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MACD Multi-Indikator Trend Mengikut Strategi

Penulis:ChaoZhang, Tarikh: 2023-09-14 18:09:57
Tag:

Logika Strategi

Strategi ini mengintegrasikan MACD, purata bergerak, buaya dan banyak lagi untuk mengenal pasti arah trend untuk trend berikut.

Logikanya ialah:

  1. Mengira garis pendek, panjang dan histogram MACD

  2. Gunakan arah histogram untuk menentukan trend jangka pendek

  3. Menggambar purata bergerak berganda untuk mengukur kedudukan harga

  4. Garis buaya menilai kekuatan trend keseluruhan

  5. Menggabungkan penunjuk di atas, pergi panjang / pendek apabila diselaraskan

  6. Stop loss apabila penunjuk bertukar untuk pembalikan awal

Dengan mensintesis beberapa penunjuk, ia bertujuan untuk berdagang trend yang kuat dan mengurangkan kerugian awal apabila pembalikan berlaku.

Kelebihan

  • MACD menilai trend jangka pendek dan kekuatan

  • Posisi MA menentukan trend jangka menengah hingga panjang

  • Alligator menunjukkan kekuatan trend keseluruhan

  • Pelbagai penunjuk meningkatkan ketepatan

Risiko

  • Pengoptimuman parameter yang luas diperlukan

  • Isyarat bertentangan yang sukar ditafsirkan

  • Masalah ketinggalan dengan MA dan sebagainya

Ringkasan

Strategi ini cuba menentukan arah trend secara komprehensif menggunakan pelbagai penunjuk. Tetapi masalah yang tertinggal dan konflik isyarat memerlukan berhati-hati walaupun pengoptimuman.


/*backtest
start: 2023-09-06 00:00:00
end: 2023-09-13 00:00:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("5MSM VISHNU", overlay=true,process_orders_on_close=true)
//indicator(title="mahakaal", shorttitle="mahakaal", timeframe="", timeframe_gaps=true)

green = #26A69A
red = #FF0000
Yellow = #fcf932

// Getting inputs
fast_length = input(title="Fast Length", defval=12)
slow_length = input(title="Slow Length", defval=26)
src3 = input(title="Source", defval=close)
signal_length = input.int(title="Signal Smoothing",  minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title="Oscillator MA Type",  defval="EMA", options=["SMA", "EMA"])
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])
// Plot colors
col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD")
col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal")
col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src3, fast_length) : ta.ema(src3, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src3, slow_length) : ta.ema(src3, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
//hline(0, "Zero Line", color=color.new(#787B86, 50))

//@version=5
//indicator(title="Moving Average Exponential", shorttitle="EMA", overlay=true, timeframe="", timeframe_gaps=true)
len = input.int(200, minval=1, title="Length")
src2 = input(close, title="Source")
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
Bahubali = ta.ema(src2, len)
//plot(out, title="EMA", color=color.blue, offset=offset)

//@version=5
//indicator(title="Williams Alligator", shorttitle="Alligator", overlay=true, timeframe="", timeframe_gaps=true)
smma(src, length) =>
	smma =  0.0
	smma := na(smma[1]) ? ta.sma(src, length) : (smma[1] * (length - 1) + src) / length
	smma
jawLength = input.int(13, minval=1, title="Jaw Length")
teethLength = input.int(8, minval=1, title="Teeth Length")
lipsLength = input.int(5, minval=1, title="Lips Length")
jawOffset = input(8, title="Jaw Offset")
teethOffset = input(5, title="Teeth Offset")
lipsOffset = input(3, title="Lips Offset")
jaw = smma(hl2, jawLength)
teeth = smma(hl2, teethLength)
lips = smma(hl2, lipsLength)
//plot(jaw, "Jaw", offset = jawOffset, color=#2962FF)


if (hist > 9)

    hist := 10


if (hist < -9)

    hist := -10

// Compose alert message
// Entry
alert_msg_long_entry =  
             "BUY 🟢 {{ticker}} CE " + str.tostring(math.floor((close - 100)/100)*100)       + "\n"   + 
             "####################\n\n" + 
             "{{strategy.order.id}}💹 Target 1:  "         + str.tostring(math.round(close + 35))       + "\n"   + 
             "{{strategy.order.id}}💹 Target 2:  "         + str.tostring(math.round(close + 45))       + "\n"   +  
             "\n"   +  
             "{{strategy.order.id}} Stop Loss: "         + str.tostring(math.round(close - 30))       + "\n\n" + 
             "\n"   + 
             "ENTRY PRICE: "                              + str.tostring(math.round(close))       + "\n\n" +
             "Current time: {{timenow}} \n"        +      
             "Education purpose only"
             
// Entry
alert_msg_short_entry =  
             "BUY 🟢 {{ticker}} PE " + str.tostring(math.floor((close + 100)/100)*100)       + "\n"   + 
             "####################\n\n" + 
             "{{strategy.order.id}}💹 Target 1:  "         + str.tostring(math.round(close - 35))       + "\n"   + 
             "{{strategy.order.id}}💹 Target 2:  "         + str.tostring(math.round(close - 45))       + "\n"   +  
             "\n"   +  
             "ENTRY PRICE: "                             + str.tostring(math.round(close))       + "\n\n" +
             "{{strategy.order.id}} Stop Loss: "         + str.tostring(math.round(close + 30))       + "\n\n" + 
             "Current time: {{timenow}} \n"     +         
             "Education purpose only"
// EXIT
alert_msg_long_exit =  
             "🛑 EXIT {{ticker}} CE LONG POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
             "For 💯% accurate & profitable 💰💰💰 EXIT: \n" +
             "BUY our 'triDEV' tradingview indicator strategy\n" +
             "https://wa.me/917020641496"
             

// EXIT
alert_msg_short_exit =  
             "🛑 EXIT {{ticker}} PE Short POSITION  ! \n" +
             "EXIT PRICE: "                  + str.tostring(math.round(close))            + "\n"   + 
             "\n"   + 
             "Dont wait for exit msg in this 🆓 CHANNEL !! \n" +
             "For 💯% accurate & profitable 💰💰💰 EXIT: \n"   +
             "BUY our 'triDEV' tradingview indicator strategy\n" +
             "https://wa.me/917020641496"
             
             



tyme = time("1440", "0920-1515")

bullishtrend = ((hist > 0)  and (close > lips ) and (low > lips ) and (close > Bahubali) and (lips > jaw) and tyme)
bearishtrend = ((hist < 0)  and (close < lips ) and (high < lips ) and (close < Bahubali) and (lips < jaw) and tyme)
//plot(hist, title="Histogram", style=plot.style_columns, color=(hist > 0 ? ( bullishtrend ? green : Yellow ) : ( bearishtrend ? red : Yellow ) ))

strategy.entry("long", strategy.long, when = bullishtrend , alert_message = alert_msg_long_entry )
strategy.entry("short",strategy.short,when = bearishtrend , alert_message = alert_msg_short_entry)


longexit = (close < lips)  or time("1440", "1515-1530") or (hist <= 0) //or (close < Bahubali)
shortexit = (close > lips) or time("1440", "1515-1530")or (hist >= 0) //or (close > Bahubali)
//strategy.exit("long tsl", "long", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
//strategy.exit("shoty tsl", "short", trail_points = close * 0.01 / syminfo.mintick, trail_offset = close * 0.01 / syminfo.mintick)
strategy.exit("long TSL", "long", limit = lips ,when = (longexit), alert_message = alert_msg_long_exit)
strategy.exit("short TSL","short",limit = lips ,when = (shortexit), alert_message = alert_msg_short_exit)

//PLOT FIXED SLTP LINE
// LONG POSITION
long_take_level_1 = strategy.position_avg_price + 35
long_take_level_2 = strategy.position_avg_price + 40
long_stop_level = strategy.position_avg_price - 30

plot(strategy.position_size > 0 ? long_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st Long Take Profit")
plot(strategy.position_size > 0 ? long_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd Long Take Profit")
plot(strategy.position_size > 0 ? long_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Stop Loss")

//PLOT FIXED SLTP LINE
// SHORT POSITION
SHORT_take_level_1 = strategy.position_avg_price - 35
SHORT_take_level_2 = strategy.position_avg_price - 40
SHORT_stop_level = strategy.position_avg_price + 30

plot(strategy.position_size < 0 ? SHORT_take_level_1 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="1st SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_take_level_2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="2nd SHORT Take Profit")
plot(strategy.position_size < 0 ? SHORT_stop_level : na, style=plot.style_linebr, color=color.red, linewidth=1, title="SHORT Stop Loss")



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