जोखिम समाधान:
उपरोक्त अनुकूलन रणनीति की जीत दर में और सुधार कर सकते हैं, लाभ में लॉक कर सकते हैं, जोखिमों को नियंत्रित कर सकते हैं, और अधिक स्थिर और कुशल व्यापार परिणाम प्राप्त कर सकते हैं।
/*backtest start: 2023-12-01 00:00:00 end: 2023-12-31 23:59:59 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version = 2 //////////////////////////////////////////////////////////// // Copyright by HPotter v2.0 22/12/2016 // Market prices do not have a Gaussian probability density function // as many traders think. Their probability curve is not bell-shaped. // But trader can create a nearly Gaussian PDF for prices by normalizing // them or creating a normalized indicator such as the relative strength // index and applying the Fisher transform. Such a transformed output // creates the peak swings as relatively rare events. // Fisher transform formula is: y = 0.5 * ln ((1+x)/(1-x)) // The sharp turning points of these peak swings clearly and unambiguously // identify price reversals in a timely manner. // // For signal used zero. // You can change long to short in the Input Settings // Please, use it only for learning or paper trading. Do not for real trading. //////////////////////////////////////////////////////////// strategy(title="Fisher Transform Indicator by Ehlers Backtest", shorttitle="Fisher Transform Indicator by Ehlers") Length = input(10, minval=1) reverse = input(false, title="Trade reverse") hline(1, color=white) xHL2 = hl2 xMaxH = highest(xHL2, Length) xMinL = lowest(xHL2,Length) nValue1 = 0.33 * 2 * ((xHL2 - xMinL) / (xMaxH - xMinL) - 0.5) + 0.67 * nz(nValue1[1]) nValue2 = iff(nValue1 > .99, .999, iff(nValue1 < -.99, -.999, nValue1)) nFish = 0.5 * log((1 + nValue2) / (1 - nValue2)) + 0.5 * nz(nFish[1]) pos = iff(nFish > 0, 1, iff(nFish < 0, -1, nz(pos[1], 0))) possig = iff(reverse and pos == 1, -1, iff(reverse and pos == -1, 1, pos)) if (possig == 1) strategy.entry("Long", strategy.long) if (possig == -1) strategy.entry("Short", strategy.short) // barcolor(possig == -1 ? red: possig == 1 ? green : blue ) plot(nFish, color=green, title="Fisher") plot(nz(nFish[1]), color=red, title="Trigger")