Strategi ini adalah strategi komposit berdasarkan perbedaan EMA dan indikator MACD untuk perdagangan BTC jangka pendek. Ini menggabungkan sinyal dari EMA dan MACD untuk menghasilkan sinyal beli dan jual dalam kondisi tertentu.
Ini menghasilkan sinyal beli ketika selisih negatif dan di bawah ambang batas dan MACD memiliki crossover bearish.
Dengan menggabungkan sinyal dari perbedaan EMA dan MACD, beberapa sinyal palsu dapat disaring dan keandalan sinyal ditingkatkan.
Strategi ini mengintegrasikan kekuatan dari indikator EMA dan MACD dan menggunakan sinyal komposit untuk secara efektif menyaring sinyal palsu. Dengan parameter yang dioptimalkan dan strategi posisi, pengembalian yang stabil dapat dicapai.
/*backtest start: 2024-01-01 00:00:00 end: 2024-01-24 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=3 strategy("EMA50Diff & MACD Strategy", overlay=false) EMA = input(18, step=1) MACDfast = input(12) MACDslow = input(26) EMADiffThreshold = input(8) MACDThreshold = input(80) TargetValidityThreshold = input(65, step=5) Target = input(120, step=5) StopLoss = input(650, step=5) ema = ema(close, EMA) hl = plot(0, color=white, linewidth=1) diff = close - ema clr = color(blue, transp=100) if diff>0 clr := lime else if diff<0 clr := red fastMA = ema(close, MACDfast) slowMA = ema(close, MACDslow) macd = (fastMA - slowMA)*3 signal = sma(macd, 9) plot(macd, color=aqua, linewidth=2) plot(signal, color=purple, linewidth=2) macdlong = macd<-MACDThreshold and signal<-MACDThreshold and crossover(macd, signal) macdshort = macd>MACDThreshold and signal>MACDThreshold and crossunder(macd, signal) position = 0.0 position := nz(strategy.position_size, 0.0) long = (position < 0 and close < strategy.position_avg_price - TargetValidityThreshold and macdlong) or (position == 0.0 and diff < -EMADiffThreshold and diff > diff[1] and diff[1] < diff[2] and macdlong) short = (position > 0 and close > strategy.position_avg_price + TargetValidityThreshold and macdshort) or (position == 0.0 and diff > EMADiffThreshold and diff < diff[1] and diff[1] > diff[2] and macdshort) amount = (strategy.equity / close) //- ((strategy.equity / close / 10)%10) bgclr = color(blue, transp=100) //#0c0c0c if long strategy.entry("long", strategy.long, amount) bgclr := green if short strategy.entry("short", strategy.short, amount) bgclr := maroon bgcolor(bgclr, transp=20) strategy.close("long", when=close>strategy.position_avg_price + Target) strategy.close("short", when=close<strategy.position_avg_price - Target) strategy.exit("STOPLOSS", "long", stop=strategy.position_avg_price - StopLoss) strategy.exit("STOPLOSS", "short", stop=strategy.position_avg_price + StopLoss) //plotshape(long, style=shape.labelup, location=location.bottom, color=green) //plotshape(short, style=shape.labeldown, location=location.top, color=red) pl = plot(diff, style=histogram, color=clr) fill(hl, pl, color=clr)