Strategi Band Gunbot adalah strategi perdagangan algoritma analisis teknikal yang bertujuan untuk menunggang trend dan memotong kerugian pendek.
Cara Ia Bekerja
Strategi ini memasuki kedudukan panjang apabila harga ditutup di bawah Bollinger Band bawah dan kedudukan pendek apabila harga ditutup di atas Bollinger Band atas. Band menyediakan sokongan dinamik dan tahap rintangan yang menyesuaikan diri dengan turun naik pasaran.
Saiz kedudukan meningkat secara eksponensial pada isyarat panjang / pendek berturut-turut, melaksanakan komponen martingale. Sasaran keuntungan dan stop loss ditetapkan berdasarkan harga kemasukan.
Manfaat
Kelebihan utama strategi ini ialah:
Risiko
Risiko yang berpotensi untuk dipertimbangkan:
Secara keseluruhannya, strategi Band Gunbot bertujuan untuk memanfaatkan kesinambungan trend tetapi pasaran yang sangat tidak menentu boleh mencetuskan berhenti. Penyesuaian parameter input yang betul diperlukan untuk menyesuaikan strategi dengan keadaan pasaran semasa.
/*backtest
start: 2023-09-02 00:00:00
end: 2023-09-09 00:00:00
period: 3m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
// strategy("Gunbot - Bbands", shorttitle="Strategy", overlay=true, pyramiding=100, default_qty_value=100000000, precision=8)
/////////////// Component Code Start ///////////////
testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(8, "Backtest Start Month")
testStartDay = input(10, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2020, "Backtest Stop Year")
testStopMonth = input(9, "Backtest Stop Month")
testStopDay = input(29, "Backtest Stop Day")
// testStopDay = testStartDay + 1
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
testPeriod() =>
true
/////////////// Component Code Stop ///////////////
length = input(15, minval=1)
src = input(close, title="Source")
mult = input(2.0, minval=0.001, maxval=50)
low_bb = input(25, title="LOW_BB")
high_bb = input(25, title="HIGH_BB")
basis = sma(src, length * (15 / timeframe.multiplier))
dev = mult * stdev(src, length * (15 / timeframe.multiplier))
upper = basis + dev
upper_high_bb = upper - ((upper-basis) * (high_bb / 100))
lower = basis - dev
lower_low_bb = lower + ((basis-lower) * (low_bb / 100))
bb_percent = ((upper/lower)-1)*100
bb_diff = (upper-lower)
/////////////// STRATEGY ///////////////
tsi = input(0, "Activate TS") / 100000000
ts = input(99999, "Trailing Stop") / 100000000
tp = input(99999, "Take Profit") / 100000000
sl = input(99999, "Stop Loss") / 100000000
pyrl = input(0, "Pyramiding <")
pyre = input(1, "Pyramiding =")
pyrg = input(100, "Pyramiding >")
long = ohlc4 < lower_low_bb
short = ohlc4 > upper_high_bb
sectionLongs = 0
sectionLongs := nz(sectionLongs[1])
sectionShorts = 0
sectionShorts := nz(sectionShorts[1])
if long
sectionLongs := sectionLongs + 1
sectionShorts := 0
if short
sectionLongs := 0
sectionShorts := sectionShorts + 1
longCondition = long and sectionLongs <= pyrl or long and sectionLongs >= pyrg or long and sectionLongs == pyre
shortCondition = short and sectionShorts <= pyrl or short and sectionShorts >= pyrg or short and sectionShorts == pyre
last_open_longCondition = na
last_open_shortCondition = na
last_open_longCondition := longCondition ? close : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? close : nz(last_open_shortCondition[1])
sectionLongs2 = 0
sectionLongs2 := nz(sectionLongs2[1])
sectionShorts2 = 0
sectionShorts2 := nz(sectionShorts2[1])
if longCondition
sectionLongs2 := sectionLongs2 + 1
sectionShorts2 := 0
if shortCondition
sectionLongs2 := 0
sectionShorts2 := sectionShorts2 + 1
isAdding = input(false, "WIP Feature", bool)
stackingLongs = 100000000
stackingLongs := nz(stackingLongs[1])
stackingShorts = 100000000
stackingShorts := nz(stackingShorts[1])
if longCondition
stackingLongs := stackingLongs * 2
stackingShorts := 100000000
if shortCondition
stackingLongs := 100000000
stackingShorts := stackingShorts * 2
totalLongs = 0.0
totalLongs := nz(totalLongs[1])
totalShorts = 0.0
totalShorts := nz(totalShorts[1])
totalMartingaleLongs = 0.0
totalMartingaleLongs := nz(totalMartingaleLongs[1])
totalMartingaleShorts = 0.0
totalMartingaleShorts := nz(totalMartingaleShorts[1])
if longCondition and sectionLongs2 >= 1
totalMartingaleLongs := totalMartingaleLongs + (last_open_longCondition * stackingLongs)
totalLongs := totalLongs + last_open_longCondition
totalShorts := 0.0
if shortCondition and sectionShorts2 >= 1
totalLongs := 0.0
totalMartingaleShorts := totalMartingaleShorts + (last_open_shortCondition * stackingShorts)
totalShorts := totalShorts + last_open_shortCondition
averageLongs = 0.0
averageLongs := nz(averageLongs[1])
averageShorts = 0.0
averageShorts := nz(averageShorts[1])
averageMartingaleLongs = 0.0
averageMartingaleLongs := nz(averageLongs[1])
averageMartingaleShorts = 0.0
averageMartingaleShorts := nz(averageShorts[1])
averageLongs := totalLongs / sectionLongs2
averageShorts := totalShorts / sectionShorts2
averageMartingaleLongs := totalMartingaleLongs / stackingLongs
averageMartingaleShorts := totalMartingaleShorts / stackingShorts
last_longCondition = na
last_shortCondition = na
last_longCondition := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
last_high = na
last_low = na
last_high := not in_longCondition ? na : in_longCondition and (na(last_high[1]) or high > nz(last_high[1])) ? high : nz(last_high[1])
last_low := not in_shortCondition ? na : in_shortCondition and (na(last_low[1]) or low < nz(last_low[1])) ? low : nz(last_low[1])
long_ts = not na(last_high) and high <= (last_high - ts) and longCondition == 0 and high >= (last_open_longCondition + tsi)
short_ts = not na(last_low) and low >= (last_low + ts) and shortCondition == 0 and low <= (last_open_shortCondition - tsi)
long_tp = high >= (last_open_longCondition + tp) and longCondition == 0
short_tp = low <= (last_open_shortCondition - tp) and shortCondition == 0
long_sl = low <= (last_open_longCondition - sl) and longCondition == 0
short_sl = high >= (last_open_shortCondition + sl) and shortCondition == 0
leverage = input(1, "Leverage")
long_call = last_open_longCondition - (0.8 + 0.2 * (1/leverage)) / leverage * last_open_longCondition
short_call = last_open_shortCondition + (0.78 + 0.2 * (1/leverage)) / leverage * last_open_shortCondition
long_call_signal = low <= long_call
short_call_signal = high >= short_call
longProfit = averageLongs > 0 and close >= averageLongs ? green : red
shortProfit = averageShorts > 0 and close <= averageShorts ? green : red
pl1 = plot(averageLongs > 0 ? averageLongs : na, color=white)
pl2 = plot(close, color=white)
pl3 = plot(averageShorts > 0 ? averageShorts : na, color=white)
fill(pl1, pl2, color=longProfit, transp=80)
fill(pl2, pl3, color=shortProfit, transp=80)
if testPeriod()
if isAdding
strategy.entry("Long", strategy.long, qty=stackingLongs, when=longCondition)
strategy.entry("Short", strategy.short, qty=stackingShorts, when=shortCondition)
else
strategy.entry("Long", strategy.long, when=longCondition)
strategy.entry("Short", strategy.short, when=shortCondition)
strategy.close("Long", when=long_call_signal)
strategy.close("Short", when=short_call_signal)
strategy.close("Long", when=long_tp)
strategy.close("Short", when=short_tp)
strategy.close("Long", when=long_sl)
strategy.close("Short", when=short_sl)
strategy.close("Long", when=long_ts)
strategy.close("Short", when=short_ts)
longAveragePlot = 0.0
longAveragePlot := nz(totalShorts[1])
shortAveragePlot = 0.0
shortAveragePlot := nz(shortAveragePlot[1])
if isAdding
longAveragePlot := averageMartingaleLongs
shortAveragePlot := averageMartingaleShorts
else
longAveragePlot := averageLongs
shortAveragePlot := averageShorts
plot(averageLongs > 0 ? averageLongs : na, "Long Average", style=3, color=green)
plot(averageShorts > 0 ? averageShorts : na, "Short Average", style=3, color=red)