Single Side Trend Shock Breakout Strategy adalah strategi breakout yang memanfaatkan saluran harga dan penilaian tren.
Strategi ini menghitung band atas dan bawah saluran harga menggunakan harga tertinggi dan terendah selama N periode terakhir. Kemudian menghitung garis tengah harga. Jarak antara harga dan garis tengah dihitung rata-rata untuk mendapatkan band saluran.
Untuk mendeteksi tren, strategi memeriksa apakah lilin terbaru semua ditutup di atas (bullish) atau di bawah (bearish) saluran. Setelah konfirmasi tren, ia menunggu kejutan harga di dekat band dan memasuki arah sebaliknya.
Penembusan tubuh melengkapi sinyal masuk ketika panjang tubuh melebihi kelipatan dari panjang tubuh rata-rata.
Keuntungan utama dari strategi ini adalah:
Ada juga beberapa risiko:
Ini dapat ditangani melalui penyesuaian parameter, menghindari pembalikan selama tren yang kuat, mengoptimalkan logika keluar dll.
Beberapa cara untuk meningkatkan strategi:
Single Side Trend Shock Breakout Strategy menguntungkan dari breakout terhadap tren dalam periode yang bervariasi. Strategi ini memiliki keuntungan dari identifikasi tren dan pengambilan keuntungan aktif, tetapi juga memiliki beberapa risiko. Risiko ini dapat dikurangi melalui konfirmasi multi-faktor, optimasi parameter dll. Strategi ini cocok untuk perdagangan jangka pendek dan dapat melengkapi strategi yang mengikuti tren.
/*backtest start: 2024-01-10 00:00:00 end: 2024-01-17 00:00:00 period: 3m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=2 strategy("Noro's Bands Scalper Strategy v1.5", shorttitle = "Scalper str 1.5", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value=100.0, pyramiding=0) //Settings needlong = input(true, defval = true, title = "Long") needshort = input(true, defval = true, title = "Short") takepercent = input(0, defval = 0, minval = 0, maxval = 1000, title = "take, %") needbe = input(true, defval = true, title = "Bands Entry") needct = input(false, defval = false, title = "Counter-trend entry") bodylen = input(10, defval = 10, minval = 0, maxval = 50, title = "Body length") trb = input(1, defval = 1, minval = 1, maxval = 5, title = "Trend bars") len = input(20, defval = 20, minval = 2, maxval = 200, title = "Period") needbb = input(true, defval = true, title = "Show Bands") needbg = input(true, defval = true, title = "Show Background") src = close //PriceChannel 1 lasthigh = highest(src, len) lastlow = lowest(src, len) center = (lasthigh + lastlow) / 2 //Distance dist = abs(src - center) distsma = sma(dist, len) hd = center + distsma ld = center - distsma hd2 = center + distsma * 2 ld2 = center - distsma * 2 //Trend chd = close > hd cld = close < ld uptrend = trb == 1 and chd ? 1 : trb == 2 and chd and chd[1] ? 1 : trb == 3 and chd and chd[1] and chd[2] ? 1 : trb == 4 and chd and chd[1] and chd[2] and chd[3] ? 1 : trb == 5 and chd and chd[1] and chd[2] and chd[3] and chd[4] ? 1 : 0 dntrend = trb == 1 and cld ? 1 : trb == 2 and cld and cld[1] ? 1 : trb == 3 and cld and cld[1] and cld[2] ? 1 : trb == 4 and cld and cld[1] and cld[2] and cld[3] ? 1 : trb == 5 and cld and cld[1] and cld[2] and cld[3] and cld[4] ? 1 : 0 trend = dntrend == 1 and high < center ? -1 : uptrend == 1 and low > center ? 1 : trend[1] //trend = close < ld and high < center ? -1 : close > hd and low > center ? 1 : trend[1] //Lines colo = needbb == false ? na : black plot(hd2, color = colo, linewidth = 1, transp = 0, title = "High band 2") plot(hd, color = colo, linewidth = 1, transp = 0, title = "High band 1") plot(center, color = colo, linewidth = 1, transp = 0, title = "center") plot(ld, color = colo, linewidth = 1, transp = 0, title = "Low band 1") plot(ld2, color = colo, linewidth = 1, transp = 0, title = "Low band 2") //Background col = needbg == false ? na : trend == 1 ? lime : red bgcolor(col, transp = 80) //Body body = abs(close - open) smabody = ema(body, 30) / 10 * bodylen //Signals bar = close > open ? 1 : close < open ? -1 : 0 up7 = trend == 1 and ((bar == -1 and bar[1] == -1) or (body > smabody and bar == -1)) ? 1 : 0 dn7 = trend == 1 and ((bar == 1 and bar[1] == 1) or (close > hd and needbe == true)) and close > strategy.position_avg_price * (100 + takepercent) / 100 ? 1 : 0 up8 = trend == -1 and ((bar == -1 and bar[1] == -1) or (close < ld2 and needbe == true)) and close < strategy.position_avg_price * (100 - takepercent) / 100 ? 1 : 0 dn8 = trend == -1 and ((bar == 1 and bar[1] == 1) or (body > smabody and bar == 1)) ? 1 : 0 if up7 == 1 or up8 == 1 strategy.entry("Long", strategy.long, needlong == false ? 0 : trend == -1 and needct == false ? 0 : na) if dn7 == 1 or dn8 == 1 strategy.entry("Short", strategy.short, needshort == false ? 0 : trend == 1 and needct == false ? 0 : na)