Esta estrategia combina las medias móviles T3, T3 Fibonacci y MavilimW para generar señales comerciales a partir de las relaciones precio-MA. Pertenece a las estrategias de seguimiento de tendencias.
Calcule las medias móviles T3, T3 Fibonacci y MavilimW por separado.
La ruptura de los precios y el retroceso de los MAs producen señales de compra y venta.
La combinación de múltiples MA puede filtrar las señales para una mayor calidad.
Poner en marcha un stop loss para controlar las pérdidas por operación.
Flexibilidad para utilizar sistemas individuales o combinados de autorización de importación.
El combo MA mejora la precisión de la señal a través de la confirmación mutua.
Cada MA responde de manera diferente a los cambios de tendencia para la ventaja combinada.
Señales intuitivas formadas por relaciones MA.
Ayudas para detener pérdidas en el control de riesgos.
Código claro para una fácil comprensión y personalización.
Los combos MA pueden generar señales falsas causando pérdidas.
Es difícil determinar los puntos clave de inversión en las tendencias.
Los parámetros de admisión no adecuados afectan negativamente al rendimiento.
Los cambios frecuentes de posición aumentan los costos de transacción.
Los riesgos de la sobre-optimización durante la optimización.
Prueba diferentes parámetros de MA para encontrar combinaciones óptimas.
Evaluar indicadores de tendencia adicionales para el filtrado de señales.
Optimizar los parámetros de stop loss para reducir el riesgo de pérdida por operación.
Estudiar los patrones del ciclo de precios para identificar los puntos de inversión de tendencia.
Añadir una métrica de tendencia para evitar operaciones inversas innecesarias.
Emplear el dimensionamiento dinámico de las posiciones para una mejor eficiencia del capital.
Esta estrategia combina múltiples sistemas MA para la verificación mutua de señales. Pero los combos MA todavía tienen riesgos de señal falsa. La optimización continua de parámetros y los controles de riesgos pueden convertirlo en un sistema de seguimiento de tendencias robusto.
/*backtest
start: 2022-09-13 00:00:00
end: 2023-09-19 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
//creator&compiler: Bartu Altan
//inspired by: KIVANÇ ÖZBİLGİÇ @fr3792 and @mavilim0732 on twitter
//With courtesy of Kıvanç Özbilgiç, Permission Pending
strategy("Tilson T3, Tilson T3 Fibo and MavilimW Combined Strategy Strategy",shorttitle="T3 and MavilimW Strategy", initial_capital=100,currency=currency.USD,default_qty_type=strategy.percent_of_equity,default_qty_value =75,overlay=true)
stop_loss=input(defval=3.0,title="Stop Loss %",type=input.float)*0.01
strategyt3 = input(true,"T3")
strategyt3Fibo = input(true,"T3 Fibo Cross")
strategyMav = input(true,"MavilimW")
fmal=input(3,"First Moving Average length")
smal=input(5,"Second Moving Average length")
barsSinceCloseUnderMavw = input(5,"Bars Since Close Under MAVW")
T3FiboLine = input(false, title="Show T3 Fibonacci Ratio Line?")
length1 = input(8, "T3 Length")
a1 = input(0.7, "Volume Factor")
// BEGINNING OF T3
e1 = ema((high + low + 2 * close) / 4, length1)
e2 = ema(e1, length1)
e3 = ema(e2, length1)
e4 = ema(e3, length1)
e5 = ema(e4, length1)
e6 = ema(e5, length1)
c1 = -a1 * a1 * a1
c2 = 3 * a1 * a1 + 3 * a1 * a1 * a1
c3 = -6 * a1 * a1 - 3 * a1 - 3 * a1 * a1 * a1
c4 = 1 + 3 * a1 + a1 * a1 * a1 + 3 * a1 * a1
T3 = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3
col1t3 = T3 > T3[1]
col3t3 = T3 < T3[1]
color_1 = col1t3 ? color.green : col3t3 ? color.red : color.yellow
plot(strategyt3 or strategyt3Fibo ? T3:na, color=color_1, linewidth=3, title="T3")
//T3 Fibo
length12 = input(5, "T3 Length fibo")
a12 = input(0.618, "Volume Factor fibo")
e12 = ema((high + low + 2 * close) / 4, length12)
e22 = ema(e12, length12)
e32 = ema(e22, length12)
e42 = ema(e32, length12)
e52 = ema(e42, length12)
e62 = ema(e52, length12)
c12 = -a12 * a12 * a12
c22 = 3 * a12 * a12 + 3 * a12 * a12 * a12
c32 = -6 * a12 * a12 - 3 * a12 - 3 * a12 * a12 * a12
c42 = 1 + 3 * a12 + a12 * a12 * a12 + 3 * a12 * a12
T32 = c12 * e62 + c22 * e52 + c32 * e42 + c42 * e32
col12 = T32 > T32[1]
col32 = T32 < T32[1]
color2 = col12 ? color.blue : col32 ? color.purple : color.yellow
plot(strategyt3Fibo and T3FiboLine and T32 ? T32 : na, color=color2, linewidth=2, title="T3fibo")
//End of T3 Fibo
// END OF T3
// MAVİLİMW //
tmal=fmal+smal
Fmal=smal+tmal
Ftmal=tmal+Fmal
Smal=Fmal+Ftmal
M1= wma(close, fmal)
M2= wma(M1, smal)
M3= wma(M2, tmal)
M4= wma(M3, Fmal)
M5= wma(M4, Ftmal)
MAVW= wma(M5, Smal)
col1= MAVW>MAVW[1]
col3= MAVW<MAVW[1]
colorM = col1 ? color.blue : col3 ? color.red : color.yellow
plot(strategyMav ?MAVW:na,title="MAVW",color=colorM,linewidth=2)
// END OF MAVILIMW
// Long Conditions //
longT3single = strategyt3 and not(strategyt3Fibo) and not(strategyMav) ? crossover(close,T3) and barssince(crossunder(close,T3)) > barsSinceCloseUnderMavw : na
longT3Fibo = not(strategyt3) and strategyt3Fibo and not(strategyMav) ? crossover(T32,T3):na
longMav = not(strategyt3) and not(strategyt3Fibo) and strategyMav ? crossover(close,MAVW) and barssince(crossunder(close,MAVW)) > barsSinceCloseUnderMavw : na
longT3WFiboandMav = strategyt3 and strategyt3Fibo and strategyMav ? close > T3 and close > MAVW and T32 > T3 : na
longT3WFibo = strategyt3 and strategyt3Fibo and not(strategyMav) ? (crossover(T32,T3) and close > T3) or (T32>T3 and crossover(close,T3) and barssince(crossunder(close,T3)) > barsSinceCloseUnderMavw):na
longMavT3Fibo = not(strategyt3) and strategyt3Fibo and strategyMav ? (crossover(T32,T3) and close > MAVW) or (T32>T3 and crossover(close,MAVW) and barssince(crossunder(close,MAVW)) > barsSinceCloseUnderMavw) : na
longMavT3 = (strategyt3) and not(strategyt3Fibo) and strategyMav ? (crossover(close,T3) and barssince(crossunder(close,T3)) > barsSinceCloseUnderMavw and close>MAVW) or (crossover(close,MAVW) and barssince(crossunder(close,MAVW)) > barsSinceCloseUnderMavw and close>T3) : na
longchosen = longT3single or longT3Fibo or longMav or longT3WFiboandMav or longT3WFibo or longMavT3Fibo or longMavT3
// Long Close Conditions //
longcT3single = strategyt3 and not(strategyt3Fibo) and not(strategyMav) ? crossunder(close,T3) : na
longcT3Fibo = not(strategyt3) and strategyt3Fibo and not(strategyMav) ? crossunder(T32,T3):na
longcMav = not(strategyt3) and not(strategyt3Fibo) and strategyMav ? crossunder(close,MAVW): na
longcT3WFiboandMav = strategyt3 and strategyt3Fibo and strategyMav ? close < T3 and close < MAVW and T32 < T3 : na
longcT3WFibo = strategyt3 and strategyt3Fibo and not(strategyMav) ? (crossunder(T32,T3) and close < T3) or (T32<T3 and crossunder(close,T3)):na
longcMavT3Fibo = not(strategyt3) and strategyt3Fibo and strategyMav ? (crossunder(T32,T3) and close < MAVW) or (T32<T3 and crossunder(close,MAVW)): na
longcMavT3 = (strategyt3) and not(strategyt3Fibo) and strategyMav ? (crossunder(close,T3) and close<MAVW) or (crossunder(close,MAVW) and close<T3) : na
longclosechosen = longcT3single or longcT3Fibo or longcMav or longcT3WFiboandMav or longcT3WFibo or longcMavT3Fibo or longcMavT3
// t3 fibo //
long = longchosen
longclose = longclosechosen
long_plot = barssince(long[1])>barssince(longclose[1])?long:na
longclose_plot = barssince(longclose[1])>barssince(long[1])?longclose:na
plotshape(long_plot,title="Long",style=shape.labelup,color=color.green,text="Long",textcolor=color.white, location=location.abovebar)
plotshape(longclose_plot,title="Long Close",style=shape.labeldown,color=#B1E141,text="Long Close",textcolor=color.white,location=location.belowbar)
// Short Conditions //
shortT3single = strategyt3 and not(strategyt3Fibo) and not(strategyMav) ? crossunder(close,T3) and barssince(crossover(close,T3)) > barsSinceCloseUnderMavw : na
shortT3Fibo = not(strategyt3) and strategyt3Fibo and not(strategyMav) ? crossunder(T32,T3):na
shortMav = not(strategyt3) and not(strategyt3Fibo) and strategyMav ? crossunder(close,MAVW) and barssince(crossover(close,MAVW)) > barsSinceCloseUnderMavw : na
shortT3WFiboandMav = strategyt3 and strategyt3Fibo and strategyMav ? close < T3 and close < MAVW and T32 < T3 : na
shortT3WFibo = strategyt3 and strategyt3Fibo and not(strategyMav) ? (crossunder(T32,T3) and close < T3) or (T32<T3 and crossunder(close,T3) and barssince(crossover(close,T3)) > barsSinceCloseUnderMavw):na
shortMavT3Fibo = not(strategyt3) and strategyt3Fibo and strategyMav ? (crossunder(T32,T3) and close < MAVW) or (T32<T3 and crossunder(close,MAVW) and barssince(crossover(close,MAVW)) > barsSinceCloseUnderMavw) : na
shortMavT3 = (strategyt3) and not(strategyt3Fibo) and strategyMav ? (crossunder(close,T3) and barssince(crossover(close,T3)) > barsSinceCloseUnderMavw and close<MAVW) or (crossunder(close,MAVW) and barssince(crossover(close,MAVW)) > barsSinceCloseUnderMavw and close<T3) : na
shortchosen = shortT3single or shortT3Fibo or shortMav or shortT3WFiboandMav or shortT3WFibo or shortMavT3Fibo or shortMavT3
// Long Close Conditions //
shortcT3single = strategyt3 and not(strategyt3Fibo) and not(strategyMav) ? crossover(close,T3) : na
shortcT3Fibo = not(strategyt3) and strategyt3Fibo and not(strategyMav) ? crossover(T32,T3):na
shortcMav = not(strategyt3) and not(strategyt3Fibo) and strategyMav ? crossover(close,MAVW): na
shortcT3WFiboandMav = strategyt3 and strategyt3Fibo and strategyMav ? close > T3 and close > MAVW and T32 > T3 : na
shortcT3WFibo = strategyt3 and strategyt3Fibo and not(strategyMav) ? (crossover(T32,T3) and close > T3) or (T32>T3 and crossover(close,T3)):na
shortcMavT3Fibo = not(strategyt3) and strategyt3Fibo and strategyMav ? (crossover(T32,T3) and close > MAVW) or (T32>T3 and crossover(close,MAVW)): na
shortcMavT3 = (strategyt3) and not(strategyt3Fibo) and strategyMav ? (crossover(close,T3) and close>MAVW) or (crossover(close,MAVW) and close>T3) : na
shortclosechosen = shortcT3single or shortcT3Fibo or shortcMav or shortcT3WFiboandMav or shortcT3WFibo or shortcMavT3Fibo or shortcMavT3
short = shortchosen
shortclose = shortclosechosen
short_plot = barssince(short[1])>barssince(shortclose[1])?short:na
shortclose_plot = barssince(shortclose[1])>barssince(short[1])?shortclose:na
plotshape(short_plot,title="Short",style=shape.labeldown,color=color.red,text="Short",textcolor=color.white,location=location.abovebar)
plotshape(shortclose_plot,title="Short Close",style=shape.labeldown,color=#E19B89,text="Short Close",textcolor=color.white,location=location.belowbar)
strategy.entry("Long", true, when=long_plot)
strategy.close("Long",when=longclose_plot)
strategy.exit("Long Stop Loss","Long",stop=strategy.position_avg_price*(1-stop_loss))
strategy.entry("Short", false, when=short_plot)
strategy.close("Short",when=shortclose_plot)
strategy.exit("Short Stop Loss","Short",stop=strategy.position_avg_price*(1+stop_loss))