1. 사각형
2. 부피 가격 트렌드 반전 Forex 거래 전략

부피 가격 트렌드 반전 Forex 거래 전략

저자:차오장, 날짜: 2023-11-07 17:03:57
태그:

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/*backtest
start: 2023-10-01 00:00:00
end: 2023-10-31 23:59:59
period: 1h
basePeriod: 15m
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/
// © exlux99

//@version=5

strategy("Forex Fractal EMA Scalper", overlay=true)
// Define "n" as the number of periods and keep a minimum value of 2 for error handling.
n = input.int(title="Period Fractals", defval=2, minval=2, group="Optimization Parameters")

src = input(hl2, title="Source for EMA's", group="Optimization Parameters")
len1 = input.int(10, minval=1, title="Length EMA 1", group="Optimization Parameters")
out1 = ta.ema(src, len1)
len2 = input.int(20, minval=1, title="Length EMA 2", group="Optimization Parameters")
out2 = ta.ema(src, len2)
len3 = input.int(100, minval=1, title="Length EMA 3", group="Optimization Parameters")
out3 = ta.ema(src, len3)



// UpFractal
bool upflagDownFrontier = true
bool upflagUpFrontier0 = true
bool upflagUpFrontier1 = true
bool upflagUpFrontier2 = true
bool upflagUpFrontier3 = true
bool upflagUpFrontier4 = true

for i = 1 to n
    upflagDownFrontier := upflagDownFrontier and (high[n-i] < high[n])
    upflagUpFrontier0 := upflagUpFrontier0 and (high[n+i] < high[n])
    upflagUpFrontier1 := upflagUpFrontier1 and (high[n+1] <= high[n] and high[n+i + 1] < high[n])
    upflagUpFrontier2 := upflagUpFrontier2 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+i + 2] < high[n])
    upflagUpFrontier3 := upflagUpFrontier3 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+i + 3] < high[n])
    upflagUpFrontier4 := upflagUpFrontier4 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+4] <= high[n] and high[n+i + 4] < high[n])
flagUpFrontier = upflagUpFrontier0 or upflagUpFrontier1 or upflagUpFrontier2 or upflagUpFrontier3 or upflagUpFrontier4

upFractal = (upflagDownFrontier and flagUpFrontier)


// downFractal
bool downflagDownFrontier = true
bool downflagUpFrontier0 = true
bool downflagUpFrontier1 = true
bool downflagUpFrontier2 = true
bool downflagUpFrontier3 = true
bool downflagUpFrontier4 = true

for i = 1 to n
    downflagDownFrontier := downflagDownFrontier and (low[n-i] > low[n])
    downflagUpFrontier0 := downflagUpFrontier0 and (low[n+i] > low[n])
    downflagUpFrontier1 := downflagUpFrontier1 and (low[n+1] >= low[n] and low[n+i + 1] > low[n])
    downflagUpFrontier2 := downflagUpFrontier2 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+i + 2] > low[n])
    downflagUpFrontier3 := downflagUpFrontier3 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+i + 3] > low[n])
    downflagUpFrontier4 := downflagUpFrontier4 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+4] >= low[n] and low[n+i + 4] > low[n])
flagDownFrontier = downflagUpFrontier0 or downflagUpFrontier1 or downflagUpFrontier2 or downflagUpFrontier3 or downflagUpFrontier4

downFractal = (downflagDownFrontier and flagDownFrontier)

// plotshape(downFractal, style=shape.triangledown, location=location.belowbar, offset=-n, color=#F44336, size = size.small)
// plotshape(upFractal, style=shape.triangleup,   location=location.abovebar, offset=-n, color=#009688, size = size.small)


long= out1 > out2 and out2>out3 and upFractal
short= out1 < out2 and out2<out3 and downFractal


strategy.entry("long",strategy.long,when= short)
strategy.entry("short",strategy.short,when=long)

tp=input(25, title="TP in PIPS", group="Risk Management")*10
sl=input(25, title="SL in PIPS", group="Risk Management")*10


strategy.exit("X_long", "long", profit=tp,  loss=sl  )
strategy.exit("x_short", "short",profit=tp, loss=sl  )

---

• 양적 거래에 대한 높은 낮은 브레이크
• 변동성 압축 브레이크업 전략
• 돈치안 채널 브레이크업 거래 전략
• RSI True Level Breakout 전략
• RSI 반전 브레이크업 전략
• 파라볼리 SAR 동적 브레이크오웃 삼중 SMMA 전략
• SMA 크로스오버 전략
• 변동성 조정 이동 평균 거래 전략
• 모멘텀 브레이크업 전략
• 하락 추세에서 단기 거래 전략
• 이중 그림자 역전 전략
• 두 배 빠른 RSI 돌파구 전략
• 크로스 타임프레임 헐 이동 평균 구매 판매 전략
• 동력 트렌드 추적 전략
• 혼란스러운 거래 규칙 손실 중지 전략
• VWMA와 ATR 트렌드 다음 전략
• KST EMA 추진 동향 전략
• 전략에 따른 RSI 트렌드
• 이중 시간 프레임 DI 트렌드 전략에 따라
• 다중 지표 점수 거래 전략