Strategi ini disebut
EMA tiga (TEMA) menggabungkan kekuatan EMA tunggal dan EMA ganda untuk lebih sensitif menangkap perubahan tren harga. Garis regresi linier mencerminkan tren keseimbangan harga jangka panjang. Ketika TEMA jangka pendek melintasi di atas garis regresi linier jangka panjang, itu menandakan tren naik untuk mempertimbangkan perdagangan panjang. Sebaliknya menunjukkan tren menurun untuk mempertimbangkan perdagangan pendek.
Setelah masuk, strategi menggunakan mekanisme stop loss adaptif berbasis ATR untuk mengunci keuntungan. Ini menetapkan dan menyesuaikan jarak stop berdasarkan volatilitas pasar. Ini menghindari stop tetap sementara memungkinkan stop untuk mengikuti fluktuasi pasar secara adaptif.
Keuntungan dari strategi ini adalah kombinasi indikator mengidentifikasi arah tren dengan relatif akurat. Metode stop loss adaptif juga lebih maju. Tetapi parameter membutuhkan pengujian dan optimasi yang bijaksana untuk produk tertentu, terus beradaptasi dengan perubahan pasar.
Singkatnya, integrasi yang wajar dari beberapa indikator teknis, bersama dengan langkah-langkah manajemen risiko yang ketat, dapat meningkatkan efisiensi perdagangan strategi dan kemampuan untuk mengurangi risiko.
/*backtest
start: 2023-01-01 00:00:00
end: 2023-02-20 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/
// © Wunderbit Trading
//@version=4
strategy("Automated Bitcoin (BTC) Investment Strategy", overlay=true, initial_capital=5000,pyramiding = 0, currency="USD", default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent,commission_value=0.1)
//////////// Functions
Atr(p) =>
atr = 0.
Tr = max(high - low, max(abs(high - close[1]), abs(low - close[1])))
atr := nz(atr[1] + (Tr - atr[1])/p,Tr)
//TEMA
TEMA(series, length) =>
if (length > 0)
ema1 = ema(series, length)
ema2 = ema(ema1, length)
ema3 = ema(ema2, length)
(3 * ema1) - (3 * ema2) + ema3
else
na
tradeType = input("LONG", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"])
///////////////////////////////////////////////////
/// INDICATORS
source=close
/// TREND
trend_type1 = input("TEMA", title ="First Trend Line : ", options=["LSMA", "TEMA","EMA","SMA"])
trend_type2 = input("LSMA", title ="First Trend Line : ", options=["LSMA", "TEMA","EMA","SMA"])
trend_type1_length=input(25, "Length of the First Trend Line")
trend_type2_length=input(100, "Length of the Second Trend Line")
leadLine1 = if trend_type1=="LSMA"
linreg(close, trend_type1_length, 0)
else if trend_type1=="TEMA"
TEMA(close,trend_type1_length)
else if trend_type1 =="EMA"
ema(close,trend_type1_length)
else
sma(close,trend_type1_length)
leadLine2 = if trend_type2=="LSMA"
linreg(close, trend_type2_length, 0)
else if trend_type2=="TEMA"
TEMA(close,trend_type2_length)
else if trend_type2 =="EMA"
ema(close,trend_type2_length)
else
sma(close,trend_type2_length)
p3 = plot(leadLine1, color= #53b987, title="EMA", transp = 50, linewidth = 1)
p4 = plot(leadLine2, color= #eb4d5c, title="SMA", transp = 50, linewidth = 1)
fill(p3, p4, transp = 60, color = leadLine1 > leadLine2 ? #53b987 : #eb4d5c)
//Upward Trend
UT=crossover(leadLine1,leadLine2)
DT=crossunder(leadLine1,leadLine2)
// TP/ SL/ FOR LONG
// TAKE PROFIT AND STOP LOSS
long_tp1_inp = input(15, title='Long Take Profit 1 %', step=0.1)/100
long_tp1_qty = input(20, title="Long Take Profit 1 Qty", step=1)
long_tp2_inp = input(30, title='Long Take Profit 2%', step=0.1)/100
long_tp2_qty = input(20, title="Long Take Profit 2 Qty", step=1)
long_take_level_1 = strategy.position_avg_price * (1 + long_tp1_inp)
long_take_level_2 = strategy.position_avg_price * (1 + long_tp2_inp)
long_sl_input = input(5, title='stop loss in %', step=0.1)/100
long_sl_input_level = strategy.position_avg_price * (1 - long_sl_input)
// Stop Loss
multiplier = input(3.5, "SL Mutiplier", minval=1, step=0.1)
ATR_period=input(8,"ATR period", minval=1, step=1)
// Strategy
//LONG STRATEGY CONDITION
SC = input(close, "Source", input.source)
SL1 = multiplier * Atr(ATR_period) // Stop Loss
Trail1 = 0.0
Trail1 := iff(SC < nz(Trail1[1], 0) and SC[1] < nz(Trail1[1], 0), min(nz(Trail1[1], 0), SC + SL1), iff(SC > nz(Trail1[1], 0), SC - SL1, SC + SL1))
Trail1_high=highest(Trail1,50)
// iff(SC > nz(Trail1[1], 0) and SC[1] > nz(Trail1[1], 0), max(nz(Trail1[1], 0), SC - SL1),
entry_long=crossover(leadLine1,leadLine2) and Trail1_high < close
exit_long = close < Trail1_high or crossover(leadLine2,leadLine1) or close < long_sl_input_level
///// BACKTEST PERIOD ///////
testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0)
testStopYear = input(9999, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(31, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
if testPeriod()
if tradeType=="LONG" or tradeType=="BOTH"
if strategy.position_size == 0 or strategy.position_size > 0
strategy.entry("long", strategy.long, comment="BUY", when=entry_long)
strategy.exit("TP1", "long", qty_percent=long_tp1_qty, limit=long_take_level_1)
strategy.exit("TP2", "long", qty_percent=long_tp2_qty, limit=long_take_level_2)
strategy.close("long", when=exit_long, comment="SL" )
// LONG POSITION
plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st Long Take Profit")
plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd Long Take Profit")
plot(strategy.position_size > 0 ? Trail1_high : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Stop Loss")