index > 1
SAR := min(SAR, low[2])
else
SAR := max(SAR, high[1])
if bar_index > 1
SAR := max(SAR, high[2])
nextBarSAR := SAR + AF * (EP - SAR)
// if barstate.isconfirmed
// if uptrend
// strategy.entry("ParSE", strategy.short, stop=nextBarSAR, comment="ParSE")
// strategy.cancel("ParLE")
// else
// strategy.entry("ParLE", strategy.long, stop=nextBarSAR, comment="ParLE")
// strategy.cancel("ParSE")
//plot(SAR, style=plot.style_cross, linewidth=3, color=color.orange)
psarshort = close- SAR
psarlong= SAR-close
lena = input(200, minval=1, title="Length EMA")
srca = input(close, title="Source")
out = ema(srca, lena)
fast_length = input(title="Fast Length MACD", type=input.integer, defval=12)
slow_length = input(title="Slow Length MACD", type=input.integer, defval=25)
src = input(title="Source", type=input.source, defval=close)
signal_length = input(title="Signal Smoothing MACD", type=input.integer, minval = 1, maxval = 50, defval = 9)
sma_source = input(title="Simple MA (Oscillator)", type=input.bool, defval=true)
sma_signal = input(title="Simple MA (Signal Line)", type=input.bool, defval=true)
// Calculating
fast_ma = sma_source ? sma(src, fast_length) : ema(src, fast_length)
slow_ma = sma_source ? sma(src, slow_length) : ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length)
hist = macd - signal
long = hist[1]<0 and hist > 0 and close > out and uptrend and osc < 0
short = hist[1]>0 and hist< 0 and close < out and not uptrend and osc >0
// ------------------------- Strategy Logic --------------------------------- //
var longOpeneds = false
var shortOpeneds = false
var int timeOfBuys = na
var float tpLong = na
var float slLong = na
var int entrys = na
longConditions = long and not longOpeneds and entrys<100
if longConditions
longOpeneds := true
timeOfBuys := time
tpLong := close+ (psarshort) //* multitp)
slLong := close- (psarshort)//*multisl)
entrys:=entrys+1
tpLongTrigger = (longOpeneds[1] and (crossover(close, tpLong) or crossover( high,tpLong)))
slLongTrigger = (longOpeneds[1] and (crossunder(close, slLong) or crossunder( low,slLong)))
longExitSignals = slLongTrigger or tpLongTrigger or short
exitLongConditions = longOpeneds[1] and longExitSignals
if exitLongConditions
longOpeneds := false
timeOfBuys := na
tpLong := na
slLong := na
if(short)
entrys:=0
//short
// ------------------------- Strategy Logic --------------------------------- //
var longOpenedss = false
// var shortOpeneds = false
var int timeOfBuyss = na
var float tpLongs = na
var float slLongs = na
var int entry = na
longConditionss = short and not longOpenedss and entry<100
if longConditionss
longOpenedss := true
timeOfBuyss := time
tpLongs := close- (psarlong)//*multitp )
slLongs := close+ (psarlong)//*multisl)
entry:=1
tpLongTriggers = (longOpenedss[1] and ( crossunder(close, tpLongs) or crossunder( low,tpLongs)))
slLongTriggers = (longOpenedss[1] and (crossover(close, slLongs) or crossover( high,slLongs)))
longExitSignalss = slLongTriggers or tpLongTriggers or long
exitLongConditionss = longOpenedss[1] and longExitSignalss
if exitLongConditionss
longOpenedss := false
timeOfBuyss := na
tpLongs := na
slLongs := na
if(long)
entry:=0
longEntry=input(true)
shortEntry=input(true)
if(longEntry)
strategy.entry("long",1,when=longConditions)
strategy.close('long',when=exitLongConditions)
if(shortEntry)
strategy.entry("short",0,when=longConditionss)
strategy.close("short",when=exitLongConditionss)