Pembunuh Sma BTC
Penulis:ChaoZhang, Tanggal: 2022-05-17 11:23:58Tag:SMAATRADX
Halo!!
Aku membuat strategi yang bagus dengan keuntungan gila dengan hanya pesanan LONG dan SHORT Nah, strategi ini untuk ------->>> BINANCE:BTCUSDT
Logika strategi cukup sederhana
Strategi menggunakan 3 SMA yang berbeda (7,21,55) untuk menemukan tren yang benar Untuk menghindari banyak sinyal yang salah saya menambahkan dua indikator seperti:
ADX - Adalah salah satu indikator tren yang paling kuat dan akurat. ADX mengukur seberapa kuat tren, dan dapat memberikan informasi berharga tentang apakah ada peluang perdagangan potensial. CLOUD - Ini adalah salah satu indikator newsset yang saya gunakan. Indikator ini membantu strategi, indikator ini dirancang untuk menunjukkan tren pasar yang benar. Dengan menerapkan panjang indikator ini, saya dapat melihat perubahan tren sedikit kemudian, tetapi lebih akurat.
Selain itu aku menambahkan stop-loss trailing untuk keamanan maksimum
Jujur saja strategi ini terlihat sangat baik, banyak perdagangan, keuntungan tinggi dan sejumlah kecil indikator, keuntungan di masa depan bisa serupa
Menggunakan kombinasi SMA ini memberi saya perubahan cepat yang luar biasa sementara tren juga berubah dengan cepat seperti di sini:
gambar instan
Sayangnya aku tidak bisa 100% menghilangkan sinyal yang salah pada grafik datar seperti ini:
gambar instan
Saya harap strategi ini bermanfaat bagi semua orang ;)
Kaki selalu
Nikmati!!
backtest
/*backtest
start: 2022-01-01 00:00:00
end: 2022-02-11 23:59:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © wielkieef
//@version=4
src = close
//strategy("Sma BTC killer [60MIN]", overlay = true, pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.04)
//SMAs -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Length1 = input(14, title=" 1-SMA Lenght", minval=1)
Length2 = input(28, title=" 2-SMA Lenght", minval=1)
Length3 = input(55, title=" 3-SMA Lenght", minval=1)
xPrice = close
SMA1 = sma(xPrice, Length1)
SMA2 = sma(xPrice, Length2)
SMA3 = sma(xPrice, Length3)
//Indicators Inputs -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ADX_options = input("MASANAKAMURA", title=" Adx Type", options = ["CLASSIC", "MASANAKAMURA"], group="Average Directional Index")
ADX_len = input(29, title=" Adx Lenght", type=input.integer, minval = 1, group="Average Directional Index")
th = input(21, title=" Adx Treshold", type=input.integer, minval = 0, group="Average Directional Index")
len = input(11, title="Cloud Length", group="Cloud")
// ATR Inputs -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
prd = input(18, title=" PP period", group="Average True Range")
Factor = input(5, title=" ATR Factor", group="Average True Range")
Pd = input(6, title=" ATR Period", group="Average True Range")
//Indicators -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
calcADX(_len) =>
up = change(high)
down = -change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = rma(tr, _len)
_plus = fixnan(100 * rma(plusDM, _len) / truerange)
_minus = fixnan(100 * rma(minusDM, _len) / truerange)
sum = _plus + _minus
_adx = 100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
[_plus,_minus,_adx]
calcADX_Masanakamura(_len) =>
SmoothedTrueRange = 0.0
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementMinus = 0.0
TrueRange = max(max(high - low, abs(high - nz(close[1]))), abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1]) /_len) + TrueRange
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1]) / _len) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1]) / _len) + DirectionalMovementMinus
DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIP-DIM) / (DIP+DIM)*100
adx = sma(DX, _len)
[DIP,DIM,adx]
[DIPlusC,DIMinusC,ADXC] = calcADX(ADX_len)
[DIPlusM,DIMinusM,ADXM] = calcADX_Masanakamura(ADX_len)
DIPlus = ADX_options == "CLASSIC" ? DIPlusC : DIPlusM
DIMinus = ADX_options == "CLASSIC" ? DIMinusC : DIMinusM
ADX = ADX_options == "CLASSIC" ? ADXC : ADXM
L_adx = DIPlus > DIMinus and ADX > th
S_adx = DIPlus < DIMinus and ADX > th
ADX_COLOR = L_adx ? color.lime : S_adx ? color.red : color.orange
PI = 2 * asin(1)
hilbertTransform(src) =>
0.0962 * src + 0.5769 * nz(src[2]) - 0.5769 * nz(src[4]) - 0.0962 * nz(src[6])
computeComponent(src, mesaPeriodMult) =>
hilbertTransform(src) * mesaPeriodMult
computeAlpha(src, fastLimit, slowLimit) =>
mesaPeriod = 0.0
mesaPeriodMult = 0.075 * nz(mesaPeriod[1]) + 0.54
smooth = 0.0
smooth := (4 * src + 3 * nz(src[1]) + 2 * nz(src[2]) + nz(src[3])) / 10
detrender = 0.0
detrender := computeComponent(smooth, mesaPeriodMult)
I1 = nz(detrender[3])
Q1 = computeComponent(detrender, mesaPeriodMult)
jI = computeComponent(I1, mesaPeriodMult)
jQ = computeComponent(Q1, mesaPeriodMult)
I2 = 0.0
Q2 = 0.0
I2 := I1 - jQ
Q2 := Q1 + jI
I2 := 0.2 * I2 + 0.8 * nz(I2[1])
Q2 := 0.2 * Q2 + 0.8 * nz(Q2[1])
Re = I2 * nz(I2[1]) + Q2 * nz(Q2[1])
Im = I2 * nz(Q2[1]) - Q2 * nz(I2[1])
Re := 0.2 * Re + 0.8 * nz(Re[1])
Im := 0.2 * Im + 0.8 * nz(Im[1])
if Re != 0 and Im != 0
mesaPeriod := 2 * PI / atan(Im / Re)
if mesaPeriod > 1.5 * nz(mesaPeriod[1])
mesaPeriod := 1.5 * nz(mesaPeriod[1])
if mesaPeriod < 0.67 * nz(mesaPeriod[1])
mesaPeriod := 0.67 * nz(mesaPeriod[1])
if mesaPeriod < 6
mesaPeriod := 6
if mesaPeriod > 50
mesaPeriod := 50
mesaPeriod := 0.2 * mesaPeriod + 0.8 * nz(mesaPeriod[1])
phase = 0.0
if I1 != 0
phase := (180 / PI) * atan(Q1 / I1)
deltaPhase = nz(phase[1]) - phase
if deltaPhase < 1
deltaPhase := 1
alpha = fastLimit / deltaPhase
if alpha < slowLimit
alpha := slowLimit
[alpha,alpha/2.0]
er = abs(change(src,len)) / sum(abs(change(src)),len)
[a,b] = computeAlpha(src, er, er*0.1)
mama = 0.0
mama := a * src + (1 - a) * nz(mama[1])
fama = 0.0
fama := b * mama + (1 - b) * nz(fama[1])
alpha = pow((er * (b - a)) + a, 2)
kama = 0.0
kama := alpha * src + (1 - alpha) * nz(kama[1])
L_cloud = kama > kama[1]
S_cloud = kama < kama[1]
float ph = pivothigh(prd, prd)
float pl = pivotlow(prd, prd)
var float center = na
float lastpp = ph ? ph : pl ? pl : na
if lastpp
if na(center)
center := lastpp
else
center := (center * 2 + lastpp) / 3
Up = center - (Factor * atr(Pd))
Dn = center + (Factor * atr(Pd))
float TUp = na
float TDown = na
Trend = 0
TUp := close[1] > TUp[1] ? max(Up, TUp[1]) : Up
TDown := close[1] < TDown[1] ? min(Dn, TDown[1]) : Dn
Trend := close > TDown[1] ? 1: close < TUp[1]? -1: nz(Trend[1], 1)
Trailingsl = Trend == 1 ? TUp : TDown
bsignal = Trend == 1 and Trend[1] == -1
ssignal = Trend == -1 and Trend[1] == 1
L_ATR = Trend == 1
S_ATR = Trend == -1
// Strategy logic ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var bool longCond = na, var bool shortCond = na
var int CondIni_long = 0, var int CondIni_short = 0
var bool _Final_longCondition = na, var bool _Final_shortCondition = na
var float last_open_longCondition = na, var float last_open_shortCondition = na
var int last_longCondition = na, var int last_shortCondition = na
var int last_Final_longCondition = na, var int last_Final_shortCondition = na
var int nLongs = na, var int nShorts = na
Long_MA =L_adx and L_cloud and (SMA1 < close and SMA2 < close and SMA3 < close )
Short_MA =S_adx and S_cloud and (SMA1 > close and SMA2 > close and SMA3 > close )
longCond := Long_MA
shortCond := Short_MA
CondIni_long := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_long[1] )
CondIni_short := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_short[1] )
longCondition = (longCond[1] and nz(CondIni_long[1]) == -1 )
shortCondition = (shortCond[1] and nz(CondIni_short[1]) == 1 )
var float sum_long = 0.0, var float sum_short = 0.0
var float Position_Price = 0.0
var bool Final_long_BB = na, var bool Final_short_BB = na
var int last_long_BB = na, var int last_short_BB = na
last_open_longCondition := longCondition or Final_long_BB[1] ? close[1] : nz(last_open_longCondition[1] )
last_open_shortCondition := shortCondition or Final_short_BB[1] ? close[1] : nz(last_open_shortCondition[1] )
last_longCondition := longCondition or Final_long_BB[1] ? time : nz(last_longCondition[1] )
last_shortCondition := shortCondition or Final_short_BB[1] ? time : nz(last_shortCondition[1] )
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
last_Final_longCondition := longCondition ? time : nz(last_Final_longCondition[1] )
last_Final_shortCondition := shortCondition ? time : nz(last_Final_shortCondition[1] )
nLongs := nz(nLongs[1] )
nShorts := nz(nShorts[1] )
if longCondition or Final_long_BB
nLongs := nLongs + 1
nShorts := 0
sum_long := nz(last_open_longCondition) + nz(sum_long[1])
sum_short := 0.0
if shortCondition or Final_short_BB
nLongs := 0
nShorts := nShorts + 1
sum_short := nz(last_open_shortCondition)+ nz(sum_short[1])
sum_long := 0.0
Position_Price := nz(Position_Price[1])
Position_Price := longCondition or Final_long_BB ? sum_long/nLongs : shortCondition or Final_short_BB ? sum_short/nShorts : na
ATR_L_STOP = ssignal and in_longCondition
ATR_S_STOP = bsignal and in_shortCondition
// Plots and colors 010101010101010010101010101010101010101001010101010101001010101001010100101100111100101010010100110110010011100101010101010010101010101001011110011010101010101001010100101100110101010001001010101001010101001110110010101010100101010101010100111110101010101010101010100101010101100
colors = (in_longCondition ? color.green : in_shortCondition ? color.red : color.orange)
bgcolor(color=colors)
//barcolor (color = colors)
plotshape(longCondition, title="Long", style=shape.triangleup, location=location.belowbar, color=color.blue, size=size.small , transp = 0 )
plotshape(shortCondition, title="Short", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small , transp = 0 )
mama_p = plot(mama, title="Cloud A", style= plot.style_stepline, color=colors )
fama_p = plot(fama, title="Cloud B", style= plot.style_stepline, color=colors )
fill (mama_p,fama_p, color=colors )
plot(SMA1, color=color.white,style= plot.style_stepline, title="5", linewidth=1)
plot(SMA2, color=color.gray,style= plot.style_stepline, title="15", linewidth=2)
plot(SMA3, color=color.black,style= plot.style_stepline, title="55", linewidth=3)
plotshape(ATR_L_STOP, title = "ATR LONG CLOSE", style=shape.arrowdown, location=location.abovebar, color=color.red, size=size.small , text="ATR LONG CLOSE", textcolor=color.red, transp = 0 )
plotshape(ATR_S_STOP, title = "ATR SHORT CLOSE", style=shape.arrowup, location=location.belowbar, color=color.blue, size=size.small, text="ATR SHORT CLOSE", textcolor=color.blue, transp = 0 )
// Strategy -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
if Long_MA
strategy.entry ("L", strategy.long)
if Short_MA
strategy.entry ("S", strategy.short)
strategy.close_all( when = ATR_L_STOP or ATR_S_STOP)
// By wielkieef
Berkaitan
- Dapatkan tren Anda
- Strategi DCA dinamis berbasis volume
- Elliott Wave Theory 4-9 Impulse Wave Deteksi Otomatis Strategi Perdagangan
- Strategi perdagangan volatilitas intraday yang dapat diskalakan
- Selamat datang di BEARMARKET
- Tren Garis Sinyal Dinamis Mengikuti Strategi Menggabungkan ATR dan Volume
- Strategi pembalikan rata-rata bergerak ganda dengan pengendalian risiko
- Ichimoku Cloud dan Strategi ATR
- Supertrend+4 bergerak
- Ikuti Indikator Garis
Lebih banyak
- RISOTTO
- EMA Cloud Intraday Strategi
- Titik Pivot Supertrend
- Supertrend+4 bergerak
- ZigZag berdasarkan momentum
- VuManChu Cipher B + Divergences Strategi
- Konsep Dual SuperTrend
- Super Scalper
- Pengujian balik- Indikator
- Trendycious
- Cithakan Alerts ML
- Progressi Fibonacci Dengan Jeda
- RSI MTF Ob+Os
- Fukuiz Octa-EMA + Ichimoku
- CCI MTF Ob+Os
- MACD yang lebih cerdas
- Strategi OCC R5.1
- Selamat datang di BEARMARKET
- Sidboss
- Titik Pivot Tinggi Rendah Multi Time Frame