Juga, semua data yang mendasari berasal dari lilin Heiken Ashi, yang secara intrinsik membantu mengurangi masalah ketergantungan berlebihan pada kerangka waktu yang terkait yang ada dalam jenis lain dari strategi lilin.
Lebih lanjut meningkatkan lilin Heiken Ashi sendiri yaitu mengoptimalkan konfigurasi berat.
Memperkenalkan data frekuensi yang lebih tinggi seperti bar menit untuk meningkatkan waktu nyata.
/*backtest start: 2023-01-12 00:00:00 end: 2024-01-18 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © FrancoPassuello //@version=5 strategy("Heiken Ashi ADM", overlay=true) haClose = (open + high + low + close) / 4 // prevHaOpen = line.new(na, na, na, na, width = 1) haOpen = (open[1] + close[1]) / 2 // line.set_xy1(prevHaOpen, bar_index[1], nz(haOpen[1])) // line.set_xy2(prevHaOpen, bar_index, haClose[1]) [monopen, _1monopen, _2monopen, _3monopen, _4monopen, _5monopen, _6monopen] = request.security(syminfo.tickerid, "M", [haOpen, haOpen[1], haOpen[2], haOpen[3], haOpen[4], haOpen[5], haOpen[6]] , barmerge.gaps_off, barmerge.lookahead_on) [monclose, _1monclose, _3monclose, _6monclose] = request.security(syminfo.tickerid, "M", [haClose, haClose[1], haClose[3], haClose[6]] , barmerge.gaps_off, barmerge.lookahead_on) [dayclose1, _21dayclose, _63dayclose, _126dayclose, dayclose] = request.security(syminfo.tickerid, "1D", [haClose[1], haClose[21], haClose[63], haClose[126], haClose], barmerge.gaps_off, barmerge.lookahead_on) [dayopen1, _21dayopen, _63dayopen, _126dayopen] = request.security(syminfo.tickerid, "1D", [haOpen[1], haOpen[21], haOpen[63], haOpen[126]], barmerge.gaps_off, barmerge.lookahead_on) get_rate_of_return(price1, price2) => return_ = (price1/price2 -1)*100 return_ m0 = get_rate_of_return(monclose, monopen) m1 = get_rate_of_return(_1monclose, _1monopen) m2 = get_rate_of_return(monclose, _2monopen) m3 = get_rate_of_return(_1monclose, _3monopen) m4 = get_rate_of_return(monclose, _4monopen) m5 = get_rate_of_return(monclose, _5monopen) m6 = get_rate_of_return(_1monclose, _6monopen) MS = (m1 + m3 + m6)/100 CS = (m0 + m2 + m5)/100 d1 = get_rate_of_return(dayclose1, _21dayopen) d2 = get_rate_of_return(dayclose1, _63dayopen) d3 = get_rate_of_return(dayclose1, _126dayopen) DS = (d1 + d2 + d3)/100 //Last (DAILY) lastd_s_avg1 = DS/3 lastd_Approximate1 = dayclose1*(1-lastd_s_avg1) last_approx1_d21 = lastd_Approximate1 / _21dayopen-1 last_approx1_d63 = lastd_Approximate1 / _63dayopen-1 last_approx1_d126 = lastd_Approximate1 / _126dayopen-1 lastd_s_avg2 = (last_approx1_d21 + last_approx1_d63 + last_approx1_d126) / 3 lastd_approximate2 = (dayclose1)*(1-(lastd_s_avg1 + lastd_s_avg2)) lastd_price = lastd_approximate2 //plot(lastd_price,color = color.rgb(255, 255, 255, 14), title = "Last momentum threshold") //Last last_s_avg1 = MS/3 last_Approximate1 = _1monclose*(1-last_s_avg1) last_approx1_m1 = last_Approximate1 / _1monopen-1 last_approx1_m3 = last_Approximate1 / _3monopen-1 last_approx1_m6 = last_Approximate1 / _6monopen-1 last_s_avg2 = (last_approx1_m1 + last_approx1_m3 + last_approx1_m6) / 3 last_approximate2 = (_1monclose)*(1-(last_s_avg1 + last_s_avg2)) last_price = last_approximate2 Scoring_price = _1monclose*(1-CS) plot(last_price,color = color.rgb(255, 255, 255, 14), title = "Last momentum threshold") //plot(Scoring_price,color = color.rgb(234, 0, 255, 14), title = "Last momentum threshold") //Long based on month close and being the first trade of the month. var int lastClosedMonth = -1 limit_longCondition = _1monclose > last_approximate2 and (lastClosedMonth == -1 or month(time) != lastClosedMonth) // Long based on day close and being the first trade of the month. limit_Dlongcondition = dayclose1 > lastd_approximate2 and (lastClosedMonth == -1 or month(time) != lastClosedMonth) // Close trade based on day close DCloseLongCondition = dayclose1<lastd_approximate2 //Old standard Trading rules longCondition = _1monclose > Scoring_price MCloseLongCondition = _1monclose<Scoring_price shortCondition = CS < 0 if (longCondition) strategy.entry("Long", strategy.long) if (strategy.position_size > 0 and MCloseLongCondition) strategy.close("Long") lastClosedMonth := month(time)