Esta estrategia se llama
La triple EMA (TEMA) combina las fortalezas de la EMA única y la doble EMA para capturar de manera más sensible los cambios de tendencia de precios. La línea de regresión lineal refleja la tendencia de equilibrio a largo plazo de los precios. Cuando la TEMA a corto plazo cruza por encima de la línea de regresión lineal a largo plazo, indica una tendencia alcista para considerar operaciones largas. Lo contrario sugiere tendencias bajistas para considerar operaciones cortas.
Después de la entrada, la estrategia utiliza un mecanismo de stop loss adaptativo basado en ATR para bloquear las ganancias. Establece y ajusta la distancia de parada basada en la volatilidad del mercado. Esto evita paradas fijas mientras permite que las paradas sigan de forma adaptativa las fluctuaciones del mercado.
La ventaja de esta estrategia es que el combo de indicadores identifica la dirección de la tendencia con relativa precisión. El método de stop loss adaptativo también es más avanzado.
En resumen, la integración razonable de múltiples indicadores técnicos, junto con medidas estrictas de gestión del riesgo, puede mejorar la eficiencia de la negociación de estrategias y la capacidad de mitigar los riesgos.
/*backtest
start: 2023-01-01 00:00:00
end: 2023-02-20 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/
// © Wunderbit Trading
//@version=4
strategy("Automated Bitcoin (BTC) Investment Strategy", overlay=true, initial_capital=5000,pyramiding = 0, currency="USD", default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent,commission_value=0.1)
//////////// Functions
Atr(p) =>
atr = 0.
Tr = max(high - low, max(abs(high - close[1]), abs(low - close[1])))
atr := nz(atr[1] + (Tr - atr[1])/p,Tr)
//TEMA
TEMA(series, length) =>
if (length > 0)
ema1 = ema(series, length)
ema2 = ema(ema1, length)
ema3 = ema(ema2, length)
(3 * ema1) - (3 * ema2) + ema3
else
na
tradeType = input("LONG", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"])
///////////////////////////////////////////////////
/// INDICATORS
source=close
/// TREND
trend_type1 = input("TEMA", title ="First Trend Line : ", options=["LSMA", "TEMA","EMA","SMA"])
trend_type2 = input("LSMA", title ="First Trend Line : ", options=["LSMA", "TEMA","EMA","SMA"])
trend_type1_length=input(25, "Length of the First Trend Line")
trend_type2_length=input(100, "Length of the Second Trend Line")
leadLine1 = if trend_type1=="LSMA"
linreg(close, trend_type1_length, 0)
else if trend_type1=="TEMA"
TEMA(close,trend_type1_length)
else if trend_type1 =="EMA"
ema(close,trend_type1_length)
else
sma(close,trend_type1_length)
leadLine2 = if trend_type2=="LSMA"
linreg(close, trend_type2_length, 0)
else if trend_type2=="TEMA"
TEMA(close,trend_type2_length)
else if trend_type2 =="EMA"
ema(close,trend_type2_length)
else
sma(close,trend_type2_length)
p3 = plot(leadLine1, color= #53b987, title="EMA", transp = 50, linewidth = 1)
p4 = plot(leadLine2, color= #eb4d5c, title="SMA", transp = 50, linewidth = 1)
fill(p3, p4, transp = 60, color = leadLine1 > leadLine2 ? #53b987 : #eb4d5c)
//Upward Trend
UT=crossover(leadLine1,leadLine2)
DT=crossunder(leadLine1,leadLine2)
// TP/ SL/ FOR LONG
// TAKE PROFIT AND STOP LOSS
long_tp1_inp = input(15, title='Long Take Profit 1 %', step=0.1)/100
long_tp1_qty = input(20, title="Long Take Profit 1 Qty", step=1)
long_tp2_inp = input(30, title='Long Take Profit 2%', step=0.1)/100
long_tp2_qty = input(20, title="Long Take Profit 2 Qty", step=1)
long_take_level_1 = strategy.position_avg_price * (1 + long_tp1_inp)
long_take_level_2 = strategy.position_avg_price * (1 + long_tp2_inp)
long_sl_input = input(5, title='stop loss in %', step=0.1)/100
long_sl_input_level = strategy.position_avg_price * (1 - long_sl_input)
// Stop Loss
multiplier = input(3.5, "SL Mutiplier", minval=1, step=0.1)
ATR_period=input(8,"ATR period", minval=1, step=1)
// Strategy
//LONG STRATEGY CONDITION
SC = input(close, "Source", input.source)
SL1 = multiplier * Atr(ATR_period) // Stop Loss
Trail1 = 0.0
Trail1 := iff(SC < nz(Trail1[1], 0) and SC[1] < nz(Trail1[1], 0), min(nz(Trail1[1], 0), SC + SL1), iff(SC > nz(Trail1[1], 0), SC - SL1, SC + SL1))
Trail1_high=highest(Trail1,50)
// iff(SC > nz(Trail1[1], 0) and SC[1] > nz(Trail1[1], 0), max(nz(Trail1[1], 0), SC - SL1),
entry_long=crossover(leadLine1,leadLine2) and Trail1_high < close
exit_long = close < Trail1_high or crossover(leadLine2,leadLine1) or close < long_sl_input_level
///// BACKTEST PERIOD ///////
testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0)
testStopYear = input(9999, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
if testPeriod()
if tradeType=="LONG" or tradeType=="BOTH"
if strategy.position_size == 0 or strategy.position_size > 0
strategy.entry("long", strategy.long, comment="BUY", when=entry_long)
strategy.exit("TP1", "long", qty_percent=long_tp1_qty, limit=long_take_level_1)
strategy.exit("TP2", "long", qty_percent=long_tp2_qty, limit=long_take_level_2)
strategy.close("long", when=exit_long, comment="SL" )
// LONG POSITION
plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st Long Take Profit")
plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd Long Take Profit")
plot(strategy.position_size > 0 ? Trail1_high : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Stop Loss")