複数の移動平均値のクロスオーバー取引戦略
作者: リン・ハーンチャオチャン, 日時: 2023-12-20 14:12:20タグ:
概要 この戦略は3つの移動平均線 (MA1,MA2,MA3) のクロスオーバーに基づいています. 3つのMAの種類,期間,価格データ源,解像度を設定し,またそれらのクロスで取引できるようにすることで,柔軟な取引戦略の組み合わせを得ることができます.
原則 この戦略は,主に3つの移動平均線間のクロスオーバーとアンダークロス信号を取引信号として利用する.短期間MAが長期間MAを下から上へと横切ると,長いエントリー信号を生成し,短期間MAが長期間MAを上から下へと横切ると,出口信号を生成する.
ユーザーは3つのMAの種類 (SMA,EMAなど),期間,価格データソース (閉値,最高値など) および解像度 (分間棒,日間棒など) を自由に選択できます.また,各MA間のクロスで取引を有効または無効にすることで,特定のクロスで取引行動を起こすかどうかを決定することができます.
現在,この戦略は,市場オーダーでポジションを入力し,終了するだけになります.デフォルトでは,各取引は,総口座資本の100%を使用します.
利点
- 柔軟な最適化と組み合わせにより,MAsのパラメータを自由に選択し,曲線フィットリスクを下げる
- 複数のMA交差により,より多くの取引機会を生み出し,取引頻度が増加します
- トレンドフォローと逆転の間の長期,中期,短期MAsのバランスを利用する
- 異なる解像度のサポートにより,複数のタイムフレームの分析が可能になります.
- 内蔵予報機能は,パラメータのフィッティング効果のテストを可能にします
リスク
- パラメータの組み合わせが多ければ,オーバーフィッティングになる可能性があります.
- 取引頻度が高い場合,取引手数料とスライプコストが上昇する可能性があります.
- 入場価格を制限できない市場注文
- 複数のMAで矛盾する信号が発生する可能性があります.
- バックテストとライブ・トレーディングの間にパフォーマンス差がある可能性があります.
最適化 の 提案
- ウォークス・フォワード分析で有効なパラメータ範囲を取得
- バックテストで取引手数料とスリップコストを追加する
- 市場オーダーの代わりに制限オーダーを試してください
- 矛盾する信号を避けるためにフィルターを追加する
- シミュレーションされた現実的な環境で戦略の堅牢性を検証する
概要 この戦略は,MAsのスムージング特性とクロスオーバー信号のパターン認識力を包括的に活用している.ユーザーはトレンドフォローと逆転識別のバランスを取るパラメータを柔軟に選択することができる.また,バックテストでシミュレーションされた複雑な市場条件下で戦略の強度を検証することによってオーバーフィッティングのリスクを制御すべきである.結論として,この戦略は,複数のMAを取引に使用する効果的な例を提供します.
/*backtest
start: 2023-11-19 00:00:00
end: 2023-12-19 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//
// study(title, shorttitle, overlay, format, precision)
// https://www.tradingview.com/pine-script-reference/#fun_strategy
strategy(shorttitle = "TManyMA Strategy - ST9 - Long Market Only", title="Triple Many Moving Averages", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// MA#Period is a variable used to store the indicator lookback period. In this case, from the input.
// input - https://www.tradingview.com/pine-script-docs/en/v4/annotations/Script_inputs.html
MA1Period = input(50, title="MA1 Period", minval=1, step=1)
MA1Type = input(title="MA1 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MA1Source = input(title="MA1 Source", type=input.source, defval=close)
MA1Resolution = input(title="MA1 Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MA1Visible = input(title="MA1 Visible", type=input.bool, defval=true) // Will automatically hide crossBovers containing this MA
MA2Period = input(100, title="MA2 Period", minval=1, step=1)
MA2Type = input(title="MA2 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MA2Source = input(title="MA2 Source", type=input.source, defval=close)
MA2Resolution = input(title="MA2 Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MA2Visible = input(title="MA2 Visible", type=input.bool, defval=true) // Will automatically hide crossovers containing this MA
MA3Period = input(200, title="MA3 Period", minval=1, step=1)
MA3Type = input(title="MA3 Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MA3Source = input(title="MA3 Source", type=input.source, defval=close)
MA3Resolution = input(title="MA3 Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MA3Visible = input(title="MA3 Visible", type=input.bool, defval=true) // Will automatically hide crossovers containing this MA
ShowCrosses = input(title="Show Crosses", type=input.bool, defval=false)
ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecasts = input(title="Show Forecasts", type=input.bool, defval=true)
ShowRibbons = input(title="Show Ribbons", type=input.bool, defval=true)
TradeMA12Crosses = input(title="Trade MA 1-2 Crosses", type=input.bool, defval=true)
TradeMA13Crosses = input(title="Trade MA 1-3 Crosses", type=input.bool, defval=true)
TradeMA23Crosses = input(title="Trade MA 2-3 Crosses", type=input.bool, defval=true)
// MA# is a variable used to store the actual moving average value.
// if statements - https://www.tradingview.com/pine-script-reference/#op_if
// MA functions - https://www.tradingview.com/pine-script-reference/ (must search for appropriate MA)
// custom functions in pine - https://www.tradingview.com/wiki/Declaring_Functions
ma(MAType, MASource, MAPeriod) =>
if MAType == "SMA"
ta.sma(MASource, MAPeriod)
else
if MAType == "EMA"
ta.ema(MASource, MAPeriod)
else
if MAType == "WMA"
ta.wma(MASource, MAPeriod)
else
if MAType == "RMA"
ta.rma(MASource, MAPeriod)
else
if MAType == "HMA"
ta.wma(2*wma(MASource, MAPeriod/2)-ta.wma(MASource, MAPeriod), round(sqrt(MAPeriod)))
else
if MAType == "DEMA"
e = ta.ema(MASource, MAPeriod)
2 * e - ta.ema(e, MAPeriod)
else
if MAType == "TEMA"
e = ta.ema(MASource, MAPeriod)
3 * (e - ta.ema(e, MAPeriod)) + ta.ema(ema(e, MAPeriod), MAPeriod)
else
if MAType == "VWMA"
ta.vwma(MASource, MAPeriod)
res(MAResolution) =>
if MAResolution == "00 Current"
timeframe.period
else
if MAResolution == "01 1m"
"1"
else
if MAResolution == "02 3m"
"3"
else
if MAResolution == "03 5m"
"5"
else
if MAResolution == "04 15m"
"15"
else
if MAResolution == "05 30m"
"30"
else
if MAResolution == "06 45m"
"45"
else
if MAResolution == "07 1h"
"60"
else
if MAResolution == "08 2h"
"120"
else
if MAResolution == "09 3h"
"180"
else
if MAResolution == "10 4h"
"240"
else
if MAResolution == "11 1D"
"1D"
else
if MAResolution == "12 1W"
"1W"
else
if MAResolution == "13 1M"
"1M"
// https://www.tradingview.com/pine-script-reference/#fun_request.security
MA1 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period))
MA2 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period))
MA3 = request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period))
// Plotting crossover/unders for all combinations of crosses
// Crossovers no longer detected in label code, they need to be re-used for strategy - crosses and visibility must be set
MA12Crossover = MA1Visible and MA2Visible and ta.crossover(MA1, MA2)
MA12Crossunder = MA1Visible and MA2Visible and ta.crossunder(MA1, MA2)
MA13Crossover = MA1Visible and MA3Visible and ta.crossover(MA1, MA3)
MA13Crossunder = MA1Visible and MA3Visible and ta.crossunder(MA1, MA3)
MA23Crossover = MA2Visible and MA3Visible and ta.crossover(MA2, MA3)
MA23Crossunder = MA2Visible and MA3Visible and ta.crossunder(MA2, MA3)
// https://www.tradingview.com/pine-script-reference/v4/#fun_label%7Bdot%7Dnew
if ShowCrosses and MA12Crossunder
lun1 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed under '+tostring(MA2Period)+' '+MA2Type,
color=color.red,
textcolor=color.red,
style=label.style_xcross, size=size.small)
label.set_y(lun1, MA1)
if ShowCrosses and MA12Crossover
lup1 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed over '+tostring(MA2Period)+' '+MA2Type,
color=color.green,
textcolor=color.green,
style=label.style_xcross, size=size.small)
label.set_y(lup1, MA1)
if ShowCrosses and MA13Crossunder
lun2 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed under '+tostring(MA3Period)+' '+MA3Type,
color=color.red,
textcolor=color.red,
style=label.style_xcross, size=size.small)
label.set_y(lun2, MA1)
if ShowCrosses and MA13Crossover
lup2 = label.new(bar_index, na, tostring(MA1Period)+' '+MA1Type+' crossed over '+tostring(MA3Period)+' '+MA3Type,
color=color.green,
textcolor=color.green,
style=label.style_xcross, size=size.small)
label.set_y(lup2, MA1)
if ShowCrosses and MA23Crossunder
lun3 = label.new(bar_index, na, tostring(MA2Period)+' '+MA2Type+' crossed under '+tostring(MA3Period)+' '+MA3Type,
color=color.red,
textcolor=color.red,
style=label.style_xcross, size=size.small)
label.set_y(lun3, MA2)
if ShowCrosses and MA23Crossover
lup3 = label.new(bar_index, na, tostring(MA2Period)+' '+MA2Type+' crossed over '+tostring(MA3Period)+' '+MA3Type,
color=color.green,
textcolor=color.green,
style=label.style_xcross, size=size.small)
label.set_y(lup3, MA2)
// plot - This will draw the information on the chart
// plot - https://www.tradingview.com/pine-script-docs/en/v4/annotations/plot_annotation.html
plot(MA1Visible ? MA1 : na, color=color.green, linewidth=2, title="MA1")
plot(MA2Visible ? MA2 : na, color=color.yellow, linewidth=3, title="MA2")
plot(MA3Visible ? MA3 : na, color=color.red, linewidth=4, title="MA3")
// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
// it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
// custom functions in pine - https://www.tradingview.com/wiki/Declaring_Functions
bias(Bias, BiasPeriod) =>
if Bias == "Neutral"
0
else
if Bias == "Bullish"
(atr(BiasPeriod) * ForecastBiasMagnitude)
else
if Bias == "Bearish"
((atr(BiasPeriod) * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias
// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MA1Forecast1 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 1)) * (MA1Period - 1) + ((MA1Source * 1) + (Bias * 1))) / MA1Period
MA1Forecast2 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 2)) * (MA1Period - 2) + ((MA1Source * 2) + (Bias * 2))) / MA1Period
MA1Forecast3 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 3)) * (MA1Period - 3) + ((MA1Source * 3) + (Bias * 3))) / MA1Period
MA1Forecast4 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 4)) * (MA1Period - 4) + ((MA1Source * 4) + (Bias * 4))) / MA1Period
MA1Forecast5 = (request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, MA1Period - 5)) * (MA1Period - 5) + ((MA1Source * 5) + (Bias * 5))) / MA1Period
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast1 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 1", offset=1, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast2 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 2", offset=2, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast3 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 3", offset=3, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast4 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 4", offset=4, show_last=1)
plot(MA1Resolution == "00 Current" and ShowForecasts and MA1Visible ? MA1Forecast5 : na, color=color.green, linewidth=1, style=plot.style_circles, title="MA1 Forecast 5", offset=5, show_last=1)
MA2Forecast1 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 1)) * (MA2Period - 1) + ((MA1Source * 1) + (Bias * 1))) / MA2Period
MA2Forecast2 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 2)) * (MA2Period - 2) + ((MA1Source * 2) + (Bias * 2))) / MA2Period
MA2Forecast3 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 3)) * (MA2Period - 3) + ((MA1Source * 3) + (Bias * 3))) / MA2Period
MA2Forecast4 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 4)) * (MA2Period - 4) + ((MA1Source * 4) + (Bias * 4))) / MA2Period
MA2Forecast5 = (request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, MA2Period - 5)) * (MA2Period - 5) + ((MA1Source * 5) + (Bias * 5))) / MA2Period
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast1 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 1", offset=1, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast2 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 2", offset=2, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast3 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 3", offset=3, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast4 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 4", offset=4, show_last=1)
plot(MA2Resolution == "00 Current" and ShowForecasts and MA2Visible ? MA2Forecast5 : na, color=color.yellow, linewidth=1, style=plot.style_circles, title="MA2 Forecast 5", offset=5, show_last=1)
MA3Forecast1 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 1)) * (MA3Period - 1) + ((MA1Source * 1) + (Bias * 1))) / MA3Period
MA3Forecast2 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 2)) * (MA3Period - 2) + ((MA1Source * 2) + (Bias * 2))) / MA3Period
MA3Forecast3 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 3)) * (MA3Period - 3) + ((MA1Source * 3) + (Bias * 3))) / MA3Period
MA3Forecast4 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 4)) * (MA3Period - 4) + ((MA1Source * 4) + (Bias * 4))) / MA3Period
MA3Forecast5 = (request.security(syminfo.tickerid, res(MA3Resolution), ma(MA3Type, MA3Source, MA3Period - 5)) * (MA3Period - 5) + ((MA1Source * 5) + (Bias * 5))) / MA3Period
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast1 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 1", offset=1, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast2 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 2", offset=2, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast3 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 3", offset=3, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast4 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 4", offset=4, show_last=1)
plot(MA3Resolution == "00 Current" and ShowForecasts and MA3Visible ? MA3Forecast5 : na, color=color.red, linewidth=1, style=plot.style_circles, title="MA3 Forecast 5", offset=5, show_last=1)
// Ribbon related code
// For Ribbons to work - they must use the same MAType, MAResolution and MASource. This is to ensure the ribbons are fair between one to the other.
// Ribbons also will usually look better if MA1Period < MA2Period and MA2Period < MA3Period
// custom functions in pine - https://www.tradingview.com/wiki/Declaring_Functions
// This function is used to calculate the period to be used on a ribbon based on existing MAs
rperiod(P1, P2, Step, Ribbons) =>
((array.abs(P1 - P2)) / (Ribbons + 1) * Step) + math.min(P1, P2)
// divide by +1 so that 5 lines can show. Divide by 5 and one line shows up on another MA
// MA1-MA2
Ribbon1 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 1, 5)))
Ribbon2 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 2, 5)))
Ribbon3 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 3, 5)))
Ribbon4 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 4, 5)))
Ribbon5 = request.security(syminfo.tickerid, res(MA1Resolution), ma(MA1Type, MA1Source, rperiod(MA1Period, MA2Period, 5, 5)))
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon1 : na, color=color.green, linewidth=1, style=plot.style_line, title="Ribbon1", transp=90)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon2 : na, color=color.green, linewidth=1, style=plot.style_line, title="Ribbon2", transp=85)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon3 : na, color=color.green, linewidth=1, style=plot.style_line, title="Ribbon3", transp=80)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon4 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon4", transp=75)
plot(ShowRibbons and MA1Type == MA2Type and MA1Resolution == MA2Resolution and MA1Source == MA2Source ? Ribbon5 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon5", transp=70)
// MA2-MA3
Ribbon6 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 1, 5)))
Ribbon7 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 2, 5)))
Ribbon8 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 3, 5)))
Ribbon9 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 4, 5)))
Ribbon10 = request.security(syminfo.tickerid, res(MA2Resolution), ma(MA2Type, MA2Source, rperiod(MA2Period, MA3Period, 5, 5)))
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon6 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon6", transp=70)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon7 : na, color=color.yellow, linewidth=1, style=plot.style_line, title="Ribbon7", transp=75)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon8 : na, color=color.red, linewidth=1, style=plot.style_line, title="Ribbon8", transp=80)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon9 : na, color=color.red, linewidth=1, style=plot.style_line, title="Ribbon9", transp=85)
plot(ShowRibbons and MA2Type == MA3Type and MA2Resolution == MA3Resolution and MA2Source == MA3Source ? Ribbon10 : na, color=color.red, linewidth=1, style=plot.style_line, title="Ribbon10", transp=90)
// Strategy Specific
if MA12Crossover and TradeMA12Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}entry
strategy.entry("1 over 2", strategy.long, comment="1 over 2")
if MA12Crossunder and TradeMA12Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}close
strategy.close("1 over 2")
if MA13Crossover and TradeMA13Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}entry
strategy.entry("1 over 3", strategy.long, comment="1 over 3")
if MA13Crossunder and TradeMA13Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}close
strategy.close("1 over 3")
if MA23Crossover and TradeMA23Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}entry
strategy.entry("2 over 3", strategy.long, comment="2 over 3")
if MA23Crossunder and TradeMA23Crosses
//https://www.tradingview.com/pine-script-reference/#fun_strategy{dot}close
strategy.close("2 over 3")
もっと
- スタン・ザ・マン - 二重移動平均値と波動性に基づいた高度な株式取引戦略
- 逆の意味の突破戦略
- 2倍移動平均逆転戦略
- ロガリズム式価格予測戦略
- 簡単な移動平均のクロスオーバー戦略
- Bollinger Bands と RSI トレンド フォロー ストラテジー
- 精密なEMAクロスオーバー戦略
- 動向平均に基づく戦略をフォローする傾向
- RSI トレーディング戦略
- トートル・トレンド・トレーディング・システム
- 柔軟なMA/VWAPクロスオーバー戦略,ストップ・ロス/テイク・プロフィート
- ボリンジャー・バンドに基づく価格アクション戦略
- 2つの移動平均範囲のブレークアウト戦略
- 移動平均線を持つグリッド戦略
- 二重移動平均知能追跡戦略
- RSI-EMA トレンドブレイク戦略
- ターンポイント予測オシレーター バックテスト戦略
- 移動平均戦略に基づく統合されたイチモク・ケルトナー取引システム
- 二重追跡の亀取引戦略
- イチモク・キンコ・ヒョー ベースBTC取引戦略