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2. ダイナミックリスク管理戦略を踏まえた多指標の動向

ダイナミックリスク管理戦略を踏まえた多指標の動向

作者: リン・ハーンチャオチャン,日付: 2024-04-03 17:34:42
タグ:RSIマックドエイマATR

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//@version=5
strategy("Enhanced Professional Strategy V6", shorttitle="EPS V6", overlay=true)

// Input parameters with tooltips for enhanced user understanding.
rsiPeriod = input.int(14, title="RSI Period", tooltip="Period length for the Relative Strength Index. Standard setting is 14. Adjust to increase or decrease sensitivity.")
macdFastLength = input.int(12, title="MACD Fast Length", tooltip="Length for the fast EMA in the MACD. Typical setting is 12. Adjust for faster signal response.")
macdSlowLength = input.int(26, title="MACD Slow Length", tooltip="Length for the slow EMA in the MACD. Standard setting is 26. Adjust for slower signal stabilization.")
macdSmoothing = input.int(9, title="MACD Smoothing", tooltip="Smoothing length for the MACD signal line. Commonly set to 9. Modifies signal line smoothness.")
atrLength = input.int(14, title="ATR Length", tooltip="Period length for the Average True Range. Used to measure market volatility.")
riskRewardRatio = input.float(2.0, title="Risk/Reward Ratio", tooltip="Your target risk vs. reward ratio. A setting of 2.0 aims for profits twice the size of the risk.")
emaFastLength = input.int(50, title="EMA Fast Length", tooltip="Period length for the fast Exponential Moving Average. Influences trend sensitivity.")
emaSlowLength = input.int(200, title="EMA Slow Length", tooltip="Period length for the slow Exponential Moving Average. Determines long-term trend direction.")
trailStopMultiplier = input.float(3.0, title="Trailing Stop Multiplier", tooltip="Multiplier for ATR to set trailing stop levels. Adjusts stop loss sensitivity to volatility.")
riskPerTrade = input.float(1.0, title="Risk Per Trade (%)", tooltip="Percentage of equity risked per trade. Helps maintain consistent risk management.")
targetProfitRatio = input.float(2.0, title="Target Profit Ratio", tooltip="Multiplier for setting a profit target above the risk/reward ratio. For capturing extended gains.")
displayLines = input.bool(true, title="Display Stop/Target Lines", tooltip="Enable to show stop loss and target profit lines on the chart for visual reference.")

// Technical Indicator Calculations
rsi = ta.rsi(close, rsiPeriod)
[macdLine, signalLine, _] = ta.macd(close, macdFastLength, macdSlowLength, macdSmoothing)
atr = ta.atr(atrLength)
emaFast = ta.ema(close, emaFastLength)
emaSlow = ta.ema(close, emaSlowLength)

// Define trailing stop based on ATR
atrTrailStop = atr * trailStopMultiplier

// Entry Conditions for Long and Short Trades
longCondition = ta.crossover(macdLine, signalLine) and rsi < 70 and close > emaFast and emaFast > emaSlow
shortCondition = ta.crossunder(macdLine, signalLine) and rsi > 30 and close < emaFast and emaFast < emaSlow

// Dynamic Position Sizing Based on Risk Management
slPoints = atr * 2
riskAmount = strategy.equity * riskPerTrade / 100
qty = riskAmount / slPoints

// Strategy Execution with Entry and Exit Conditions
if (longCondition)
    strategy.entry("Long", strategy.long, qty=qty)
    strategy.exit("Exit Long", "Long", stop=close - atrTrailStop, limit=close + (atrTrailStop * riskRewardRatio))
    strategy.exit("Target Profit Long", "Long", limit=close + (atrTrailStop * riskRewardRatio * targetProfitRatio))

if (shortCondition)
    strategy.entry("Short", strategy.short, qty=qty)
    strategy.exit("Exit Short", "Short", stop=close + atrTrailStop, limit=close - (atrTrailStop * riskRewardRatio))
    strategy.exit("Target Profit Short", "Short", limit=close - (atrTrailStop * riskRewardRatio * targetProfitRatio))

// Visualization: EMA lines and Entry/Exit Shapes
plot(emaFast, "EMA Fast", color=color.red)
plot(emaSlow, "EMA Slow", color=color.blue)
plotshape(series=longCondition and displayLines, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, title="Long Entry")
plotshape(series=shortCondition and displayLines, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, title="Short Entry")

// Educational Instructions & Tips
// Note: Use comments for static educational content within the script.
// Adjust the 'RSI Period' and 'MACD Lengths' to match the market's volatility.
// The 'Risk Management Settings' align the strategy with your risk tolerance and capital management plan.
// 'Visualization and Control Settings' customize the strategy's appearance on your chart.
// Experiment with 'ATR Lengths' and 'Multipliers' to optimize the strategy for different market conditions.
// Regularly review trade history and adjust 'Risk Per Trade' to manage drawdowns effectively.

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• RSI/MACD/ATRとの強化されたEMAクロスオーバー戦略
• 多期動的ATRトレンド追跡戦略
• 多期市場動向のクロスオーバー戦略
• 多指標総合的なモメンタム・トレーディング戦略
• MACDバレー検出器戦略
• 多指標性高レバレッジの短期取引戦略
• EMA/MACD/RSIのクロスオーバー戦略
• 双 EMA トレンド モメンタム 取引戦略
• 多期指数指数移動平均のクロスオーバー戦略とオプション取引提案システム
• トレンドをフォローする変数位置グリッド戦略

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• MACDバレー検出器戦略
• Nバーズ 脱出戦略
• RSIとMACDに基づく低リスク安定型高周波仮想通貨取引戦略
• Bollinger Bands ストカスティック RSI エクストリーム・シグナル戦略
• RSI 双面取引戦略
• KRK ADA 1H ストカスティック・スロー・戦略
• 量MMAベースの適応型ピラミディング ダイナミックストップ・ロス&テイク・プロフィート・トレーディング戦略
• MACD TEMAクロスオーバー戦略
• RSIとボリンジャー帯の二重戦略
• VWMA-ADX モメンタムとトレンドベースのビットコイン・ロング戦略
• Ruda モメント トレンド トレーディング 戦略
• 2つの移動平均のクロスオーバー戦略
• 修正されたボリンジャーバンド戦略
• ダイナミック・スリージングル価格変化のブレイクアウト戦略
• 2つの移動平均の遅延ブレイクストラテジー
• 双動平均クロスオーバー戦略によるモメンタム・トレーディング
• 多指標BTC取引戦略
• TD 連続的なブレイクアウトとリトラセーション 買い/売る戦略
• SMAクロスオーバー複合戦略
• 戦略をフォローする変動傾向