Strategi ini diperdagangkan berdasarkan Modified Directional Movement Index (DMI). DMI yang dimodifikasi membandingkan perbedaan antara indikator arah positif (+DI) dan indikator arah negatif (-DI) untuk menilai arah tren.
Logika perdagangan adalah:
Menghitung +DI dan -DI selama periode
Peta nilai +DI dan -DI ke kisaran dari 100 hingga -100
Gambarkan perbedaan antara +DI dan -DI sebagai garis DMI yang dimodifikasi
Pergi panjang ketika DMI yang dimodifikasi melintasi di atas 0
Berjalan pendek ketika DMI yang dimodifikasi melintasi di bawah 0
Opsional penghalusan garis DMI untuk menyaring sinyal palsu
Strategi ini secara langsung membandingkan kekuatan relatif +DI dan -DI untuk menentukan tren, mengatasi keterbatasan indikator tunggal.
DMI yang dimodifikasi secara intuitif mencerminkan perbandingan +DI/-DI
Memperlancar filter DMI palsu
Menjelaskan titik sinyal panjang/pendek
DMI sendiri memiliki lag, mungkin melewatkan waktu
Periode parameter membutuhkan optimasi
Kemungkinan untuk memukul di pasar bergolak
Strategi ini menilai perubahan arah tren melalui DMI yang dimodifikasi, memberikan pandangan alternatif untuk perdagangan tren.
/*backtest
start: 2022-09-07 00:00:00
end: 2023-09-13 00:00:00
period: 3d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy(shorttitle="DMI Modified Strategy", title="DMI Modified Strategy", overlay=true,default_qty_type=strategy.cash, default_qty_value=10000, initial_capital=10000)
// This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License https://creativecommons.org/licenses/by-sa/4.0/
// © dman103
// As promised a strategy of my DMI Modified indicator! (See link below for indicator).
// === How does it work? ===
// Instead of plotting the positive direction of +DI and negative direction for -DI, we subtract the +DI with the -DI on scales of 100 to -100.
// The result is plotted with a oscillator to identify the current trend.
// DMI Modified supports multiple moving averages (default is EMA with length of 9). You can disable moving averages smoothing in settings.
//== About the Strategy ==
// Buys when the line crosses over the Zero line.
// Sells when the line crosses under the Zero line.
// The DMI modified strategy is pretty much clean, without any filtering besides the DMI Modified and a moving average to smooth it.
// Works best to catch a trend and more suitable for 1 hour and above time frame. Stay tuned for updates.
// == Oscillator Colors ==
// GREEN : Strong Up Trend as DMI Modified is above zero line and DMI modified is ascending.
// LIGHT GREEN: Still up trend but weakening as DMI modified is above zero but descending.
// RED: Strong Downtrend as DMI Modified is below zero line and DMI modified is descending.
// LIGHT RED: Still down trending but weakening as DMI modified is below zero but ascending.
// == Notes ==
// Short is enabled by default.
// Can also be used to find divergences.
// Bar coloring is disabled by default
// == Links ==
// DMI modified indicator: https://www.tradingview.com/script/CbDXEyDN-DMI-Modified/
// Like if you like and Enjoy! Follow for more upcoming indicators/strategies: https://www.tradingview.com/u/dman103/#published-scripts
length = input(9, title="Length", minval=0)
smoothing_length=input(9, title="Smoothing length")
ma_select = input(title="Moving Average Type", defval="EMA", options=["NONE","SMA","SMMA" ,"EMA", "WMA", "HMA", "JMA"])
allow_short = input(true,title="Allow Short")
MA_selector(src, length) =>
ma = 0.0
if ma_select == "NONE"
ma:=src
ma
if ma_select == "SMA"
ma := sma(src, length)
ma
if ma_select == "SMMA"
smma = float (0.0)
smaval=sma(src, length)
smma := na(smma[1]) ? smaval : (smma[1] * (length - 1) + src) / length
ma := smma
if ma_select == "EMA"
ma := ema(src, length)
ma
if ma_select == "WMA"
ma := wma(src, length)
ma
if ma_select == "HMA"
ma := hma(src,length)
ma
if ma_select == "JMA"
beta = 0.45*(length-1)/(0.45*(length-1)+2)
alpha = beta
tmp0 = 0.0, tmp1 = 0.0, tmp2 = 0.0, tmp3 = 0.0, tmp4 = 0.0
tmp0 := (1-alpha)*src + alpha*nz(tmp0[1])
tmp1 := (src - tmp0[0])*(1-beta) + beta*nz(tmp1[1])
tmp2 := tmp0[0] + tmp1[0]
tmp3 := (tmp2[0] - nz(tmp4[1]))*((1-alpha)*(1-alpha)) + (alpha*alpha)*nz(tmp3[1])
tmp4 := nz(tmp4[1]) + tmp3[0]
ma := tmp4
ma
ma
color_bars=input(false,title="Color bars")
// Colors
col_grow_above = #26A69A
col_grow_below = #FFCDD2
col_fall_above = #AAFFDB
col_fall_below = #EF5350
dirmov(len,up_band,low_band) =>
up = change(highest(up_band,len))
down = -change(lowest(low_band,len))
truerange = rma(tr, len)
plus = fixnan(100 * rma(up > down and up > 0 ? up : 0, len) / truerange)
minus = fixnan(100 * rma(down > up and down > 0 ? down : 0, len) / truerange)
[plus, minus]
[plus, minus]= dirmov(length,high,low)
result= plus-minus
result:=MA_selector(result,smoothing_length)
closeStatus = strategy.openprofit > 0 ? "win" : "lose"
colors= result > 0 and result>result[1] ? col_grow_above : result > 0 and result<result[1] ? col_fall_above : result<0 and result>result[1] ? col_grow_below : result<0 and result<result[1] ? col_fall_below : color.white
dmi=plot(result, style=plot.style_line, color=colors, linewidth=2, title="DI+-")
barcolor(color_bars ? colors : na)
zero_line=plot(0, color=color.white, title="0-Line",transp=60)
fill (dmi,zero_line,color=colors)
long = result > 0 and result>result[1]
short = result< 0 and result<result[1]
// strategy.entry("B", true,when=long)
// strategy.entry("S",false,when=short)
//, comment=strategy.position_size<0 ? closeStatus : na)
strategy.close("short",when=long,comment=closeStatus)
strategy.close("long",when=short,comment=closeStatus)
strategy.entry("long", true, when = long)
if (allow_short)
strategy.entry("short",false, when = short)
plotshape(crossover(result,0) ? result : na, style=shape.circle, color=color.lime,location=location.absolute,size=size.tiny,transp=65)
plotshape(crossunder(result,0) ? result : na, style=shape.circle, color=color.red,location=location.absolute,size=size.tiny,transp=65)