Strategi ini didasarkan pada dasar pasar untuk perdagangan reversal. Ini menggunakan titik terendah dari EMA 200 hari dikombinasikan dengan level support/resistance Camarilla untuk menentukan dasar pasar.
Strategi ini mengidentifikasi dasar pasar dan pembalikan menggunakan EMA terendah dan tingkat Camarilla. Ini mengunci keuntungan dengan ATR trailing stop. Secara keseluruhan cukup lengkap dengan nilai praktis. Optimasi lebih lanjut akan meningkatkan ketahanan.
/*backtest start: 2023-12-07 00:00:00 end: 2023-12-14 00:00:00 period: 1m basePeriod: 1m 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/ // © mohanee //Using the lowest of low of ema200, you can find the bottom //wait for price to close below ema200Lows line //when pivot //@version=4 strategy(title="PickingupFromBottom Strategy", overlay=true ) //default_qty_value=10, default_qty_type=strategy.fixed, //HMA HMA(src1, length1) => wma(2 * wma(src1, length1/2) - wma(src1, length1), round(sqrt(length1))) //variables BEGIN length1=input(200,title="EMA 1 Length") length2=input(50,title="EMA 2 Length") length3=input(20,title="EMA 3 Length") sourceForHighs= input(hlc3, title="Source for Highs", type=input.source) sourceForLows = input(hlc3, title="Source for Lows" , type=input.source) hiLoLength=input(7, title="HiLo Band Length") atrLength=input(14, title="ATR Length") atrMultiplier=input(3.5, title="ATR Multiplier") //takePartialProfits = input(true, title="Take Partial Profits (if this selected, RSI 13 higher reading over 80 is considered for partial closing ) ") ema200=ema(close,length1) hma200=HMA(close,length1) ////Camarilla pivot points //study(title="Camarilla Pivots", shorttitle="Camarilla", overlay=true) t = input(title = "Pivot Resolution", defval="D", options=["D","W","M"]) //Get previous day/week bar and avoiding realtime calculation by taking the previous to current bar sopen = security(syminfo.tickerid, t, open[1], barmerge.gaps_off, barmerge.lookahead_on) shigh = security(syminfo.tickerid, t, high[1], barmerge.gaps_off, barmerge.lookahead_on) slow = security(syminfo.tickerid, t, low[1], barmerge.gaps_off, barmerge.lookahead_on) sclose = security(syminfo.tickerid, t, close[1], barmerge.gaps_off, barmerge.lookahead_on) r = shigh-slow //Calculate pivots //center=(sclose) //center=(close[1] + high[1] + low[1])/3 center=sclose - r*(0.618) h1=sclose + r*(1.1/12) h2=sclose + r*(1.1/6) h3=sclose + r*(1.1/4) h4=sclose + r*(1.1/2) h5=(shigh/slow)*sclose l1=sclose - r*(1.1/12) l2=sclose - r*(1.1/6) l3=sclose - r*(1.1/4) l4=sclose - r*(1.1/2) l5=sclose - (h5-sclose) //Colors (<ternary conditional operator> expression prevents continuous lines on history) c5=sopen != sopen[1] ? na : color.red c4=sopen != sopen[1] ? na : color.purple c3=sopen != sopen[1] ? na : color.fuchsia c2=sopen != sopen[1] ? na : color.blue c1=sopen != sopen[1] ? na : color.gray cc=sopen != sopen[1] ? na : color.blue //Plotting //plot(center, title="Central",color=color.blue, linewidth=2) //plot(h5, title="H5",color=c5, linewidth=1) //plot(h4, title="H4",color=c4, linewidth=2) //plot(h3, title="H3",color=c3, linewidth=1) //plot(h2, title="H2",color=c2, linewidth=1) //plot(h1, title="H1",color=c1, linewidth=1) //plot(l1, title="L1",color=c1, linewidth=1) //plot(l2, title="L2",color=c2, linewidth=1) //plot(l3, title="L3",color=c3, linewidth=1) //plot(l4, title="L4",color=c4, linewidth=2) //plot(l5, title="L5",color=c5, linewidth=1)////Camarilla pivot points ema_s3_9=ema(l3, 9) ema_s3_50=ema(l3, 50) ema_h4_9=ema(h4, 9) ema_center_9=ema(center, 9) plot(ema_h4_9, title="Camariall R4 Resistance EMA 9", color=color.fuchsia) plot(ema_s3_9, title="Camarilla S3 support EMA 9", color=color.gray, linewidth=1) //plot(ema_s3_50, title="Camarilla S3 support EMA 50", color=color.green, linewidth=2) plot(ema_center_9, title="Camarilla Center Point EMA 9", color=color.blue) plot(hma200, title="HULL 200", color=color.yellow, transp=25) plotEma200=plot(ema200, title="EMA 200", style=plot.style_linebr, linewidth=2 , color=color.orange) ema200High = ema(highest(sourceForHighs,length1), hiLoLength) ema200Low= ema(lowest(sourceForLows,length1), hiLoLength) ema50High = ema(highest(sourceForHighs,length2), hiLoLength) ema50Low= ema(lowest(sourceForLows,length2), hiLoLength) ema20High = ema(highest(sourceForHighs,length3), hiLoLength) ema20Low= ema(lowest(sourceForLows,length3), hiLoLength) //plot(ema200High, title="EMA 200 Highs", linewidth=2, color=color.orange, transp=30) plotEma200Low=plot(ema200Low, title="EMA 200 Lows", linewidth=2, color=color.green, transp=30, style=plot.style_linebr) //plot(ema50High, title="EMA 50 Highs", linewidth=2, color=color.blue, transp=30) //plotEma50Low=plot(ema50Low, title="EMA 50 Lows", linewidth=2, color=color.blue, transp=30) fill(plotEma200, plotEma200Low, color=color.green ) // Drawings ///////////////////////////////////////// //Highlight when centerpont crossing up ema200Low a ema200LowBuyColor=color.new(color.green, transp=50) bgcolor(crossover(ema_center_9,ema200Low) and (close[1]<ema200Low or close[2]<ema200Low or close[3]<ema200Low)? ema200LowBuyColor : na) //ema200LowBuyCondition= (close[1]<ema200Low or close[2]<ema200Low or close[3]<ema200Low) strategy.entry(id="ema200Low Buy", comment="LE2", qty=2, long=true, when= crossover(ema_center_9,ema200Low) and (close[1]<ema200Low or close[2]<ema200Low or close[3]<ema200Low) ) //or (close>open and low<ema20Low and close>ema20Low) ) ) // // aroonOsc<0 //Trailing StopLoss ////// Calculate trailing SL ///////////////////////////////////////////////////// sl_val = atrMultiplier * atr(atrLength) trailing_sl = 0.0 //trailing_sl := max(low[1] - sl_val, nz(trailing_sl[1])) trailing_sl := strategy.position_size>=1 ? max(low - sl_val, nz(trailing_sl[1])) : na //draw initil stop loss //plot(strategy.position_size>=1 ? trailing_sl : na, color = color.blue , style=plot.style_linebr, linewidth = 2, title = "stop loss") plot(trailing_sl, title="ATR Trailing Stop Loss", style=plot.style_linebr, linewidth=1, color=color.red, transp=30) //Trailing StopLoss ////// Calculate trailing SL ///////////////////////////////////////////////////// strategy.close(id="ema200Low Buy", comment="TP1="+tostring(close - strategy.position_avg_price, "####.##"), qty=1, when=abs(strategy.position_size)>=1 and crossunder(close, ema_h4_9) ) //close<ema55 and rsi5Val<20 //ema34<ema55 //close<ema89 strategy.close(id="ema200Low Buy", comment="TP2="+tostring(close - strategy.position_avg_price, "####.##"), qty=1, when=abs(strategy.position_size)>=1 and crossunder(close, ema_s3_9) ) //close<ema55 and rsi5Val<20 //ema34<ema55 //close<ema89