Gewinnnetzstrategie mit Schwankung
Schriftsteller:ChaoZhang, Datum: 2024-01-23 15:16:47Tags:
Übersicht
Die Gewinnrasterstrategie mit Schwingung ist eine Trendfolgestrategie, die automatisch auf Basis von Preisschwankungen Raster erstellt, um kontinuierlich Gewinne zu erzielen, wenn der Preis schwankt.
Strategie Logik
Die Kernidee dieser Strategie besteht darin, ein Gitter von Preisbereichen aufzubauen. Neue Handelssignale werden generiert, wenn der Preis in verschiedene Bereiche eintritt. Wenn zum Beispiel die Gitterlücke auf 500 USD gesetzt wird, wird ein neues Long-Signal ausgelöst, wenn der Preis über 500 USD steigt.
Insbesondere bewegt die Strategie das Netz, indem sie neue Höchst- oder Tiefpreise verfolgt.re_gridDer Strompreis wird dann berechnet, wenn der Strompreis über die definierte Stromlücke hinausgeht.
So werden neue Handelssignale generiert, wenn der Preis ausreichend schwankt. Gewinne können erzielt werden, indem man dementsprechend lang oder kurz geht. Wenn sich der Preis in die entgegengesetzte Richtung bewegt und die Gitterlücke überschreitet, wird die vorherige Position bei einem Gewinn gestoppt.
Analyse der Vorteile
Der größte Vorteil dieser Strategie besteht darin, dass sie automatisch den Preistrend verfolgen und dauerhaft Gewinne erzielen kann. Solange der Preis stark schwankt, werden unsere Positionsgröße und unsere Gewinne kontinuierlich steigen.
Darüber hinaus können Risiken durch eine angemessene Einstellung der Netzparameter wirksam kontrolliert werden.
Risikoanalyse
Das Hauptrisiko dieser Strategie besteht darin, dass der Preis plötzlich umkehrt und zu einem Stop-Loss führt.
Um ein solches Risiko zu kontrollieren, können wir eine Stop-Loss-Linie setzen, die Netzparameter vernünftigerweise anpassen, Produkte mit einem stärkeren Trend auswählen und Signale mit mehreren technischen Indikatoren filtern.
Optimierungsrichtlinien
Wir können die Strategie aus folgenden Gesichtspunkten optimieren:
Optimieren Sie die Gitterparameter, um die beste Kombination von Gitterlücke, Positionsgröße usw. zu finden.
Der Stop-Loss-Mechanismus soll verbessert oder angepasst werden, um Risiken besser zu kontrollieren.
Verschiedene Handelsprodukte testen und diejenigen mit höheren Schwankungen und klareren Trends auswählen.
Mehr technische Indikatoren hinzufügen, um Signale zu beurteilen und die Robustheit zu verbessern.
Schlussfolgerung
Die Gewinnrasterstrategie mit Schwingung kann durch die automatische Verfolgung von Trends durch die Festlegung von Preisrastern effektiv dauerhafte Gewinne generieren. Gleichzeitig bestehen bestimmte Abzugsrisiken. Durch Parameteroptimierung, Stop-Loss-Einstellung, Produktwahl usw. können die Risiken effektiv kontrolliert und die Strategie robuster gemacht werden.
/*backtest
start: 2023-01-16 00:00:00
end: 2024-01-22 00:00:00
period: 1d
basePeriod: 1h
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/
// © ramsay09
//@version=4
strategy(title="Grid Tool",shorttitle= "Grid", overlay= true )
backtest = input(title= "Backtest (no comment-string, disable for API-trading)", type= input.bool, defval= true)
entry_type = input("Long", title= "Long/Short Entry", options= ["Long", "Short"])
X_opt = input("Grid - reentry", title="--- 1st ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"])
X_opt_2 = input("---", title="--- 2nd ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"])
entry_f_1 = input("---", title="Entry filter 1", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter",
"Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter",
"SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter",
"Price filtered Kumo flip filter", "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter",
"Tenkan X Kijun filter"])
entry_f_2 = input("---", title="Entry filter 2", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter",
"Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter",
"SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter",
"Price filtered Kumo flip filter", "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter",
"Tenkan X Kijun filter"])
exit_f_1 = input("---", title="Exit filter 1", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit",
"RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"])
exit_f_2 = input("---", title="Exit filter 2", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit",
"RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"])
//--------------------- Signal inputs -----------------------
grid_gap = input(500, type= input.float, title= "Grid gap - base currency", minval= 0, step= 10)
//--------------------- filter inputs --------------------
shared_param = input(false, title= " Shared filter and entry parameters :", type= input.bool)
sb = input(title="Segment max bars", defval= 10, minval= 0, step= 1)
fr_period = input(2, title= "Fractals period", minval= 1)
rsi_period = input(14, title= "RSI period", minval= 1)
ma_period = input(50, title= "MA period", minval= 1)
mult = input(3, type= input.float, title= "SuperTrend multiplier", minval= 1, step= 0.1)
len = input(6, type= input.integer, title= "SuperTrend length", minval= 1)
start = 0.02//input(0.02, title= "PSAR Start (Filter/Entry)", minval= 0)
inc = 0.02//input(0.02, title= "PSAR Increment (Filter/Entry)", minval= 0)
max = 0.2//input(.2, title= "PSAR Maximum (Filter/Entry)", minval= 0)
di_length_s = input(10, title= "DI length (signals)", minval= 1)
adx_smooth_s = input(10, title= "ADX smooth (signals)", minval= 1)
adx_thres_s = input(25, title= "ADX threshold (signals)", minval= 1)
trix_len_f = input(14, title= "TRIX Length", type=input.integer, minval=1)
smooth_length_f = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1)
//--------------------- exit inputs --------------------
exit_param = input(false, title= " Exit Parameters :", type= input.bool)
trix_len_x = input(14, title= "TRIX Length", type=input.integer, minval=1)
smooth_length_x = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1)
fr_period_x = input(2, title= "Exit fractals - period", minval= 1)
fr_past_x = input(0, title= "Exit fractals - past fractal", minval= 0)
rsi_period_x = input(14, title= "Exit RSI period", minval= 1)
ma_period_x = input(50, title= "Exit MA period", minval= 1)
mult_x = input(2, type= input.float, title= "Exit SuperTrend multiplier", minval= 1)
len_x = input(5, type= input.integer, title= "Exit SuperTrend length", minval= 1)
di_length_x = input(10, title= "Exit ADX period", minval= 1)
adx_smooth_x = input(10, title= "Exit ADX smooth", minval= 1)
adx_thres_x = input(25, title= "Exit ADX threshold", minval= 1)
//----------------------- Backtest periode --------------------------------
b_t_per_start = input(false, title= " Set backtest start or/and trend start :", type= input.bool)
start_year = input(2020, "Start year")
start_month = input(3, "Start month", minval= 1, maxval= 12)
start_day = input(13, "Start day", minval= 1, maxval= 31)
period_start = timestamp(start_year, start_month, start_day, 0, 0)
stop_year = input(2120, "Stop year")
stop_month = input(12, "Stop month", minval= 1, maxval= 12)
stop_day = input(31, "Stop day", minval= 1, maxval= 31)
period_stop = timestamp(stop_year, stop_month, stop_day, 0, 0)
backtest_period() => time >= period_start and time <= period_stop ? true : false
//-------------------- Ichimoku --------------------
TKlength = 9 //input(9, "Tenkan-sen length", minval= 1)
KJlength = 26 //input(26, "Kijun-sen length", minval= 1)
CSHSlength = 26 //input(26, "Chikouspan length/horizontal shift", minval= 1)
SBlength = 52 //input(52, "SenkouspanB length", minval= 1)
SAlength = 26 //input(26, "SenkouspanA length", minval= 1)
// calculation
TK = avg(lowest(TKlength), highest(TKlength))
KJ = avg(lowest(KJlength), highest(KJlength))
CS = close
SB = avg(lowest(SBlength), highest(SBlength))
SA = avg(TK,KJ)
kumo_high = max(SA[CSHSlength-1], SB[CSHSlength-1])
kumo_low = min(SA[CSHSlength-1], SB[CSHSlength-1])
//------------------------------------- Filters and entry signals --------------------------------------
//---------------------- Ichimoku filter ------------------------
// cross conditions for "Strong" filtered signals
var bool sasb_x = true
if crossover(SA, SB) and low > kumo_high
sasb_x := true
if crossunder(SA, SB) and high < kumo_low
sasb_x := false
var bool tkkj_x = true
if crossover(TK, KJ) and TK > kumo_high and KJ > kumo_high
tkkj_x := true
if crossunder(TK, KJ) and TK < kumo_low and KJ < kumo_low
tkkj_x := false
// Ichimoku filters
kijun_buy_f = close > KJ
kumo_buy_f = close > kumo_high
kumo_flip_buy_f = SA > SB
price_filtered_kumo_flip_buy_f = sasb_x and low > kumo_high
chikou_X_price_buy_f = CS > high[(26-1)]
chikou_X_kumo_buy_f = CS > kumo_high[26-1]
price_X_tenkan_buy_f = close > TK
tenkan_X_kumo_buy_f = TK > kumo_high
tenkan_X_kijun_buy_f = TK > KJ
kumo_filtered_tenkan_X_kijun_buy_f = tkkj_x and TK > kumo_high and KJ > kumo_high and TK > KJ
kijun_sell_f = close < KJ
kumo_sell_f = close < kumo_low
kumo_flip_sell_f = SA < SB
price_filtered_kumo_flip_sell_f = not sasb_x and high < kumo_low
chikou_X_price_sell_f = CS < low[(26-1)]
chikou_X_kumo_sell_f = CS < kumo_low[26-1]
price_X_tenkan_sell_f = close < TK
tenkan_X_kumo_sell_f = TK < kumo_low
tenkan_X_kijun_sell_f = TK < KJ
kumo_filtered_tenkan_X_kijun_sell_f = not tkkj_x and TK < kumo_low and KJ < kumo_low and TK < KJ
// Ichimoku exits
kijun_buy_x = close > KJ
kumo_buy_x = close > kumo_high
kijun_sell_x = close < KJ
kumo_sell_x = close < kumo_low
//------------------------ grid --------------------------
//up_grid = 0.
//up_grid := nz(high > up_grid[1] + grid_gap and backtest_period() ? close : up_grid[1]) // forward grid long
//dn_grid = 0.
//dn_grid := nz(low < dn_grid[1] - grid_gap and backtest_period() ? close : dn_grid[1]) // forward grid short
re_grid = 0.
re_grid := nz(high > re_grid[1] + grid_gap or low < re_grid[1] - grid_gap ? close : re_grid[1])
//grid_up_buy = up_grid > up_grid[1]
//grid_dn_sell = dn_grid < dn_grid[1]
grid_ct_buy = re_grid < re_grid[1]
grid_ct_sell = re_grid > re_grid[1]
grid_re_buy = re_grid > re_grid[1]
grid_re_sell = re_grid < re_grid[1]
//plot(re_grid,"Plot", color= color.yellow, linewidth= 2)
//---------------------- reverse fractal signal and filter --------------------------
up_bar = close[0] > open[0]
dn_bar = close[0] < open[0]
hl = low[0] > low[1]
lh = high[0] < high[1]
rev_up_fr_sell = pivothigh(high, 3, 0) and dn_bar and up_bar[1] or
pivothigh(high, 4, 1) and dn_bar and up_bar[1] or
pivothigh(high, 4, 1) and lh and up_bar and up_bar[1]
rev_dn_fr_buy = pivotlow(low, 3, 0) and up_bar and dn_bar[1] or
pivotlow(low, 4, 1) and up_bar and dn_bar[1] or
pivotlow(low, 4, 1) and hl and dn_bar and dn_bar[1]
ema_f(src, ema_len) => ema(src, ema_len) // ma function definition
sma_f(src, sma_len) => sma(src, sma_len)
ema_21 = ema_f(close, 21) // ema21/sma20 signal
sma_20 = sma_f(close, 20)
ma_cross_buy = close > ema_21 and close > sma_20 and ema_21 > sma_20
ma_cross_sell = close < ema_21 and close < sma_20 and ema_21 < sma_20
//--------------------- TRIX ------------------------
triple_ema_f = ema(ema(ema(close, trix_len_f), trix_len_f), trix_len_f)
trix_f = roc(triple_ema_f, 1)
signal_f = sma(trix_f, smooth_length_f)
triple_ema_x = ema(ema(ema(close, trix_len_x), trix_len_x), trix_len_x)
trix_x = roc(triple_ema_x, 1)
signal_x = sma(trix_x, smooth_length_x)
//filters
trix_buy_f = trix_f > signal_f
trix_sell_f = trix_f < signal_f
//exits
trix_buy_x = trix_x > signal_x
trix_sell_x = trix_x < signal_x
//----------------------- macd filter -----------------------
[macdLine_f, signalLine_f, histLine_f] = macd(close, 12, 26, 9)
//filters
macd_buy = macdLine_f > signalLine_f
macd_sell = macdLine_f < signalLine_f
//exit
macd_buy_x = macdLine_f > signalLine_f
macd_sell_x = macdLine_f < signalLine_f
//---------------------- rsi filter and entry signal------------------------
//entry
rsi_f = rsi(close, rsi_period)
rsi_f_buy = rsi_f > 50
rsi_f_sell = rsi_f < 50
//filters
rsi_f_buy_f = rsi_f > 50
rsi_f_sell_f = rsi_f < 50
//exit
rsi_f_x = rsi(close, rsi_period_x)
rsi_f_buy_x = rsi_f_x > 50
rsi_f_sell_x = rsi_f_x < 50
//---------------- Bill Williams Fractals (filter and entry signal) -----------------
up_fr = pivothigh(fr_period, fr_period)
dn_fr = pivotlow(fr_period, fr_period)
fractal_up_v = valuewhen(up_fr, high[fr_period],0)
fractal_dn_v = valuewhen(dn_fr, low[fr_period],0)
//entry signal
fr_upx = crossover(high, fractal_up_v)
fr_dnx = crossunder(low, fractal_dn_v)
//filters
fr_upx_f = high > fractal_up_v
fr_dnx_f = low < fractal_dn_v
//exit
up_fr_x = pivothigh(fr_period_x, fr_period_x)
dn_fr_x = pivotlow(fr_period_x, fr_period_x)
fractal_up_v_x = valuewhen(up_fr_x, high[fr_period_x], fr_past_x)
fractal_dn_v_x = valuewhen(dn_fr_x, low[fr_period_x], fr_past_x)
fr_upx_x = high > fractal_up_v_x
fr_dnx_x = low < fractal_dn_v_x
//higher low and higher high - lower high and lower low - entry
fractal_dn_v_1 = valuewhen(dn_fr, low[fr_period],1)
fractal_up_v_1 = valuewhen(up_fr, high[fr_period],1)
hl_hh_buy = fractal_dn_v > fractal_dn_v_1 and high > fractal_up_v // 123 signal and filter
lh_ll_sell = fractal_up_v < fractal_up_v_1 and low < fractal_dn_v
//-------------------- SuperTrend filter and entry signal ---------------------
//entry
[SuperTrend, Dir] = supertrend(mult, len)
sup_buy = close > SuperTrend
sup_sell = close < SuperTrend
//filters
sup_buy_f = close > SuperTrend
sup_sell_f = close < SuperTrend
//exit
[SuperTrend_x, Dir_x] = supertrend(mult_x, len_x)
sup_buy_x = close > SuperTrend_x
sup_sell_x = close < SuperTrend_x
//----------------- Parabolic SAR Signal (pb/ps) and filter -------------------
psar_buy = high > sar(start, inc, max)[0]
psar_sell = low < sar(start, inc, max)[0]
//filters
psar_buy_f = high > sar(start, inc, max)[0]
psar_sell_f = low < sar(start, inc, max)[0]
//-------------------------- ADX entry and filter ---------------------------
//exit
[diplus_f_x, diminus_f_X, adx_f_x] = dmi(di_length_x, adx_smooth_x)
adx_thres_f_x = adx_f_x < adx_thres_x
//adx signal 1/2 and filters
[diplus_s, diminus_s, adx_s] = dmi(di_length_s, adx_smooth_s)
adx_above_thres = adx_s > adx_thres_s
long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s
short_1 = diplus_s < diminus_s and adx_s > diplus_s and adx_s < diminus_s
long_2 = diplus_s > diminus_s and adx_above_thres
short_2 = diplus_s < diminus_s and adx_above_thres
//-------------------------- SMA50 filter and entry---------------------------
//entry
sma_buy = close[2] > ema_f(close, ma_period)
sma_sell = close[2] < ema_f(close, ma_period)
//filters
sma_buy_f = close[2] > sma_f(close, ma_period)
sma_sell_f = close[2] < sma_f(close, ma_period)
//exit
sma_buy_x = close[1] > sma_f(close, ma_period_x)
sma_sell_x = close[1] < sma_f(close, ma_period_x)
//--------------------------- Segments signal ----------------------------
count1_l = 0
count2_l = 0
segment_1_stat_l = false
segment_2_stat_l = false
segment_3_stat_l = false
higher_low = low > low[1]
var line segment_low_1_l = na
var line segment_low_2_l = na
var line segment_low_3_l = na
// long segments
for i=0 to sb
count1_l := count1_l + 1
if low[1] > low[i+2] and higher_low
segment_1_stat_l := true
break
for i=count1_l to sb+count1_l
count2_l := count2_l + 1
if low[1+count1_l] > low[i+2] and segment_1_stat_l
segment_2_stat_l := true
break
for i=count2_l to sb+count2_l
if low[1+count1_l+count2_l] > low[i+2+count1_l] and segment_2_stat_l
segment_3_stat_l := true
break
// short segments
count1_s = 0
count2_s = 0
segment_1_stat_s = false
segment_2_stat_s = false
segment_3_stat_s = false
lower_high = high < high[1]
var line segment_high_1 = na
var line segment_high_2 = na
var line segment_high_3 = na
for i=0 to sb
count1_s := count1_s + 1
if high[1] < high[i+2] and lower_high
segment_1_stat_s := true
break
for i=count1_s to sb+count1_s
count2_s := count2_s + 1
if high[1+count1_s] < high[i+2] and segment_1_stat_s
segment_2_stat_s := true
break
for i=count2_s to sb+count2_s
if high[1+count1_s+count2_s] < high[i+2+count1_s] and segment_2_stat_s
segment_3_stat_s := true
break
// segments signals
seg_stat_l = segment_1_stat_l and segment_2_stat_l and segment_3_stat_l
seg_stat_s = segment_1_stat_s and segment_2_stat_s and segment_3_stat_s
//entry
segments_buy = high > high[1] and seg_stat_l[1]
segments_sell = low < low[1] and seg_stat_s[1]
//filters
segments_buy_f = high > high[1] and seg_stat_l[1]
segments_sell_f = low < low[1] and seg_stat_s[1]
//--------------------------- Entry Signal Options ---------------------------
// buy signal options 1
opt_sig_buy =
X_opt == "---" ? na :
// X_opt == "Grid - forward sig" ? grid_up_buy :
X_opt == "Grid - counter trend" ? grid_ct_buy :
X_opt == "Grid - reentry" ? grid_re_buy :
X_opt == "Fractals" ? fr_upx :
X_opt == "Reverse fractal" ? rev_dn_fr_buy : na
// sell signal options 1
opt_sig_sell =
X_opt == "---" ? na :
// X_opt == "Grid - forward sig" ? grid_dn_sell :
X_opt == "Grid - counter trend" ? grid_ct_sell :
X_opt == "Grid - reentry" ? grid_re_sell :
X_opt == "Fractals" ? fr_dnx :
X_opt == "Reverse fractal" ? rev_up_fr_sell : na
// buy signal options 2
opt_sig_buy_2 =
X_opt_2 == "---" ? na :
// X_opt_2 == "Grid - forward sig" ? grid_up_buy :
X_opt_2 == "Grid - counter trend" ? grid_ct_buy :
X_opt_2 == "Grid - reentry" ? grid_re_buy :
X_opt_2 == "Fractals" ? fr_upx :
X_opt_2 == "Reverse fractal" ? rev_dn_fr_buy : na
// sell signal options 2
opt_sig_sell_2 =
X_opt_2 == "---" ? na :
// X_opt_2 == "Grid - forward sig" ? grid_dn_sell :
X_opt_2 == "Grid - counter trend" ? grid_ct_sell :
X_opt_2 == "Grid - reentry" ? grid_re_sell :
X_opt_2 == "Fractals" ? fr_dnx :
X_opt_2 == "Reverse fractal" ? rev_up_fr_sell : na
//-------------------------- entry filter -------------------------------
//entry buy filter 1 options
entry_filter_buy_1 =
entry_f_1 == "---" ? true :
entry_f_1 == "MACD filter" ? macd_buy :
entry_f_1 == "RSI50 filter" ? rsi_f_buy_f :
entry_f_1 == "Fractals filter" ? fr_upx_f :
entry_f_1 == "SuperTrend filter" ? sup_buy_f :
entry_f_1 == "Parabolic SAR filter" ? psar_buy_f :
entry_f_1 == "SMA filter" ? sma_buy_f :
entry_f_1 == "ADX filter" ? adx_above_thres :
entry_f_1 == "Segments filter" ? segments_buy :
entry_f_1 == "Fractals 1-2-3 filter" ? hl_hh_buy :
entry_f_1 == "Reverse fractal filter" ? rev_dn_fr_buy :
entry_f_1 == "EMA21/SMA20 filter" ? ma_cross_buy :
entry_f_1 == "TRIX filter" ? trix_buy_f :
entry_f_1 == "Price X Kumo filter" ? kumo_buy_f :
entry_f_1 == "Price X Kijun filter" ? kijun_buy_f :
entry_f_1 == "Kumo flip filter" ? kumo_flip_buy_f :
entry_f_1 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_buy_f :
entry_f_1 == "Chikou X price filter" ? chikou_X_price_buy_f :
entry_f_1 == "Chikou X Kumo filter" ? chikou_X_kumo_buy_f :
entry_f_1 == "Price X Tenkan filter" ? price_X_tenkan_buy_f :
entry_f_1 == "Tenkan X Kumo filter" ? tenkan_X_kumo_buy_f :
entry_f_1 == "Tenkan X Kijun filter" ? tenkan_X_kijun_buy_f : true
//entry sell filter 1 options
entry_filter_sell_1 =
entry_f_1 == "---" ? true :
entry_f_1 == "MACD filter" ? macd_sell :
entry_f_1 == "RSI50 filter" ? rsi_f_sell_f :
entry_f_1 == "Fractals filter" ? fr_dnx_f :
entry_f_1 == "SuperTrend filter" ? sup_sell_f :
entry_f_1 == "Parabolic SAR filter" ? psar_sell_f :
entry_f_1 == "SMA filter" ? sma_sell_f :
entry_f_1 == "ADX filter" ? adx_above_thres :
entry_f_1 == "Segments filter" ? segments_sell :
entry_f_1 == "Fractals 1-2-3 filter" ? lh_ll_sell :
entry_f_1 == "Reverse fractal filter" ? rev_up_fr_sell :
entry_f_1 == "EMA21/SMA20 filter" ? ma_cross_sell :
entry_f_1 == "TRIX filter" ? trix_sell_f :
entry_f_1 == "Price X Kumo filter" ? kumo_sell_f :
entry_f_1 == "Price X Kijun filter" ? kijun_sell_f :
entry_f_1 == "Kumo flip filter" ? kumo_flip_sell_f :
entry_f_1 == "Price filtered Kumo flip filter" ?price_filtered_kumo_flip_sell_f :
entry_f_1 == "Chikou X price filter" ? chikou_X_price_sell_f :
entry_f_1 == "Chikou X Kumo filter" ? chikou_X_kumo_sell_f :
entry_f_1 == "Price X Tenkan filter" ? price_X_tenkan_sell_f :
entry_f_1 == "Tenkan X Kumo filter" ? tenkan_X_kumo_sell_f :
entry_f_1 == "Tenkan X Kijun filter" ? tenkan_X_kijun_sell_f : true
//entry buy filter 2 options
entry_filter_buy_2 =
entry_f_2 == "---" ? true :
entry_f_2 == "MACD filter" ? macd_buy :
entry_f_2 == "RSI50 filter" ? rsi_f_buy_f :
entry_f_2 == "Fractals filter" ? fr_upx_f :
entry_f_2 == "SuperTrend filter" ? sup_buy_f :
entry_f_2 == "Parabolic SAR filter" ? psar_buy_f :
entry_f_2 == "SMA filter" ? sma_buy_f :
entry_f_2 == "ADX filter" ? adx_above_thres :
entry_f_2 == "Segments filter" ? segments_buy :
entry_f_2 == "Fractals 1-2-3 filter" ? hl_hh_buy :
entry_f_2 == "Reverse fractal filter" ? rev_dn_fr_buy :
entry_f_2 == "EMA21/SMA20 filter" ? ma_cross_buy :
entry_f_2 == "TRIX filter" ? trix_buy_f :
entry_f_2 == "Price X Kumo filter" ? kumo_buy_f :
entry_f_2 == "Price X Kijun filter" ? kijun_buy_f :
entry_f_2 == "Kumo flip filter" ? kumo_flip_buy_f :
entry_f_2 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_buy_f :
entry_f_2 == "Chikou X price filter" ? chikou_X_price_buy_f :
entry_f_2 == "Chikou X Kumo filter" ? chikou_X_kumo_buy_f :
entry_f_2 == "Price X Tenkan filter" ? price_X_tenkan_buy_f :
entry_f_2 == "Tenkan X Kumo filter" ? tenkan_X_kumo_buy_f :
entry_f_2 == "Tenkan X Kijun filter" ? tenkan_X_kijun_buy_f : true
//entry sell filter 2 options
entry_filter_sell_2 =
entry_f_2 == "---" ? true :
entry_f_2 == "MACD filter" ? macd_sell :
entry_f_2 == "RSI50 filter" ? rsi_f_sell_f :
entry_f_2 == "Fractals filter" ? fr_dnx_f :
entry_f_2 == "SuperTrend filter" ? sup_sell_f :
entry_f_2 == "Parabolic SAR filter" ? psar_sell_f :
entry_f_2 == "SMA filter" ? sma_sell_f :
entry_f_2 == "ADX filter" ? adx_above_thres :
entry_f_2 == "Segments filter" ? segments_sell :
entry_f_2 == "Fractals 1-2-3 filter" ? lh_ll_sell :
entry_f_2 == "Reverse fractal filter" ? rev_up_fr_sell :
entry_f_2 == "EMA21/SMA20 filter" ? ma_cross_sell :
entry_f_2 == "TRIX filter" ? trix_sell_f :
entry_f_2 == "Price X Kumo filter" ? kumo_sell_f :
entry_f_2 == "Price X Kijun filter" ? kijun_sell_f :
entry_f_2 == "Kumo flip filter" ? kumo_flip_sell_f :
entry_f_2 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_sell_f :
entry_f_2 == "Chikou X price filter" ? chikou_X_price_sell_f :
entry_f_2 == "Chikou X Kumo filter" ? chikou_X_kumo_sell_f :
entry_f_2 == "Price X Tenkan filter" ? price_X_tenkan_sell_f :
entry_f_2 == "Tenkan X Kumo filter" ? tenkan_X_kumo_sell_f :
entry_f_2 == "Tenkan X Kijun filter" ? tenkan_X_kijun_sell_f : true
//------------------------- exit filter -----------------------
//short exit buy filter 1 options
exit_filter_buy_1 =
exit_f_1 == "---" ? false :
exit_f_1 == "TRIX exit" ? trix_buy_x :
exit_f_1 == "Reverse fractal exit" ? rev_dn_fr_buy :
exit_f_1 == "MACD exit" ? macd_buy_x :
exit_f_1 == "RSI50 exit" ? rsi_f_buy_x :
exit_f_1 == "Fractals exit" ? fr_upx_x :
exit_f_1 == "SuperTrend exit" ? sup_buy_x :
exit_f_1 == "Parabolic SAR exit" ? psar_buy :
exit_f_1 == "SMA exit" ? sma_buy_x :
exit_f_1 == "ADX exit" ? adx_thres_f_x :
exit_f_1 == "Cloud exit" ? kumo_buy_x :
exit_f_1 == "Kijun exit" ? kijun_buy_x : false
//long exit sell filter 1 options
exit_filter_sell_1 =
exit_f_1 == "---" ? false :
exit_f_1 == "TRIX exit" ? trix_sell_x :
exit_f_1 == "Reverse fractal exit" ? rev_up_fr_sell :
exit_f_1 == "MACD exit" ? macd_sell_x :
exit_f_1 == "RSI50 exit" ? rsi_f_sell_x :
exit_f_1 == "Fractals exit" ? fr_dnx_x :
exit_f_1 == "SuperTrend exit" ? sup_sell_x :
exit_f_1 == "Parabolic SAR exit" ? psar_sell :
exit_f_1 == "SMA exit" ? sma_sell_x :
exit_f_1 == "ADX exit" ? adx_thres_f_x :
exit_f_1 == "Cloud exit" ? kumo_sell_x :
exit_f_1 == "Kijun exit" ? kijun_sell_x : false
//short exit buy filter 2 options
exit_filter_buy_2 =
exit_f_2 == "---" ? false :
exit_f_2 == "TRIX exit" ? trix_buy_x :
exit_f_2 == "Reverse fractal exit" ? rev_dn_fr_buy :
exit_f_2 == "MACD exit" ? macd_buy_x :
exit_f_2 == "RSI50 exit" ? rsi_f_buy_x :
exit_f_2 == "Fractals exit" ? fr_upx_x :
exit_f_2 == "SuperTrend exit" ? sup_buy_x :
exit_f_2 == "Parabolic SAR exit" ? psar_buy :
exit_f_2 == "SMA exit" ? sma_buy_x :
exit_f_2 == "ADX exit" ? adx_thres_f_x :
exit_f_2 == "Cloud exit" ? kumo_buy_x :
exit_f_2 == "Kijun exit" ? kijun_buy_x : false
//long exit sell filter 2 options
exit_filter_sell_2 =
exit_f_2 == "---" ? false :
exit_f_2 == "TRIX exit" ? trix_sell_x :
exit_f_2 == "Reverse fractal exit" ? rev_up_fr_sell :
exit_f_2 == "MACD exit" ? macd_sell_x :
exit_f_2 == "RSI50 exit" ? rsi_f_sell_x :
exit_f_2 == "Fractals exit" ? fr_dnx_x :
exit_f_2 == "SuperTrend exit" ? sup_sell_x :
exit_f_2 == "Parabolic SAR exit" ? psar_sell :
exit_f_2 == "SMA exit" ? sma_sell_x :
exit_f_2 == "ADX exit" ? adx_thres_f_x :
exit_f_2 == "Cloud exit" ? kumo_sell_x :
exit_f_2 == "Kijun exit" ? kijun_sell_x : false
//--------------------- strategy entry ---------------------
long = entry_type != "Short"
short = entry_type != "Long"
exit_long = exit_filter_sell_1 or exit_filter_sell_2
exit_short = exit_filter_buy_1 or exit_filter_buy_2
if backtest_period()
if long
strategy.entry("os_b", strategy.long, when = opt_sig_buy and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long,
comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na)
strategy.entry("os_b", strategy.long, when = opt_sig_buy_2 and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long,
comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na)
strategy.close("os_b", when = exit_long)
if short
strategy.entry("os_s",strategy.short, when = opt_sig_sell and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short,
comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na)
strategy.entry("os_s",strategy.short, when = opt_sig_sell_2 and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short,
comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na)
strategy.close("os_s", when = exit_short)
// {{strategy.order.comment}} #bot - altert message
Mehr
- Langfristige Strategie des gleitenden Durchschnitts im Kreuzverlauf von Renko
- Binance-Nachrichten überwachen Online-Transaktionen
- Zwei-Richtungs-Trend-Tracking-Renko-Handelsstrategie
- Kombinierte Strategie für eine bewegte und unendliche Impulsresponslinie
- Supertrend-Tracking-Strategie
- Handelsstrategie zur Trendumkehrung mit mehreren Indikatoren
- Bitcoin und Gold Doppel-Gap-Strategie
- MACD- und RSI-Kreuzungstrategie
- Momentum Pullback-Strategie
- Strategie für die Verlagerung des gleitenden Durchschnitts
- Schwingungsdurchbruchstrategie auf Basis eines gleitenden Durchschnitts
- ZigZag-Mustererkennung Kurzfristige Handelsstrategie
- Volatilitäts- und Trendverfolgungsstrategie über Zeitrahmen hinweg basierend auf Williams VIX und DEMA
- Momentum-Breakout-Strategie basierend auf Zyklusbeurteilung mit gleitenden Durchschnitten
- Geldflussindex 5 Minuten Strategie über Zeit und Raum
- Zweigleisige EMA-Kreuztrendhandelsstrategie
- Dynamische Handelsstrategie zur Optimierung des MACD
- Strategie zur Kombination von VWAP und RSI
- RSI-Handelsstrategie für Bollinger-Bänder
- Kurzfristige Handelsstrategie auf Basis des EMA-Kanals und des MACD