Esta es una estrategia de negociación dinámica de seguimiento de tendencias basada en indicadores SMA, que combina zonas de precios, indicadores estocásticos y múltiples mecanismos de protección de ganancias. La estrategia monitorea los movimientos de precios en diferentes zonas, integra señales de cruce de promedio móvil a corto y largo plazo y utiliza indicadores estocásticos para determinar las condiciones del mercado y la fuerza de la tendencia para capturar la tendencia de manera eficiente. La estrategia incorpora mecanismos de obtención de ganancias tanto basados en porcentajes como en puntos fijos para equilibrar efectivamente los rendimientos y riesgos.
La lógica central incluye varios componentes clave:
La estrategia construye un sistema de negociación integral mediante el uso integrado de múltiples indicadores técnicos y métodos de análisis de la acción de precios. Sus fortalezas se encuentran en múltiples mecanismos de confirmación y sistemas flexibles de obtención de ganancias, mientras que se debe prestar atención al impacto del entorno del mercado en el rendimiento de la estrategia. A través de la optimización continua y la mejora de la gestión de riesgos, la estrategia muestra potencial para mantener un rendimiento estable en diferentes condiciones de mercado.
/*backtest start: 2019-12-23 08:00:00 end: 2024-12-18 08:00:00 period: 1d basePeriod: 1d exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 strategy(title="SMA Color Strategy", overlay=true, initial_capital=10000, max_bars_back=5000, max_labels_count=500, max_boxes_count=500, default_qty_type=strategy.fixed, default_qty_value=1, currency=currency.NONE, process_orders_on_close=true) // === INPUTS === zoneLength = input.int(20, "Price Zone Length", minval=5) profitLockPct = input.float(50, "Profit Lock Percentage", minval=1, maxval=100, step=5) / 100 ticksToLock = input.int(12, "Ticks to Activate Lock", minval=1, tooltip="Number of ticks price must move up to activate tick-based lock") ticksToSecure = input.int(10, "Ticks to Secure", minval=1, tooltip="Number of ticks to lock in once activated") // Calculate tick values tickSize = syminfo.mintick ticksToLockPoints = ticksToLock * tickSize ticksToSecurePoints = ticksToSecure * tickSize // Calculate price zones h = ta.highest(high, zoneLength) l = ta.lowest(low, zoneLength) priceRange = h - l lvl5 = h lvl4 = l + (priceRange * 0.75) // Orange line lvl3 = l + (priceRange * 0.50) // Yellow line lvl2 = l + (priceRange * 0.25) // Green line lvl1 = l // Calculate SMAs sma19 = ta.sma(close, 19) sma74 = ta.sma(close, 74) // Stochastic calculation for color logic k = ta.stoch(close, high, low, 60) d = ta.sma(k, 10) // SMA Color Logic with state tracking var color currentSMAColor = color.orange var color previousSMAColor = color.orange var string currentColorName = "ORANGE" var string previousColorName = "ORANGE" smaColor = if d >= 80 or d <= 20 color.rgb(255, 215, 0) else if d > d[1] color.green else if d < d[1] color.red else color.orange // Update color state and names if smaColor != currentSMAColor previousSMAColor := currentSMAColor currentSMAColor := smaColor previousColorName := currentColorName currentColorName := if smaColor == color.rgb(255, 215, 0) "YELLOW" else if smaColor == color.green "GREEN" else if smaColor == color.red "RED" else "ORANGE" // Color logic for SMA74 sma74Color = if smaColor == color.rgb(255, 215, 0) color.rgb(255, 215, 0) else if sma74 < sma19 color.green else color.red // === ENTRY CONDITIONS === smaIsGreen = smaColor == color.green greenCandle = close > open candleAboveOrange = close > lvl4 candleAboveSMA = close > sma19 crossedAboveOrange = ta.crossover(close, lvl4) smaIsYellow = smaColor == color.rgb(255, 215, 0) longCondition1 = smaIsGreen and greenCandle and candleAboveOrange and candleAboveSMA and crossedAboveOrange longCondition2 = smaIsYellow and crossedAboveOrange and candleAboveSMA // === PROFIT LOCK SYSTEM === var float entryPrice = na var float maxPrice = na var float profitLockLevel = na var bool tickLockActivated = false var float tickBasedLockLevel = na // Reset variables on new trade entry if (longCondition1 or longCondition2) entryPrice := close maxPrice := close profitLockLevel := close * (1 - profitLockPct) tickLockActivated := false tickBasedLockLevel := na // Update maximum price and profit locks when in a trade if strategy.position_size > 0 maxPrice := math.max(maxPrice, high) profitLockLevel := math.max(profitLockLevel, maxPrice * (1 - profitLockPct)) // Check if price has moved up enough to activate tick-based lock if not tickLockActivated and (maxPrice - entryPrice) >= ticksToLockPoints tickLockActivated := true tickBasedLockLevel := entryPrice + ticksToSecurePoints // === EXIT CONDITIONS === exitOnYellowLine = close < lvl3 exitOnProfitLock = low < profitLockLevel and strategy.position_size > 0 exitOnTickLock = tickLockActivated and low < tickBasedLockLevel // === TRADE MANAGEMENT === if (longCondition1 or longCondition2) strategy.entry("Long", strategy.long) if strategy.position_size > 0 if exitOnYellowLine strategy.close("Long", comment="Close below yellow") if exitOnProfitLock strategy.close("Long", comment="Profit lock triggered") if exitOnTickLock strategy.close("Long", comment="Tick-based lock triggered") // Plot indicators plot(sma19, "SMA 19", color=smaColor, linewidth=2) plot(sma74, "SMA 74", color=sma74Color, linewidth=2) plot(lvl5, "Upper Zone Top", color=color.red, linewidth=2) plot(lvl4, "Upper Zone Bottom", color=color.orange, linewidth=2) plot(lvl3, "Middle Line", color=color.yellow, linewidth=2) plot(lvl2, "Lower Zone Top", color=color.green, linewidth=2) plot(lvl1, "Lower Zone Bottom", color=color.blue, linewidth=2) // Plot profit lock levels plot(strategy.position_size > 0 ? profitLockLevel : na, "Profit Lock Level", color=color.purple, style=plot.style_linebr, linewidth=2) plot(strategy.position_size > 0 and tickLockActivated ? tickBasedLockLevel : na, "Tick Lock Level", color=color.fuchsia, style=plot.style_linebr, linewidth=2) // Fill zones var p1 = plot(lvl5, display=display.none) var p2 = plot(lvl4, display=display.none) var p3 = plot(lvl2, display=display.none) var p4 = plot(lvl1, display=display.none) fill(p1, p2, color=color.new(color.red, 90)) fill(p3, p4, color=color.new(color.green, 90)) // Debug Table if barstate.islast var table debugTable = table.new(position.top_right, 2, 13, bgcolor=color.new(color.black, 70), frame_width=1) table.cell(debugTable, 0, 0, "Current Color", text_color=color.white) table.cell(debugTable, 1, 0, currentColorName, text_color=currentSMAColor) table.cell(debugTable, 0, 1, "Previous Color", text_color=color.white) table.cell(debugTable, 1, 1, previousColorName, text_color=previousSMAColor) table.cell(debugTable, 0, 2, "Entry 1 (Green)", text_color=color.white) table.cell(debugTable, 1, 2, str.tostring(longCondition1), text_color=color.white) table.cell(debugTable, 0, 3, "Entry 2 (Yellow)", text_color=color.white) table.cell(debugTable, 1, 3, str.tostring(longCondition2), text_color=color.white) table.cell(debugTable, 0, 4, "Current Position", text_color=color.white) table.cell(debugTable, 1, 4, str.tostring(strategy.position_size), text_color=color.white) table.cell(debugTable, 0, 5, "Entry Price", text_color=color.white) table.cell(debugTable, 1, 5, str.tostring(entryPrice), text_color=color.white) table.cell(debugTable, 0, 6, "Max Price", text_color=color.white) table.cell(debugTable, 1, 6, str.tostring(maxPrice), text_color=color.white) table.cell(debugTable, 0, 7, "Profit Lock Level", text_color=color.white) table.cell(debugTable, 1, 7, str.tostring(profitLockLevel), text_color=color.white) table.cell(debugTable, 0, 8, "Tick Lock Active", text_color=color.white) table.cell(debugTable, 1, 8, str.tostring(tickLockActivated), text_color=color.white) table.cell(debugTable, 0, 9, "Tick Lock Level", text_color=color.white) table.cell(debugTable, 1, 9, str.tostring(tickBasedLockLevel), text_color=color.white) table.cell(debugTable, 0, 10, "Price Move (Ticks)", text_color=color.white) table.cell(debugTable, 1, 10, str.tostring(strategy.position_size > 0 ? (maxPrice - entryPrice) / tickSize : 0), text_color=color.white) table.cell(debugTable, 0, 11, "Locked Profit %", text_color=color.white) table.cell(debugTable, 1, 11, str.tostring(strategy.position_size > 0 ? ((maxPrice - entryPrice) / entryPrice * 100) : 0.0) + "%", text_color=color.white) table.cell(debugTable, 0, 12, "Exit Signals", text_color=color.white) table.cell(debugTable, 1, 12, "Y:" + str.tostring(exitOnYellowLine) + " P:" + str.tostring(exitOnProfitLock) + " T:" + str.tostring(exitOnTickLock), text_color=color.white)