ダイナミック・グリッド・トレード・マネジメント戦略
作者: リン・ハーンチャオチャン, 日付: 2023-12-04 15:43:44タグ:
概要
ダイナミック・グリッド・トレーディング・マネジメント・ストラテジー (Dynamic Grid Trading Management Strategy) は,市場変動に基づく取引アプローチである.市場の変動性を活用して,ポートフォリオを最適化するために異なる価格レベルで買い売りポイントを設定する.この戦略は,さまざまな市場状況に適応し,特に長期保有,スポット・トレーディング,レバレッジのないスウィング・トレーディングに適している.
戦略の原則
ダイナミック・グリッド・トレーディング・マネジメント・ストラテジーの本質は,グリッドレベルを決定するために時間期間に基づいてピボットポイントを使用することです.複数の購入・販売ポイントを設定し,市場の価格が下がると購入し,上昇すると販売します.市場の景気下落中に継続的に購入すると平均的買収コストが低下します.市場価格が平均的購入価格を超えると,戦略は販売を開始し,価格が上昇し続けると継続して利益を得ます.
戦略 の 利点
- ** アダプ
市場変動に適した戦略です.この戦略は,牛市場と熊市場の両方で適用されます. 2. 行動するリスクの多様化: 異なる価格レベルでの取引は,単一の価格で購入または販売するリスクを多様化させる. 3. 行動する長期 的 な 利益: 長期保有戦略に適しており,平均コスト効果により長期的に安定した収益を上げることができる.
戦略 の リスク
- 極端な市場行動: 市場が急激に変動したり,崩壊したりするような極端な市場状況では,戦略は大きなリスクに直面する可能性があります.
- 戦略 の 最適化 の 必要性: 戦略は,市場の状況に合わせて継続的な調整と最適化が必要です.
最適化 に 関する 指示
- パラメータ調整: ネットワークの大きさと取引頻度を市場の変化に応じて調整することで,異なる市場の変動に対応できます.
- リスク管理極端な市場状況で大きな損失を避けるため,ストップ・ロスのポイントを設定するなど,より細かいリスク管理メカニズムを導入する.
結論
ダイナミック・グリッド・トレーディング・マネジメント・ストラテジー (Dynamic Grid Trading Management Strategy) は,さまざまな市場環境に適用可能な汎用的な取引アプローチである.異なる価格レベルで取引することで,リスクを軽減し,長期的利益を達成することを目的としている.しかし,市場の予測不可能なため,この戦略は市場の変化に適応するために継続的な調整と最適化を必要とする.全体的に,この戦略は,長期的,安定した利益を求める投資家にとって魅力的なオプションを提供します.
/*backtest
start: 2022-11-27 00:00:00
end: 2023-12-03 00:00:00
period: 1d
basePeriod: 1h
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/
// © XaviZ
//@version=4
strategy(title = "CoGrid Management", shorttitle = "CoGrid💹", overlay = true, pyramiding = 1000, default_qty_value = 0)
// ———————————————————— Inputs
WOption = input('PRICE', " 》 WIDTH TYPE", options = ['PRICE','% PP'])
Width = input(500, " 》 WIDTH", type = input.float, minval = 0)
ppPeriod = input('Month', " 》 PP PERIOD", options = ['Day','Week','15D','Month'])
BuyType = input("CASH", " 》 BUY TYPE", options = ["CONTRACTS","CASH","% EQUITY"])
BuyQ = input(10000, " 》 QUANTITY TO BUY", type = input.float, minval = 0)
SellType = input('CONTRACTS', " 》 SELL TYPE", options = ["CONTRACTS","CASH","% EQUITY"])
SellQ = input(2, " 》 QUANTITY TO SELL", type = input.float, minval = 0)
// ———————————————————— Vars
// ————— Buy Price & Sell Price
var float OpenPrice = na
OpenPrice := nz(OpenPrice[1])
// ————— Final Buy Price & Final Sell Price
var float FinalBuyPrice = na
FinalBuyPrice := nz(FinalBuyPrice[1])
var float FinalSellPrice = na
FinalSellPrice := nz(FinalSellPrice[1])
var float FinalOpenPrice = na
FinalOpenPrice := nz(FinalOpenPrice[1])
// ————— Average Price
var int nBuys = na
nBuys := nz(nBuys[1])
var int nSells = na
nSells := nz(nSells[1])
var float sumBuy = na
sumBuy := nz(sumBuy[1])
var float sumSell = na
sumSell := nz(sumSell[1])
var float sumQtyBuy = na
sumQtyBuy := nz(sumQtyBuy[1])
var float sumQtySell = na
sumQtySell := nz(sumQtySell[1])
var float AveragePrice = na
AveragePrice := nz(AveragePrice[1])
// ————— Fibonacci Pivots Level Calculation
var float PP = na
// ————— Origin from Rounded Pivot Points or last Sell
var float PPdownOrigin = na
// ————— Origin from Rounded Position Price
var float PPupOrigin = na
// ————— Final Buy & Sell Conditions
var bool BuyCondition = na
BuyCondition := nz(BuyCondition[1])
var bool SellCondition = na
SellCondition := nz(SellCondition[1])
// ————— Backtest
BuyFactor = BuyType == "CONTRACTS" ? 1 : BuyType == "% EQUITY" ? (100 / (strategy.equity / close)) : close
SellFactor = SellType == "CASH" ? close : 1
BuyQuanTity = BuyQ / BuyFactor
SellQuanTity = SellQ / SellFactor
// ———————————————————— Pivot Points
// ————— Pivot Points Period
res = ppPeriod == '15D' ? '15D' : ppPeriod == 'Week' ? 'W' : ppPeriod == 'Day' ? 'D' : 'M'
// ————— High, Low, Close Calc.
// "Function to securely and simply call `security()` so that it never repaints and never looks ahead" (@PineCoders)
f_secureSecurity(_symbol, _res, _src) => security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on)
phigh = f_secureSecurity(syminfo.tickerid, res, high)
plow = f_secureSecurity(syminfo.tickerid, res, low)
pclose = f_secureSecurity(syminfo.tickerid, res, close)
// ————— Fibonacci Pivots Level Calculation
PP := (phigh + plow + pclose) / 3
// ———————————————————— Grid Strategy
// ————— Width between levels
float GridWidth = WOption == 'PRICE' ? Width : PP * (Width/100)
// ————— Origin from Rounded Pivot Points
PPdownOrigin := floor(PP / GridWidth) * GridWidth
// ————— Origin from Rounded Average Position Price
PPupOrigin := nz(PPupOrigin[1])
// ————— Grid Calculation
fGrid(_1, _2, _n) =>
_a = _1, _b = _2, _c = 0.0
for _i = 1 to _n
if _i == 1
_c := _a
else
_c := _a + _b
_a := _c
// ————— Initial Open Price
fOpenPrice() =>
var float _ldown = na
var bool _pb = na
var float _lup = na
var bool _ps = na
var float _OpenPrice = na
_OpenPrice := nz(_OpenPrice[1])
for _i = 1 to 15
_ldown := fGrid(PPdownOrigin, -GridWidth, _i)
_lup := fGrid(PPupOrigin, GridWidth, _i)
_pb := crossunder(low, _ldown) and high >= _ldown
_ps := crossover(high, _lup) and low <= _lup
if _pb
_OpenPrice := _ldown
if _ps
_OpenPrice := _lup
_OpenPrice
OpenPrice := fOpenPrice()
// ————— Buy at better Price
fBuyCondition(_n) =>
var float _ldown = na
_ldown := nz(_ldown[1])
var bool _pb = na
_pb := nz(_pb[1])
var bool _BuyCondition = na
_BuyCondition := nz(_BuyCondition[1])
for _i = 1 to _n
_ldown := fGrid(PPdownOrigin, -GridWidth, _i)
_pb := crossunder(low, _ldown) and high >= _ldown
_BuyCondition := nz(nBuys) == 0 ? _pb and _ldown < (fixnan(OpenPrice[1]) - GridWidth / 4) : _pb and _ldown < (fixnan(FinalOpenPrice[1]) - GridWidth / 4)
_BuyCondition
// ————— Sell at better Price
fSellCondition(_n) =>
var float _lup = na
_lup := nz(_lup[1])
var bool _ps = na
_ps := nz(_ps[1])
var bool _SellCondition = na
_SellCondition := nz(_SellCondition[1])
for _i = 1 to _n
_lup := fGrid(PPupOrigin, GridWidth, _i)
_ps := crossover(high, _lup) and low <= _lup
_SellCondition := nz(nSells) == 0 ? _ps and _lup > (fixnan(OpenPrice[1]) + GridWidth / 4) : _ps and _lup > (fixnan(FinalOpenPrice[1]) + GridWidth / 4)
_SellCondition
// ————— Final Open Price
fFinalOpenPrice() =>
var float _ldown = na
_ldown := nz(_ldown[1])
var float _lup = na
_lup := nz(_lup[1])
var float _FinalBuyPrice = na
_FinalBuyPrice := nz(_FinalBuyPrice[1])
var float _FinalSellPrice = na
_FinalSellPrice := nz(_FinalSellPrice[1])
var float _FinalOpenPrice = na
_FinalOpenPrice := nz(_FinalOpenPrice[1])
for _i = 1 to 15
_ldown := fGrid(PPdownOrigin, -GridWidth, _i)
_lup := fGrid(PPupOrigin, GridWidth, _i)
if fBuyCondition(_i)
_FinalBuyPrice := _ldown
_FinalOpenPrice := _ldown
if fSellCondition(_i)
_FinalSellPrice := _lup
_FinalOpenPrice := _lup
[_FinalBuyPrice,_FinalSellPrice,_FinalOpenPrice]
[_FinalBuyPrice,_FinalSellPrice,_FinalOpenPrice] = fFinalOpenPrice()
FinalBuyPrice := _FinalBuyPrice, FinalSellPrice := _FinalSellPrice, FinalOpenPrice := _FinalOpenPrice
// ————— Average Price & Backtest
for _i = 1 to 15
if fBuyCondition(_i)
nBuys := nBuys + 1
nSells := na
sumBuy := FinalOpenPrice * BuyQuanTity + nz(sumBuy[1])
sumQtyBuy := BuyQuanTity + nz(sumQtyBuy[1])
AveragePrice := sumBuy / sumQtyBuy
strategy.entry("BUY", strategy.long, qty = BuyQuanTity)
if fSellCondition(_i)
nBuys := na
nSells := nSells + 1
sumBuy := na
sumQtyBuy := na
strategy.close("BUY", qty = SellType != "% EQUITY" ? SellQuanTity : na, qty_percent = (SellType == "% EQUITY" ? SellQuanTity : na), comment = "SELL")
// ————— Origin from Rounded Pivot Points or last Sell
PPdownOrigin := (WOption == 'PRICE') ?
(fixnan(FinalSellPrice[1]) <= PP ? (floor(fixnan(FinalSellPrice[1]) / GridWidth) * GridWidth) - GridWidth : floor(PP / GridWidth) * GridWidth) :
(fixnan(FinalSellPrice[1]) <= PP ? fixnan(FinalSellPrice[1]) - GridWidth : PP)
// ————— Origin from Rounded Average Buy Price
PPupOrigin := WOption == 'PRICE' ?
((ceil(fixnan(AveragePrice[1]) / GridWidth) * GridWidth) + GridWidth) :
(fixnan(AveragePrice[1]) + GridWidth)
// ———————————————————— Plotting
// ————— Plotting Pivot Points
plot(PP, title = "PP", style = plot.style_circles, color = color.aqua, linewidth = 2)
// ————— Plotting the average price
plot(nBuys > 1 ? AveragePrice[1] : na, title = "Average Price", style = plot.style_circles, color = color.fuchsia, linewidth = 2)
// ————— Buy Conditions ————— Sell Conditions
pb1 = fBuyCondition(1) ? fGrid(PPdownOrigin, -GridWidth, 1) : na, ps1 = fSellCondition(1) ? fGrid(PPupOrigin, GridWidth, 1) : na
pb2 = fBuyCondition(2) ? fGrid(PPdownOrigin, -GridWidth, 2) : na, ps2 = fSellCondition(2) ? fGrid(PPupOrigin, GridWidth, 2) : na
pb3 = fBuyCondition(3) ? fGrid(PPdownOrigin, -GridWidth, 3) : na, ps3 = fSellCondition(3) ? fGrid(PPupOrigin, GridWidth, 3) : na
pb4 = fBuyCondition(4) ? fGrid(PPdownOrigin, -GridWidth, 4) : na, ps4 = fSellCondition(4) ? fGrid(PPupOrigin, GridWidth, 4) : na
pb5 = fBuyCondition(5) ? fGrid(PPdownOrigin, -GridWidth, 5) : na, ps5 = fSellCondition(5) ? fGrid(PPupOrigin, GridWidth, 5) : na
pb6 = fBuyCondition(6) ? fGrid(PPdownOrigin, -GridWidth, 6) : na, ps6 = fSellCondition(6) ? fGrid(PPupOrigin, GridWidth, 6) : na
pb7 = fBuyCondition(7) ? fGrid(PPdownOrigin, -GridWidth, 7) : na, ps7 = fSellCondition(7) ? fGrid(PPupOrigin, GridWidth, 7) : na
pb8 = fBuyCondition(8) ? fGrid(PPdownOrigin, -GridWidth, 8) : na, ps8 = fSellCondition(8) ? fGrid(PPupOrigin, GridWidth, 8) : na
pb9 = fBuyCondition(9) ? fGrid(PPdownOrigin, -GridWidth, 9) : na, ps9 = fSellCondition(9) ? fGrid(PPupOrigin, GridWidth, 9) : na
pb10 = fBuyCondition(10) ? fGrid(PPdownOrigin, -GridWidth, 10) : na, ps10 = fSellCondition(10) ? fGrid(PPupOrigin, GridWidth, 10) : na
pb11 = fBuyCondition(11) ? fGrid(PPdownOrigin, -GridWidth, 11) : na, ps11 = fSellCondition(11) ? fGrid(PPupOrigin, GridWidth, 11) : na
pb12 = fBuyCondition(12) ? fGrid(PPdownOrigin, -GridWidth, 12) : na, ps12 = fSellCondition(12) ? fGrid(PPupOrigin, GridWidth, 12) : na
pb13 = fBuyCondition(13) ? fGrid(PPdownOrigin, -GridWidth, 13) : na, ps13 = fSellCondition(13) ? fGrid(PPupOrigin, GridWidth, 13) : na
pb14 = fBuyCondition(14) ? fGrid(PPdownOrigin, -GridWidth, 14) : na, ps14 = fSellCondition(14) ? fGrid(PPupOrigin, GridWidth, 14) : na
pb15 = fBuyCondition(15) ? fGrid(PPdownOrigin, -GridWidth, 15) : na, ps15 = fSellCondition(15) ? fGrid(PPupOrigin, GridWidth, 15) : na
// ————— Buy Level Conditions
lb1 = low < fGrid(PPdownOrigin, -GridWidth, 1) and PP > fGrid(PPdownOrigin, -GridWidth, 1) ? fGrid(PPdownOrigin, -GridWidth, 1) : na
lb2 = low < fGrid(PPdownOrigin, -GridWidth, 2) and PP > fGrid(PPdownOrigin, -GridWidth, 2) ? fGrid(PPdownOrigin, -GridWidth, 2) : na
lb3 = low < fGrid(PPdownOrigin, -GridWidth, 3) and PP > fGrid(PPdownOrigin, -GridWidth, 3) ? fGrid(PPdownOrigin, -GridWidth, 3) : na
lb4 = low < fGrid(PPdownOrigin, -GridWidth, 4) and PP > fGrid(PPdownOrigin, -GridWidth, 4) ? fGrid(PPdownOrigin, -GridWidth, 4) : na
lb5 = low < fGrid(PPdownOrigin, -GridWidth, 5) and PP > fGrid(PPdownOrigin, -GridWidth, 5) ? fGrid(PPdownOrigin, -GridWidth, 5) : na
lb6 = low < fGrid(PPdownOrigin, -GridWidth, 6) and PP > fGrid(PPdownOrigin, -GridWidth, 6) ? fGrid(PPdownOrigin, -GridWidth, 6) : na
lb7 = low < fGrid(PPdownOrigin, -GridWidth, 7) and PP > fGrid(PPdownOrigin, -GridWidth, 7) ? fGrid(PPdownOrigin, -GridWidth, 7) : na
lb8 = low < fGrid(PPdownOrigin, -GridWidth, 8) and PP > fGrid(PPdownOrigin, -GridWidth, 8) ? fGrid(PPdownOrigin, -GridWidth, 8) : na
lb9 = low < fGrid(PPdownOrigin, -GridWidth, 9) and PP > fGrid(PPdownOrigin, -GridWidth, 9) ? fGrid(PPdownOrigin, -GridWidth, 9) : na
lb10 = low < fGrid(PPdownOrigin, -GridWidth, 10) and PP > fGrid(PPdownOrigin, -GridWidth, 10) ? fGrid(PPdownOrigin, -GridWidth, 10) : na
lb11 = low < fGrid(PPdownOrigin, -GridWidth, 11) and PP > fGrid(PPdownOrigin, -GridWidth, 11) ? fGrid(PPdownOrigin, -GridWidth, 11) : na
lb12 = low < fGrid(PPdownOrigin, -GridWidth, 12) and PP > fGrid(PPdownOrigin, -GridWidth, 12) ? fGrid(PPdownOrigin, -GridWidth, 12) : na
lb13 = low < fGrid(PPdownOrigin, -GridWidth, 13) and PP > fGrid(PPdownOrigin, -GridWidth, 13) ? fGrid(PPdownOrigin, -GridWidth, 13) : na
lb14 = low < fGrid(PPdownOrigin, -GridWidth, 14) and PP > fGrid(PPdownOrigin, -GridWidth, 14) ? fGrid(PPdownOrigin, -GridWidth, 14) : na
lb15 = low < fGrid(PPdownOrigin, -GridWidth, 15) and PP > fGrid(PPdownOrigin, -GridWidth, 15) ? fGrid(PPdownOrigin, -GridWidth, 15) : na
// ————— Sell Level Conditions
ls1 = high > fGrid(PPupOrigin, GridWidth, 1) and PP < fGrid(PPupOrigin, GridWidth, 1) ? fGrid(PPupOrigin, GridWidth, 1) : na
ls2 = high > fGrid(PPupOrigin, GridWidth, 2) and PP < fGrid(PPupOrigin, GridWidth, 2) ? fGrid(PPupOrigin, GridWidth, 2) : na
ls3 = high > fGrid(PPupOrigin, GridWidth, 3) and PP < fGrid(PPupOrigin, GridWidth, 3) ? fGrid(PPupOrigin, GridWidth, 3) : na
ls4 = high > fGrid(PPupOrigin, GridWidth, 4) and PP < fGrid(PPupOrigin, GridWidth, 4) ? fGrid(PPupOrigin, GridWidth, 4) : na
ls5 = high > fGrid(PPupOrigin, GridWidth, 5) and PP < fGrid(PPupOrigin, GridWidth, 5) ? fGrid(PPupOrigin, GridWidth, 5) : na
ls6 = high > fGrid(PPupOrigin, GridWidth, 6) and PP < fGrid(PPupOrigin, GridWidth, 6) ? fGrid(PPupOrigin, GridWidth, 6) : na
ls7 = high > fGrid(PPupOrigin, GridWidth, 7) and PP < fGrid(PPupOrigin, GridWidth, 7) ? fGrid(PPupOrigin, GridWidth, 7) : na
ls8 = high > fGrid(PPupOrigin, GridWidth, 8) and PP < fGrid(PPupOrigin, GridWidth, 8) ? fGrid(PPupOrigin, GridWidth, 8) : na
ls9 = high > fGrid(PPupOrigin, GridWidth, 9) and PP < fGrid(PPupOrigin, GridWidth, 9) ? fGrid(PPupOrigin, GridWidth, 9) : na
ls10 = high > fGrid(PPupOrigin, GridWidth, 10) and PP < fGrid(PPupOrigin, GridWidth, 10) ? fGrid(PPupOrigin, GridWidth, 10) : na
ls11 = high > fGrid(PPupOrigin, GridWidth, 11) and PP < fGrid(PPupOrigin, GridWidth, 11) ? fGrid(PPupOrigin, GridWidth, 11) : na
ls12 = high > fGrid(PPupOrigin, GridWidth, 12) and PP < fGrid(PPupOrigin, GridWidth, 12) ? fGrid(PPupOrigin, GridWidth, 12) : na
ls13 = high > fGrid(PPupOrigin, GridWidth, 13) and PP < fGrid(PPupOrigin, GridWidth, 13) ? fGrid(PPupOrigin, GridWidth, 13) : na
ls14 = high > fGrid(PPupOrigin, GridWidth, 14) and PP < fGrid(PPupOrigin, GridWidth, 14) ? fGrid(PPupOrigin, GridWidth, 14) : na
ls15 = high > fGrid(PPupOrigin, GridWidth, 15) and PP < fGrid(PPupOrigin, GridWidth, 15) ? fGrid(PPupOrigin, GridWidth, 15) : na
// ————— Buy Shapes
plotshape(pb1, title = "Buy 1", style = shape.diamond, location = location.absolute, color = color.lime, text = "1", size = size.tiny)
plotshape(pb2, title = "Buy 2", style = shape.diamond, location = location.absolute, color = color.lime, text = "2", size = size.tiny)
plotshape(pb3, title = "Buy 3", style = shape.diamond, location = location.absolute, color = color.lime, text = "3", size = size.tiny)
plotshape(pb4, title = "Buy 4", style = shape.diamond, location = location.absolute, color = color.lime, text = "4", size = size.tiny)
plotshape(pb5, title = "Buy 5", style = shape.diamond, location = location.absolute, color = color.lime, text = "5", size = size.tiny)
plotshape(pb6, title = "Buy 6", style = shape.diamond, location = location.absolute, color = color.lime, text = "6", size = size.tiny)
plotshape(pb7, title = "Buy 7", style = shape.diamond, location = location.absolute, color = color.lime, text = "7", size = size.tiny)
plotshape(pb8, title = "Buy 8", style = shape.diamond, location = location.absolute, color = color.lime, text = "8", size = size.tiny)
plotshape(pb9, title = "Buy 9", style = shape.diamond, location = location.absolute, color = color.lime, text = "9", size = size.tiny)
plotshape(pb10, title = "Buy 10", style = shape.diamond, location = location.absolute, color = color.lime, text = "10", size = size.tiny)
plotshape(pb11, title = "Buy 11", style = shape.diamond, location = location.absolute, color = color.lime, text = "11", size = size.tiny)
plotshape(pb12, title = "Buy 12", style = shape.diamond, location = location.absolute, color = color.lime, text = "12", size = size.tiny)
plotshape(pb13, title = "Buy 13", style = shape.diamond, location = location.absolute, color = color.lime, text = "13", size = size.tiny)
plotshape(pb14, title = "Buy 14", style = shape.diamond, location = location.absolute, color = color.lime, text = "14", size = size.tiny)
plotshape(pb15, title = "Buy 15", style = shape.diamond, location = location.absolute, color = color.lime, text = "15", size = size.tiny)
// ————— Sell Shapes
plotshape(ps1, title = "Sell 1", style = shape.diamond, location = location.absolute, color = color.orange, text = "1", size = size.tiny)
plotshape(ps2, title = "Sell 2", style = shape.diamond, location = location.absolute, color = color.orange, text = "2", size = size.tiny)
plotshape(ps3, title = "Sell 3", style = shape.diamond, location = location.absolute, color = color.orange, text = "3", size = size.tiny)
plotshape(ps4, title = "Sell 4", style = shape.diamond, location = location.absolute, color = color.orange, text = "4", size = size.tiny)
plotshape(ps5, title = "Sell 5", style = shape.diamond, location = location.absolute, color = color.orange, text = "5", size = size.tiny)
plotshape(ps6, title = "Sell 6", style = shape.diamond, location = location.absolute, color = color.orange, text = "6", size = size.tiny)
plotshape(ps7, title = "Sell 7", style = shape.diamond, location = location.absolute, color = color.orange, text = "7", size = size.tiny)
plotshape(ps8, title = "Sell 8", style = shape.diamond, location = location.absolute, color = color.orange, text = "8", size = size.tiny)
plotshape(ps9, title = "Sell 9", style = shape.diamond, location = location.absolute, color = color.orange, text = "9", size = size.tiny)
plotshape(ps10, title = "Sell 10", style = shape.diamond, location = location.absolute, color = color.orange, text = "10", size = size.tiny)
plotshape(ps11, title = "Sell 11", style = shape.diamond, location = location.absolute, color = color.orange, text = "11", size = size.tiny)
plotshape(ps12, title = "Sell 12", style = shape.diamond, location = location.absolute, color = color.orange, text = "12", size = size.tiny)
plotshape(ps13, title = "Sell 13", style = shape.diamond, location = location.absolute, color = color.orange, text = "13", size = size.tiny)
plotshape(ps14, title = "Sell 14", style = shape.diamond, location = location.absolute, color = color.orange, text = "14", size = size.tiny)
plotshape(ps15, title = "Sell 15", style = shape.diamond, location = location.absolute, color = color.orange, text = "15", size = size.tiny)
// ————— Plotting Lines under PP // ————— Plotting Lines above PP
plot(lb1, title = "Level down 1", style = plot.style_circles, color = color.green), plot(ls1, title = "Level up 1", style = plot.style_circles, color = color.red)
plot(lb2, title = "Level down 2", style = plot.style_circles, color = color.green), plot(ls2, title = "Level up 2", style = plot.style_circles, color = color.red)
plot(lb3, title = "Level down 3", style = plot.style_circles, color = color.green), plot(ls3, title = "Level up 3", style = plot.style_circles, color = color.red)
plot(lb4, title = "Level down 4", style = plot.style_circles, color = color.green), plot(ls4, title = "Level up 4", style = plot.style_circles, color = color.red)
plot(lb5, title = "Level down 5", style = plot.style_circles, color = color.green), plot(ls5, title = "Level up 5", style = plot.style_circles, color = color.red)
plot(lb6, title = "Level down 6", style = plot.style_circles, color = color.green), plot(ls6, title = "Level up 6", style = plot.style_circles, color = color.red)
plot(lb7, title = "Level down 7", style = plot.style_circles, color = color.green), plot(ls7, title = "Level up 7", style = plot.style_circles, color = color.red)
plot(lb8, title = "Level down 8", style = plot.style_circles, color = color.green), plot(ls8, title = "Level up 8", style = plot.style_circles, color = color.red)
plot(lb9, title = "Level down 9", style = plot.style_circles, color = color.green), plot(ls9, title = "Level up 9", style = plot.style_circles, color = color.red)
plot(lb10, title = "Level down 10", style = plot.style_circles, color = color.green), plot(ls10, title = "Level up 10", style = plot.style_circles, color = color.red)
plot(lb11, title = "Level down 11", style = plot.style_circles, color = color.green), plot(ls11, title = "Level up 11", style = plot.style_circles, color = color.red)
plot(lb12, title = "Level down 12", style = plot.style_circles, color = color.green), plot(ls12, title = "Level up 12", style = plot.style_circles, color = color.red)
plot(lb13, title = "Level down 13", style = plot.style_circles, color = color.green), plot(ls13, title = "Level up 13", style = plot.style_circles, color = color.red)
plot(lb14, title = "Level down 14", style = plot.style_circles, color = color.green), plot(ls14, title = "Level up 14", style = plot.style_circles, color = color.red)
plot(lb15, title = "Level down 15", style = plot.style_circles, color = color.green), plot(ls15, title = "Level up 15", style = plot.style_circles, color = color.red)
// by XaviZ💤
もっと
- 8日間の逆転戦略
- 2重移動平均突破戦略
- ゴールデンクロス移動平均取引戦略
- 多指標量的な取引戦略
- 全暗号スウィング ALMA クロス MACD 定量戦略
- 2つの移動平均逆転取引戦略
- アダプティブ 価格 チャネル 戦略
- カメの脱出戦略
- 平均逆転封筒 移動平均戦略
- モメントブレイク 移動平均取引戦略
- 動的移動平均を追跡する戦略
- 2倍移動平均振動取引戦略
- EMA バンド + Leledc + Bollinger バンド
- 急速なRSI戦略分析
- 適応性波動性ブレイクアウト取引戦略
- 高マイナス指数関数移動平均株戦略
- ドンチアン運河からの脱出戦略
- ビットコイン - MAクロスオーバー戦略
- フィッシャー・トランスフォーマー バックテスト戦略
- 123 逆転とSTARC帯のコンボ戦略