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Algoritma Golden Cross Rata-rata Bergerak Ganda

Penulis:ChaoZhang
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Gambaran umum

Logika Strategi

Logika inti dari strategi ini adalah: garis cepat mewakili tren harga baru-baru ini, sedangkan garis lambat mewakili tingkat harga yang relatif rendah baru-baru ini. Ketika garis cepat melintasi di atas garis lambat, itu menunjukkan harga telah mulai naik di atas level terendah baru-baru ini, sehingga sinyal beli dihasilkan. Ketika garis cepat melintasi di bawah garis lambat, itu menunjukkan harga telah mulai turun di bawah level terendah baru-baru ini, sehingga sinyal jual dihasilkan.

Analisis Keuntungan

Analisis Risiko

Arah Peningkatan

Kesimpulan

/*backtest
start: 2023-01-16 00:00:00
end: 2024-01-22 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy(title = "Estratégia de Cruzamento das Linhas")

// Configuração da Média Móvel
emaPeriod = 8

ema= ema(close, emaPeriod)
ema1= ema(close[1], emaPeriod)
lowestEMA = lowest(ema, 8)

// Calcula a diferença entre o preço e a média móvel
diff = close - ema
diff1 = close[1] - ema1
diffLow = ema - lowestEMA

//Condições
diffZero = diff < 0
diffUnder = diff < diffLow
diffUm = diff > 0
Low0 = diffLow == 0



gain = strategy.position_avg_price*(1+0.2)
// Sinais de entrada
buy_signal = diffUnder and crossover(diff, diff1) and diffZero

sell_signal = diffUm and diffUnder and crossunder(diff, diff1)

// Executa as operações de compra/venda
if buy_signal
    strategy.entry("Buy", strategy.long)
if sell_signal
    strategy.exit("Buy", limit = gain)

// Plota as linhas
plot(0, title="Linha Zero", color=color.gray)
plot(diff, title="Diferença", color=color.blue, linewidth=2)

plot(diffLow, title="Diferença", color=color.red, linewidth=2)
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