Renko reversal tracking strategy adalah strategi perdagangan jangka pendek yang menggunakan batu bata Renko untuk mengenal pasti pembalikan pasaran. Ia menangkap peluang pembalikan jangka pendek dengan memantau perubahan warna antara batu bata bersebelahan. Isyarat perdagangan dihasilkan apabila warna batu bata semasa bertukar selepas batu bata berwarna yang sama berturut-turut.
Gunakan bata Renko tradisional yang tidak boleh dicat semula.
Memantau perubahan warna antara batu bata jiran.
Isyarat muncul apabila warna bata semasa bertukar sementara dua bata sebelumnya berkongsi warna yang sama.
Isyarat panjang: Batang bullish muncul selepas dua batu bata bearish.
Isyarat pendek: Batang bearish muncul selepas dua batu bata bullish.
Pilihan kemasukan: pesanan pasaran atau perintah berhenti.
Tetapkan stop loss / mengambil keuntungan pada saiz bata dikalikan dengan pekali.
Inti adalah memanfaatkan peluang mundur yang disebabkan oleh perubahan warna bata. bata berwarna yang sama mewakili pembentukan trend, dan warna bata seterusnya menunjukkan potensi pembalikan.
Saiz batu bata dan stop loss / mengambil keuntungan pekali boleh disesuaikan untuk pengoptimuman.
Bata secara langsung memaparkan maklumat pembalikan
Logik yang mudah dan jelas, mudah dilaksanakan
Peluang panjang dan pendek simetri
Penyesuaian saiz bata yang fleksibel
Kawalan risiko yang ketat dengan stop loss/take profit
Menghendaki beberapa bata berturut-turut untuk membentuk isyarat
Saiz bata memberi kesan langsung kepada keuntungan / penggunaan
Sukar untuk menentukan tempoh trend
Kemungkinan kemalangan berhenti berturut-turut berlaku
Strategi pengesanan pembalikan Renko secara inovatif menggunakan penunjuk teknikal tradisional dengan menggunakan kepingan warna bata secara langsung untuk mengenal pasti pembalikan jangka pendek.
/*backtest
start: 2023-09-07 00:00:00
end: 2023-09-08 18:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
//Simple Renko strategy, very profitable. Thanks to vacalo69 for the idea.
//Rules when the strategy opens order at market as follows:
//- Buy when previous brick (-1) was bearish and previous brick (-2) was bearish too and actual brick close is bullish
//- Sell when previous brick (-1) was bullish and previous brick (-2) was bullish too and actual brick close is bearish
//Rules when the strategy send stop order are the same but this time a stop buy or stop sell is placed (better overall results).
//Note that strategy open an order only after that condition is met, at the beginning of next candle, so the actual close is not the actual price.
//Only input is the brick size multiplier for stop loss and take profit: SL and TP are placed at (brick size)x(multiplier) Or put it very high if you want startegy to close order on opposite signal.
//Adjust brick size considering:
//- Strategy works well if there are three or more consecutive bricks of same "color"
//- Expected Profit
//- Drawdown
//- Time on trade
//
//Study with alerts, MT4 expert advisor and jforex automatic strategy are available at request.
//
strategy("Renko Strategy Open_Close", overlay=true, calc_on_every_tick=true, pyramiding=0,default_qty_type=strategy.percent_of_equity,default_qty_value=100,currency=currency.USD)
//INPUTS
Multiplier=input(1,minval=0, title='Brick size multiplier: use high value to avoid SL and TP')
UseStopOrders=input(true,title='Use stop orders instead of market orders')
//CALCULATIONS
BrickSize=abs(open[1]-close[1])
targetProfit = 0
targetSL = 0
//STRATEGY CONDITIONS
longCondition = open[1]>close[1] and close>open and open[1]<open[2]
shortCondition = open[1]<close[1] and close<open and open[1]>open[2]
//STRATEGY
if (longCondition and not UseStopOrders)
strategy.entry("LongBrick", strategy.long)
targetProfit=close+BrickSize*Multiplier
targetSL=close-BrickSize
strategy.exit("CloseLong","LongBrick", limit=targetProfit, stop=targetSL)
if (shortCondition and not UseStopOrders)
strategy.entry("ShortBrick", strategy.short)
targetProfit = close-BrickSize*Multiplier
targetSL = close+BrickSize
strategy.exit("CloseShort","ShortBrick", limit=targetProfit, stop=targetSL)
if (longCondition and UseStopOrders)
strategy.entry("LongBrick_Stop", strategy.long, stop=open[2])
targetProfit=close+BrickSize*Multiplier
targetSL=close-BrickSize
strategy.exit("CloseLong","LongBrick_Stop", limit=targetProfit, stop=targetSL)
if (shortCondition and UseStopOrders)
strategy.entry("ShortBrick_Stop", strategy.short, stop=open[2])
targetProfit = close-BrickSize*Multiplier
targetSL = close+BrickSize
strategy.exit("CloseShort","ShortBrick_Stop", limit=targetProfit, stop=targetSL)