Triple Confirmation Trend Tracking strategi menangkap sinyal tren dengan probabilitas tinggi dengan menggabungkan sinyal dari tiga indikator utama - Moving Average, Heiken Ashi dan Supertrend. Ketika ketiga indikator memberikan sinyal beli atau jual secara bersamaan, strategi akan memasuki perdagangan tepat waktu untuk melacak tren. Ketika tren berbalik, strategi akan dengan cepat menghentikan kerugian dan bahkan membuka posisi terbalik.
Strategi ini menggunakan Moving Average dari 52 periode untuk menentukan arah tren utama. Ketika harga melintasi di atas MA, itu menunjukkan tren kenaikan. Ketika harga melintasi di bawah MA, itu menunjukkan tren penurunan.
Strategi ini juga menggunakan Heiken Ashi untuk mengidentifikasi pembalikan jangka pendek sekunder. Heiken Ashi dihitung mirip dengan Moving Average tetapi dengan harga terbuka alih-alih harga dekat, sehingga dapat mencerminkan sinyal pembalikan lebih cepat. Ketika harga melintasi di atas garis Heiken Ashi yang jatuh, itu menandakan rebound stabilisasi. Ketika harga melintasi di bawah garis Heiken Ashi yang naik, itu menandakan pullback jangka pendek.
Selain itu, strategi ini menggabungkan indikator Supertrend untuk menemukan titik pembalikan utama. Supertrend menggabungkan data ATR dan harga untuk menyesuaikan band saluran atas / bawah secara dinamis dan dengan demikian secara efektif menilai pembalikan.
Hanya ketika tanda-tanda dari ketiga indikator berbaris, strategi akan pergi panjang. Ketika ketiganya memberikan sinyal jual, strategi akan membuka posisi pendek. Mekanisme konfirmasi tiga kali lipat menyaring sinyal palsu secara substansial dan memastikan pengaturan probabilitas tinggi.
Sinyal gabungan Moving Average, Heiken Ashi dan Supertren dari dimensi yang berbeda memastikan kemungkinan masuk yang tinggi.
Pengenalan Heiken Ashi memastikan respon cepat terhadap pembalikan jangka pendek. Saluran Supertrend adaptif juga melacak perubahan harga tepat waktu.
Mekanisme pengambilan keuntungan dan stop loss otomatis internal secara dinamis menyesuaikan tingkat keuntungan/kerugian berdasarkan ATR, secara efektif membatasi kerugian per perdagangan.
Banyaknya sinyal perdagangan dapat menyebabkan over-trading.
Heiken Ashi dan Supertrend dapat secara salah mengidentifikasi pembalikan kunci. Kondisi filter tambahan pada parameter indikator dapat meningkatkan keandalan pembalikan.
Dalam pasar yang sedang marah, sinyal crossover berulang dapat memicu pembukaan dan stop loss posisi yang sering, menyebabkan kerugian.
Indikator volatilitas seperti Bollinger Bands dapat membantu menghindari membuka perdagangan baru ketika harga membentang di dekat band.
Indikator tambahan tambahan seperti KDJ dan MACD dapat memberikan lapisan tambahan sinyal konfirmasi, yang memungkinkan hanya setup yang memenuhi syarat untuk melewati.
Mekanisme pengambilan keuntungan dapat ditingkatkan dengan berbagai cara, seperti trail stop, trail stop eksponensial, keluar parsial pada interval dll, untuk menuai keuntungan sebanyak mungkin dengan cara yang stabil.
Triple Confirmation Trend Tracking Strategy sepenuhnya memanfaatkan kekuatan Moving Average, Heiken Ashi dan Supertrend untuk menentukan sinyal tren dengan akurasi tinggi. Mekanisme profit-taking dan stop-loss otomatis yang tertanam juga secara efektif membatasi kerugian per perdagangan.
/*backtest start: 2024-01-01 00:00:00 end: 2024-01-31 23:59:59 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 //custom variables hei_col = 0 //1 for green 0 for red qqe_col = 0 //1 for blue 0 for red supa_col = 0 //1 for buy 0 for sell float upratr=0 float lwratr=0 //end strategy(title='Death_star', overlay=true,calc_on_every_tick = true) ma_type = input.string(title='MA Type', defval='EMA', options=['EMA', 'SMA', 'SWMA', 'VWMA', 'WMA']) ma_period = input.int(title='MA Period (Length)', defval=52, minval=1) ma_period_smoothing = input.int(title='MA Period smoothing (Length)', defval=10, minval=1) color_positive = input(title='Positive color (Bullish)', defval=color.new(#26A69A, 50)) color_negative = input(title='Negative color (Bearish)', defval=color.new(#EF5350, 50)) color_hl = input(title='High & Low cloud color', defval=color.new(#808080, 80)) show_line = input(title='Show (lines)', defval=false) show_hl_cloud = input(title='Show (High & Low cloud)', defval=true) show_oc_cloud = input(title='Show (Open & Close cloud)', defval=true) //———————————————————————————————————————————————————————————————————————————————— // I.2. Settings, Function definition — — — — — — — — — — — — — — — — — — — — — — //———————————————————————————————————————————————————————————————————————————————— f_ma_type(input_ma_type, input_source, input_ma_period) => result = float(na) if input_ma_type == 'EMA' result := ta.ema(input_source, input_ma_period) result if input_ma_type == 'SMA' result := ta.sma(input_source, input_ma_period) result if input_ma_type == 'SWMA' result := ta.swma(input_source) result if input_ma_type == 'VWMA' result := ta.vwma(input_source, input_ma_period) result if input_ma_type == 'WMA' result := ta.wma(input_source, input_ma_period) result result //———————————————————————————————————————————————————————————————————————————————— // II.1. Calculations, MA — — — — — — — — — — — — — — — — — — — — — — — — — — — — //———————————————————————————————————————————————————————————————————————————————— o = f_ma_type(ma_type, open, ma_period) c = f_ma_type(ma_type, close, ma_period) h = f_ma_type(ma_type, high, ma_period) l = f_ma_type(ma_type, low, ma_period) //———————————————————————————————————————————————————————————————————————————————— // II.2. Calculations, Heikin Ashi — — — — — — — — — — — — — — — — — — — — — — — — //———————————————————————————————————————————————————————————————————————————————— ha = ticker.heikinashi(syminfo.tickerid) ha_o = request.security(ha, timeframe.period, o) ha_c = request.security(ha, timeframe.period, c) ha_h = request.security(ha, timeframe.period, h) ha_l = request.security(ha, timeframe.period, l) //———————————————————————————————————————————————————————————————————————————————— // II.3. Calculations, MA (Smoothing) — — — — — — — — — — — — — — — — — — — — — — //———————————————————————————————————————————————————————————————————————————————— ha_o_smooth = f_ma_type(ma_type, ha_o, ma_period_smoothing) ha_c_smooth = f_ma_type(ma_type, ha_c, ma_period_smoothing) ha_h_smooth = f_ma_type(ma_type, ha_h, ma_period_smoothing) ha_l_smooth = f_ma_type(ma_type, ha_l, ma_period_smoothing) //———————————————————————————————————————————————————————————————————————————————— // III.1. Display, Colors — — — — — — — — — — — — — — — — — — — — — — — — — — — — //———————————————————————————————————————————————————————————————————————————————— tren = ha_c_smooth >= ha_o_smooth color_trend = tren ? color_positive : color_negative hei_col := tren ? 1 : 0 color_show_line_positive = show_line ? color_positive : na color_show_line_negative = show_line ? color_negative : na color_show_hl_cloud = show_hl_cloud ? color_hl : na color_show_oc_cloud = show_oc_cloud ? color_trend : na //———————————————————————————————————————————————————————————————————————————————— // III.2. Display, Plotting & Filling — — — — — — — — — — — — — — — — — — — — — — //———————————————————————————————————————————————————————————————————————————————— o_line = plot(ha_o_smooth, color=color_show_line_positive, title='Open line') c_line = plot(ha_c_smooth, color=color_show_line_negative, title='Close line') h_line = plot(ha_h_smooth, color=color_show_line_positive, title='High line') l_line = plot(ha_l_smooth, color=color_show_line_negative, title='Low line') fill(o_line, c_line, color=color_show_oc_cloud, title='Open & Close Trendcloud', transp=90) fill(h_line, l_line, color=color_show_hl_cloud, title='High & Low Trendcloud', transp=90) upratr:=(ha_h_smooth) lwratr:=(ha_l_smooth) // supa Periods = input(title='ATR Period', defval=9) src = input(hl2, title='Source') Multiplier = input.float(title='ATR Multiplier', step=0.1, defval=3.9) changeATR = input(title='Change ATR Calculation Method ?', defval=true) showsignals = input(title='Show Buy/Sell Signals ?', defval=true) highlighting = input(title='Highlighter On/Off ?', defval=true) atr2 = ta.sma(ta.tr, Periods) atr = changeATR ? ta.atr(Periods) : atr2 up = src - Multiplier * atr up1 = nz(up[1], up) up := close[1] > up1 ? math.max(up, up1) : up dn = src + Multiplier * atr dn1 = nz(dn[1], dn) dn := close[1] < dn1 ? math.min(dn, dn1) : dn trend = 1 trend := nz(trend[1], trend) trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend upPlot = plot(trend == 1 ? up : na, title='Up Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.green, 0)) buySignal = trend == 1 and trend[1] == -1 plotshape(buySignal ? up : na, title='UpTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, 0)) plotshape(buySignal and showsignals ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0)) dnPlot = plot(trend == 1 ? na : dn, title='Down Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.red, 0)) sellSignal = trend == -1 and trend[1] == 1 plotshape(sellSignal ? dn : na, title='DownTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, 0)) plotshape(sellSignal and showsignals ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0)) mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0) longFillColor = highlighting ? trend == 1 ? color.green : color.white : color.white shortFillColor = highlighting ? trend == -1 ? color.red : color.white : color.white supa_col := trend == 1 ? 1 : 0 fill(mPlot, upPlot, title='UpTrend Highligter', color=longFillColor, transp=90) fill(mPlot, dnPlot, title='DownTrend Highligter', color=shortFillColor, transp=90) alertcondition(buySignal, title='SuperTrend Buy', message='SuperTrend Buy!') alertcondition(sellSignal, title='SuperTrend Sell', message='SuperTrend Sell!') changeCond = trend != trend[1] alertcondition(changeCond, title='SuperTrend Direction Change', message='SuperTrend has changed direction!') //QQE //By Glaz, Modified //study("QQE MOD") RSI_Period = input(6, title='RSI Length') SF = input(5, title='RSI Smoothing') QQE = input(3, title='Fast QQE Factor') ThreshHold = input(3, title='Thresh-hold') // srctt = input(close, title='RSI Source') // // Wilders_Period = RSI_Period * 2 - 1 Rsi = ta.rsi(srctt, RSI_Period) RsiMa = ta.ema(Rsi, SF) AtrRsi = math.abs(RsiMa[1] - RsiMa) MaAtrRsi = ta.ema(AtrRsi, Wilders_Period) dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE longband = 0.0 shortband = 0.0 trenda = 0 DeltaFastAtrRsi = dar RSIndex = RsiMa newshortband = RSIndex + DeltaFastAtrRsi newlongband = RSIndex - DeltaFastAtrRsi longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband cross_1 = ta.cross(longband[1], RSIndex) trenda := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trenda[1], 1) FastAtrRsiTL = trenda == 1 ? longband : shortband //////////////////// length = input.int(50, minval=1, title='Bollinger Length') mult = input.float(0.35, minval=0.001, maxval=5, step=0.1, title='BB Multiplier') basis = ta.sma(FastAtrRsiTL - 50, length) dev = mult * ta.stdev(FastAtrRsiTL - 50, length) upper = basis + dev lower = basis - dev color_bar = RsiMa - 50 > upper ? #00c3ff : RsiMa - 50 < lower ? #ff0062 : color.gray // // Zero cross QQEzlong = 0 QQEzlong := nz(QQEzlong[1]) QQEzshort = 0 QQEzshort := nz(QQEzshort[1]) QQEzlong := RSIndex >= 50 ? QQEzlong + 1 : 0 QQEzshort := RSIndex < 50 ? QQEzshort + 1 : 0 // //Zero = hline(0, color=color.rgb(116, 26, 26), linestyle=hline.style_dotted, linewidth=1) //////////////////////////////////////////////////////////////// RSI_Period2 = input(6, title='RSI Length') SF2 = input(5, title='RSI Smoothing') QQE2 = input(1.61, title='Fast QQE2 Factor') ThreshHold2 = input(3, title='Thresh-hold') src2 = input(close, title='RSI Source') // // Wilders_Period2 = RSI_Period2 * 2 - 1 Rsi2 = ta.rsi(src2, RSI_Period2) RsiMa2 = ta.ema(Rsi2, SF2) AtrRsi2 = math.abs(RsiMa2[1] - RsiMa2) MaAtrRsi2 = ta.ema(AtrRsi2, Wilders_Period2) dar2 = ta.ema(MaAtrRsi2, Wilders_Period2) * QQE2 longband2 = 0.0 shortband2 = 0.0 trend2 = 0 DeltaFastAtrRsi2 = dar2 RSIndex2 = RsiMa2 newshortband2 = RSIndex2 + DeltaFastAtrRsi2 newlongband2 = RSIndex2 - DeltaFastAtrRsi2 longband2 := RSIndex2[1] > longband2[1] and RSIndex2 > longband2[1] ? math.max(longband2[1], newlongband2) : newlongband2 shortband2 := RSIndex2[1] < shortband2[1] and RSIndex2 < shortband2[1] ? math.min(shortband2[1], newshortband2) : newshortband2 cross_2 = ta.cross(longband2[1], RSIndex2) trend2 := ta.cross(RSIndex2, shortband2[1]) ? 1 : cross_2 ? -1 : nz(trend2[1], 1) FastAtrRsi2TL = trend2 == 1 ? longband2 : shortband2 // // Zero cross QQE2zlong = 0 QQE2zlong := nz(QQE2zlong[1]) QQE2zshort = 0 QQE2zshort := nz(QQE2zshort[1]) QQE2zlong := RSIndex2 >= 50 ? QQE2zlong + 1 : 0 QQE2zshort := RSIndex2 < 50 ? QQE2zshort + 1 : 0 // hcolor2 = RsiMa2 - 50 > ThreshHold2 ? color.silver : RsiMa2 - 50 < 0 - ThreshHold2 ? color.silver : na // plot(FastAtrRsi2TL - 50, title='QQE Line', color=color.new(color.white, 0), linewidth=2) // plot(RsiMa2 - 50, color=hcolor2, title='Histo2', style=plot.style_columns, transp=50) Greenbar1 = RsiMa2 - 50 > ThreshHold2 Greenbar2 = RsiMa - 50 > upper Redbar1 = RsiMa2 - 50 < 0 - ThreshHold2 Redbar2 = RsiMa - 50 < lower // plot(Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Up', style=plot.style_columns, color=color.new(#00c3ff, 0)) // plot(Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Down', style=plot.style_columns, color=color.new(#ff0062, 0)) qqe_col:=Greenbar1 and Greenbar2 == 1 ?1:(Redbar1 and Redbar2 == 1 ?0:-1) //lab=label.new(bar_index,50,str.tostring(qqe_col)) // //////////////////////////////////////////////////////////////// // //custom code // //////////////////////////////////////////////////////////////// // sma=((lhitt+shitt)/cnt) // plot(sma*1000) // plot(250,color=color.red) //begin sess=input("0916-1200","time for reversals!!") v=time(timeframe.period,sess) rr=input.float(1,"enter the reward..def is 3") on=na(v)?false:true bool daybreak=input.bool(false,"daybreak ? true means day end close") bool apply_on=input.bool(true,"do u want time for reversal?") apply_on:=not apply_on test=input.int(2,"train(0) test(1) all(2)?") // if str.tonumber(timeframe.period)!=5 // runtime.error("backtests and stocks only valid for 5 min tf!!") on:=apply_on or on pts=1/syminfo.mintick var float sl=0 var float profit=0 // var dud=0 // var counter=0 var con_win=0 var con_lose=0 var tempwin=0 var templose=0 //adding analytics variables var float[] stararr=array.new_float(10,-1) var float[] sslarr=array.new_float(10,-1) var float skipper=-1 var float[] ltararr=array.new_float(10,-1) var float[] lslarr=array.new_float(10,-1) var float lhit=0 var float shit=0 var float miss=0 var float cnt=0 var lflag=0 var sflag=0 var i=0 var dud=0 var gap=0 float begin=0 float end=0 // ei_col = 0 //1 for green 0 for red // qqe_col = 0 //1 for blue 0 for red // supa_col = 0 //plot(i) //code begins here if test==0 begin:=0 end:=5500/2 else if test==1 begin:=5500/2 end:=bar_index else if test==2 begin:=0 end:=bar_index if hei_col==1 and qqe_col==1 and supa_col==1 and lflag==0 and low>upratr and bar_index>=begin and bar_index<=end and on lflag:=1 sflag:=0 if array.get(lslarr,i)!=-1 dud:=dud+1 array.set(lslarr,i,upratr) array.set(ltararr,i,(close+rr*(close-upratr))) cnt:=cnt+1 skipper:=i // lab=label.new(bar_index,close+100,str.tostring(array.get(lslarr,i)) +"\n"+ str.tostring(array.get(ltararr,i)) +"\n"+str.tostring(i)) i:=(i+1)%9 strategy.order("long_"+str.tostring(i-1),strategy.long,1) strategy.order("sl_l"+str.tostring(i-1),strategy.short,stop=upratr,oca_name = "exit"+str.tostring(i-1)) strategy.order("target_l"+str.tostring(i-1),strategy.short,limit=((close+rr*(close-upratr))),oca_name = "exit"+str.tostring(i-1)) if hei_col==0 and qqe_col==0 and supa_col==0 and sflag==0 and high<lwratr and bar_index>=begin and bar_index<=end and on sflag:=1 lflag:=0 if array.get(sslarr,i)!=-1 dud:=dud+1 array.set(sslarr,i,lwratr) array.set(stararr,i,(close-rr*(lwratr-close))) skipper:=i // lab=label.new(bar_index,close+100,str.tostring(array.get(sslarr,i)) +"\n"+ str.tostring(array.get(stararr,i)) +"\n"+str.tostring(i)) i:=(i+1)%9 cnt:=cnt+1 strategy.order("short_"+str.tostring(i-1),strategy.short,1) strategy.order("sl_s"+str.tostring(i-1),strategy.long,stop=lwratr,oca_name = "exit"+str.tostring(i-1)) strategy.order("target_s"+str.tostring(i-1),strategy.long,limit=((close-rr*(lwratr-close))),oca_name = "exit"+str.tostring(i-1)) for j=0 to 9 if array.get(lslarr,j)!=-1 and j!=skipper if low < array.get(lslarr,j) and array.get(lslarr,j)!=-1// and open>array.get(lslarr,j) miss:=miss+1 array.set(ltararr,j,-1) array.set(lslarr,j,-1) else if high > array.get(ltararr,j) and array.get(lslarr,j)!=-1 //and open<array.get(ltararr,j) lhit:=lhit+1 array.set(ltararr,j,-1) array.set(lslarr,j,-1) if array.get(sslarr,j)!=-1 and j!=skipper if high > array.get(sslarr,j) and array.get(sslarr,j)!=-1 //and open<array.get(sslarr,j) miss:=miss+1 array.set(stararr,j,-1) array.set(sslarr,j,-1) else if low < array.get(stararr,j) and array.get(sslarr,j)!=-1 //and open>array.get(stararr,j) shit:=shit+1 array.set(stararr,j,-1) array.set(sslarr,j,-1) skipper:=-1 var day_miss=0 string ender="" if (timeframe.period)=="1" ender:="1528-1529" else if (timeframe.period)=="5" ender:="1520-1525" else if (timeframe.period)=="15" ender:="1500-1515" else if (timeframe.period)=="60" ender:="1330-1430" else //runtime.error("not accounted tf!!") daybreak:=false if time(timeframe.period,ender) and daybreak if strategy.position_size!=0 day_miss+=1 strategy.cancel_all() strategy.close_all("day_end_close") for k=0 to (array.size(stararr)==0?na:(array.size(stararr)-1)) array.set(stararr,k,-1) array.set(sslarr,k,-1) array.set(ltararr,k,-1) array.set(lslarr,k,-1) i:=0 if (lhit+shit)>(lhit[1]+shit[1]) tempwin:=tempwin+1 templose:=0 else if (miss)>(miss[1]) templose:=templose+1 tempwin:=0 if tempwin>con_win con_win:=tempwin if templose>con_lose con_lose:=templose // //*********************adding randomness indicator************ var float nhit=0,var float nphit=0 if cnt%10==0 and cnt>0 nhit:=(lhit+shit)-nphit nphit:=(lhit+shit) t=table.new(position.top_right,1,6,bgcolor = color.rgb(236, 172, 172)) table.cell(t,0,0,str.tostring(((lhit+shit)/cnt)*100)) table.cell(t,0,1,str.tostring(((lhit+shit)/(lhit+shit+miss))*100)) table.cell(t,0,2,"daymiss "+str.tostring(day_miss)) //table.cell(t,0,1,str.tostring(((lhit)/cnt)*100)) //table.cell(t,0,2,str.tostring(((shit)/cnt)*100)) table.cell(t,0,3,str.tostring(con_win)) // table.cell(t,0,4,str.tostring(gap)) table.cell(t,0,4,str.tostring(con_lose)) table.cell(t,0,5,str.tostring(cnt)) //plot(1000*cnt,color =color.rgb(105, 28, 28)) // // plot(40000+lhit+shit,color=strategy.closedtrades%10==0?color.green:color.white,style=plot.style_circles) //plot(1000*(lhit+shit),color=color.green) //plot(1000*miss,color=color.red) // // hitrate=strategy.wintrades/strategy.closedtrades // // plot(hitrate*100) // // plot(strategy.wintrades) //plot(nhit*10000) //dud is overwritten trades whereas day_miss are the trades closed at days end // sma=(lhit+shit)/(lhit+shit+miss) // plot(sma*100000) // plot(50000,color=color.red) // plot(con_win*1000,color=color.green) // plot(con_lose*1000,color=color.red) var float[] dat=array.new_float(10,-1) var dati=0 var float datp=0 if miss>miss[1] for cd=0 to ((miss-miss[1])-1) array.set(dat,dati,0) dati:=(dati+1)%10 if (lhit+shit)>(lhit[1]+shit[1]) for cd=0 to ( ((lhit+shit)-(lhit[1]+shit[1])) -1) array.set(dat,dati,1) dati:=(dati+1)%10 if array.get(dat,9)!=-1 for cd=0 to 9 datp:=datp+array.get(dat,cd) plot((datp/10)*10000) plot(5000,color = color.red) datp:=0