Diese Strategie ist ein dynamisches Trendfolgensystem, das auf dem Indikator ATR (Average True Range) basiert und Multi-Perioden-Analyse und Portfoliomanagement-Fähigkeiten kombiniert. Die Strategie verfolgt die relative Position zwischen Preis und ATR-Kanal, um Trendänderungen in verschiedenen Zeitrahmen zu erfassen und gleichzeitig Positionen entsprechend benutzerdefinierten Handelsmengen dynamisch zu verwalten.
Die Kernlogik der Strategie beruht auf folgenden Schlüsselelementen: 1. Verwendet den ATR-Indikator, um einen dynamischen Stop-Loss-Kanal zu erstellen, wobei die Kanalbreite durch ATR-Periode und Empfindlichkeitsparameter bestimmt wird 2. Bestimmt Kauf/Verkaufsignale durch Crossovers zwischen EMA und ATR-Kanal Unterstützt den Betrieb über mehrere Zeitrahmen von 5 Minuten bis 2 Stunden 4. enthält einen Portfolio-Tracking-Mechanismus zur dynamischen Anpassung der Kauf-/Verkaufsmengen anhand der aktuellen Positionen 5. Optionale Verwendung von Heikin-Ashi-Kerzen zur Verringerung falscher Signale
Diese Strategie ist ein vollständiges Handelssystem, das technische Analyse und Portfoliomanagement kombiniert. Es bietet stabile Trendverfolgungsfähigkeiten durch ATR-dynamische Kanäle und mehrjährige Analysen unter Berücksichtigung der Positionsmanagementbedürfnisse im tatsächlichen Handel. Die Optimierung der Strategie sollte sich auf die Verbesserung der Signalqualität und die Verbesserung der Risikokontrolle konzentrieren. Weitere Praktikabilität kann durch Parameteroptimierung und Funktionsausweitung erreicht werden.
/*backtest start: 2019-12-23 08:00:00 end: 2024-12-10 08:00:00 period: 1d basePeriod: 1d exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 strategy(title='ADET GİRMELİ Trend İz Süren Stop Strategy', overlay=true, overlay=true,default_qty_type = strategy.fixed, default_qty_value = 1) // Inputs a = input(9, title='Key Value. "This changes the sensitivity"') c = input(3, title='ATR Period') h = input(false, title='Signals from Heikin Ashi Candles') xATR = ta.atr(c) nLoss = a * xATR src = h ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close, lookahead=barmerge.lookahead_off) : close xATRTrailingStop = 0.0 iff_1 = src > nz(xATRTrailingStop[1], 0) ? src - nLoss : src + nLoss iff_2 = src < nz(xATRTrailingStop[1], 0) and src[1] < nz(xATRTrailingStop[1], 0) ? math.min(nz(xATRTrailingStop[1]), src + nLoss) : iff_1 xATRTrailingStop := src > nz(xATRTrailingStop[1], 0) and src[1] > nz(xATRTrailingStop[1], 0) ? math.max(nz(xATRTrailingStop[1]), src - nLoss) : iff_2 pos = 0 iff_3 = src[1] > nz(xATRTrailingStop[1], 0) and src < nz(xATRTrailingStop[1], 0) ? -1 : nz(pos[1], 0) pos := src[1] < nz(xATRTrailingStop[1], 0) and src > nz(xATRTrailingStop[1], 0) ? 1 : iff_3 xcolor = pos == -1 ? color.red : pos == 1 ? color.green : color.blue ema = ta.ema(src, 1) above = ta.crossover(ema, xATRTrailingStop) below = ta.crossover(xATRTrailingStop, ema) buy = src > xATRTrailingStop and above sell = src < xATRTrailingStop and below barbuy = src > xATRTrailingStop barsell = src < xATRTrailingStop // Alım ve Satım Sinyalleri buySignal = src > xATRTrailingStop and above sellSignal = src < xATRTrailingStop and below // Kullanıcı girişi sell_quantity = input.int(1, title="Sell Quantity", minval=1) buy_quantity = input.int(1, title="Buy Quantity", minval=1) // Portföy miktarı (örnek simülasyon verisi) var portfolio_quantity = 0 // Sinyal üretimi (örnek sinyal, gerçek stratejinizle değiştirin) indicator_signal = (src > xATRTrailingStop and above) ? "buy" : (src < xATRTrailingStop and below) ? "sell" : "hold" // Şartlara göre al/sat if indicator_signal == "buy" and portfolio_quantity < buy_quantity strategy.entry("Buy Order", strategy.long, qty=buy_quantity) portfolio_quantity := portfolio_quantity + buy_quantity if indicator_signal == "sell" and portfolio_quantity >= sell_quantity strategy.close("Buy Order", qty=sell_quantity) portfolio_quantity := portfolio_quantity - sell_quantity // Plot buy and sell signals plotshape(buy, title='Buy', text='Buy', style=shape.labelup, location=location.belowbar, color=color.new(color.green, 0), textcolor=color.new(color.white, 0), size=size.tiny) plotshape(sell, title='Sell', text='Sell', style=shape.labeldown, location=location.abovebar, color=color.new(color.red, 0), textcolor=color.new(color.white, 0), size=size.tiny) // Bar coloring barcolor(barbuy ? color.rgb(6, 250, 14) : na) barcolor(barsell ? color.red : na) // Alerts alertcondition(buy, 'UT Long', 'UT Long') alertcondition(sell, 'UT Short', 'UT Short') // Strategy Entry and Exit if buy strategy.entry('Long', strategy.long) if sell strategy.entry('Short', strategy.short) // Optional Exit Conditions if sell strategy.close('Long') if buy strategy.close('Short') // ///TARAMA/// // gurupSec = input.string(defval='1', options=['1', '2', '3', '4', '5','6','7'], group='Taraması yapılacak 40\'arlı gruplardan birini seçin', title='Grup seç') // per = input.timeframe(defval='', title='PERİYOT',group = "Tarama yapmak istediğiniz periyotu seçin") // loc = input.int(defval=20, title='Konum Ayarı', minval = -100,maxval = 200 , step = 5, group='Tablonun konumunu belirleyin') // func() => // //ÖRNEK BİR FONKSİYON AŞAĞIDA YAZILMIŞTIR. SİZ DE İSTEDİĞİNİZ KOŞULLAR İÇİN TARAMA YAZABİLİRSİNİZ. // //rsi = ta.rsi(close,14) // //cond = rsi <= 30 // //[close,cond] // ////value = ta.cci(close,length23) // cond = buySignal or sellSignal // [close,cond] // c1 = input.symbol(title='1', defval='BIST:BRYAT',group = "1. Grup Hisseleri") // c2 = input.symbol(title='2', defval='BIST:TARKM') // c3 = input.symbol(title='3', defval='BIST:TNZTP') // c4 = input.symbol(title='4', defval='BIST:ERBOS') // c5 = input.symbol(title='5', defval='BIST:BFREN') // c6 = input.symbol(title='6', defval='BIST:ALARK') // c7 = input.symbol(title='7', defval='BIST:ISMEN') // c8 = input.symbol(title='8', defval='BIST:CVKMD') // c9 = input.symbol(title='9', defval='BIST:TTRAK') // c10 = input.symbol(title='10', defval='BIST:ASELS') // c11 = input.symbol(title='11', defval='BIST:ATAKP') // c12 = input.symbol(title='12', defval='BIST:MGROS') // c13 = input.symbol(title='13', defval='BIST:BRSAN') // c14 = input.symbol(title='14', defval='BIST:ALFAS') // c15 = input.symbol(title='15', defval='BIST:CWENE') // c16 = input.symbol(title='16', defval='BIST:THYAO') // c17 = input.symbol(title='17', defval='BIST:EREGL') // c18 = input.symbol(title='18', defval='BIST:TUPRS') // c19 = input.symbol(title='19', defval='BIST:YYLGD') // c20 = input.symbol(title='20', defval='BIST:KLSER') // c21 = input.symbol(title='21', defval='BIST:MIATK') // c22 = input.symbol(title='22', defval='BIST:ASTOR') // c23 = input.symbol(title='23', defval='BIST:DOAS') // c24 = input.symbol(title='24', defval='BIST:ERCB') // c25 = input.symbol(title='25', defval='BIST:REEDR') // c26 = input.symbol(title='26', defval='BIST:DNISI') // c27 = input.symbol(title='27', defval='BIST:ARZUM') // c28 = input.symbol(title='28', defval='BIST:EBEBK') // c29 = input.symbol(title='29', defval='BIST:KLKIM') // c30 = input.symbol(title='30', defval='BIST:ONCSM') // c31 = input.symbol(title='31', defval='BIST:SOKE') // c32 = input.symbol(title='32', defval='BIST:GUBRF') // c33 = input.symbol(title='33', defval='BIST:KONTR') // c34 = input.symbol(title='34', defval='BIST:DAPGM') // c35 = input.symbol(title='35', defval='BIST:BVSAN') // c36 = input.symbol(title='36', defval='BIST:ODAS') // c37 = input.symbol(title='37', defval='BIST:OYAKC') // c38 = input.symbol(title='38', defval='BIST:KRPLS') // c39 = input.symbol(title='39', defval='BIST:BOBET') // [v1,s1] = request.security(c1, per, func()) // [v2,s2] = request.security(c2, per, func()) // [v3,s3] = request.security(c3, per, func()) // [v4,s4] = request.security(c4, per, func()) // [v5,s5] = request.security(c5, per, func()) // [v6,s6] = request.security(c6, per, func()) // [v7,s7] = request.security(c7, per, func()) // [v8,s8] = request.security(c8, per, func()) // [v9,s9] = request.security(c9, per, func()) // [v10,s10] = request.security(c10, per, func()) // [v11,s11] = request.security(c11, per, func()) // [v12,s12] = request.security(c12, per, func()) // [v13,s13] = request.security(c13, per, func()) // [v14,s14] = request.security(c14, per, func()) // [v15,s15] = request.security(c15, per, func()) // [v16,s16] = request.security(c16, per, func()) // [v17,s17] = request.security(c17, per, func()) // [v18,s18] = request.security(c18, per, func()) // [v19,s19] = request.security(c19, per, func()) // [v20,s20] = request.security(c20, per, func()) // [v21,s21] = request.security(c21, per, func()) // [v22,s22] = request.security(c22, per, func()) // [v23,s23] = request.security(c23, per, func()) // [v24,s24] = request.security(c24, per, func()) // [v25,s25] = request.security(c25, per, func()) // [v26,s26] = request.security(c26, per, func()) // [v27,s27] = request.security(c27, per, func()) // [v28,s28] = request.security(c28, per, func()) // [v29,s29] = request.security(c29, per, func()) // [v30,s30] = request.security(c30, per, func()) // [v31,s31] = request.security(c31, per, func()) // [v32,s32] = request.security(c32, per, func()) // [v33,s33] = request.security(c33, per, func()) // [v34,s34] = request.security(c34, per, func()) // [v35,s35] = request.security(c35, per, func()) // [v36,s36] = request.security(c36, per, func()) // [v37,s37] = request.security(c37, per, func()) // [v38,s38] = request.security(c38, per, func()) // [v39,s39] = request.security(c39, per, func()) // roundn(x, n) => // mult = 1 // if n != 0 // for i = 1 to math.abs(n) by 1 // mult *= 10 // mult // n >= 0 ? math.round(x * mult) / mult : math.round(x / mult) * mult // scr_label = 'A/G İZSÜREN\n' // scr_label := s1 ? scr_label + syminfo.ticker(c1) + ' ' + str.tostring(roundn(v1, 2)) + '\n' : scr_label // scr_label := s2 ? scr_label + syminfo.ticker(c2) + ' ' + str.tostring(roundn(v2, 2)) + '\n' : scr_label // scr_label := s3 ? scr_label + syminfo.ticker(c3) + ' ' + str.tostring(roundn(v3, 2)) + '\n' : scr_label // scr_label := s4 ? scr_label + syminfo.ticker(c4) + ' ' + str.tostring(roundn(v4, 2)) + '\n' : scr_label // scr_label := s5 ? scr_label + syminfo.ticker(c5) + ' ' + str.tostring(roundn(v5, 2)) + '\n' : scr_label // scr_label := s6 ? scr_label + syminfo.ticker(c6) + ' ' + str.tostring(roundn(v6, 2)) + '\n' : scr_label // scr_label := s7 ? scr_label + syminfo.ticker(c7) + ' ' + str.tostring(roundn(v7, 2)) + '\n' : scr_label // scr_label := s8 ? scr_label + syminfo.ticker(c8) + ' ' + str.tostring(roundn(v8, 2)) + '\n' : scr_label // scr_label := s9 ? scr_label + syminfo.ticker(c9) + ' ' + str.tostring(roundn(v9, 2)) + '\n' : scr_label // scr_label := s10 ? scr_label + syminfo.ticker(c10) + ' ' + str.tostring(roundn(v10, 2)) + '\n' : scr_label // scr_label := s11 ? scr_label + syminfo.ticker(c11) + ' ' + str.tostring(roundn(v11, 2)) + '\n' : scr_label // scr_label := s12 ? scr_label + syminfo.ticker(c12) + ' ' + str.tostring(roundn(v12, 2)) + '\n' : scr_label // scr_label := s13 ? scr_label + syminfo.ticker(c13) + ' ' + str.tostring(roundn(v13, 2)) + '\n' : scr_label // scr_label := s14 ? scr_label + syminfo.ticker(c14) + ' ' + str.tostring(roundn(v14, 2)) + '\n' : scr_label // scr_label := s15 ? scr_label + syminfo.ticker(c15) + ' ' + str.tostring(roundn(v15, 2)) + '\n' : scr_label // scr_label := s16 ? scr_label + syminfo.ticker(c16) + ' ' + str.tostring(roundn(v16, 2)) + '\n' : scr_label // scr_label := s17 ? scr_label + syminfo.ticker(c17) + ' ' + str.tostring(roundn(v17, 2)) + '\n' : scr_label // scr_label := s18 ? scr_label + syminfo.ticker(c18) + ' ' + str.tostring(roundn(v18, 2)) + '\n' : scr_label // scr_label := s19 ? scr_label + syminfo.ticker(c19) + ' ' + str.tostring(roundn(v19, 2)) + '\n' : scr_label // scr_label := s20 ? scr_label + syminfo.ticker(c20) + ' ' + str.tostring(roundn(v20, 2)) + '\n' : scr_label // scr_label := s21 ? scr_label + syminfo.ticker(c21) + ' ' + str.tostring(roundn(v21, 2)) + '\n' : scr_label // scr_label := s22 ? scr_label + syminfo.ticker(c22) + ' ' + str.tostring(roundn(v22, 2)) + '\n' : scr_label // scr_label := s23 ? scr_label + syminfo.ticker(c23) + ' ' + str.tostring(roundn(v23, 2)) + '\n' : scr_label // scr_label := s24 ? scr_label + syminfo.ticker(c24) + ' ' + str.tostring(roundn(v24, 2)) + '\n' : scr_label // scr_label := s25 ? scr_label + syminfo.ticker(c25) + ' ' + str.tostring(roundn(v25, 2)) + '\n' : scr_label // scr_label := s26 ? scr_label + syminfo.ticker(c26) + ' ' + str.tostring(roundn(v26, 2)) + '\n' : scr_label // scr_label := s27 ? scr_label + syminfo.ticker(c27) + ' ' + str.tostring(roundn(v27, 2)) + '\n' : scr_label // scr_label := s28 ? scr_label + syminfo.ticker(c28) + ' ' + str.tostring(roundn(v28, 2)) + '\n' : scr_label // scr_label := s29 ? scr_label + syminfo.ticker(c29) + ' ' + str.tostring(roundn(v29, 2)) + '\n' : scr_label // scr_label := s30 ? scr_label + syminfo.ticker(c30) + ' ' + str.tostring(roundn(v30, 2)) + '\n' : scr_label // scr_label := s31 ? scr_label + syminfo.ticker(c31) + ' ' + str.tostring(roundn(v31, 2)) + '\n' : scr_label // scr_label := s32 ? scr_label + syminfo.ticker(c32) + ' ' + str.tostring(roundn(v32, 2)) + '\n' : scr_label // scr_label := s33 ? scr_label + syminfo.ticker(c33) + ' ' + str.tostring(roundn(v33, 2)) + '\n' : scr_label // scr_label := s34 ? scr_label + syminfo.ticker(c34) + ' ' + str.tostring(roundn(v34, 2)) + '\n' : scr_label // scr_label := s35 ? scr_label + syminfo.ticker(c35) + ' ' + str.tostring(roundn(v35, 2)) + '\n' : scr_label // scr_label := s36 ? scr_label + syminfo.ticker(c36) + ' ' + str.tostring(roundn(v36, 2)) + '\n' : scr_label // scr_label := s37 ? scr_label + syminfo.ticker(c37) + ' ' + str.tostring(roundn(v37, 2)) + '\n' : scr_label // scr_label := s38 ? scr_label + syminfo.ticker(c38) + ' ' + str.tostring(roundn(v38, 2)) + '\n' : scr_label // scr_label := s39 ? scr_label + syminfo.ticker(c39) + ' ' + str.tostring(roundn(v39, 2)) + '\n' : scr_label // var panel = table.new(position = position.top_right,columns = 10,rows = 10,bgcolor = color.green,frame_color = color.white,border_color = color.red) // if barstate.islast // table.cell(panel,0,0,text = str.tostring(scr_label)) // //------------------------------------------------------