Diese Strategie ist eine zusammengesetzte Strategie, die auf EMA-Differenz und MACD-Indikator für den kurzfristigen BTC-Handel basiert. Sie kombiniert die Signale von EMA und MACD, um Kauf- und Verkaufssignale unter bestimmten Bedingungen zu generieren.
Durch die Kombination der Signale sowohl von EMA Differenz als auch von MACD können einige gefälschte Signale herausgefiltert und die Zuverlässigkeit der Signale verbessert werden.
/*backtest start: 2024-01-01 00:00:00 end: 2024-01-24 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=3 strategy("EMA50Diff & MACD Strategy", overlay=false) EMA = input(18, step=1) MACDfast = input(12) MACDslow = input(26) EMADiffThreshold = input(8) MACDThreshold = input(80) TargetValidityThreshold = input(65, step=5) Target = input(120, step=5) StopLoss = input(650, step=5) ema = ema(close, EMA) hl = plot(0, color=white, linewidth=1) diff = close - ema clr = color(blue, transp=100) if diff>0 clr := lime else if diff<0 clr := red fastMA = ema(close, MACDfast) slowMA = ema(close, MACDslow) macd = (fastMA - slowMA)*3 signal = sma(macd, 9) plot(macd, color=aqua, linewidth=2) plot(signal, color=purple, linewidth=2) macdlong = macd<-MACDThreshold and signal<-MACDThreshold and crossover(macd, signal) macdshort = macd>MACDThreshold and signal>MACDThreshold and crossunder(macd, signal) position = 0.0 position := nz(strategy.position_size, 0.0) long = (position < 0 and close < strategy.position_avg_price - TargetValidityThreshold and macdlong) or (position == 0.0 and diff < -EMADiffThreshold and diff > diff[1] and diff[1] < diff[2] and macdlong) short = (position > 0 and close > strategy.position_avg_price + TargetValidityThreshold and macdshort) or (position == 0.0 and diff > EMADiffThreshold and diff < diff[1] and diff[1] > diff[2] and macdshort) amount = (strategy.equity / close) //- ((strategy.equity / close / 10)%10) bgclr = color(blue, transp=100) //#0c0c0c if long strategy.entry("long", strategy.long, amount) bgclr := green if short strategy.entry("short", strategy.short, amount) bgclr := maroon bgcolor(bgclr, transp=20) strategy.close("long", when=close>strategy.position_avg_price + Target) strategy.close("short", when=close<strategy.position_avg_price - Target) strategy.exit("STOPLOSS", "long", stop=strategy.position_avg_price - StopLoss) strategy.exit("STOPLOSS", "short", stop=strategy.position_avg_price + StopLoss) //plotshape(long, style=shape.labelup, location=location.bottom, color=green) //plotshape(short, style=shape.labeldown, location=location.top, color=red) pl = plot(diff, style=histogram, color=clr) fill(hl, pl, color=clr)