Idea teras strategi ini adalah untuk membuat ramalan mengenai trend harga dengan menganalisis pergerakan masa depan indikator McD. Strategi ini memanfaatkan sepenuhnya isyarat perdagangan yang dihasilkan oleh persilangan yang terdiri daripada rata-rata cepat dan rata-rata lambat indikator McD.
Strategi ini memanfaatkan sepenuhnya kelebihan penghakiman trend indikator McD sambil menambah analisis ramalan mengenai pergerakan masa depan indikator, menangkap titik-titik perubahan utama berdasarkan trend. Berbanding dengan trend yang hanya mengikuti trend, penggunaan strategi ini lebih maju dan ruang keuntungan lebih besar. Sudah tentu, terdapat risiko tertentu yang memerlukan pengoptimuman dan penyempurnaan lebih lanjut. Secara keseluruhan, strategi ini patut dikaji dan digunakan secara mendalam.
/*backtest
start: 2023-12-05 00:00:00
end: 2023-12-12 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// @version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © x11joe
strategy(title="MacD (Future Known or Unknown) Strategy", overlay=false, precision=2,commission_value=0.26, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
//OPTIONAL:: Allow only entries in the long or short position
allowOnlyLong = input(title="Allow position ONLY in LONG",type=input.bool, defval=false)
allowOnlyShort = input(title="Allow position ONLY in SHORT",type=input.bool, defval=false)
strategy.risk.allow_entry_in(allowOnlyLong ? strategy.direction.long : allowOnlyShort ? strategy.direction.short : strategy.direction.all) // There will be no short entries, only exits from long.
// Create MacD inputs
fastLen = input(title="MacD Fast Length", type=input.integer, defval=12)
slowLen = input(title="MacD Slow Length", type=input.integer, defval=26)
sigLen = input(title="MacD Signal Length", type=input.integer, defval=9)
// Get MACD values
[macdLine, signalLine, _] = macd(close, fastLen, slowLen, sigLen)
hist = macdLine - signalLine
useFuture = input(title="Use The Future?",type=input.bool,defval=true)
macDState(resolutionType) =>
hist_from_resolution = security(syminfo.tickerid, resolutionType, hist,barmerge.gaps_off, barmerge.lookahead_on)
Green_IsUp = hist_from_resolution > hist_from_resolution[1] and hist_from_resolution > 0
Green_IsDown = hist_from_resolution < hist_from_resolution[1] and hist_from_resolution > 0
Red_IsDown = hist_from_resolution < hist_from_resolution[1] and hist_from_resolution <= 0
Red_IsUp = hist_from_resolution > hist_from_resolution[1] and hist_from_resolution <= 0
result=0
if(Green_IsUp)
result := 1
if(Green_IsDown)
result := 2
if(Red_IsDown)
result := 3
if(Red_IsUp)
result := 4
result
macDStateNonFuture(resolutionType) =>
hist_from_resolution = security(syminfo.tickerid, resolutionType, hist,barmerge.gaps_off, barmerge.lookahead_off)
Green_IsUp = hist_from_resolution > hist_from_resolution[1] and hist_from_resolution > 0
Green_IsDown = hist_from_resolution < hist_from_resolution[1] and hist_from_resolution > 0
Red_IsDown = hist_from_resolution < hist_from_resolution[1] and hist_from_resolution <= 0
Red_IsUp = hist_from_resolution > hist_from_resolution[1] and hist_from_resolution <= 0
result=0
if(Green_IsUp)
result := 1
if(Green_IsDown)
result := 2
if(Red_IsDown)
result := 3
if(Red_IsUp)
result := 4
result
// === INPUT BACKTEST RANGE ===
FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromYear = input(defval = 2019, title = "From Year", minval = 2017)
ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToYear = input(defval = 9999, title = "To Year", minval = 2017)
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// === INPUT BACKTEST RANGE END ===
//Get FUTURE or NON FUTURE data
macDState240=useFuture ? macDState("240") : macDStateNonFuture("240") //1 is green up, 2 if green down, 3 is red, 4 is red up
//Fill in the GAPS
if(macDState240==0)
macDState240:=macDState240[1]
//Plot Positions
plot(close,color= macDState240==1 ? color.green : macDState240==2 ? color.purple : macDState240==3 ? color.red : color.yellow,linewidth=4,style=plot.style_histogram,transp=50)
if(useFuture)
strategy.entry("buy_1",long=true,when=window() and (macDState240==4 or macDState240==1))
strategy.close("buy_1",when=window() and macDState240==3 and macDState240[1]==4)
strategy.entry("sell_1",long=false,when=window() and macDState240==2)
else
strategy.entry("buy_1",long=true,when=window() and (macDState240==4 or macDState240==1))//If we are in a red macD trending downwards MacD or in a MacD getting out of Red going upward.
strategy.close("buy_1",when=window() and macDState240==3 and macDState240[1]==4)//If the state is going upwards from red but we are predicting back to red...
strategy.entry("sell_1",long=false,when=window() and macDState240==2)//If we are predicting the uptrend to end soon.