Strategi ini menggunakan tiga rata-rata bergerak eksponensial (EMA) dengan periode yang berbeda untuk menentukan tren pasar, dan menggabungkan Indeks Kekuatan Relatif (RSI) dan Rata-rata Jangkauan Benar (ATR) untuk mengidentifikasi titik masuk, stop-loss, dan tingkat mengambil keuntungan. Ketika harga menembus saluran yang dibentuk oleh tiga EMA dan RSI juga menembus rata-rata bergerak, strategi memicu sinyal masuk. ATR digunakan untuk mengontrol ukuran posisi dan menetapkan tingkat stop-loss, sementara rasio risiko-penghargaan (RR) digunakan untuk menentukan tingkat mengambil keuntungan. Keuntungan utama dari strategi ini terletak pada kesederhanaan dan efektivitasnya, karena dapat mengikuti tren pasar dan membatasi potensi kerugian melalui langkah-langkah manajemen risiko yang ketat.
Strategi ini menggunakan saluran EMA untuk menentukan tren pasar, RSI untuk mengkonfirmasi kekuatan tren, dan ATR untuk mengendalikan risiko. Keuntungan strategi terletak pada kesederhanaan dan kemampuan beradaptasi, karena dapat mengikuti tren dan perdagangan di bawah kondisi pasar yang berbeda. Namun, kinerja strategi sebagian besar tergantung pada pilihan parameter, dan pengaturan parameter yang tidak tepat dapat menyebabkan kegagalan atau kinerja yang buruk. Selain itu, strategi dapat menghadapi risiko yang signifikan selama peristiwa yang tidak terduga atau kondisi pasar yang ekstrem. Untuk mengoptimalkan strategi lebih lanjut, seseorang dapat mempertimbangkan untuk memperkenalkan penyesuaian parameter dinamis, menggabungkan indikator lain, menggabungkan analisis sentimen pasar, dan melakukan analisis multi-frame waktu.
/*backtest start: 2024-04-01 00:00:00 end: 2024-04-30 23:59:59 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © hatnxkld //@version=4 strategy("Win ha", overlay=true) ss2 = input("0300-1700", title = "Khung thời gian") t2 = time(timeframe.period,ss2) c2 = #cacae6 bgcolor(t2 ? c2 : na, transp = 70) //3ema emangan=input(title="Ema ngắn", defval = 12) ngan=ema(close, emangan) a= plot(ngan, title="EMA ngắn", color=color.yellow) ematb=input(title="Ema trung bình", defval = 100) tb=ema(close, ematb) b= plot(tb, title="EMA trung bình", color=color.blue) //emadai=input(title="Ema dai", defval = 288) //dai=ema(close,emadai) //c= plot(dai, title="EMA dai", color=color.red) // nhập hệ số nhân ATR i=input(title="Hệ số nhân với ATR", defval=1.25) // RSI rsi=rsi(close, emangan) marsi=sma(rsi, emangan) // Kênh keltler //heso=input(defval=1, title="Hệ số Kênh Keltler") //atr=atr(emangan) //tren=ngan+atr*heso //d=plot(tren, title="Kênh trên", color=color.white) //duoi=ngan-atr*heso //e=plot(duoi, title="Kênh dưới", color=color.white) //fill(d,e, color=color.rgb(48, 58, 53)) ban = ( close[1]>open[1] and (high[1]-close[1])>(close[1]-low[1]) and open>close and close<low[1] ) //or ( open[1] > close[1] and (high[1]-open[1])>(open[1]-low[1]) and (open[1]-close[1])>(close[1]-low[1]) and open>close and close <low[1] ) ) //and time(timeframe.period,"2200-1300") //and (close[1]-open[1])>(open[1]-low[1]) //high > ngan and close < ngan and ngan<tb and // and time(timeframe.period,"1000-2300") bgcolor(color = ban ? color.rgb(235, 106, 123) : na) //bgcolor(color.rgb(82, 255, 154),transp = 100, offset = 1, show_last = 2) //and time(timeframe.period,"2300-1500") and ((open>ngan and close<ngan) or (open>tren and close<tren)) plotshape(ban , style=shape.arrowdown, location=location.abovebar, color=#ff00ff, size=size.tiny, textcolor=color.rgb(255, 59, 213)) alertcondition(ban, "Ban", "Ban") mua= ( open[1]>close[1] and (close[1]-low[1])>(high[1]-close[1]) and close > open and close > high[1] ) //and time(timeframe.period,"2200-1300") //or ( close[1]>open[1] and (open[1]-low[1]) > (high[1]-open[1]) and (close[1]-open[1])>(high[1]-close[1]) and close>open and close>high[1] ) ) //and (open[1]-close[1])>(high[1]-open[1]) //low < ngan and close > ngan and ngan>tb and //or ( close[1]>open[1] and (open[1]-low[1]) > (high[1]-open[1]) and (close[1]-open[1])>(high[1]-close[1]) and close>open and close>high[1] ) // and time(timeframe.period,"1000-2300") bgcolor(color= mua? color.rgb(108, 231, 139):na) //and time(timeframe.period,"2300-1500") and ((open<ngan and close>ngan)or (open<duoi and close>duoi) ) plotshape(mua , style=shape.arrowup, location=location.belowbar, color=#00ff6a, size=size.tiny, textcolor=color.rgb(83, 253, 60)) alertcondition(mua , "Mua", "Mua") //len1 = ban==true and (high-low)>2*atr //plotshape(len1 , style=shape.flag, location=location.abovebar, color=#ff00ff, size=size.tiny, title="Sell Signal", text="Xuong 1", textcolor=color.rgb(255, 59, 213)) //bann= ban==true and rsi < marsi and marsi[2]>marsi[1] //plotshape(bann , style=shape.labeldown, location=location.abovebar, color=#ff00ff, size=size.tiny, title="Sell Signal", text="BAN 2", textcolor=color.rgb(240, 234, 239)) //bannn = mua==true and rsi>marsi and marsi[2]<marsi[1] //plotshape(bannn , style=shape.labelup, location=location.belowbar, color=#00ff6a, size=size.tiny, title="Buy Signal", text="Mua 2", textcolor=color.rgb(237, 241, 236)) //a1= ban==true and (high - low)<atr //plotshape(a1 , style=shape.xcross, location=location.bottom, color=#00ff6a, size=size.tiny, title="Sell", text="<atr", textcolor=color.rgb(240, 95, 76)) //a2 = ban ==true and (high - low)>atr and (high - low)<(2*atr) //plotshape(a2 , style=shape.xcross, location=location.bottom, color=#00ff6a, size=size.tiny, title="Sell", text="<2atr", textcolor=color.rgb(237, 241, 236)) //a3= ban==true and (high - low)>(2*atr) //plotshape(a3 , style=shape.xcross, location=location.bottom, color=#00ff6a, size=size.tiny, title="Sell", text=">2atr", textcolor=color.rgb(234, 252, 74)) //b1= mua==true and (high - low)<atr //plotshape(b1 , style=shape.xcross, location=location.bottom, color=#00ff6a, size=size.tiny, title="Buy", text="<atr", textcolor=color.rgb(237, 241, 236)) //b2 = mua ==true and (high - low)>atr and (high - low)<(2*atr) //plotshape(b2 , style=shape.xcross, location=location.bottom, color=#00ff6a, size=size.tiny, title="Buy", text="<2atr", textcolor=color.rgb(237, 241, 236)) //b3= mua==true and (high - low)>(2*atr) //plotshape(b3 , style=shape.xcross, location=location.bottom, color=#00ff6a, size=size.tiny, title="Buy", text=">2atr", textcolor=color.rgb(237, 241, 236)) // Đặt SL TP ENTRY risk= input(title="Rủi ro % per Trade", defval=0.5) rr= input(title="RR", defval=1.5) onlylong= input(defval=false) onlyshort=input(defval=false) stlong = mua and strategy.position_size<=0 ? low[1]:na stoplong= fixnan(stlong) stshort = ban and strategy.position_size>=0 ? high[1]:na stopshort= fixnan(stshort) enlong = mua and strategy.position_size<=0 ? close:na entrylong =fixnan(enlong) enshort = ban and strategy.position_size>=0 ? close:na entryshort = fixnan(enshort) amountL = risk/100* strategy.initial_capital / (entrylong - stoplong) amountS = risk/100* strategy.initial_capital / (stopshort - entryshort) TPlong= mua and strategy.position_size<=0? entrylong + (entrylong -stoplong)*rr:na takeprofitlong =fixnan(TPlong) TPshort = ban and strategy.position_size>=0? entryshort - (stopshort - entryshort)*rr:na takeprofitshort = fixnan(TPshort) strategy.entry("Long", strategy.long , when = enlong and not onlyshort, qty= amountL ) strategy.exit("exitL", "Long", stop = stoplong, limit= takeprofitlong) strategy.entry("Short", strategy.short , when = enshort and not onlylong, qty= amountS ) strategy.exit("exitS", "Short", stop = stopshort, limit= takeprofitshort)