X48 - デイライトハンター戦略の最適化と適応
作者: リン・ハーンチャオチャン,日付: 2023年12月18日 12:19:41タグ:
概要
この戦略は,強力なトレンド追跡能力を達成するために,クラシックストキャスト指標とSMA指標を組み合わせます.この戦略の基本的なアイデアは,ストキャスト指標でトレンド方向シグナルを特定し,SMA指標でシグナル品質を改善するためにフィルタリングすることです.また,リスクと報酬を動的に調整するためのさまざまなリスクモードを提供します.さらに,入場タイミングを最適化し,取引リスクを制御するために,マルチタイムフレーム判断が利用されます.
戦略の論理
- この戦略はストカスティック指標の強化版を採用している.パラメータには,敏感性を制御するための%K期間,%Kスムーズ化,%Dスムーズ化が含まれている.
- SMA指標のパラメータには,より高い品質の信号をフィルタリングするための上部 SMAと下部 SMAが含まれます.
- リスクの優先順位に基づいて3つのリスクモードが用意されています.低リスク,中リスク,高リスクなどです.リスクモードは,リスクと報酬を動的に調整するためにストカスティック指標のクロスオーバーしきい値に影響します.
- ロングシグナルは,ストックがスロージルを越え,閉じる価格がLow SMAを下回るときに識別される.ショートシグナルは,ストックがスロージルを越え,閉じる価格がUper SMA上回るときに識別される.
- 複数のタイムフレーム判断モジュールは,入力タイミングを最適化し,取引リスクを制御するために,異なる時間帯にわたってシグナルを検証します.
利点
- 強化されたストキャスト指標は,市場の変化を迅速に把握するための感受性を向上させます.
- 双重SMAレールフィルタリングメカニズムは,偽信号を効果的に回避し,信号品質を改善します.
- 複数のリスクモードにより,利用者はリスクへの意欲に基づいて 柔軟にパラメータを調整できます.
- 複数のタイムフレームによる判断は,取引リスクを減らすためにエントリータイミングの選択を最適化します.
- 戦略の全体的な枠組みは 科学的で安定し 適応力があります
リスク
- この戦略にはストップ・ロスのメカニズムがない.ダウンサイドリスクを制御するために手動ストップ・ロスは必要である.
- 高周波の信号は,過剰な取引と取引コストの増加につながる可能性があります.
- 戦略は,最適な結果を得るために最適化する必要があるパラメータとリスクモード設定に敏感です.
- 大幅な引き下げが起こる可能性があります. 完全なポジション取引に適さない可能性があります. 適切なポジションサイズが重要です.
解決策:
- リスク管理を最大化するために 市場の変動に基づいて適切なストップロスの比を設定します
- 信号周波数を減らすためにストックパラメータを調整するか,不要な取引を避けるために 最低の利益を取ることを設定します.
- 低リスクモードはベースラインとして推奨されます.バックテスト結果に基づいて他のパラメータを調整します.
- コントロールポジションのサイズと平均的な取引リスクの削減
増進 の 機会
- ストックとSMAのパラメータを総合的に最適化して 最適なパラメータの組み合わせを見つける
- 複数の時間枠の判決の数を増やして,より多くの参照とより良い入国決定を図る.
- ATR トレイリングストップのようなダイナミックストップ・ロスのメカニズムを導入し,ダウンサイドリスクをより良く制限する.
- 信号のフィルタリングや 音量などの確認メカニズムを 構築して 罠を避けましょう
- ポジションサイズのモジュールを追加し,市場状況に基づいてポジションサイズの調整を積極的に行う.
概要
この戦略は,ストカスティックおよびSMA指標の強みを組み合わせて強力なトレンド追跡能力を達成する. フレームワークは堅牢で,指標の適用は流動的です. パラメータとリスクモードを制御することによって,指標の性質はより良い安定性のために回復されます. 多時間枠判断はまた,製品や時間枠の間で適応性を向上させます. 全体的に,それは良い汎用性があり,さらなる最適化と強化のための大きな可能性を持っています.
/*backtest
start: 2023-11-17 00:00:00
end: 2023-12-17 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//►►►► Description ►►►►
//1. The Original Pine Script
//- Stochastic
//- SMA
//1.1 Concepts
//- Stochastic crossover and crossunder with range 80/20 or 70/30 or 50/50 from your risk you can adjust it from config
//- Confirm Signal by SMA High and Low Original Range is 50 or you can adjust by your self in config Setting
//1.2 Condition
//- Buy Condition = Stochastic crossover Sto Signal Line and SMA Filter <= 20 or 30 or 50 from your risk
//- Sell Condition = Stochastic crossunder Sto Signal Line and SMA Filter >= 80 or 70 or 50 from your risk
//1.3 Idea For Trading
//- Trend Runing If you use "Trend" Mode is Martingale Your Position Until You Have a Profit
//- Scalping You Can Adjust TP for Little Profit and Increase Your Winrate
//►►►► Strategy results ►►►►
// ►► Use an account size ►►
// - For Newbie i recommend try to use 50$ you can test in MT4 Or MT5 Start With 50$ Leverage : 1000
// - For Some User Have a Exp. Trading : 500$ you can use martingale for help your trading
// - For Expert User : 5000$ or 5000$ (Cent) you can use martingale for help your trading
// ►► realistic commission AND slippage ►►
// - Some Broker Not Have a commission for Gold and Forex.
// - slippage : default i'm Setting is 350 point, (it's mean 35 pip) it's average or your account is ECN or Zero Spread You can Set = 0
// ►► Size For Trading ►►
// - This strategy is Start From 0.01 lot and use martingale for next position
// - This not perfect strategy. it's have equity drawdown. just try and test your config you like.
// ►► Sample size Dataset Trading ►►
// - This Strategy Recommend For Long-Term Trading Becuase It's Have Martingale Help Your Next Position
//►►►► strategy's default Properties ►►►►
// - From Default Setting : Slippage or Spread Set = 0 (Becuase I don't know your account spread) you can set in Properties
// ** Some Broeker Are 2 Digits or 3 Digit You Must Set By Your Self (like 35 point or 350 point from your account spread)
// - From Default Setting : commission = 0 (Becuase I don't know your account commission) you can set in Properties
// ** Some Broeker Are not commission for forex and gold
//@version=5
var int slippage = 0
strategy("X48 - DayLight Hunter | Strategy | V.01.03", overlay=true)
var int hedge_mode = 0
var int sto_buy = 0
var int sto_sell = 0
Trade_Mode = input.string(defval = "Trend", title = "⚖️ Mode For Trade [Oneway / Hedge / ⭐Trend]", options = ["Oneway", "Hedge", "Trend"], group = "=== Mode Trade [Recommend Mode is ⭐Trend and ⭐Low Risk] ===", tooltip = "Oneway = Switching Position Type With Signal\nHedge Mode = Not Switching Position Type Unitl TP or SL")
Risk_Mode = input.string(defval = "Low Risk", title = "⚖️ Risk Signal Mode [⭐Low / Medium / High]", options = ["Low Risk", "Medium Risk", "High Risk"], group = "=== Mode Trade [Recommend Mode is ⭐Trend and ⭐Low Risk] ===", tooltip = "[[Signal Form Stochastic]]\nLow Risk is >= 80 and <= 20\nMedium Risk is >= 70 and <= 30\nHigh Risk is >= 50 and <=50")
if Trade_Mode == "Oneway"
hedge_mode := 0
else if Trade_Mode == "Hedge"
hedge_mode := 1
else if Trade_Mode == "Trend"
hedge_mode := 2
if Risk_Mode == "Low Risk"
sto_buy := 20
sto_sell := 80
else if Risk_Mode == "Medium Risk"
sto_buy := 30
sto_sell := 70
else if Risk_Mode == "High Risk"
sto_buy := 50
sto_sell := 50
periodK = input.int(15, title="%K Length", minval=1, group = "Stochastic Setting", inline = "Sto0")
smoothK = input.int(3, title="%K Smoothing", minval=1, group = "Stochastic Setting", inline = "Sto0")
periodD = input.int(3, title="%D Smoothing", minval=1, group = "Stochastic Setting", inline = "Sto0")
GRSMA = "=== 🧮 SMA Filter Mode ==="
SMA_Mode = input.bool(defval = true, title = "🧮 SMA High and Low Filter Mode", group = GRSMA, tooltip = "Sell Signal With Open >= SMA High\nBuy Signal With Close <= SMA Low")
SMA_High = input.int(defval = 50, title = "SMA High", group = GRSMA, inline = "SMA1")
SMA_Low = input.int(defval = 50, title = "SMA Low", group = GRSMA, inline = "SMA1")
k = ta.sma(ta.stoch(close, high, low, periodK), smoothK)
d = ta.sma(k, periodD)
high_line = ta.sma(high, SMA_High)
low_line = ta.sma(low, SMA_Low)
plot(SMA_Mode ? high_line : na, "H-Line", color = color.yellow, linewidth = 2)
plot(SMA_Mode ? low_line : na, "L-Line", color = color.blue, linewidth = 2)
entrybuyprice = strategy.position_avg_price
var bool longcondition = na
var bool shortcondition = na
if SMA_Mode == true
longcondition := ta.crossover(k,d) and d <= sto_buy and close < low_line and open < low_line// or ta.crossover(k, 20)// and close <= low_line
shortcondition := ta.crossunder(k,d) and d >= sto_sell and close > high_line and open > high_line// or ta.crossunder(k, 80)// and close >= high_line
else
longcondition := ta.crossover(k,d) and d <= sto_buy
shortcondition := ta.crossunder(k,d) and d >= sto_sell
//longcondition_double = ta.crossover(d,20) and close < low_line// and strategy.position_size > 0
//shortcondition_double = ta.crossunder(d,80) and close > high_line// and strategy.position_size < 0
//=============== TAKE PROFIT and STOP LOSS by % =================
tpsl(percent) =>
strategy.position_avg_price * percent / 100 / syminfo.mintick
GR4 = "=====🆘🆘🆘 TAKE PROFIT & STOP LOSS BY [%] 🆘🆘🆘====="
mode= input.bool(title="🆘 Take Profit & Stop Loss By Percent (%)", defval=true, group=GR4, tooltip = "Take Profit & Stop Loss by % Change\n0 = Disable")
tp_l = tpsl(input.float(0, title='🆘 TP [LONG] % >> [OneWay Only]', group=GR4, tooltip = "0 = Disable"))
tp_s = tpsl(input.float(0, title='🆘 TP [SHORT] % >> [OneWay Only]', group=GR4, tooltip = "0 = Disable"))
sl = tpsl(input.float(0, title='🆘 Stop Loss % [All Mode / 1st Position]', group=GR4, tooltip = "0 = Disable"))
tp_pnl = input.float(defval = 1, title = "🆘 TakeProfit by PNL ($) eg. (0.1 = 0.1$)", group = GR4, tooltip = "All Mode TP by PNL")
spread_size = input.float(defval = 0.350, title = "🆘 Spread Point Size(Eg. 35 Point or 350 Point From Your Broker Digits)", tooltip = "Spread Point Form Your Broker \nEg. 1920.124 - 1920.135 or 1920.12 - 1920.13\nPlease Check From Your Broker", group = GR4)
GR5 = "===💮💮💮 Hedge / Martingale Mode 💮💮💮==="
//hedge_mode = input.bool(defval = true, title = "⚖️ Hedge / Martingale Mode", group = GR5)
hedge_point = input.int(defval = 500, title = "💯 Hedge Point Range / Martingale Range", group = GR5, tooltip = "After Entry Last Position And Current Price More Than Point Range Are Open New Hedge Position")
hedge_gale = input.float(defval = 2.0, title = "✳️ Martingale For Hedge Multiply [default = 2]", tooltip = "Martingale For Multiply Hedge Order", group = GR5)
hedge_point_size = hedge_point/100
calcStopLossPrice(OffsetPts) =>
if strategy.position_size > 0
strategy.position_avg_price - OffsetPts * syminfo.mintick
else if strategy.position_size < 0
strategy.position_avg_price + OffsetPts * syminfo.mintick
else
na
calcStopLossL_AlertPrice(OffsetPts) =>
strategy.position_avg_price - OffsetPts * syminfo.mintick
calcStopLossS_AlertPrice(OffsetPts) =>
strategy.position_avg_price + OffsetPts * syminfo.mintick
calcTakeProfitPrice(OffsetPts) =>
if strategy.position_size > 0
strategy.position_avg_price + OffsetPts * syminfo.mintick
else if strategy.position_size < 0
strategy.position_avg_price - OffsetPts * syminfo.mintick
else
na
calcTakeProfitL_AlertPrice(OffsetPts) =>
strategy.position_avg_price + OffsetPts * syminfo.mintick
calcTakeProfitS_AlertPrice(OffsetPts) =>
strategy.position_avg_price - OffsetPts * syminfo.mintick
var stoploss = 0.
var stoploss_l = 0.
var stoploss_s = 0.
var takeprofit = 0.
var takeprofit_l = 0.
var takeprofit_s = 0.
var takeprofit_ll = 0.
var takeprofit_ss = 0.
if mode == true
if (strategy.position_size > 0)
if sl > 0
stoploss := calcStopLossPrice(sl)
stoploss_l := stoploss
else if sl <= 0
stoploss := na
if tp_l > 0
takeprofit := tp_l
takeprofit_ll := close + ((close/100)*tp_l)
//takeprofit_s := na
else if tp_l <= 0
takeprofit := na
if (strategy.position_size < 0)
if sl > 0
stoploss := calcStopLossPrice(sl)
stoploss_s := stoploss
else if sl <= 0
stoploss := na
if tp_s > 0
takeprofit := tp_s
takeprofit_ss := close - ((close/100)*tp_s)
//takeprofit_l := na
else if tp_s <= 0
takeprofit := na
else if strategy.position_size == 0
stoploss := na
takeprofit := na
//takeprofit_l := calcTakeProfitL_AlertPrice(tp_l)
//takeprofit_s := calcTakeProfitS_AlertPrice(tp_s)
//stoploss_l := calcStopLossL_AlertPrice(sl)
//stoploss_s := calcStopLossS_AlertPrice(sl)
//////////// INPUT BACKTEST RANGE ////////////////////////////////////////////////////
var string BTR1 = '════════⌚⌚ INPUT BACKTEST TIME RANGE ⌚⌚════════'
i_startTime = input(defval = timestamp("01 Jan 1945 00:00 +0000"), title = "Start", inline="timestart", group=BTR1, tooltip = 'Start Backtest YYYY/MM/DD')
i_endTime = input(defval = timestamp("01 Jan 2074 23:59 +0000"), title = "End", inline="timeend", group=BTR1, tooltip = 'End Backtest YYYY/MM/DD')
//////////////// Strategy Alert For X4815162342 BOT //////////////////////
Text_Alert_Future = '{{strategy.order.alert_message}}'
copy_Fu = input( defval= Text_Alert_Future , title="Alert Message for BOT", inline = '00' ,group = '═ Bot Setting ═ \n >> If You Dont Use Bot Just Pass It' ,tooltip = 'Alert For X48-BOT > Copy and Paste To Alert Function')
TimeFrame_input = input(defval= 'Input Your TimeFrame [1m, 15m, 1h, 4h, 1d ,1w]' , title="TimeFrame Text Alert", inline = '01' ,group = '═ Bot Setting ═ \n >> If You Dont Use Bot Just Pass It', tooltip = "[1m, 15m, 1h, 4h, 1d ,1w]")
string Alert_EntryL = '🪙 Asset : {{ticker}} \n💱 Status : {{strategy.market_position}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💸 Price : {{strategy.order.price}} $\n✅ TP : '+str.tostring(takeprofit_ll)+' $\n❌ SL : '+str.tostring(stoploss_l)+' $\n⏰ Time : {{timenow}}'
string Alert_EntryS = '🪙 Asset : {{ticker}} \n💱 Status : {{strategy.market_position}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💸 Price : {{strategy.order.price}} $\n✅ TP : '+str.tostring(takeprofit_ss)+' $\n❌ SL : '+str.tostring(stoploss_s)+' $\n⏰ Time : {{timenow}}'
string Alert_TPSL = '🪙 Asset : {{ticker}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💹 {{strategy.order.comment}}\n💸 Price : {{strategy.order.price}} $\n⏰ Time : {{timenow}}'
if true
if (longcondition and strategy.position_size == 0) or (longcondition and strategy.position_size < 0 and hedge_mode == 0)
strategy.entry("Long", strategy.long, comment = "🌙", alert_message = Alert_EntryL)
//if longcondition_double
// //strategy.cancel_all()
// strategy.entry("Long2", strategy.long, comment = "🌙🌙")
// //strategy.exit("Exit",'Long', qty_percent = 100 , profit = takeprofit, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L")
if (shortcondition and strategy.position_size == 0) or (shortcondition and strategy.position_size > 0 and hedge_mode == 0)
strategy.entry("Short", strategy.short, comment = "👻", alert_message = Alert_EntryS)
//strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S")
//if shortcondition_double
// //strategy.cancel_all()
// strategy.entry("Short2", strategy.short, comment = "👻👻")
if strategy.position_size > 0 and strategy.opentrades >= 1 and hedge_mode == 1
entrypricel = strategy.opentrades.entry_price(strategy.opentrades - 1)
callpointsize = entrypricel - close
lastsize = strategy.position_size
if callpointsize >= hedge_point_size and longcondition
strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)
if shortcondition
strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)
else if strategy.position_size < 0 and strategy.opentrades >= 1 and hedge_mode == 1
entryprices = strategy.opentrades.entry_price(strategy.opentrades - 1)
callpointsize = (entryprices - close)* -1
lastsize = (strategy.position_size) * -1
if callpointsize >= hedge_point_size and shortcondition
strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)
if longcondition
strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)
if strategy.position_size > 0 and strategy.opentrades >= 1 and hedge_mode == 2
entrypricel = strategy.opentrades.entry_price(strategy.opentrades - 1)
callpointsize = entrypricel - close
lastsize = strategy.position_size
if callpointsize >= hedge_point_size and longcondition
strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)
else if strategy.position_size < 0 and strategy.opentrades >= 1 and hedge_mode == 2
entryprices = strategy.opentrades.entry_price(strategy.opentrades - 1)
callpointsize = (entryprices - close)* -1
lastsize = (strategy.position_size) * -1
if callpointsize >= hedge_point_size and shortcondition
strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)
last_price_l = (strategy.opentrades.entry_price(strategy.opentrades - 1) + (strategy.opentrades.entry_price(strategy.opentrades - 1)/100) * takeprofit) + spread_size
last_price_s = (strategy.opentrades.entry_price(strategy.opentrades - 1) - (strategy.opentrades.entry_price(strategy.opentrades - 1)/100) * takeprofit) - spread_size
current_price = request.security(syminfo.tickerid, "1", close)
current_pricel = request.security(syminfo.tickerid, "1", close) + spread_size
current_prices = request.security(syminfo.tickerid, "1", close) - spread_size
//if mode == true
if strategy.position_size > 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 1
lastsize = strategy.position_size
lastprofitorder = strategy.openprofit
//if lastprofitorder >= 0.07
//strategy.close('Long', qty = lastsize, comment = "TP💚L", alert_message = Alert_TPSL, immediately = true)
strategy.cancel_all()
strategy.close_all(comment = "TP💚PNL", alert_message = Alert_TPSL, immediately = true)
//strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Long2', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚LH", comment_loss = "SL💚LH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Long', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L", alert_message = Alert_TPSL)
else if strategy.position_size > 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 1
strategy.exit("Exit",'Long', qty_percent = 100, stop = stoploss, comment_loss = "SL💚%L", alert_message = Alert_TPSL)
if strategy.position_size > 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 2
lastsize = strategy.position_size
lastprofitorder = strategy.openprofit
//if lastprofitorder >= 0.07
//strategy.close('Long', qty = lastsize, comment = "TP💚L", alert_message = Alert_TPSL, immediately = true)
strategy.cancel_all()
strategy.close_all(comment = "TP💚PNL", alert_message = Alert_TPSL, immediately = true)
//strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Long2', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚LH", comment_loss = "SL💚LH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Long', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L", alert_message = Alert_TPSL)
else if strategy.position_size > 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 2
strategy.exit("Exit",'Long', qty_percent = 100, stop = stoploss, comment_loss = "SL💚%L", alert_message = Alert_TPSL)
if strategy.position_size > 0 and mode == true and hedge_mode == 0
//strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL, immediately = true)
strategy.exit("Exit",'Long', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP💚%L", comment_loss = "SL💚%L", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Long', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP💚LL", comment_loss = "SL💚L", alert_message = Alert_TPSL)
if strategy.position_size < 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 1
lastsize = (strategy.position_size) * -1
lastprofitorder = strategy.openprofit
//if lastprofitorder >= 0.07
//strategy.close('Short', qty = lastsize, comment = "TP❤️️S", alert_message = Alert_TPSL, immediately = true)
strategy.cancel_all()
strategy.close_all(comment = "TP❤️️PNL", alert_message = Alert_TPSL, immediately = true)
//strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Short2', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️SH", comment_loss = "SL❤️️SH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Short', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)
else if strategy.position_size < 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 1
strategy.exit("Exit",'Short', qty_percent = 100, stop = stoploss, comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)
if strategy.position_size < 0 and mode == true and hedge_mode == 0
//strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL, immediately = true)
strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️%S", comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)
if strategy.position_size < 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 2
lastsize = (strategy.position_size) * -1
lastprofitorder = strategy.openprofit
//if lastprofitorder >= 0.07
//strategy.close('Short', qty = lastsize, comment = "TP❤️️S", alert_message = Alert_TPSL, immediately = true)
strategy.cancel_all()
strategy.close_all(comment = "TP❤️️PNL", alert_message = Alert_TPSL, immediately = true)
//strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Short2', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️SH", comment_loss = "SL❤️️SH", alert_message = Alert_TPSL)
//strategy.exit("Exit",'Short', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)
else if strategy.position_size < 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 2
strategy.exit("Exit",'Short', qty_percent = 100, stop = stoploss, comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)
//else if strategy.position_size < 0 and strategy.opentrades > 1
// lastsize = (strategy.position_size) * -1
// lastprofitorder = strategy.openprofit
// if lastprofitorder >= 0.07
// strategy.close_all(comment = "TP❤️️SS", alert_message = Alert_TPSL)
//===================== เรียกใช้ library =========================
import X4815162342/X48_LibaryStrategyStatus/2 as fuLi
//แสดงผล Backtest
show_Net = input.bool(true,'Monitor Profit&Loss', inline = 'Lnet', group = '= PNL MONITOR SETTING =')
position_ = input.string('bottom_center','Position', options = ['top_right','middle_right','bottom_right','top_center','middle_center','bottom_center','middle_left','bottom_left'] , inline = 'Lnet')
size_i = input.string('auto','size', options = ['auto','tiny','small','normal'] , inline = 'Lnet')
color_Net = input.color(color.blue,"" , inline = 'Lnet')
// fuLi.NetProfit_Show(show_Net , position_ , size_i, color_Net )
もっと
- MACD ロボット トレーディング戦略
- Bollinger Bands ダブルスタンダードデバイエーション取引戦略
- MACDとRSIクロスオーバー信号に基づく取引戦略
- バイエスの条件 RSI トレーディング戦略
- ピボット逆転戦略
- 量的な取引戦略,TSI指標とHull移動平均に基づいて
- チャンネルトレンド戦略
- CCIの長期戦略のみ
- 移動平均リボン戦略
- MACD 双動平均追跡戦略
- ハイキン・アシ - 0.5% 短期取引戦略の変更
- ポジティブチャネル EMA トレイリングストップ戦略
- ガリレオ・ガリレーの移動平均のクロスオーバー戦略
- ウィリアムズ指標のACバックテスト戦略
- 低波動性 方向性 買取 利益 引き取り ストップ ロス
- 移動平均値に基づく固定パーセントのストップ損失と収益戦略
- 二重EMAと価格変動指数に基づく量的な取引戦略
- モメントブレイク 双方向追跡戦略
- スーパートレンド LSMA ロング戦略
- 3バーと4バーのブレイクアウト逆転戦略