Strategi ini menggabungkan beberapa penunjuk teknikal untuk mengenal pasti pembalikan harga, menjadikannya strategi perdagangan pembalikan yang didorong oleh pelbagai faktor. Ia mengintegrasikan corak 123 dengan penunjuk Kecekapan Fraktal Polarized (PFE), memasuki perdagangan hanya apabila kedua-duanya bersetuju dengan isyarat untuk menapis isyarat palsu dan meningkatkan kadar kemenangan.
Strategi ini terdiri daripada dua komponen utama:
123 pengenalan corak: Isyarat beli dihasilkan apabila penutupan meningkat selama 2 hari berturut-turut dan kemudian turun pada hari ke-3, dengan garis pantas Stochastic di bawah garis perlahan. Isyarat jual dihasilkan apabila sebaliknya berlaku.
Sempadan penunjuk PFE: PFE di atas had atas menunjukkan isyarat jual, PFE di bawah had bawah menunjukkan isyarat beli.
Perdagangan hanya dimasukkan apabila kedua-dua corak 123 dan penunjuk PFE bersetuju.
corak 123 mengenal pasti potensi pembalikan. PFE mengukur kecekapan trend untuk mengelakkan pecah palsu. Bersama-sama mereka meningkatkan ketepatan melalui pengesahan pelbagai faktor.
Pengurangan:
Strategi ini boleh dipertingkatkan melalui:
Strategi ini menggabungkan pelbagai faktor untuk mengenal pasti titik pembalikan, menyediakan kepelbagaian teori dan kemudahan pelaksanaan. Pendekatan pelbagai faktor meningkatkan ketepatan berbanding penunjuk tunggal. Penambahbaikan lanjut boleh datang melalui pengoptimuman parameter, pengurusan stop loss, kombinasi portfolio dan banyak lagi.
/*backtest
start: 2023-09-11 00:00:00
end: 2023-09-13 08:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
////////////////////////////////////////////////////////////
// Copyright by HPotter v1.0 16/04/2021
// This is combo strategies for get a cumulative signal.
//
// First strategy
// This System was created from the Book "How I Tripled My Money In The
// Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
// The strategy buys at market, if close price is higher than the previous close
// during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
// The strategy sells at market, if close price is lower than the previous close price
// during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
//
// Second strategy
// The Polarized Fractal Efficiency (PFE) indicator measures the efficiency
// of price movements by drawing on concepts from fractal geometry and chaos
// theory. The more linear and efficient the price movement, the shorter the
// distance the prices must travel between two points and thus the more efficient
// the price movement.
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
Reversal123(Length, KSmoothing, DLength, Level) =>
vFast = sma(stoch(close, high, low, Length), KSmoothing)
vSlow = sma(vFast, DLength)
pos = 0.0
pos := iff(close[2] < close[1] and close > close[1] and vFast < vSlow and vFast > Level, 1,
iff(close[2] > close[1] and close < close[1] and vFast > vSlow and vFast < Level, -1, nz(pos[1], 0)))
pos
PFE(Length,LengthEMA,BuyBand,SellBand) =>
pos = 0.0
PFE = sqrt(pow(close - close[Length], 2) + 100)
C2C = sum(sqrt(pow((close - close[1]), 2) + 1), Length)
xFracEff = iff(close - close[Length] > 0, round((PFE / C2C) * 100) , round(-(PFE / C2C) * 100))
xEMA = ema(xFracEff, LengthEMA)
pos := iff(xEMA < SellBand, -1,
iff(xEMA > BuyBand, 1, nz(pos[1], 0)))
pos
strategy(title="Combo Backtest 123 Reversal & PFE (Polarized Fractal Efficiency)", shorttitle="Combo", overlay = true)
line1 = input(true, "---- 123 Reversal ----")
Length = input(14, minval=1)
KSmoothing = input(1, minval=1)
DLength = input(3, minval=1)
Level = input(50, minval=1)
//-------------------------
line2 = input(true, "---- PFE ----")
LengthPFE = input(9, minval=1)
LengthEMA = input(5, minval=1)
BuyBand = input(50, step = 0.1)
SellBand = input(-50, step = 0.1)
reverse = input(false, title="Trade reverse")
posReversal123 = Reversal123(Length, KSmoothing, DLength, Level)
posPFE = PFE(LengthPFE,LengthEMA,BuyBand,SellBand)
pos = iff(posReversal123 == 1 and posPFE == 1 , 1,
iff(posReversal123 == -1 and posPFE == -1, -1, 0))
possig = iff(reverse and pos == 1, -1,
iff(reverse and pos == -1 , 1, pos))
if (possig == 1 )
strategy.entry("Long", strategy.long)
if (possig == -1 )
strategy.entry("Short", strategy.short)
if (possig == 0)
strategy.close_all()
barcolor(possig == -1 ? #b50404: possig == 1 ? #079605 : #0536b3 )