1. スクエア
2. 2つの移動平均のクロスオーバー戦略

2つの移動平均のクロスオーバー戦略

作者: リン・ハーンチャオチャン, 日付: 2023-11-22 16:10:21
タグ:

---

---

/*backtest
start: 2022-11-15 00:00:00
end: 2023-11-21 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
////////////////////////////////////////////////////////////
// This strategy is a modification to the "Bill Williams, Awesome Oscillator
// (AO) Backtest" strategy (Copyright by HPotter v1.0 29/12/2016)
//
// This version of the strategy by Midnight Mouse. 10/4/2018
//
// DESCRIPTION
//
// This indicator plots the oscillator as a column where periods fit for buying
// are marked as green, and periods fit for selling as orange/brown. If the
// current value of AO (Awesome Oscillator) is > the previous, the period is
// deemed fit for buying and the indicator is marked green. If the AO values is
// not over the previous, the period is deemed fit for selling and the indicator 
// is marked orange/brown.
//
// You can change long to short in the Input Settings
//
// Please, use it only for learning or paper trading. Do not for real trading.
////////////////////////////////////////////////////////////

strategy("Awesome Oscillator.MMouse_Lager_BCE")

// === SETTINGS ===

// Strategy start date
FromMonth   = input(defval = 1,    title = "From Month", minval = 1)
FromDay     = input(defval = 1,    title = "From Day",   minval = 1)
FromYear    = input(defval = 2017, title = "From Year",  minval = 2014)

// Strategy settings
nLengthSlow = input(34, minval=1,  title="Length Slow")
nLengthFast = input(5,  minval=1,  title="Length Fast")
allowShorts = input(false,         title="Include Short Trades")
reverse     = input(false,         title="Trade reverse")


// === BODY ===

// Use Heikin-Ashi candles for the buy/sell signal
ha_t        = heikinashi(syminfo.tickerid)
ha_high     = security(ha_t, timeframe.period, high)
ha_low      = security(ha_t, timeframe.period, low)
length      = input( 14 )
price       = open
vrsi        = rsi(price, length)

// Calc (H+L)/2 for each length
xSMA1_hl2   = sma((ha_high + ha_low)/2, nLengthFast)
xSMA2_hl2   = sma((ha_high + ha_low)/2, nLengthSlow)

// Get SMA difference (Fast - Slow)
xSMA1_SMA2  = xSMA1_hl2 - xSMA2_hl2

// Derive the color of the column
cClr = xSMA1_SMA2 > xSMA1_SMA2[1] ? #93c47d : #ad5e1d

// Determine the position to take (Long vs. Short)
pos = iff(xSMA1_SMA2 > xSMA1_SMA2[1],  1, iff(xSMA1_SMA2 < xSMA1_SMA2[1], -1, nz(pos[1], 0))) 
possig = iff(reverse and pos == 1, -1, iff(reverse and pos == -1, 1, pos))

// Only apply strategy from the start date
if (time >= timestamp(FromYear, FromMonth, FromDay, 00, 00))
    if (possig == 1)
        // Market is currently fit for a Long position
        strategy.entry("Long", strategy.long)

    if (possig == -1)
        // Market is currently fit for a Short position
        if(allowShorts)
            // Shorts are allowed. Record a Short position
            strategy.entry("Short", strategy.short)	   	    
        else
            // Shorts are not allowed. Closec the Long position.
            strategy.close("Long")

// Define the candle colors
//barcolor(possig == -1 ? red : 
//         possig ==  1 ? green : 
//         blue )

// Plot the oscillator
plot(xSMA1_SMA2, style=columns, linewidth=1, color=cClr)

---

• SSLチャネルバックテスト戦略とATRとマネーマネジメント
• ボリンジャー・バンド逆転に基づく定量戦略
• 双重逆転追跡戦略
• 現代のラガー変換相対強度指数最適化戦略
• 2つの移動平均のクロスオーバートレンド戦略
• ボリンジャー・バンド・トレンド・チェイサー
• 移動平均のクロスオーバー戦略
• カイロウ戦略
• ストカスティックとCCIに基づく戦略をフォローする傾向
• DPD-RSI-BB 定量戦略
• リバース・オープニング・エングロフィング・戦略
• 複数の技術指標 モメントブレイクストラテジー
• トレンドをフォローする戦略
• 底辺 を 捉える 戦略
• SMAに基づく二重推力戦略
• GetString モメント突破戦略
• 双方向システムモメンタム・トレーディング戦略
• 交差期突破システム
• 双向トレンドライン インテリジェントトラッキング BTC 投資戦略
• RSIとT3指標に基づく PMaxブレイクアウト戦略