Ini adalah strategi pelacakan tren yang menggunakan Bollinger Bands untuk menentukan tren dan ATR untuk mengatur stop loss dan take profit.
Ini adalah strategi yang menggunakan Bollinger Bands untuk menentukan tren dan menetapkan stop loss dan take profit berdasarkan garis tren. Keuntungan utamanya adalah penilaian tren yang jelas, stop loss yang wajar dan pengaturan profit untuk mengontrol risiko secara efektif. Risiko utama berasal dari penilaian trend yang salah dan stop loss yang terlalu dekat. Arahan optimasi masa depan termasuk optimasi parameter, optimasi perhitungan garis tren dan optimasi stop loss take profit.
/*backtest start: 2023-12-01 00:00:00 end: 2023-12-31 23:59:59 period: 1h basePeriod: 15m 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/ // © zhuenrong // © Dreadblitz //@version=4 strategy(shorttitle="FLI", title="Follow Line Indicator", overlay=true) // BBperiod = input(defval = 21, title = "BB Period", type = input.integer, minval = 1) BBdeviations = input(defval = 1.00, title = "BB Deviations", type = input.float, minval = 0.1, step=0.05) UseATRfilter = input(defval = true, title = "ATR Filter", type = input.bool) ATRperiod = input(defval = 5, title = "ATR Period", type = input.integer, minval = 1) hl = input(defval = false, title = "Hide Labels", type = input.bool) // BBUpper=sma (close,BBperiod)+stdev(close, BBperiod)*BBdeviations BBLower=sma (close,BBperiod)-stdev(close, BBperiod)*BBdeviations // TrendLine = 0.0 iTrend = 0.0 buy = 0.0 sell = 0.0 // BBSignal = close>BBUpper? 1 : close<BBLower? -1 : 0 // if BBSignal == 1 and UseATRfilter == 1 TrendLine:=low-atr(ATRperiod) if TrendLine<TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == -1 and UseATRfilter == 1 TrendLine:=high+atr(ATRperiod) if TrendLine>TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == 0 and UseATRfilter == 1 TrendLine:=TrendLine[1] // if BBSignal == 1 and UseATRfilter == 0 TrendLine:=low if TrendLine<TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == -1 and UseATRfilter == 0 TrendLine:=high if TrendLine>TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == 0 and UseATRfilter == 0 TrendLine:=TrendLine[1] // iTrend:=iTrend[1] if TrendLine>TrendLine[1] iTrend:=1 if TrendLine<TrendLine[1] iTrend:=-1 // buy:=iTrend[1]==-1 and iTrend==1 ? 1 : na sell:=iTrend[1]==1 and iTrend==-1? 1 : na // plot(TrendLine, color=iTrend > 0?color.blue:color.red ,style=plot.style_line,linewidth=2,transp=0,title="Trend Line") plotshape(buy == 1 and hl == false? TrendLine-atr(8) :na, text='💣', style= shape.labelup, location=location.absolute, color=color.blue, textcolor=color.white, offset=0, transp=0,size=size.auto) plotshape(sell == 1 and hl == false ?TrendLine+atr(8):na, text='🔨', style=shape.labeldown, location=location.absolute, color=color.red, textcolor=color.white, offset=0, transp=0,size=size.auto) // alertcondition(sell == 1 ,title="Sell",message="Sell") alertcondition(buy == 1 ,title="Buy",message="Buy") alertcondition(buy == 1 or sell == 1 ,title="Buy/Sell",message="Buy/Sell") if (buy==1) strategy.entry("Buy", strategy.long) if (sell==1) strategy.entry("Sell", strategy.short) // === Stop LOSS === if strategy.position_size>0 strategy.exit("Stop Loss/Profit Long","Buy", stop=strategy.position_avg_price*100, limit=strategy.position_avg_price*1.1) if strategy.position_size<0 strategy.exit("Stop Loss/Profit Short","Sell", stop=strategy.position_avg_price*100, limit=strategy.position_avg_price*0.9)