यह रणनीति सुपरट्रेंड संकेतक पर आधारित है, जो कई समय सीमा बाजार की प्रवृत्ति विश्लेषण के साथ संयुक्त है, और प्रवेश के अवसरों की पहचान करने के लिए दोलन चैनल विधि को अपनाता है।
इस रणनीति में प्रमुख रुझानों को समझने के लिए बहु-समय-अंतराल विश्लेषण और रुझान ट्रैकिंग संकेतकों को एकीकृत किया गया है जबकि विशिष्ट प्रवेश के अवसरों की तलाश की गई है। निरंतर अनुकूलन के साथ, दीर्घकालिक स्थिर अधिशेष रिटर्न प्राप्त करने की उम्मीद है।
/*backtest
start: 2022-12-18 00:00:00
end: 2023-12-24 00:00:00
period: 1d
basePeriod: 1h
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/
// © ramki_simple
// Thanks to LonesomeTheBlue for the original code
//@version=4
strategy("Multi Supertrend with no-repaint HTF option strategy", overlay = true, shorttitle='Multi Supertrend')
//auto higher time frame
HTFAuto = timeframe.period == '1' ? '5' :
timeframe.period == '3' ? '15' :
timeframe.period == '5' ? '15' :
timeframe.period == '15' ? '60' :
timeframe.period == '30' ? '60' :
timeframe.period == '45' ? '60' :
timeframe.period == '60' ? '240' :
timeframe.period == '120' ? '240' :
timeframe.period == '180' ? '240' :
timeframe.period == '240' ? 'D' :
timeframe.period == 'D' ? 'W' :
'5W'
HTFSelection = input(title='Select HTF Automatically for Additional Supertrend', type=input.bool, defval=false)
HTFUserSel = input(title='Select Higher Timeframe for Additional Supertrend',type=input.resolution, defval ='')
HTF = HTFSelection ? HTFAuto : HTFUserSel
Mult1 = input(title='Multiplier for Default Supertrend', defval=3.0, minval = 0, maxval = 10)
Period1 = input(title='Period for Default Supertrend', defval=10, minval = 1, maxval = 100)
Mult2 = input(title='Multiplier for Additional Supertrend', defval=2.0, minval = 0, maxval = 10)
Period2 = input(title='Period for Additional Supertrend', defval=14, minval = 1, maxval = 100)
chbarcol = input(true, title = "Change Bar Color")
[Trailings, Trend] = supertrend(Mult1, Period1)
linecolor = Trend == -1 and Trend[1] == -1 ? color.teal :
Trend == 1 and Trend[1] == 1 ? color.red :
color.new(color.white, 100)
plot(Trailings, color = linecolor, linewidth = 2,title = "SuperTrend")
f_Security(_symbol, _res, _src) => security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on)
nonVectorSupertrend(Mult, Period) =>
[Trail_, Trend_] = supertrend(Mult, Period)
Trail_*Trend_
[TrailingslHtf, TrendHtf] = supertrend(Mult2, Period2)
if HTF != timeframe.period and HTF != ''
CompositeTrailHtf = f_Security(syminfo.tickerid, HTF,nonVectorSupertrend(Mult2, Period2) )
TrailingslHtf := abs(CompositeTrailHtf)
TrendHtf := CompositeTrailHtf > 0 ? 1 : -1
linecolorHtf = TrendHtf == -1 and TrendHtf[1] == -1 ? color.blue :
TrendHtf == 1 and TrendHtf[1] == 1 ? color.maroon :
color.new(color.white, 100)
plot(TrailingslHtf, color = linecolorHtf, linewidth = 3, title = "Supertrend Higher Time Frame")
barcolor_ = Trend == -1 and TrendHtf == -1 ? color.lime :
Trend == 1 and TrendHtf == 1 ? color.red :
color.white
barcolor(color = chbarcol ? barcolor_ : na)
vwapfilter = input(false)
Long = Trend == -1 and TrendHtf == -1
Short = Trend == 1 and TrendHtf == 1
strategy.entry("enter long", true, 1, when = Long and not Long[1] and (vwapfilter and close > vwap or not vwapfilter))
strategy.entry("enter short", false, 1, when = Short and not Short[1] and (vwapfilter and close < vwap or not vwapfilter))
strategy.close("enter long", when = Long[1] and not Long)
strategy.close("enter short", when = Short[1] and not Short)