この戦略は,キャンドルスタイクチャート上のさまざまな価格パターン形成を特定することによって,購入・売却信号を決定する.この戦略は,チャンルーンとダウ理論などの技術分析方法を組み込み,市場における屈折点を捕捉するために12以上の一般的なグラフィックパターンを利用する.
この戦略の核心は,様々なキャンドルスタイクパターンを認識することにある. 飲み込むライン,ハラミライン,ピアスライン,朝の星など. 上向きなパターンが特定されると,買い信号が生成され,下向きなパターンが検出されると,売り信号が誘発される.
例えば,3つの白い兵士のパターンが認識されると,最後の3本のろうそくは全て長い緑色のろうそくであり,それぞれのろうそくの閉じる価格は開く価格を超えており,強い買いが価格を押し上げていることを示し,買い信号が生成されます.
各パターンは特定する特定のアルゴリズムを持っています. 戦略は歴史的なキャンドルスタイクをスキャンし,各バーが特定のパターンの配列アルゴリズムを満たしているかどうかを判断し,それが完了すると,その信号をマークするバーにグラフィックマーカーをプロットします.
この戦略は,技術的ツールを使用してキャンドルスティックバーで形成されたグラフィックパターンを分析することで,将来の市場動きを決定する.この戦略は実践的に使用できますが,トレーダーは依然として一般的な市場環境を考慮し,地元の形状のために主要なトレンドを見逃すのを避ける必要があります.さらなる最適化によって,戦略の安定性と収益性を向上させることを約束しています.
/*backtest start: 2024-01-10 00:00:00 end: 2024-01-17 00:00:00 period: 2h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=2 strategy("Candle Patterns Strategy", shorttitle="CPS", overlay=true) //--- Patterns Input --- OnEngulfing = input(defval=true, title="Engulfing", type=bool) OnHarami = input(defval=true, title="Harami", type=bool) OnPiercingLine = input(defval=true, title="Piercing Line / Dark Cloud Cover", type=bool) OnMorningStar = input(defval=true, title="Morning Star / Evening Star ", type=bool) OnBeltHold = input(defval=true, title="Belt Hold", type=bool) OnThreeWhiteSoldiers = input(defval=true, title="Three White Soldiers / Three Black Crows", type=bool) OnThreeStarsInTheSouth = input(defval=true, title="Three Stars in the South", type=bool) OnStickSandwich = input(defval=true, title="Stick Sandwich", type=bool) OnMeetingLine = input(defval=true, title="Meeting Line", type=bool) OnKicking = input(defval=true, title="Kicking", type=bool) OnLadderBottom = input(defval=true, title="Ladder Bottom", type=bool) //--- Risk Management Input --- inpsl = input(defval = 70, title="Stop Loss", minval = 0) inptp = input(defval = 1000, title="Take Profit", minval = 0) inptrail = input(defval = 30, title="Trailing Stop", minval = 0) // If the zero value is set for stop loss, take profit or trailing stop, then the function is disabled sl = inpsl >= 1 ? inpsl : na tp = inptp >= 1 ? inptp : na trail = inptrail >= 1 ? inptrail : na //--- Session Input --- sess = input(defval = "0000-0000", title="Trading session") t = time(timeframe.period, sess) session_open = true // --- Candlestick Patterns --- //Engulfing bullish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]<open[1] and close[0]>close[1] and close[0]>open[0] and close[1]<close[2] and close[0]>open[1] ? OnEngulfing : na bearish_engulfing = high[0]>high[1] and low[0]<low[1] and open[0]>open[1] and close[0]<close[1] and close[0]<open[0] and close[1]>close[2] and close[0]<open[1] ? OnEngulfing : na //Harami bullish_harami = open[1]>close[1] and close[1]<close[2] and open[0]>close[1] and open[0]<open[1] and close[0]>close[1] and close[0]<open[1] and high[0]<high[1] and low[0]>low[1] and close[0]>=open[0] ? OnHarami : na bearish_harami = open[1]<close[1] and close[1]>close[2] and open[0]<close[1] and open[0]>open[1] and close[0]<close[1] and close[0]>open[1] and high[0]<high[1] and low[0]>low[1] and close[0]<=open[0] ? OnHarami : na //Piercing Line/Dark Cloud Cover piercing_line = close[2]>close[1] and open[0]<low[1] and close[0]>avg(open[1],close[1]) and close[0]<open[1] ? OnPiercingLine : na dark_cloud_cover = close[2]<close[1] and open[0]>high[1] and close[0]<avg(open[1],close[1]) and close[0]>open[1] ? OnPiercingLine : na //Morning Star/Evening Star morning_star = close[3]>close[2] and close[2]<open[2] and open[1]<close[2] and close[1]<close[2] and open[0]>open[1] and open[0]>close[1] and close[0]>close[2] and open[2]-close[2]>close[0]-open[0] ? OnMorningStar : na evening_star = close[3]<close[2] and close[2]>open[2] and open[1]>close[2] and close[1]>close[2] and open[0]<open[1] and open[0]<close[1] and close[0]<close[2] and close[2]-open[2]>open[0]-close[0] ? OnMorningStar : na //Belt Hold bullish_belt_hold = close[1]<open[1] and low[1]>open[0] and close[1]>open[0] and open[0]==low[0] and close[0]>avg(close[0],open[0]) ? OnBeltHold :na bearish_belt_hold = close[1]>open[1] and high[1]<open[0] and close[1]<open[0] and open[0]==high[0] and close[0]<avg(close[0],open[0]) ? OnBeltHold :na //Three White Soldiers/Three Black Crows three_white_soldiers = close[3]<open[3] and open[2]<close[3] and close[2]>avg(close[2],open[2]) and open[1]>open[2] and open[1]<close[2] and close[1]>avg(close[1],open[1]) and open[0]>open[1] and open[0]<close[1] and close[0]>avg(close[0],open[0]) and high[1]>high[2] and high[0]>high[1] ? OnThreeWhiteSoldiers : na three_black_crows = close[3]>open[3] and open[2]>close[3] and close[2]<avg(close[2],open[2]) and open[1]<open[2] and open[1]>close[2] and close[1]<avg(close[1],open[1]) and open[0]<open[1] and open[0]>close[1] and close[0]<avg(close[0],open[0]) and low[1]<low[2] and low[0]<low[1] ? OnThreeWhiteSoldiers : na //Three Stars in the South three_stars_in_the_south = open[3]>close[3] and open[2]>close[2] and open[2]==high[2] and open[1]>close[1] and open[1]<open[2] and open[1]>close[2] and low[1]>low[2] and open[1]==high[1] and open[0]>close[0] and open[0]<open[1] and open[0]>close[1] and open[0]==high[0] and close[0]==low[0] and close[0]>=low[1] ? OnThreeStarsInTheSouth : na //Stick Sandwich stick_sandwich = open[2]>close[2] and open[1]>close[2] and open[1]<close[1] and open[0]>close[1] and open[0]>close[0] and close[0]==close[2] ? OnStickSandwich : na //Meeting Line bullish_ml = open[2]>close[2] and open[1]>close[1] and close[1]==close[0] and open[0]<close[0] and open[1]>=high[0] ? OnMeetingLine : na bearish_ml = open[2]<close[2] and open[1]<close[1] and close[1]==close[0] and open[0]>close[0] and open[1]<=low[0] ? OnMeetingLine : na //Kicking bullish_kicking = open[1]>close[1] and open[1]==high[1] and close[1]==low[1] and open[0]>open[1] and open[0]==low[0] and close[0]==high[0] and close[0]-open[0]>open[1]-close[1] ? OnKicking : na bearish_kicking = open[1]<close[1] and open[1]==low[1] and close[1]==high[1] and open[0]<open[1] and open[0]==high[0] and close[0]==low[0] and open[0]-close[0]>close[1]-open[1] ? OnKicking : na //Ladder Bottom ladder_bottom = open[4]>close[4] and open[3]>close[3] and open[3]<open[4] and open[2]>close[2] and open[2]<open[3] and open[1]>close[1] and open[1]<open[2] and open[0]<close[0] and open[0]>open[1] and low[4]>low[3] and low[3]>low[2] and low[2]>low[1] ? OnLadderBottom : na // ---Plotting --- plotshape(bullish_engulfing, text='Engulfing', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Engulfing Text") plotshape(bearish_engulfing,text='Engulfing', style=shape.triangledown, color=#F35A54, editable=true, title="Bearish Engulfing Text") plotshape(bullish_harami,text='Harami', style=shape.triangleup, color=#1FADA2, editable=true, title="Bullish Harami Text") plotshape(bearish_harami,text='Harami', style=shape.triangledown, color=#F35A54, editable=true, title="BEarish Harami Text") plotshape(piercing_line,text='Piercing Line', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(dark_cloud_cover,text='Dark Cloud Cover', style=shape.triangledown, color=#F35A54, editable=false) plotshape(morning_star,text='Morning Star', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(evening_star,text='Evening Star', style=shape.triangledown, color=#F35A54, editable=false) plotshape(bullish_belt_hold,text='Belt Hold', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bearish_belt_hold,text='Belt Hold', style=shape.triangledown, color=#F35A54, editable=false) plotshape(three_white_soldiers,text='Three White Soldiers', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(three_black_crows,text='Three Black Crows', style=shape.triangledown, color=#F35A54, editable=false) plotshape(three_stars_in_the_south,text='3 Stars South', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(stick_sandwich,text='Stick Sandwich', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bullish_ml,text='Meeting Line', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bearish_ml,text='Meeting Line', style=shape.triangledown, color=#F35A54, editable=false) plotshape(bullish_kicking,text='Kicking', style=shape.triangleup, color=#1FADA2, editable=false) plotshape(bearish_kicking,text='Kicking', style=shape.triangledown, color=#F35A54, editable=false) plotshape(ladder_bottom,text='Ladder Bottom', style=shape.triangleup, color=#1FADA2, editable=false) // --- STRATEGY --- SignalUp = bullish_engulfing or bullish_harami or piercing_line or morning_star or bullish_belt_hold or three_white_soldiers or three_stars_in_the_south or stick_sandwich or bullish_ml or bullish_kicking or ladder_bottom SignalDown = bearish_engulfing or bearish_harami or dark_cloud_cover or evening_star or bearish_belt_hold or three_black_crows or bearish_ml or bearish_kicking strategy.entry("long", true, when = SignalUp and session_open) strategy.entry("short", false, when = SignalDown and session_open) strategy.close("long", when = not session_open) strategy.close("short", when = not session_open) strategy.exit("Risk Exit long", from_entry = "long", profit = tp, trail_points = trail, loss = sl) strategy.exit("Risk Exit short", from_entry = "short", profit = tp, trail_points = trail, loss = sl )