Strategi ini dipanggil Strategi Dagangan Momentum Gabungan STEM dan MATCS. Ia menggabungkan penunjuk Supertrend dengan penunjuk MACD untuk menjana isyarat perdagangan.
Bagaimana strategi ini berfungsi:
Peraturan perdagangan khusus:
Kelebihan strategi ini:
Risiko strategi ini:
Ringkasnya, Strategi Dagangan Momentum Gabungan STEM dan MATCS meningkatkan kesan melalui integrasi penunjuk, sesuai untuk perdagangan jangka pendek dan sederhana. Aplikasi stop loss sangat penting untuk kawalan risiko. Pedagang perlu mengurangkan risiko dalam perdagangan langsung melalui pengoptimuman parameter dan pengurusan wang yang ketat.
/*backtest
start: 2023-09-07 00:00:00
end: 2023-09-14 00:00:00
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/
// © IncomePipelineGenerator
//@version=4
// strategy("STRAT_STEM_MATCS_BTC", overlay=true, pyramiding = 0, default_qty_value = 20, slippage = 5)
ST_EMA_PERIOD = input(1, minval=1)
ST_EMA = ema(close, ST_EMA_PERIOD)
LENGTH = input(title="ATR_PERIOD", type=input.integer, defval=95)
ATR_TUNE = input(title="ATR_TUNE", type=input.float, step=0.1, defval=2.1)
showLabels = input(title="Show_Buy/Sell_Labels ?", type=input.bool, defval=true)
highlightState = input(title="Highlight_State ?", type=input.bool, defval=true)
ATR = ATR_TUNE * atr(LENGTH)
longStop = ST_EMA - ATR
longStopPrev = nz(longStop[1], longStop)
longStop := (close[1]) > longStopPrev ? max(longStop, longStopPrev) : longStop
shortStop = ST_EMA + ATR
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := (close[1]) < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and (close) > shortStopPrev ? 1 : dir == 1 and (close) < longStopPrev ? -1 : dir
fastLength = input(3, minval=1), medLength=input(9, minval=1), slowLength=input(12, minval=1), signalLength=input(16,minval=1)
fastMA = ema(close, fastLength), medMA = ema(close, medLength), slowMA = ema(close, slowLength)
macd = fastMA - slowMA
fmacd = fastMA - medMA
smacd = slowMA - medMA
signal = ema(macd, signalLength)
fsignal = ema(fmacd, signalLength)
ssignal = ema(smacd, signalLength)
SetStopLossShort = 0.0
SetStopLossShort := if(strategy.position_size < 0)
StopLossShort = shortStop
min(StopLossShort,SetStopLossShort[1])
SetStopLossLong = 0.0
SetStopLossLong := if(strategy.position_size > 0)
StopLossLong = longStop
max(StopLossLong,SetStopLossLong[1])
ATR_CrossOver_Period = input(5, type=input.integer, minval=1, maxval=2000)
ATR_SIGNAL_FINE_TUNE = input(0.962, type=input.float)
ATR_CS = atr(ATR_CrossOver_Period)*ATR_SIGNAL_FINE_TUNE
StopLoss_Initial_Short = input(0.0, type=input.float)
StopLoss_Initial_Long = input(0.0, type=input.float)
StopLoss_Long_Adjust = input(0.0, type=input.float)
StopLoss_Short_Adjust = input(0.0, type=input.float)
VOLUME_CHECK = input(200)
//Custom Time Interval
fromMinute = input(defval = 0, title = "From Minute", minval = 0, maxval = 60)
fromHour = input(defval = 0, title = "From Hour", minval = 0, maxval = 24)
fromDay = input(defval = 1, title = "From Day", minval = 1)
fromMonth = input(defval = 1, title = "From Month", minval = 1)
fromYear = input(defval = 2019, title = "From Year", minval = 1900)
tillMinute = input(defval = 0, title = "Till Minute", minval = 0, maxval = 60)
tillHour = input(defval = 0, title = "Till Hour", minval = 0, maxval = 24)
tillDay = input(defval = 1, title = "Till Day", minval = 1)
tillMonth = input(defval = 1, title = "Till Month", minval = 1)
tillYear = input(defval = 2020, title = "Till Year", minval = 1900)
timestampStart = timestamp(fromYear,fromMonth,fromDay,fromHour,fromMinute)
timestampEnd = timestamp(tillYear,tillMonth,tillDay,tillHour,tillMinute)
//Custom Buy Signal Code -- This is where you design your own buy and sell signals. You now have millions of possibilites with the use of simple if/and/or statements.
if ( dir==1 and dir[1]==-1 and volume > VOLUME_CHECK and ((fsignal[1] -fsignal) <= 0) and cross(fmacd, smacd) )
strategy.exit("SELL")
strategy.entry("BUY", strategy.long)
strategy.exit("BUY_STOP","BUY", stop = close - StopLoss_Initial_Long)
//Custom Sell Signal Code
if ( dir == -1 and dir[1] == 1 and dir[2] == 1 and dir[3] == 1 and dir[4] == 1 and cross(fmacd, smacd) )
strategy.exit( "BUY")
strategy.entry("SELL", strategy.short)
strategy.exit("SELL_STOP","SELL", stop = close + StopLoss_Initial_Short)
//Slight adjustments to ST for fine tuning
if (strategy.opentrades > 0 )
strategy.exit("BUY_TRAIL_STOP","BUY", stop = longStop - StopLoss_Long_Adjust)
strategy.exit("SELL_TRAIL_STOP","SELL", stop = shortStop + StopLoss_Short_Adjust)