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2. बोलिंगर बैंड्स ट्रेंड रिवर्सल रणनीति

बोलिंगर बैंड्स ट्रेंड रिवर्सल रणनीति

लेखक:चाओझांग, दिनांक: 2023-11-01 11:29:34
टैगः

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/*backtest
start: 2023-10-24 00:00:00
end: 2023-10-31 00:00:00
period: 10m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

// Welcome to yet another script. This script was a lot easier since I was stuck for so long on the Donchian Channels one and learned so much from that one that I could use in this one
// This code should be a lot cleaner compared to the Donchian Channels, but we'll leave that up to the pro's
// This strategy has two entry signals, long = when price hits lower band, while above EMA, previous candle was bearish and current candle is bullish
// Short = when price hits upper band, while below EMA, previous candle was bullish and current candle is bearish
// Take profits are the opposite side's band(lower band for long signals, upper band for short signals). This means our take profit price will change per bar
// Our stop loss doesn't change, it's the difference between entry price and the take profit target divided by the input risk reward
// At the time of writing this, I could probably calculate that much easier by simply multiplying the opposite band by the input risk reward ratio
// Since I want to get this script out and working on the next one, I won't clean that up, I'm sorry
// strategy(shorttitle="BB Trending Reverse Strategy", title="Bollinger Bands Trending Reverse Strategy", overlay=true, default_qty_type = strategy.cash, default_qty_value = 150, initial_capital = 1000, currency = currency.USD, commission_type = "percent", commission_value = 0.036)

// The built-in Bollinger Band indicator inputs and variables, added some inputs of my own and organised the code
length              = input(20, minval=1)
src                 = input(close, title="Source")
mult                = input(2.0, minval=0.001, maxval=50, title="StdDev")
emaInput            = input(title = "EMA Input", type = input.integer, defval = 200, minval = 10, maxval = 400, step = 1)
riskreward          = input(title = "Risk/Reward Ratio", type = input.float, defval = 1.50, minval = 0.01, maxval = 100, step = 0.01)
offset              = input(0, "Offset", type = input.integer, minval = -500, maxval = 500)
basis               = sma(src, length)
dev                 = mult * stdev(src, length)
upper               = basis + dev
lower               = basis - dev
ema                 = ema(close, emaInput)

// These are our conditions as explained above
entryLong           = low[1] <= lower[1] and low <= lower and low > ema
entryShort          = high[1] >= upper[1] and high >= upper and high < ema
reversecandleLong   = close > open and close[1] < open[1]
reversecandleShort  = close < open and close[1] > open[1]
var stopLong        = 0.0
var stopShort       = 0.0

// These are our entry signals, notice how the stop condition is within the if statement while the strategy.exit is outside of the if statement, this way the take profit targets trails up or down depending on what the price does
if reversecandleLong and entryLong and strategy.position_size == 0
    stopLong := (((close / upper - 1) * riskreward + 1) * close)
    strategy.entry("Long Entry", strategy.long, comment = "Long Entry")
    
strategy.exit("Exit Long", "Long Entry", limit = upper, stop = stopLong, comment = "Exit Long")

if reversecandleShort and entryShort and strategy.position_size == 0
    stopShort := (((close / lower - 1) / riskreward + 1) * close)
    strategy.entry("Short Entry", strategy.short, comment = "Short Entry")

strategy.exit("Exit Short", "Short Entry", limit = lower, stop = stopShort, comment = "Exit Short")


// The built-in Bollinger Band plots
plot(basis, "Basis", color=#872323, offset = offset)
p1 = plot(upper, "Upper", color=color.teal, offset = offset)
p2 = plot(lower, "Lower", color=color.teal, offset = offset)
fill(p1, p2, title = "Background", color=#198787, transp=95)
plot(ema, color=color.red)

// These plots are to check the stoplosses, they can  make a mess of your chart so only use these if you want to make sure these work
// plot(stopLong)
// plot(stopShort)

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• धन सृजन समग्र रणनीति
• डॉलर लागत औसत निवेश रणनीति
• सीसीआई औसत रिवर्सन चैनल रणनीति
• आरएसआई औसत रिवर्सन ट्रेडिंग रणनीति
• कम स्कैनर स्मार्ट ट्रैकिंग विधि
• शेफ ट्रेंड चक्र गति रणनीति के बाद
• चलती औसत पर आधारित गति कैप्चर रणनीति
• दोहरी चलती औसत बोलिंगर बैंड्स ट्रेंड रणनीति का पालन करना
• गतिशील रुकावटों के साथ रणनीति का अनुसरण करने वाली प्रवृत्ति
• दोहरी एटीआर चैनल ट्रेंड रणनीति का पालन करना
• वाल स्ट्रीट सीसीआई सूचकांक के आधार पर सहसंबंध आधारित तेजी/बिरिश क्रिप्टो ट्रेडिंग रणनीति
• एसएमआई एर्गोडिक ऑसिलेटर मोमेंटम ट्रेडिंग रणनीति
• डोंचियन चैनलों पर आधारित रणनीति के बाद प्रवृत्ति
• गुलाब क्रॉस स्टार दोहरे संकेतक अस्थिरता रणनीति
• अनुकूली एटीआर रुझान ब्रेकआउट रणनीति
• बोलिंगर बैंड गति फटने की रणनीति
• बहु-कारक रणनीति
• आवधिक निवेश पर आधारित स्वर्ण प्रवृत्ति ट्रैकिंग रणनीति
• इचिमोकु किन्को ह्यो क्रॉस रणनीति
• बहुभुज चलती औसत रणनीति