La stratégie de suivi de tendance multi-indicateur avec stop loss et take profit intègre des indicateurs tels que EMA, MACD, OBV et PSAR pour déterminer la direction de la tendance, et définit un stop loss et un profit après avoir entré dans les transactions pour contrôler les risques.
Déterminer la direction de la tendance: lorsque l'EMA, le MACD, l'OBV et le PSAR sont alignés pour donner des signaux haussiers ou baissiers.
Règles d'entrée: long sur les signaux de taureaux, court sur les signaux d'ours.
Stop-loss/take profit: définissez le stop-loss et le take profit pour chaque transaction en fonction des niveaux de PSAR après l'entrée.
Règles de sortie: fermeture des positions lorsque le stop loss ou le take profit est déclenché.
L'avantage de cette stratégie est l'utilisation de plusieurs indicateurs pour la génération de signaux à haute probabilité, tandis que les règles de stop loss / take profit contrôlent activement les risques tout en bloquant les bénéfices.
Plusieurs indicateurs combinés pour des signaux à forte probabilité
L'établissement de crédit est un établissement de crédit.
Prise de profit/arrêt de perte basée sur les niveaux de PSAR
Optimisation flexible des indicateurs et paramètres
Bénéfices soutenus dans les tendances
Combinaison complexe de plusieurs indicateurs
Risques potentiels de décalage du signal
Attention aux retours en arrière.
Des tests et une optimisation constants des paramètres sont nécessaires
La stratégie de suivi de tendance multi-indicateur avec stop loss et take profit améliore globalement le trading de tendance en améliorant la précision et la gestion active des risques.
/*backtest
start: 2023-08-15 00:00:00
end: 2023-09-14 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/
// © exlux99
//@version=4
strategy("Scalping FOrex full strategy with risk management",overlay=true,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.cash_per_contract ,commission_value=0.00005)
//VOLUME o
shortlen = input(1, minval=1, title = "Short Length OBV")
longlen = input(8, minval=1, title = "Long Length OBV")
upColor = #2196F3//input(#2196F3, "Color Up")
dnColor = #6B1599//input(#6B1599, "Color Down")
f_normGradientColor(_series, _crossesZero, _colorNormLen, _dnColor, _upColor) =>
_dnValue = _crossesZero?-100:0
_mult = 0.0
_lowest = lowest(_colorNormLen)
_highest = highest(_colorNormLen)
_diff1 = close - _lowest
_diff2 = _highest - _lowest
if _diff2 > 0
_mult := _diff1 / _diff2 * 100
color.from_gradient(sign(_series) * _mult, _dnValue, 100, _dnColor, _upColor)
shorta = ema(volume, shortlen)
longa = ema(volume, longlen)
osc = 100 * (shorta - longa) / longa
start = input(0.1, title="PSAR START")
increment = input(0.05,title="PSAR INC")
maximum = input(0.3, title="PSAR MAX")
// multitp=input(1)
// multisl=input(1)
var bool uptrend = na
var float EP = na
var float SAR = na
var float AF = start
var float nextBarSAR = na
if bar_index > 0
firstTrendBar = false
SAR := nextBarSAR
if bar_index == 1
float prevSAR = na
float prevEP = na
lowPrev = low[1]
highPrev = high[1]
closeCur = close
closePrev = close[1]
if closeCur > closePrev
uptrend := true
EP := high
prevSAR := lowPrev
prevEP := high
else
uptrend := false
EP := low
prevSAR := highPrev
prevEP := low
firstTrendBar := true
SAR := prevSAR + start * (prevEP - prevSAR)
if uptrend
if SAR > low
firstTrendBar := true
uptrend := false
SAR := max(EP, high)
EP := low
AF := start
else
if SAR < high
firstTrendBar := true
uptrend := true
SAR := min(EP, low)
EP := high
AF := start
if not firstTrendBar
if uptrend
if high > EP
EP := high
AF := min(AF + increment, maximum)
else
if low < EP
EP := low
AF := min(AF + increment, maximum)
if uptrend
SAR := min(SAR, low[1])
if bar_index > 1
SAR := min(SAR, low[2])
else
SAR := max(SAR, high[1])
if bar_index > 1
SAR := max(SAR, high[2])
nextBarSAR := SAR + AF * (EP - SAR)
// if barstate.isconfirmed
// if uptrend
// strategy.entry("ParSE", strategy.short, stop=nextBarSAR, comment="ParSE")
// strategy.cancel("ParLE")
// else
// strategy.entry("ParLE", strategy.long, stop=nextBarSAR, comment="ParLE")
// strategy.cancel("ParSE")
//plot(SAR, style=plot.style_cross, linewidth=3, color=color.orange)
psarshort = close- SAR
psarlong= SAR-close
lena = input(200, minval=1, title="Length EMA")
srca = input(close, title="Source")
out = ema(srca, lena)
fast_length = input(title="Fast Length MACD", type=input.integer, defval=12)
slow_length = input(title="Slow Length MACD", type=input.integer, defval=25)
src = input(title="Source", type=input.source, defval=close)
signal_length = input(title="Signal Smoothing MACD", type=input.integer, minval = 1, maxval = 50, defval = 9)
sma_source = input(title="Simple MA (Oscillator)", type=input.bool, defval=true)
sma_signal = input(title="Simple MA (Signal Line)", type=input.bool, defval=true)
// Calculating
fast_ma = sma_source ? sma(src, fast_length) : ema(src, fast_length)
slow_ma = sma_source ? sma(src, slow_length) : ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length)
hist = macd - signal
long = hist[1]<0 and hist > 0 and close > out and uptrend and osc < 0
short = hist[1]>0 and hist< 0 and close < out and not uptrend and osc >0
// ------------------------- Strategy Logic --------------------------------- //
var longOpeneds = false
var shortOpeneds = false
var int timeOfBuys = na
var float tpLong = na
var float slLong = na
var int entrys = na
longConditions = long and not longOpeneds and entrys<100
if longConditions
longOpeneds := true
timeOfBuys := time
tpLong := close+ (psarshort) //* multitp)
slLong := close- (psarshort)//*multisl)
entrys:=entrys+1
tpLongTrigger = (longOpeneds[1] and (crossover(close, tpLong) or crossover( high,tpLong)))
slLongTrigger = (longOpeneds[1] and (crossunder(close, slLong) or crossunder( low,slLong)))
longExitSignals = slLongTrigger or tpLongTrigger or short
exitLongConditions = longOpeneds[1] and longExitSignals
if exitLongConditions
longOpeneds := false
timeOfBuys := na
tpLong := na
slLong := na
if(short)
entrys:=0
//short
// ------------------------- Strategy Logic --------------------------------- //
var longOpenedss = false
// var shortOpeneds = false
var int timeOfBuyss = na
var float tpLongs = na
var float slLongs = na
var int entry = na
longConditionss = short and not longOpenedss and entry<100
if longConditionss
longOpenedss := true
timeOfBuyss := time
tpLongs := close- (psarlong)//*multitp )
slLongs := close+ (psarlong)//*multisl)
entry:=1
tpLongTriggers = (longOpenedss[1] and ( crossunder(close, tpLongs) or crossunder( low,tpLongs)))
slLongTriggers = (longOpenedss[1] and (crossover(close, slLongs) or crossover( high,slLongs)))
longExitSignalss = slLongTriggers or tpLongTriggers or long
exitLongConditionss = longOpenedss[1] and longExitSignalss
if exitLongConditionss
longOpenedss := false
timeOfBuyss := na
tpLongs := na
slLongs := na
if(long)
entry:=0
longEntry=input(true)
shortEntry=input(true)
if(longEntry)
strategy.entry("long",1,when=longConditions)
strategy.close('long',when=exitLongConditions)
if(shortEntry)
strategy.entry("short",0,when=longConditionss)
strategy.close("short",when=exitLongConditionss)