1. Carré
2. Stratégie de négociation AlphaTradingBot

Stratégie de négociation AlphaTradingBot

Auteur:ChaoZhang est là., Date: 2024-04-28 13:48:51 Je vous en prie.
Les étiquettes:- Je vous en prie.Le taux d'intérêtATRIndice de résistance

---

---

/*backtest
start: 2024-04-20 00:00:00
end: 2024-04-27 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/
// © javierfish

//@version=5
strategy(title = 'Augusto Bot v1.2', shorttitle='🤑 🤖 v1.2', overlay = true, pyramiding=0, initial_capital=100000, default_qty_value=1)
lb = input.int(5, title='Pivot Bars Count', minval=1)
rb = lb

var color supcol = color.lime
var color rescol = color.red
// srlinestyle = line.style_dotted
srlinewidth = 1
changebarcol = true
bcolup = color.blue
bcoldn = color.black

intDesde = input(timestamp('2023-01-01T00:00:00'), 'Desde', group='Rango de fechas')
intHasta = input(timestamp('2023-12-31T23:59:59'), 'Hasta', group='Rango de fechas')
blnFechas = true

blnShorts = input.bool(false, " Shorts", group="Trading", tooltip = 'Checked = Shorts. No Checked = Longs')
blnLongs = not blnShorts
pctRisk = input.float(1, 'Riesgo %', 0.1, 100,step = .1, group='Trading', tooltip = 'Porcentaje del total de su cuenta que está dispuesto a arriesgar en cada trade')
RR = input.float(2, 'Ratio de Ganancia X', 1, 10, .5, tooltip = 'Proporción de Take Profit contra Stop Loss', group='Trading')

retro = input.float(40, 'Retroceso %', 1, 100, 10, tooltip = 'Porcentaje de Fibonacci que debe alcanzar el precio para considerar un retroceso', group='Fibonacci')
fibSL = input.float(72, 'Stop Loss %', 1, 100, 5, tooltip = 'Porcentaje de Fibonacci que debe alcanzar el precio para considerar perdido un trade', group='Fibonacci')

blnDebug = input.bool(false, 'Debug', tooltip = 'Mostrar información de depuración como estatus y línea de tendencia')
showsupres = blnDebug

blnEnLong = strategy.position_size > 0
blnEnShort = strategy.position_size < 0
blnEnTrade = blnEnLong or blnEnShort

ph = ta.pivothigh(lb, rb)
pl = ta.pivotlow(lb, rb)

iff_1 = pl ? -1 : na  // Trend direction
hl = ph ? 1 : iff_1
iff_2 = pl ? pl : na  // similar to zigzag but may have multiple highs/lows
zz = ph ? ph : iff_2
valuewhen_1 = ta.valuewhen(hl, hl, 1)
valuewhen_2 = ta.valuewhen(zz, zz, 1)
zz := pl and hl == -1 and valuewhen_1 == -1 and pl > valuewhen_2 ? na : zz
valuewhen_3 = ta.valuewhen(hl, hl, 1)
valuewhen_4 = ta.valuewhen(zz, zz, 1)
zz := ph and hl == 1 and valuewhen_3 == 1 and ph < valuewhen_4 ? na : zz

valuewhen_5 = ta.valuewhen(hl, hl, 1)
valuewhen_6 = ta.valuewhen(zz, zz, 1)
hl := hl == -1 and valuewhen_5 == 1 and zz > valuewhen_6 ? na : hl
valuewhen_7 = ta.valuewhen(hl, hl, 1)
valuewhen_8 = ta.valuewhen(zz, zz, 1)
hl := hl == 1 and valuewhen_7 == -1 and zz < valuewhen_8 ? na : hl
zz := na(hl) ? na : zz

findprevious() =>  // finds previous three points (b, c, d, e)
    float loc1 = na
    float loc2 = na
    float loc3 = na
    float loc4 = na
    if not na(hl)
        ehl = hl == 1 ? -1 : 1
        loc1 := 0.0
        loc2 := 0.0
        loc3 := 0.0
        loc4 := 0.0
        xx = 0
        for x = 1 to 1000 by 1
            if hl[x] == ehl and not na(zz[x])
                loc1 := zz[x]
                xx := x + 1
                break
        ehl := hl
        for x = xx to 1000 by 1
            if hl[x] == ehl and not na(zz[x])
                loc2 := zz[x]
                xx := x + 1
                break
        ehl := hl == 1 ? -1 : 1
        for x = xx to 1000 by 1
            if hl[x] == ehl and not na(zz[x])
                loc3 := zz[x]
                xx := x + 1
                break
        ehl := hl
        for x = xx to 1000 by 1
            if hl[x] == ehl and not na(zz[x])
                loc4 := zz[x]
                break
    [loc1, loc2, loc3, loc4]

[loc1, loc2, loc3, loc4] = findprevious()
a = fixnan(zz)
b = loc1
c = loc2
d = loc3
e = loc4

_hh = zz and a > b and a > c and c > b and c > d
_ll = zz and a < b and a < c and c < b and c < d
_hl = zz and (a >= c and b > c and b > d and d > c and d > e or a < b and a > c and b < d)
_lh = zz and (a <= c and b < c and b < d and d < c and d < e or a > b and a < c and b > d)

plotshape(blnDebug and _hl, text='HL', title='Higher Low', style=shape.labelup, color=color.lime, textcolor=color.new(color.black, 0), location=location.belowbar, offset=-rb)
plotshape(blnDebug and _hh, text='HH', title='Higher High', style=shape.labeldown, color=color.lime, textcolor=color.new(color.black, 0), location=location.abovebar, offset=-rb)
plotshape(blnDebug and _ll, text='LL', title='Lower Low', style=shape.labelup, color=color.red, textcolor=color.new(color.white, 0), location=location.belowbar, offset=-rb)
plotshape(blnDebug and _lh, text='LH', title='Lower High', style=shape.labeldown, color=color.red, textcolor=color.new(color.white, 0), location=location.abovebar, offset=-rb)

float res = na
float sup = na
res := _lh ? zz : res[1]
sup := _hl ? zz : sup[1]

int trend = na
iff_3 = close < sup ? -1 : nz(trend[1])
trend := close > res ? 1 : iff_3

res := trend == 1 and _hh or trend == -1 and _lh ? zz : res
sup := trend == 1 and _hl or trend == -1 and _ll ? zz : sup
rechange = res != res[1]
suchange = sup != sup[1]

var line resline = na
var line supline = na
if showsupres
    if rechange
        line.set_x2(resline, bar_index)
        line.set_extend(resline, extend=extend.none)
        resline := line.new(x1=bar_index - rb, y1=res, x2=bar_index, y2=res, color=rescol, extend=extend.right,  width=srlinewidth)
        resline

    if suchange
        line.set_x2(supline, bar_index)
        line.set_extend(supline, extend=extend.none)
        supline := line.new(x1=bar_index - rb, y1=sup, x2=bar_index, y2=sup, color=supcol, extend=extend.right,  width=srlinewidth)
        supline

iff_4 = trend == 1 ? bcolup : bcoldn
barcolor(color=changebarcol and blnDebug ? iff_4 : na)

usdCalcRisk = strategy.equity * pctRisk / 100
usdRisk = usdCalcRisk > 0 ? usdCalcRisk : 0
blnOrder = strategy.opentrades > 0
var entryPrice = close
var hhVal = high
var lhVal = high
var hlVal = low
var llVal = low
var longTP  = high
var longSL  = low
var shortTP = low
var shortSL = high
var lowest = low
var highest = high
var status = 0
var closedTrades = strategy.closedtrades
var currSignal = ''
var prevSignal = currSignal

if _hh
    hhVal := a
    prevSignal := currSignal
    currSignal := 'HH'
else if _lh
    lhVal := a
    prevSignal := currSignal
    currSignal := 'LH'
else if _hl
    hlVal := a
    prevSignal := currSignal
    currSignal := 'HL'
else if _ll
    llVal := a
    prevSignal := currSignal
    currSignal := 'LL'

fibo(fibTop, fibLow) =>
    diff = fibTop - fibLow
    fib50 = 0.0
    if status % 2 == 1 // Estatus pares son longs
        fib50 := fibLow + (diff * (1 - (retro / 100)))  // Longs
    else 
        fib50 := fibLow + (diff * (retro / 100))
    fib70UP = fibLow + (diff * (1 - (fibSL / 100))) // Fibo 61.8% up
    fib70DW = fibLow + (diff * (fibSL / 100)) // Fibo 61.8% down
    [fib50, fib70UP, fib70DW]

currLowest = ta.lowest(low, lb + 1)  // El menor low de las últimas n barras
currHighest = ta.highest(high, lb + 1) // El mayor high de las últimas n barras

// status 0. En espera de un LL para longs o un HH para shorts
if status == 0 and blnFechas
    closedTrades := strategy.closedtrades
    if _ll and blnLongs
        status := 1
    else if _hh and blnShorts
        status := 2
// -------- LONGS --------
// status 1. Longs. En espera de un nuevo nivel superior (HH o LH)
else if status == 1
    closedTrades := strategy.closedtrades
    if _hh or _lh
        highest := currHighest
    else if _hl
        lowest := currLowest
        if high > highest
            status := 5
            highest := high
            [fib50, fibUP, fibDW] = fibo(highest, lowest)
            entryPrice := fib50
            if low <= entryPrice and close <= open  // Si la vela roja que rebasó el reciente nivel superior también cruzó el precio de entrada se ingresa a un trade inmediatamente
                entryPrice := close
            longSL := fibUP // Reajuste de SL para long
            diff = entryPrice - longSL
            longTP := entryPrice + diff * RR // Reajuste de TP para long
            lotSize = usdRisk / diff
            if entryPrice > longSL
                strategy.entry('🚀 1', strategy.long, limit = entryPrice, qty = lotSize, alert_message = 'long ' + ' ' + syminfo.ticker + ' p=' + str.tostring(entryPrice) + ' tp=' + str.tostring(longTP) + ' sl=' + str.tostring(longSL) + ' q=' + str.tostring(pctRisk) + '%')
                strategy.exit('lx', '🚀 1', limit = longTP, stop = longSL, comment_loss = '💥', comment_profit = '✅', alert_message = 'bal')
        else
            status := 3
        [fib50, fibUP, fibDW] = fibo(highest, lowest)
        entryPrice := fib50
    else if low < llVal
        status := 0
// status 3. Longs. En espera de que aparezca un HL
else if status == 3
    if _hl
        lowest := currLowest
    if _lh or _ll or low < hlVal
        strategy.cancel_all()
        status := _ll ? 1 : 0 // Si fue un nuevo LL comienza a formarse un nuevo setup alcista
    else if high > highest
        status := 5
        highest := high
        [fib50, fibUP, fibDW] = fibo(highest, lowest)
        entryPrice := fib50
        if low <= entryPrice
            entryPrice := close 
        longSL := fibUP // Reajuste de SL para long
        diff = entryPrice - longSL
        longTP := entryPrice + diff * RR // Reajuste de TP para long
        lotSize = usdRisk / diff
        if not blnEnLong and entryPrice > longSL
            strategy.cancel_all()
            strategy.entry('🚀 3', strategy.long, limit = entryPrice, qty = lotSize, alert_message = 'long ' + ' ' + syminfo.ticker + ' p=' + str.tostring(entryPrice) + ' tp=' + str.tostring(longTP) + ' sl=' + str.tostring(longSL) + ' q=' + str.tostring(pctRisk) + '%')
            strategy.exit('lx', '🚀 3', limit = longTP, stop = longSL, comment_loss = '💥', comment_profit = '✅', alert_message = 'bal')
// status 5. Longs. Crecimiento del fibo en espera de que se rebase el nivel superior y se toque el entry price para entrar a un trade
else if status == 5
    if strategy.closedtrades > closedTrades // Caso trade abre y cierra en una misma vela
        status := 0
    else if blnEnLong
        status := 7
    else if _lh or _ll or low < llVal // Caso invalidación por nuevo bajo nivel
        strategy.cancel_all()
        status := _ll ? 1 : 0 // Si fue un nuevo LL comienza a formarse un nuevo setup alcista
    else if high > highest // Caso de rebase de niveles superiores
        highest := high
        [fib50, fibUP, fibDW] = fibo(highest, lowest)
        entryPrice := fib50
        longSL := fibUP // Reajuste de SL para long
        diff = entryPrice - longSL
        longTP := entryPrice + diff * RR // Reajuste de TP para long
        lotSize = usdRisk / diff
        if not blnEnLong and entryPrice > longSL // Orden limit de long con su TP y SL
            strategy.cancel_all()
            strategy.entry('🚀 5', strategy.long, limit = entryPrice, qty = lotSize, alert_message = 'long ' + ' ' + syminfo.ticker + ' p=' + str.tostring(entryPrice) + ' tp=' + str.tostring(longTP) + ' sl=' + str.tostring(longSL) + ' q=' + str.tostring(pctRisk) + '%')
            strategy.exit('lx', '🚀 5', limit = longTP, stop = longSL, comment_loss = '💥', comment_profit = '✅', alert_message = 'bal')
// status 7. Longs. En espera que finalice el trade
else if status == 7    
    blnOrder := false
    if not blnEnLong
        strategy.cancel_all()
        if currSignal == 'HH' and blnShorts // Si se finaliza un trade e inmediatamente se presenta un HH debe comenzarse la formación de un setup bajista
            status := 2
        else
            status := 0
// -------- SHORTS --------
// status 2. Shorts. En espera de un nuevo nivel inferior (LL o HL)
else if status == 2
    closedTrades := strategy.closedtrades
    if _ll or _hl
        lowest := currLowest
    else if _lh
        highest := currHighest
        if low < lowest
            status := 6
            lowest := low
            [fib50, fibUP, fibDW] = fibo(highest, lowest)
            entryPrice := fib50
            if high >= entryPrice and close > open  // Si la vela verde que rebasó el reciente nivel inferior tambien cruzó el precio de entrada se ingresa a un trade inmediatamente
                entryPrice := close
            shortSL := fibDW
            diff = shortSL - entryPrice
            shortTP := entryPrice - diff * RR
            lotSize = usdRisk / diff
            if entryPrice < shortSL
                strategy.entry('🐻 2', strategy.short, limit = entryPrice, qty = lotSize, alert_message = 'short ' + ' ' + syminfo.ticker + ' p=' + str.tostring(entryPrice) + ' tp=' + str.tostring(shortTP) + ' sl=' + str.tostring(shortSL) + ' q=' + str.tostring(pctRisk) + '%')
                strategy.exit('sx', '🐻 2', limit = shortTP, stop = shortSL, comment_loss = '☠️', comment_profit = '❎', alert_message = 'bal')
        else
            status := 4
        [fib50, fibUP, fibDW] = fibo(highest, lowest)
        entryPrice := fib50
    else if high > hhVal
        status := 0
// status 4. Shorts. En espera de que aparezca un LH
else if status == 4
    if _lh
        highest := currHighest
    if _hl or _hh or high > lhVal
        strategy.cancel_all()
        status := _hh ? 2 : 0 // Si fue un nuevo HH comienza a formarse un nuevo setup bajista
    else if low < lowest
        status := 6
        lowest := low
        [fib50, fibUP, fibDW] = fibo(highest, lowest)
        entryPrice := fib50
        if high >= entryPrice
            entryPrice := close
        shortSL := fibDW
        diff = shortSL - entryPrice
        shortTP := entryPrice - diff * RR
        lotSize = usdRisk / diff
        if not blnEnShort and entryPrice < shortSL
            strategy.cancel_all()
            strategy.entry('🐻 4', strategy.short, limit = entryPrice, qty = lotSize, alert_message = 'short ' + ' ' + syminfo.ticker + ' p=' + str.tostring(entryPrice) + ' tp=' + str.tostring(shortTP) + ' sl=' + str.tostring(shortSL) + ' q=' + str.tostring(pctRisk) + '%')
            strategy.exit('sx', '🐻 4', limit = shortTP, stop = shortSL, comment_loss = '☠️', comment_profit = '❎', alert_message = 'bal')
// status 6. Shorts. Crecimiento del fibo en espera de que se rebase el nivel inferior y se toque el entry price para entrar a un trade
else if status == 6
    if strategy.closedtrades > closedTrades // Caso trade abre y cierra en una misma vela
        status := 0
    else if blnEnShort
        status := 8
    else if _hl or _hh or high > hhVal
        strategy.cancel_all()
        status := _hh ? 2 : 0 // Si fue un nuevo HH comienza a formarse un nuevo setup bajista
    else if low < lowest // Caso de rebase de niveles inferiores
        lowest := low
        [fib50, fibUP, fibDW] = fibo(highest, lowest)
        entryPrice := fib50
        shortSL := fibDW
        diff = shortSL - entryPrice
        shortTP := entryPrice - diff * RR
        lotSize = usdRisk / diff
        if entryPrice < shortSL
            strategy.cancel_all()
            strategy.entry('🐻 6', strategy.short, limit = entryPrice, qty = lotSize, alert_message = 'short ' + ' ' + syminfo.ticker + ' p=' + str.tostring(entryPrice) + ' tp=' + str.tostring(shortTP) + ' sl=' + str.tostring(shortSL) + ' q=' + str.tostring(pctRisk) + '%')
            strategy.exit('sx', '🐻 6', limit = shortTP, stop = shortSL, comment_loss = '☠️', comment_profit = '❎', alert_message = 'bal')
// status 8. Shorts. En espera que finalice el trade
else if status == 8    
    blnOrder := false
    if not blnEnShort
        strategy.cancel_all()
        if currSignal == 'LL' and blnLongs // Si inmediatamente después de finalizar un trade existe un LL debe comenzarse un setup alcista
            status := 1
        else
            status := 0

plotchar(blnDebug and status == 0 and blnFechas, '0', '0', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 1 and blnFechas, '1', '1', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 2 and blnFechas, '2', '2', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 3 and blnFechas, '3', '3', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 4 and blnFechas, '4', '4', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 5 and blnFechas, '5', '5', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 6 and blnFechas, '6', '6', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 7 and blnFechas, '7', '7', location.abovebar, color.yellow, size = size.tiny)
plotchar(blnDebug and status == 8 and blnFechas, '8', '8', location.abovebar, color.yellow, size = size.tiny)

plot(highest, 'highest', (status == 5 or status[1] == 5) and blnLongs ? color.new(color.orange, 50) : na, 1, plot.style_stepline)
plot(entryPrice, 'entryPrice', (status == 5 or status[1] == 5) and blnLongs ?color.new(color.white, 50) : na, 1, plot.style_stepline)
plot(lowest, 'lowest', (status == 3 or status == 5 or status[1] == 5) and blnLongs ? color.new(color.yellow, 50) : na, 1, plot.style_stepline)

plot(lowest, 'currLowest', (status == 6 or status[1] == 6) and blnShorts ? color.new(color.orange, 50) : na, 1, plot.style_stepline)
plot(entryPrice, 'currEntryPrice', (status == 6 or status[1] == 6) and blnShorts ?color.new(color.white, 50) : na, 1, plot.style_stepline)
plot(highest, 'currHighest', (status == 4 or status == 6 or status[1] == 6) and blnShorts ?color.new(color.yellow, 50) : na, 1, plot.style_stepline)

exitLong = barstate.isconfirmed and blnEnLong and time >= intHasta
exitShort = barstate.isconfirmed and blnEnShort and time >= intHasta

if exitLong
    strategy.cancel_all()
    strategy.close_all(comment = close > strategy.position_avg_price ?  '✅' : '💥') 
    status := 0

if exitShort
    strategy.cancel_all()
    strategy.close_all(comment = close < strategy.position_avg_price ? '❎' : '☠️')
    status := 0

plot(zz, 'Zigzag', blnDebug ? color.white : na, offset = lb * -1)

rayaTradeLong = strategy.position_size == strategy.position_size[1] and (strategy.position_size > 0) and blnLongs
tpPlLong = plot(longTP, color = rayaTradeLong ? color.teal : na)
epPlLong = plot(entryPrice, color= rayaTradeLong ? color.white : na)
slPlLong = plot(longSL, color = rayaTradeLong ? color.maroon : na)
fill(tpPlLong, epPlLong, color= rayaTradeLong ? color.new(color.teal, 85) : na)
fill(epPlLong, slPlLong, color= rayaTradeLong ? color.new(color.maroon, 85) : na)

rayaTradeShort = strategy.position_size == strategy.position_size[1] and strategy.position_size < 0 and blnShorts
tpPlShort = plot(shortTP, color = rayaTradeShort ? color.teal : na)
epPlShort = plot(entryPrice, color=rayaTradeShort ? color.white : na)
slPlShort = plot(shortSL, color=rayaTradeShort ? color.maroon : na)
fill(tpPlShort, epPlShort, color=rayaTradeShort ? color.new(color.teal, 85) : na)
fill(epPlShort, slPlShort, color=rayaTradeShort ? color.new(color.maroon, 85) : na)

---

• Aucune stratégie de rupture de bougie haussière
• Tendance composite à plusieurs indicateurs suivant une stratégie
• Théorie des ondes d'Elliott 4-9 Détection automatique des ondes d'impulsion Stratégie de trading
• Stratégie de négociation d'action sur les prix du canal magique
• Stratégie de dynamisme du RSI à moyenne mobile double basée sur l'EMA et les écarts de tendance
• Stratégie de l'indice de force relative et de la moyenne mobile
• Stratégie de redressement du mardi (filtre du week-end)
• Système de suivi dynamique de tendance à plusieurs niveaux
• Stratégie de pyramide intelligente à indicateurs multiples
• RSI50_EMA Stratégie à long terme uniquement

---

• RSI2 Stratégie Réversion intradienne Taux de victoire Test de retour
• Les lignes futures de la stratégie de démarcation
• Tendance à la suite d'une stratégie basée sur les signaux croisés OBV et MA
• Stratégie confirmée de GBS TOP Bottom
• Tendance multi-indicateurs à la suite de la stratégie
• Transformateur de test arrière v2.0
• Stratégie de renversement de tendance de Fibonacci
• Stratégie de parcours en zigzag du HTF
• La stratégie de WaveTrend Cross LazyBear
• La stratégie à court terme hybride CCI, DMI et MACD
• La stratégie améliorée de Vegas SuperTrend
• Stratégie de négociation quantitative basée sur la moyenne mobile modifiée de la coque et Ichimoku Kinko Hyo
• Stratégie d'inversion de la tendance de l'indicateur de risque
• Stratégie de négociation de l'indicateur stochastique croisé
• RSI et stratégie quantitative du signal croisé double EMA
• Théorie des ondes d'Elliott 4-9 Détection automatique des ondes d'impulsion Stratégie de trading
• Stratégie de croisement d'oscillateur stochastique et de moyenne mobile avec stop loss et filtre stochastique
• Stratégie de négociation de volatilité scalable au cours de la journée
• KRK aDa Stratégie de réversion moyenne lente stochastique avec améliorations de l'IA
• Opérations en ligne de tendance en temps réel basées sur les points pivots et les pentes