Esta estrategia combina el indicador de volumen de rango y la estrategia de bot DCA, tomando posiciones cuando se activan las señales de volumen de rango, utilizando parámetros de bot DCA para piramidizar.
Específicamente, combina análisis de volumen variado y mecanismos de pirámide DCA. Se lleva largo en el aumento del volumen sobre el máximo reciente y pirámides con órdenes de seguridad cuando el precio cae a cada capa. Puede rastrear tendencias pero con límites de stop loss.
Los riesgos pueden reducirse mediante la optimización de parámetros, la adición de filtros de tendencia, etc.
Esta estrategia combina el volumen variado y los mecanismos de DCA para entrar en expansiones de volumen y pirámide con bajo costo siguiendo tendencias. Los pros son el uso eficiente del capital y la configurabilidad; los contras son una alta dependencia de la optimización de parámetros. Los riesgos se pueden reducir a través de la sintonización de parámetros, la optimización de pérdidas de parada mientras se conservan ventajas. Permite a los operadores dominar el uso de indicadores y optimizar las estrategias comerciales con bots.
/*backtest
start: 2022-09-20 00:00:00
end: 2023-09-20 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_8",500]]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Ranged Volume DCA Strategy - R3c0nTrader ver 2022-04-19
// For backtesting with 3Commas DCA Bot settings
// Thank you "EvoCrypto" for granting me permission to use "Ranged Volume" to create this strategy
// Thank you "junyou0424" for granting me permission to use "DCA Bot with SuperTrend Emulator" which I used for adding bot inputs, calculations, and strategy
//@version=5
strategy("Ranged Volume DCA Strategy - R3c0nTrader", shorttitle="Ranged Vol DCA Strategy", format=format.volume, overlay=true, pyramiding=999, default_qty_type=strategy.cash, initial_capital=50000, commission_value=0.0)
// INPUTS {
// Start and End Dates
i_startTime = input(defval=timestamp('01 Jan 2015 00:00 +0000'), title='Start Time')
i_endTime = input(defval=timestamp('31 Dec 2050 23:59 +0000'), title='End Time')
inDateRange = true
//Ranged Volume Settings
Range_Length = input.int(5, title="Volume Range Length", minval=1)
Heikin_Ashi = input(true, title="Heikin Ashi (Try toggling for different results)")
Display_Bars = input(true, title="Show Bar Colors")
Display_Break = input(true, title="Show Break-Out")
Display_Range = input(true, title="Show Range")
truncate(number, decimals) =>
factor = math.pow(10, decimals)
int(number * factor) / factor
// Strategy Inputs
//sourceInput = input.source(close, "Source")
sourceInput = close
price_deviation = input.float(6.0, title='Price deviation to open safety orders (%)', step=0.25, minval=0.0) / 100
take_profit = input.float(22.0, title='Target Take Profit (%)', step=0.5, minval=0.0) / 100
trailing = input.float(0.0, title='Trailing deviation. Default= 0.0 (%)', step=0.5, minval=0.0) / 100
base_order = input(100.0, title='Base order')
safe_order = input(500.0, title='Safety order')
safe_order_volume_scale = input.float(2.0, step=0.5, title='Safety order volume scale')
safe_order_step_scale = input.float(1.4, step=0.1, title='Safety order step scale')
max_safe_order = input(5, title='Max safety orders')
var current_so = 0
var initial_order = 0.0
var previous_high_value = 0.0
var original_ttp_value = 0.0
// Calculate our key levels
take_profit_level = strategy.position_avg_price * (1 + take_profit)
// }
// SETTINGS {
Close = Heikin_Ashi ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close) : close
//Close = Heikin_Ashi ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close) : sourceInput
Open = Heikin_Ashi ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, open) : open
Positive = volume
Negative = -volume
Highest = ta.highest(volume, Range_Length)
Lowest = ta.lowest(-volume, Range_Length)
Up = Highest > Highest[1] and Close > Open
Dn = Highest > Highest[1] and Close < Open
Volume_Color =
Display_Break and Up ? color.new(#ffeb3b, 20) :
Display_Break and Dn ? color.new(#f44336, 20) :
Close > Open ? color.new(#00c0ff, 20) :
Close < Open ? color.new(#0001f6, 20) : na
// }
//Plot bar color for volume range indicator
barcolor(Volume_Color, title='Ranged Volume Bar Coloring: (You must disable bar coloring in any studies you added or this may not work properly)')
//barcolor(Display_Bars ? Volume_Color : na)
//
// First Position
if strategy.position_size == 0 and sourceInput > 0 and (Up) and inDateRange
strategy.entry('Long @' + str.tostring(sourceInput)+'💎✋🤚', strategy.long, qty=base_order / sourceInput)
initial_order := sourceInput
current_so := 1
previous_high_value := 0.0
original_ttp_value := 0
original_ttp_value
threshold = 0.0
if safe_order_step_scale == 1.0
threshold := initial_order - initial_order * price_deviation * safe_order_step_scale * current_so
threshold
else if current_so <= max_safe_order
threshold := initial_order - initial_order * ((price_deviation * math.pow(safe_order_step_scale, current_so) - price_deviation) / (safe_order_step_scale - 1))
threshold
else if current_so > max_safe_order
threshold := initial_order - initial_order * ((price_deviation * math.pow(safe_order_step_scale, max_safe_order) - price_deviation) / (safe_order_step_scale - 1))
threshold
// Average Down
if current_so > 0 and sourceInput <= threshold and current_so <= max_safe_order and previous_high_value == 0.0
strategy.entry('😨🙏 SO ' + str.tostring(current_so) + '@' + str.tostring(sourceInput), direction=strategy.long, qty=safe_order * math.pow(safe_order_volume_scale, current_so - 1) / sourceInput)
current_so += 1
current_so
// Take Profit!
if take_profit_level <= sourceInput and strategy.position_size > 0 or previous_high_value > 0.0
if trailing > 0.0
if previous_high_value > 0.0
if sourceInput >= previous_high_value
previous_high_value := sourceInput
previous_high_value
else
previous_high_percent = (previous_high_value - original_ttp_value) * 1.0 / original_ttp_value
current_high_percent = (sourceInput - original_ttp_value) * 1.0 / original_ttp_value
if previous_high_percent - current_high_percent >= trailing
strategy.close_all(comment='Close (trailing) @' + str.tostring(truncate(current_high_percent * 100, 3)) + '%')
current_so := 0
previous_high_value := 0
original_ttp_value := 0
original_ttp_value
else
previous_high_value := sourceInput
original_ttp_value := sourceInput
original_ttp_value
else
strategy.close_all(comment='💰 Close @' + str.tostring(sourceInput))
current_so := 0
previous_high_value := 0
original_ttp_value := 0
original_ttp_value
// Plot TP
plot(strategy.position_size > 0 ? take_profit_level : na, style=plot.style_linebr, color=color.green, linewidth=2, title="Take Profit")
// Plot All Safety Order lines except for last one as bright blue
plot(strategy.position_size > 0 and current_so <= max_safe_order and current_so > 0 ? threshold : na, style=plot.style_linebr, color=color.new(#00ffff,0), linewidth=2, title="Safety Order")
// Plot Last Safety Order Line as Red
plot(strategy.position_size > 0 and current_so > max_safe_order ? threshold : na, style=plot.style_linebr, color=color.red, linewidth=2, title="No Safety Orders Left")
// Plot Average Position Price Line as Orange
plot(strategy.position_size > 0 ? strategy.position_avg_price : na, style=plot.style_linebr, color=color.orange, linewidth=2, title="Avg Position Price")
// Fill TP Area and SO Area
h1 = plot(strategy.position_avg_price, color=color.new(#000000,100), title="Avg Price Plot Area", display=display.none, editable=false)
h2 = plot(take_profit_level, color=color.new(#000000,100), title="Take Profit Plot Area", display=display.none, editable=false)
h3 = plot(threshold, color=color.new(#000000,100), title="SO Plot Area", display=display.none, editable=false)
// TP Area
fill(h1,h2,color=color.new(#38761d,70), title="Take Profit Plot Area")
// Current SO Area
fill(h1,h3,color=color.new(#3d85c6,70), title="SO Plot Area")