La stratégie de trading de renversement TD est une stratégie de trading quantitative qui utilise l'indicateur séquentiel TD pour identifier les signaux de renversement de prix.
Cette stratégie utilise l'indicateur séquentiel TD pour analyser les fluctuations de prix et identifier le modèle d'inversion de prix après 9 bougies consécutives. Plus précisément, lorsqu'elle détecte une bougie de baisse après 9 bougies ascendantes consécutives, la stratégie la détermine comme une opportunité courte. Au contraire, lorsqu'elle identifie une bougie de hausse après 9 bougies en baisse consécutives, la stratégie la considère comme une opportunité longue.
En tirant parti de l'avantage de l'indicateur séquentiel TD, la stratégie peut capturer les signaux de renversement des prix avant le marché.
La stratégie de trading d'inversion de momentum TD utilise l'indicateur séquentiel TD pour juger des inversions de prix à l'avance et établir des positions rapidement après les confirmations, ce qui la rend très appropriée pour les traders de momentum.
/*backtest start: 2023-12-10 00:00:00 end: 2023-12-17 00:00:00 period: 1m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=4 //This strategy is based on TD sequential study from glaz. //I made some improvement and modification to comply with pine script version 4. //Basically, it is a strategy based on proce action, supports and resistance. strategy("Sequential Up/Down", overlay=true ) source = input(close) BarsCount = input(9, "Count of consecutive bars") useLinearRegression = input(false) LR_length = input(13,"Linear Regression length") SR = input(true,"Shows Supports and Resistance lines") Barcolor = input(true,"Color bars when there is a signal") transp = input(0, "Transparency of triangle Up or Downs") Numbers = input(true,"Plot triangle Up or Downs at signal") //Calculation src=useLinearRegression?linreg(source,LR_length,0):source UP = 0 DW = 0 UP := src > src[4] ? nz(UP[1]) + 1 : 0 DW := src < src[4] ? nz(DW[1]) + 1 : 0 UPUp = UP - valuewhen(UP < UP[1], UP, 1) DWDn = DW - valuewhen(DW < DW[1], DW, 1) plotshape(Numbers ? UPUp == BarsCount ? true : na : na, style=shape.triangledown, text="", color=color.green, location=location.abovebar, transp=transp) plotshape(Numbers ? DWDn == BarsCount ? true : na : na, style=shape.triangleup, text="", color=color.red, location=location.belowbar, transp=transp) // S/R Code By johan.gradin //------------// // Sell Setup // //------------// priceflip = barssince(src < src[4]) sellsetup = src > src[4] and priceflip sell = sellsetup and barssince(priceflip != BarsCount) sellovershoot = sellsetup and barssince(priceflip != BarsCount+4) sellovershoot1 = sellsetup and barssince(priceflip != BarsCount+5) sellovershoot2 = sellsetup and barssince(priceflip != BarsCount+6) sellovershoot3 = sellsetup and barssince(priceflip != BarsCount+7) //----------// // Buy setup// //----------// priceflip1 = barssince(src > src[4]) buysetup = src < src[4] and priceflip1 buy = buysetup and barssince(priceflip1 != BarsCount) buyovershoot = barssince(priceflip1 != BarsCount+4) and buysetup buyovershoot1 = barssince(priceflip1 != BarsCount+5) and buysetup buyovershoot2 = barssince(priceflip1 != BarsCount+6) and buysetup buyovershoot3 = barssince(priceflip1 != BarsCount+7) and buysetup //----------// // TD lines // //----------// TDbuyh = valuewhen(buy, high, 0) TDbuyl = valuewhen(buy, low, 0) TDsellh = valuewhen(sell, high, 0) TDselll = valuewhen(sell, low, 0) //----------// // Plots // //----------// plot(SR ? TDbuyh ? TDbuyl : na : na, style=plot.style_circles, linewidth=1, color=color.red) plot(SR ? TDselll ? TDsellh : na : na, style=plot.style_circles, linewidth=1, color=color.lime) barcolor(Barcolor ? sell ? #FF0000 : buy ? #00FF00 : sellovershoot ? #FF66A3 : sellovershoot1 ? #FF3385 : sellovershoot2 ? #FF0066 : sellovershoot3 ? #CC0052 : buyovershoot ? #D6FF5C : buyovershoot1 ? #D1FF47 : buyovershoot2 ? #B8E62E : buyovershoot3 ? #8FB224 : na : na) // Strategy: (Thanks to JayRogers) // === STRATEGY RELATED INPUTS === //tradeInvert = input(defval = false, title = "Invert Trade Direction?") // the risk management inputs inpTakeProfit = input(defval = 0, title = "Take Profit Points", minval = 0) inpStopLoss = input(defval = 0, title = "Stop Loss Points", minval = 0) inpTrailStop = input(defval = 100, title = "Trailing Stop Loss Points", minval = 0) inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset Points", minval = 0) // === RISK MANAGEMENT VALUE PREP === // if an input is less than 1, assuming not wanted so we assign 'na' value to disable it. useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na // === STRATEGY - LONG POSITION EXECUTION === enterLong() => buy or buyovershoot or buyovershoot1 or buyovershoot2 or buyovershoot3// functions can be used to wrap up and work out complex conditions //exitLong() => oscillator <= 0 strategy.entry(id = "Buy", long = true, when = enterLong() )// use function or simple condition to decide when to get in //strategy.close(id = "Buy", when = exitLong() )// ...and when to get out // === STRATEGY - SHORT POSITION EXECUTION === enterShort() => sell or sellovershoot or sellovershoot2 or sellovershoot3 //exitShort() => oscillator >= 0 strategy.entry(id = "Sell", long = false, when = enterShort()) //strategy.close(id = "Sell", when = exitShort() ) // === STRATEGY RISK MANAGEMENT EXECUTION === // finally, make use of all the earlier values we got prepped strategy.exit("Exit Buy", from_entry = "Buy", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) strategy.exit("Exit Sell", from_entry = "Sell", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)