Estrategia de negociación de patrones candlestick
El autor:¿ Qué pasa?, Fecha: 2023-12-19 10:56:36Las etiquetas:
Resumen general
Esta es una estrategia que utiliza diferentes patrones de velas como señales comerciales. Puede detectar 9 patrones de velas comunes y generar señales de compra y venta basadas en esos patrones.
Estrategia lógica
La lógica central de esta estrategia es identificar diferentes patrones de velas, incluyendo Doji, Martillo, Estrella de la Mañana, etc. Cuando se identifica un patrón alcista, se activará una señal de compra.
Por ejemplo, cuando se detectan tres velas blancas consecutivas con máximos más altos y mínimos más altos, da la señal de
También, por ejemplo, cuando una vela bajista larga engloba completamente el cuerpo de la vela alcista anterior, forma un patrón de engullida bajista, lo que implica una inversión de tendencia.
Análisis de ventajas
Este tipo de estrategias de reconocimiento de patrones pueden capturar puntos de reversión a corto plazo y es especialmente adecuado para el comercio a corto plazo.
En comparación con las estrategias de indicadores técnicos simples como las medias móviles, la estrategia de patrón de velas incorpora el juicio de la acción del precio y el sentimiento del mercado, lo que hace que las señales comerciales sean más precisas y confiables.
Análisis de riesgos
Esta estrategia se basa principalmente en la identificación precisa de patrones de velas.
Además, ninguna estrategia de análisis técnico puede evitar por completo los riesgos sistémicos como los impactos de las políticas, los eventos del cisne negro, etc. que puedan influir en la negociación.
Cuando el precio se rompe a través de un rango hacia la dirección opuesta, el stop loss se puede desencadenar para salir de las posiciones oportunamente.
Direcciones de optimización
Se pueden añadir patrones de velas más eficientes para la confirmación de la señal, como Martillo, Martillo invertido, Líneas de separación, etc.
Se pueden incorporar otros indicadores para el filtrado de señales, evitando tomar señales en un entorno de mercado incierto.
La lógica de stop loss se puede optimizar para activarse cuando el precio sale de un rango hacia la dirección opuesta.
Resumen de las actividades
Esta es una estrategia de negociación a corto plazo muy práctica. Identifica patrones comunes de velas para generar señales comerciales y capturar oportunidades de reversión a corto plazo. También necesita notar riesgos potenciales y optimizar adecuadamente para controlar los riesgos y mejorar la eficiencia.
/*backtest
start: 2022-12-12 00:00:00
end: 2023-12-18 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
//Dan Pasco
strategy("Candlestick Signals Strategy" , shorttitle="Candlestick Signal Strategy $1000", overlay = true , initial_capital = 1000)
//Settings input menu
dojicon = input(title = "Show Doji's", type=bool, defval = true)
gravedojicon = input(title = "Gravestone Doji/Dragonfly Doji", type=bool, defval = true)
tbctwscon = input(title = "3 Red Crows/3 Green Soldiers", type=bool, defval = true)
tlscon = input(title = "Three Line Strike", type=bool, defval = true)
pcon = input(title = "Piercing/Dark Cloud", type=bool, defval = true)
mscon = input(title = "Morning Star", type=bool, defval = true)
escon = input(title = "Evening Star", type=bool, defval = true)
econ = input(title = "Engulfing", type=bool, defval = true)
hcon = input(title = "Hammer", type=bool, defval = true)
fscon = input(title = "Falling Star", type=bool, defval = true)
//Doji Up
dojiup = (open-close)>0 ? (high-open)>(open-close) and (close-low)>(open-close) and (close-low)>(high-open) and (open-close)<((high-open)/8) : (open-low)>(close-open) and (high-close)>(close-open) and (open-low)>(high-close) and (close-open)<((high-close)/8) and dojicon == true
plotshape(dojiup, style=shape.cross,location=location.belowbar, text="Doji", color=black)
//Doji Down
dojidown = (open-close)>0 ? (high-open)>(open-close) and (close-low)>(open-close) and (high-open)>(close-low) and (open-close)<((close-low)/8) : (open-low)>(close-open) and (high-close)>(close-open) and (high-close)>(open-low) and (close-open)<((high-close)/8) and dojicon == true
plotshape(dojidown, style=shape.cross,location=location.abovebar, text="Doji", color=black)
//Gravestone Doji Bull
gravedojibull = (close-open)>0 and ((high-close)/8)>(close-open) and ((high-close)/5)>(open-low) and gravedojicon == true
plotshape(gravedojibull, style=shape.arrowdown,location=location.abovebar, text="Gravestone Doji", color=red)
//Gravestone Doji Bear
gravedojibear = (open-close)>0 and ((high-open)/8)>(open-close) and ((high-open)/5)>(close-low) and gravedojicon == true
plotshape(gravedojibear, style=shape.arrowdown,location=location.abovebar, text="Gravestone Doji", color=red)
//Dragonfly Doji Bull
dragondojibull = (close-open)>0 and ((open-low)/8)>(close-open) and ((open-low)/5)>(high-close) and gravedojicon == true
plotshape(dragondojibull, style=shape.arrowup,location=location.belowbar, text="Dragonfly Doji", color=green)
//Dragonfly Doji Bear
dragondojibear = (open-close)>0 and ((close-low)/8)>(open-close) and ((close-low)/5)>(high-open) and gravedojicon == true
plotshape(dragondojibear, style=shape.arrowup,location=location.belowbar, text="Dragonfly Doji", color=green)
//Three Black Crows
tbc = (low[2]<low[3] and low[1]<low[2] and low<low[1] and high[2]<high[3] and high[1]<high[2] and high<high[1] and (close[3]-open[3])>0 and (open[2]-close[2])>0 and (open[1]-close[1])>0 and (open-close)>0 and (open-close)>(close-low) and (open-close)>(high-open) and (open[1]-close[1])>(close[1]-low[1]) and (open[1]-close[1])>(high[1]-open[1]) and (open[2]-close[2])>(close[2]-low[2]) and (open[2]-close[2])>(high[2]-open[2]) and tbctwscon == true)
plotshape(tbc, style=shape.arrowdown,location=location.abovebar, text="3 Red Crows", color=red)
//Three White Soldiers
tws = (high[2]>high[3] and high[1]>high[2] and high>high[1] and low[2]>low[3] and low[1]>low[2] and low>low[1] and (open[3]-close[3])>0 and (close[2]-open[2])>0 and (close[1]-open[1])>0 and (close-open)>0 and (close-open)>(open-low) and (close-open)>(high-close) and (close[1]-open[1])>(open[1]-low[1]) and (close[1]-open[1])>(high[1]-close[1]) and (close[2]-open[2])>(open[2]-low[2]) and (close[2]-open[2])>(high[2]-close[2]) and tbctwscon == true)
plotshape(tws, style=shape.arrowup,location=location.belowbar, text="3 Green Soldiers", color=green)
//Three Line Strike Up
tlsu = ((close-open)>0 and (open[1]-close[1])>0 and (open[2]-close[2])>0 and (open[3]-close[3])>0 and open<close[1] and low[1]<low[2] and low[2]<low[3] and high>high[3] and low<low[1] and tlscon == true)
plotshape(tlsu, style=shape.arrowup,location=location.belowbar, text="3 Line Strike", color=green)
//Three Line Strike Down
tlsd = ((open-close)>0 and (close[1]-open[1])>0 and (close[2]-open[2])>0 and (close[3]-open[3])>0 and open>close[1] and high[1]>high[2] and high[2]>high[3] and low<low[3] and high>high[1] and tlscon == true)
plotshape(tlsd, style=shape.arrowdown,location=location.abovebar, text="3 Line Strike", color=red)
//Piercing Up
pu = ((open[1]-close[1])>0 and (close-open)>0 and (open[1]-close[1])>(high[1]-open[1]) and (open[1]-close[1])>(close[1]-low[1]) and (close-open)>(high-close) and (close-open)>(open-low) and open<close[1] and ((open[1]+close[1])/2)<close and ((close-open)/2)>(high-close) and close<open[1] and (high<high[1] or low>low[1]) and pcon == true)
plotshape(pu, style=shape.arrowup,location=location.belowbar, text="Piercing Up", color=green)
//Dark Cloud
dc = ((close[1]-open[1])>0 and (open-close)>0 and (close[1]-open[1])>(high[1]-close[1]) and (close[1]-open[1])>(open[1]-low[1]) and (open-close)>(high-open) and (open-close)>(close-low) and open>close[1] and ((open[1]+close[1])/2)>close and ((open-close)/2)>(close-low) and close>open[1] and (high<high[1] or low>low[1]) and pcon == true)
plotshape(dc, style=shape.arrowdown,location=location.abovebar, text="Dark Cloud", color=red)
//Morning Star 1 Up
ms1u = ((open[2]-close[2])>0 and (close-open)>0 and (open[1]-close[1])>=0 and (open[2]-close[2])>(high[2]-open[2]) and (open[2]-close[2])>(close[2]-low[2]) and (close-open)>(high-close) and (close-open)>(open-low) and (close-open)>(open[1]-close[1]) and (open[2]-close[2])>(open[1]-close[1]) and open[1]<close[2] and open[1]<open and open[1]!=close[1] and mscon == true)
plotshape(ms1u, style=shape.arrowup,location=location.belowbar, text="Morning Star", color=green)
//Morning Star 2 Up
ms2u = ((open[2]-close[2])>0 and (close-open)>0 and (close[1]-open[1])>=0 and (open[2]-close[2])>(high[2]-open[2]) and (open[2]-close[2])>(close[2]-low[2]) and (close-open)>(high-close) and (close-open)>(open-low) and (close-open)>(close[1]-open[1]) and (open[2]-close[2])>(close[1]-open[1]) and close[1]<close[2] and close[1]<open and open[1]!=close[1] and mscon == true)
plotshape(ms2u, style=shape.arrowup,location=location.belowbar, text="Morning Star X2", color=green)
//Evening Star 1 Down
es1d = ((close[2]-open[2])>0 and (open-close)>0 and (close[1]-open[1])>=0 and (close[2]-open[2])>(high[2]-close[2]) and (close[2]-open[2])>(open[2]-low[2]) and (open-close)>(high-open) and (open-close)>(close-low) and (open-close)>(close[1]-open[1]) and (close[2]-open[2])>(close[1]-open[1]) and open[1]>close[2] and open[1]>open and escon == true)
plotshape(es1d, style=shape.arrowdown,location=location.abovebar, text="Evening Star", color=red)
//Evening Star 2 Down
es2d = ((close[2]-open[2])>0 and (open-close)>0 and (open[1]-close[1])>=0 and (close[2]-open[2])>(high[2]-close[2]) and (close[2]-open[2])>(open[2]-low[2]) and (open-close)>(high-open) and (open-close)>(close-low) and (open-close)>(open[1]-close[1]) and (close[2]-open[2])>(open[1]-close[1]) and close[1]>close[2] and close[1]>open and close[1]!=open[1] and escon == true)
plotshape(es2d, style=shape.arrowdown,location=location.abovebar, text="Evening X2", color=red)
//Bullish Engulfing
beu = (open[1]-close[1])>0 and (close-open)>0 and high>high[1] and low<low[1] and (close-open)>(open[1]-close[1]) and (close-open)>(high-close) and (close-open)>(open-low) and econ == true
plotshape(beu, style=shape.arrowup,location=location.belowbar, text="Engulfing", color=green)
//Bearish Engulfing
bed = (close[1]-open[1])>0 and (open-close)>0 and high>high[1] and low<low[1] and (open-close)>(close[1]-open[1]) and (open-close)>(high-open) and (open-close)>(close-low) and econ == true
plotshape(bed, style=shape.arrowdown,location=location.abovebar, text="Engulfing", color=red)
//Bullish Hammer Up
bhu1 = (close-open)>0 and ((close-open)/3)>(high-close) and ((open-low)/2)>(close-open) and (close-open)>((open-low)/8) and hcon == true
plotshape(bhu1, style=shape.arrowup,location=location.belowbar, text="Hammer", color=green)
//Bearish Hammer Up
bhu2 = (open-close)>0 and ((open-close)/3)>(high-open) and ((close-low)/2)>(open-close) and (open-close)>((close-low)/8) and hcon == true
plotshape(bhu2, style=shape.arrowup,location=location.belowbar, text="Hammer", color=green)
//Bullish Falling Star
bfs1 = (close-open)>0 and ((close-open)/3)>(open-low) and ((high-close)/2)>(close-open) and (close-open)>((high-close)/8) and fscon == true
plotshape(bfs1, style=shape.arrowdown,location=location.abovebar, text="Falling Star", color=red)
//Bearish Falling Star
bfs2 = (open-close)>0 and ((open-close)/3)>(close-low) and ((high-open)/2)>(open-close) and (open-close)>((high-open)/8) and fscon == true
plotshape(bfs2, style=shape.arrowdown,location=location.abovebar, text="Falling Star", color=red)
//Declaring the buy signals
buy = (dragondojibear == true and gravedojicon == true) or (dragondojibull == true and gravedojicon == true) or (tws == true and tbctwscon == true) or (tlsu == true and tlscon == true) or (pu == true and pcon == true) or (ms1u == true and mscon == true) or (ms2u == true and mscon == true) or (beu == true and econ == true) or (bhu1 == true and hcon == true) or (bhu2 == true and hcon == true)
//Declaring the sell signals
sell = (gravedojibear == true and gravedojicon == true) or (gravedojibull == true and gravedojicon == true) or (tbc == true and tbctwscon == true) or (tlsd == true and tlscon == true) or (dc == true and pcon == true) or (es1d == true and escon == true) or (es2d == true and escon == true) or (bed == true and econ == true) or (bfs1 == true and fscon == true) or (bfs2 == true and fscon == true)
//Execute historic backtesting
ordersize = floor(strategy.equity/close) // To dynamically calculate the order size as the account equity increases or decreases.
strategy.entry("long",strategy.long,ordersize,when=buy) // Buy
strategy.close("long", when=sell) //Sell
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