Strategi Pola Lilin
Strategi pola lilin adalah strategi yang membuat keputusan perdagangan berdasarkan pola lilin. Strategi ini dapat mendeteksi berbagai pola lilin umum, termasuk pola menelan, pola harami, bintang pagi, tiga gagak hitam, dll, dan menghasilkan sinyal perdagangan ketika pola ini terdeteksi. Strategi ini juga mendukung parameter stop loss, take profit, dan trailing stop yang disesuaikan untuk mengontrol risiko secara efektif.
Logika inti dari strategi ini adalah untuk mengidentifikasi berbagai jenis pola candlestick melalui penilaian bersyarat dalam kode Pine Script.
bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1]
Logika di atas menilai hubungan antara harga tinggi, rendah, terbuka, dekat dari K-line saat ini dan dua K-line sebelumnya.
Ketika pola lilin yang memenuhi syarat diidentifikasi, variabel sinyal perdagangan panjang atau pendek yang sesuai akan diatur menjadi benar. Kemudian selama sesi perdagangan, strategi akan memeriksa apakah sinyal perdagangan dipicu. Jika dipicu, itu akan menempatkan pesanan dan mengatur stop loss, mengambil keuntungan dan trailing stop untuk mengendalikan risiko.
Pola candlestick tidak selalu sinyal yang dapat diandalkan
Solusi: Gabungkan dengan indikator tren, hindari penggunaan selama pasar yang terikat rentang
Sebuah pola tunggal mungkin memiliki sinyal palsu
Solusi: Menyaring sinyal dengan tepat dari pola jangka pendek
Pengaturan parameter yang tidak benar dapat memperkuat kerugian
Solusi: Tetapkan parameter stop loss dan take profit yang ketat berdasarkan toleransi risiko
Strategi pola lilin mengidentifikasi titik balik jangka pendek menggunakan grafik analisis teknis, yang merupakan strategi jangka pendek yang umum. Strategi ini mendukung beberapa pola dan kontrol risiko yang dapat disesuaikan, sangat fleksibel untuk digunakan. Tetapi keandalan sinyal pola tidak tinggi.
/*backtest start: 2023-11-19 00:00:00 end: 2023-11-24 02:00:00 period: 5m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=4 //DanyChe //The script allows you to test popular candlestick patterns on various instruments and timeframes. In addition, you can configure risk management (if the value is zero, it means the function is disabled), and you can also specify the time of the trading session (for example, so that the positions are not transferred to the next day). //The author is grateful to JayRogers and Phi35, their code examples helped a lot in writing the strategy. strategy("Candle Patterns Strategy", shorttitle="CPS", overlay=true) //--- Patterns Input --- OnEngulfing = input(defval=true, title="Engulfing") OnHarami = input(defval=true, title="Harami") OnPiercingLine = input(defval=true, title="Piercing Line / Dark Cloud Cover") OnMorningStar = input(defval=true, title="Morning Star / Evening Star ") OnBeltHold = input(defval=true, title="Belt Hold") OnThreeWhiteSoldiers = input(defval=true, title="Three White Soldiers / Three Black Crows") OnThreeStarsInTheSouth = input(defval=true, title="Three Stars in the South") OnStickSandwich = input(defval=true, title="Stick Sandwich") OnMeetingLine = input(defval=true, title="Meeting Line") OnKicking = input(defval=true, title="Kicking") OnLadderBottom = input(defval=true, title="Ladder Bottom") //--- Risk Management Input --- inpsl = input(defval = 100, title="Stop Loss", minval = 0) inptp = input(defval = 1000, title="Take Profit", minval = 0) inptrail = input(defval = 40, title="Trailing Stop", minval = 0) // If the zero value is set for stop loss, take profit or trailing stop, then the function is disabled sl = inpsl >= 1 ? inpsl : na tp = inptp >= 1 ? inptp : na trail = inptrail >= 1 ? inptrail : na //--- Session Input --- sess = input(defval = "0000-0000", title="Trading session") t = time('60', sess) session_open = na(t) ? false : true // --- Candlestick Patterns --- //Engulfing bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1] ? OnEngulfing : na bearish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]>open[1] and close[0]<close[1] and close[0]<open[0] and close[1]>close[2] and close[0]<open[1] ? OnEngulfing : na //Harami bullish_harami = open[1]>close[1] and close[1]<close[2] and open[0]>close[1] and open[0]<open[1] and close[0]>close[1] and close[0]<open[1] and high[0]<high[1] and low[0]>low[1] and close[0]>=open[0] ? OnHarami : na bearish_harami = open[1]<close[1] and close[1]>close[2] and open[0]<close[1] and open[0]>open[1] and close[0]<close[1] and close[0]>open[1] and high[0]<high[1] and low[0]>low[1] and close[0]<=open[0] ? OnHarami : na //Piercing Line/Dark Cloud Cover piercing_line = close[2]>close[1] and open[0]<low[1] and close[0]>avg(open[1],close[1]) and close[0]<open[1] ? OnPiercingLine : na dark_cloud_cover = close[2]<close[1] and open[0]>high[1] and close[0]<avg(open[1],close[1]) and close[0]>open[1] ? OnPiercingLine : na //Morning Star/Evening Star morning_star = close[3]>close[2] and close[2]<open[2] and open[1]<close[2] and close[1]<close[2] and open[0]>open[1] and open[0]>close[1] and close[0]>close[2] and open[2]-close[2]>close[0]-open[0] ? OnMorningStar : na evening_star = close[3]<close[2] and close[2]>open[2] and open[1]>close[2] and close[1]>close[2] and open[0]<open[1] and open[0]<close[1] and close[0]<close[2] and close[2]-open[2]>open[0]-close[0] ? OnMorningStar : na //Belt Hold bullish_belt_hold = close[1]<open[1] and low[1]>open[0] and close[1]>open[0] and open[0]==low[0] and close[0]>avg(close[0],open[0]) ? OnBeltHold :na bearish_belt_hold = close[1]>open[1] and high[1]<open[0] and close[1]<open[0] and open[0]==high[0] and close[0]<avg(close[0],open[0]) ? OnBeltHold :na //Three White Soldiers/Three Black Crows three_white_soldiers = close[3]<open[3] and open[2]<close[3] and close[2]>avg(close[2],open[2]) and open[1]>open[2] and open[1]<close[2] and close[1]>avg(close[1],open[1]) and open[0]>open[1] and open[0]<close[1] and close[0]>avg(close[0],open[0]) and high[1]>high[2] and high[0]>high[1] ? OnThreeWhiteSoldiers : na three_black_crows = close[3]>open[3] and open[2]>close[3] and close[2]<avg(close[2],open[2]) and open[1]<open[2] and open[1]>close[2] and close[1]<avg(close[1],open[1]) and open[0]<open[1] and open[0]>close[1] and close[0]<avg(close[0],open[0]) and low[1]<low[2] and low[0]<low[1] ? OnThreeWhiteSoldiers : na //Three Stars in the South three_stars_in_the_south = open[3]>close[3] and open[2]>close[2] and open[2]==high[2] and open[1]>close[1] and open[1]<open[2] and open[1]>close[2] and low[1]>low[2] and open[1]==high[1] and open[0]>close[0] and open[0]<open[1] and open[0]>close[1] and open[0]==high[0] and close[0]==low[0] and close[0]>=low[1] ? OnThreeStarsInTheSouth : na //Stick Sandwich stick_sandwich = open[2]>close[2] and open[1]>close[2] and open[1]<close[1] and open[0]>close[1] and open[0]>close[0] and close[0]==close[2] ? OnStickSandwich : na //Meeting Line bullish_ml = open[2]>close[2] and open[1]>close[1] and close[1]==close[0] and open[0]<close[0] and open[1]>=high[0] ? OnMeetingLine : na bearish_ml = open[2]<close[2] and open[1]<close[1] and close[1]==close[0] and open[0]>close[0] and open[1]<=low[0] ? OnMeetingLine : na //Kicking bullish_kicking = open[1]>close[1] and open[1]==high[1] and close[1]==low[1] and open[0]>open[1] and open[0]==low[0] and close[0]==high[0] and close[0]-open[0]>open[1]-close[1] ? OnKicking : na bearish_kicking = open[1]<close[1] and open[1]==low[1] and close[1]==high[1] and open[0]<open[1] and open[0]==high[0] and close[0]==low[0] and open[0]-close[0]>close[1]-open[1] ? OnKicking : na //Ladder Bottom ladder_bottom = open[4]>close[4] and open[3]>close[3] and open[3]<open[4] and open[2]>close[2] and open[2]<open[3] and open[1]>close[1] and open[1]<open[2] and open[0]<close[0] and open[0]>open[1] and low[4]>low[3] and low[3]>low[2] and low[2]>low[1] ? OnLadderBottom : na // ---Plotting --- plotshape(bullish_engulfing, text='Engulfing', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Engulfing Text") plotshape(bearish_engulfing,text='Engulfing', style=shape.triangledown, color=#F35A54, editable=true, title="Bearish Engulfing Text") plotshape(bullish_harami,text='Harami', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Harami Text") plotshape(bearish_harami,text='Harami', style=shape.triangledown, color=#F35A54, editable=true, title="BEarish Harami Text") plotshape(piercing_line,text='Piercing Line', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(dark_cloud_cover,text='Dark Cloud Cover', style=shape.triangledown, color=#F35A54, editable=false) plotshape(morning_star,text='Morning Star', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(evening_star,text='Evening Star', style=shape.triangledown, color=#F35A54, editable=false) plotshape(bullish_belt_hold,text='Belt Hold', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bearish_belt_hold,text='Belt Hold', style=shape.triangledown, color=#F35A54, editable=false) plotshape(three_white_soldiers,text='Three White Soldiers', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(three_black_crows,text='Three Black Crows', style=shape.triangledown, color=#F35A54, editable=false) plotshape(three_stars_in_the_south,text='3 Stars South', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(stick_sandwich,text='Stick Sandwich', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bullish_ml,text='Meeting Line', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bearish_ml,text='Meeting Line', style=shape.triangledown, color=#F35A54, editable=false) plotshape(bullish_kicking,text='Kicking', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bearish_kicking,text='Kicking', style=shape.triangledown, color=#F35A54, editable=false) plotshape(ladder_bottom,text='Ladder Bottom', style=shape.triangleup, color=#1FADA2, editable=false) // --- STRATEGY --- SignalUp = bullish_engulfing or bullish_harami or piercing_line or morning_star or bullish_belt_hold or three_white_soldiers or three_stars_in_the_south or stick_sandwich or bullish_ml or bullish_kicking or ladder_bottom SignalDown = bearish_engulfing or bearish_harami or dark_cloud_cover or evening_star or bearish_belt_hold or three_black_crows or bearish_ml or bearish_kicking strategy.entry("long", true, when = SignalUp and session_open) strategy.entry("short", false, when = SignalDown and session_open) strategy.close("long", when = not session_open) strategy.close("short", when = not session_open) strategy.exit("Risk Exit long", from_entry = "long", profit = tp, trail_points = trail, loss = sl) strategy.exit("Risk Exit short", from_entry = "short", profit = tp, trail_points = trail, loss = sl )