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Pattern Candlestick Strategi Dagangan

Penulis:ChaoZhang, Tarikh: 2023-12-19 10:56:36
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Ringkasan

Ini adalah strategi yang menggunakan corak lilin yang berbeza sebagai isyarat perdagangan. Ia boleh mengesan 9 corak lilin biasa dan menjana isyarat beli dan jual berdasarkan corak tersebut.

Logika Strategi

Logik teras strategi ini adalah untuk mengenal pasti corak lilin yang berbeza, termasuk Doji, Hammer, Morning Star dll. Apabila corak bullish dikenal pasti, isyarat beli akan dicetuskan. Apabila corak bearish dikenal pasti, isyarat jual akan dicetuskan.

Sebagai contoh, apabila tiga lilin putih berturut-turut dengan paras tertinggi dan paras terendah yang lebih tinggi dikesan, ia memberikan isyarat Three White Soldiers yang menunjukkan pasaran lembu.

Juga sebagai contoh, apabila lilin bearish panjang sepenuhnya menelan badan lilin bullish sebelumnya, ia membentuk corak Bearish Engulfing, yang menunjukkan pembalikan trend.

Analisis Kelebihan

Strategi pengenalan corak jenis ini dapat menangkap titik pembalikan jangka pendek dan sangat sesuai untuk perdagangan jangka pendek.

Berbanding dengan strategi penunjuk teknikal mudah seperti purata bergerak, strategi corak lilin menggabungkan penilaian tindakan harga dan sentimen pasaran, menjadikan isyarat perdagangan lebih tepat dan boleh dipercayai.

Analisis Risiko

Strategi ini terutamanya bergantung pada pengenalan corak lilin yang tepat.

Juga, mana-mana strategi analisis teknikal tidak dapat sepenuhnya mengelakkan risiko sistemik seperti kesan dasar, peristiwa angsa hitam dan lain-lain yang mungkin mempengaruhi perdagangan.

Risiko boleh dikawal dengan stop loss. Apabila harga memecahkan julat ke arah yang bertentangan, stop loss boleh dicetuskan untuk keluar dari kedudukan tepat pada masanya.

Arahan pengoptimuman

Corak lilin yang lebih cekap boleh ditambah untuk pengesahan isyarat, seperti Hammer, Inverted Hammer, Separating Lines dll.

Indikator lain boleh dimasukkan untuk penapisan isyarat, mengelakkan mengambil isyarat dalam persekitaran pasaran yang tidak pasti. Isyarat dari penunjuk seperti MACD, RSI boleh digunakan untuk menapis isyarat lilin berkualiti rendah.

Logik stop loss boleh dioptimumkan untuk mencetuskan apabila harga keluar dari julat ke arah yang bertentangan. Gabungkan dengan penunjuk turun naik untuk menyesuaikan julat stop loss secara dinamik.

Ringkasan

Ini adalah strategi perdagangan jangka pendek yang sangat praktikal. Ia mengenal pasti corak lilin biasa untuk menjana isyarat perdagangan dan menangkap peluang pembalikan jangka pendek. Juga perlu melihat risiko berpotensi dan mengoptimumkan dengan betul untuk mengawal risiko dan meningkatkan kecekapan.

/*backtest
start: 2022-12-12 00:00:00
end: 2023-12-18 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
//Dan Pasco
strategy("Candlestick Signals Strategy" , shorttitle="Candlestick Signal Strategy $1000", overlay = true , initial_capital = 1000)

//Settings input menu
dojicon = input(title = "Show Doji's", type=bool, defval = true)
gravedojicon = input(title = "Gravestone Doji/Dragonfly Doji", type=bool, defval = true)
tbctwscon = input(title = "3 Red Crows/3 Green Soldiers", type=bool, defval = true)
tlscon = input(title = "Three Line Strike", type=bool, defval = true)
pcon = input(title = "Piercing/Dark Cloud", type=bool, defval = true)
mscon = input(title = "Morning Star", type=bool, defval = true)
escon = input(title = "Evening Star", type=bool, defval = true)
econ = input(title = "Engulfing", type=bool, defval = true)
hcon = input(title = "Hammer", type=bool, defval = true)
fscon = input(title = "Falling Star", type=bool, defval = true)

//Doji Up
dojiup = (open-close)>0 ? (high-open)>(open-close) and (close-low)>(open-close) and (close-low)>(high-open) and (open-close)<((high-open)/8) : (open-low)>(close-open) and (high-close)>(close-open) and (open-low)>(high-close) and (close-open)<((high-close)/8) and dojicon == true
plotshape(dojiup, style=shape.cross,location=location.belowbar, text="Doji", color=black)

//Doji Down
dojidown = (open-close)>0 ? (high-open)>(open-close) and (close-low)>(open-close) and (high-open)>(close-low) and (open-close)<((close-low)/8) : (open-low)>(close-open) and (high-close)>(close-open) and (high-close)>(open-low) and (close-open)<((high-close)/8) and dojicon == true
plotshape(dojidown, style=shape.cross,location=location.abovebar, text="Doji", color=black)

//Gravestone Doji Bull
gravedojibull = (close-open)>0 and ((high-close)/8)>(close-open) and ((high-close)/5)>(open-low) and gravedojicon == true
plotshape(gravedojibull, style=shape.arrowdown,location=location.abovebar, text="Gravestone Doji", color=red)

//Gravestone Doji Bear
gravedojibear = (open-close)>0 and ((high-open)/8)>(open-close) and ((high-open)/5)>(close-low) and gravedojicon == true
plotshape(gravedojibear, style=shape.arrowdown,location=location.abovebar, text="Gravestone Doji", color=red)

//Dragonfly Doji Bull
dragondojibull = (close-open)>0 and ((open-low)/8)>(close-open) and ((open-low)/5)>(high-close) and gravedojicon == true
plotshape(dragondojibull, style=shape.arrowup,location=location.belowbar, text="Dragonfly Doji", color=green)

//Dragonfly Doji Bear
dragondojibear = (open-close)>0 and ((close-low)/8)>(open-close) and ((close-low)/5)>(high-open) and gravedojicon == true
plotshape(dragondojibear, style=shape.arrowup,location=location.belowbar, text="Dragonfly Doji", color=green)

//Three Black Crows
tbc = (low[2]<low[3] and low[1]<low[2] and low<low[1] and high[2]<high[3] and high[1]<high[2] and high<high[1] and (close[3]-open[3])>0 and (open[2]-close[2])>0 and (open[1]-close[1])>0 and (open-close)>0 and (open-close)>(close-low) and (open-close)>(high-open) and (open[1]-close[1])>(close[1]-low[1]) and (open[1]-close[1])>(high[1]-open[1]) and (open[2]-close[2])>(close[2]-low[2]) and (open[2]-close[2])>(high[2]-open[2]) and tbctwscon == true)
plotshape(tbc, style=shape.arrowdown,location=location.abovebar, text="3 Red Crows", color=red)

//Three White Soldiers
tws = (high[2]>high[3] and high[1]>high[2] and high>high[1] and low[2]>low[3] and low[1]>low[2] and low>low[1] and (open[3]-close[3])>0 and (close[2]-open[2])>0 and (close[1]-open[1])>0 and (close-open)>0 and (close-open)>(open-low) and (close-open)>(high-close) and (close[1]-open[1])>(open[1]-low[1]) and (close[1]-open[1])>(high[1]-close[1]) and (close[2]-open[2])>(open[2]-low[2]) and (close[2]-open[2])>(high[2]-close[2]) and tbctwscon == true)
plotshape(tws, style=shape.arrowup,location=location.belowbar, text="3 Green Soldiers", color=green)

//Three Line Strike Up
tlsu = ((close-open)>0 and (open[1]-close[1])>0 and (open[2]-close[2])>0 and (open[3]-close[3])>0 and open<close[1] and low[1]<low[2] and low[2]<low[3] and high>high[3] and low<low[1] and tlscon == true)
plotshape(tlsu, style=shape.arrowup,location=location.belowbar, text="3 Line Strike", color=green)

//Three Line Strike Down
tlsd = ((open-close)>0 and (close[1]-open[1])>0 and (close[2]-open[2])>0 and (close[3]-open[3])>0 and open>close[1] and high[1]>high[2] and high[2]>high[3] and low<low[3] and high>high[1] and tlscon == true)
plotshape(tlsd, style=shape.arrowdown,location=location.abovebar, text="3 Line Strike", color=red)

//Piercing Up
pu = ((open[1]-close[1])>0 and (close-open)>0 and (open[1]-close[1])>(high[1]-open[1]) and (open[1]-close[1])>(close[1]-low[1]) and (close-open)>(high-close) and (close-open)>(open-low) and open<close[1] and ((open[1]+close[1])/2)<close and ((close-open)/2)>(high-close) and close<open[1] and (high<high[1] or low>low[1]) and pcon == true)
plotshape(pu, style=shape.arrowup,location=location.belowbar, text="Piercing Up", color=green)

//Dark Cloud
dc = ((close[1]-open[1])>0 and (open-close)>0 and (close[1]-open[1])>(high[1]-close[1]) and (close[1]-open[1])>(open[1]-low[1]) and (open-close)>(high-open) and (open-close)>(close-low) and open>close[1] and ((open[1]+close[1])/2)>close and ((open-close)/2)>(close-low) and close>open[1] and (high<high[1] or low>low[1]) and pcon == true)
plotshape(dc, style=shape.arrowdown,location=location.abovebar, text="Dark Cloud", color=red)

//Morning Star 1 Up
ms1u = ((open[2]-close[2])>0 and (close-open)>0 and (open[1]-close[1])>=0 and (open[2]-close[2])>(high[2]-open[2]) and (open[2]-close[2])>(close[2]-low[2]) and (close-open)>(high-close) and (close-open)>(open-low) and (close-open)>(open[1]-close[1]) and (open[2]-close[2])>(open[1]-close[1]) and open[1]<close[2] and open[1]<open and open[1]!=close[1] and mscon == true)
plotshape(ms1u, style=shape.arrowup,location=location.belowbar, text="Morning Star", color=green)

//Morning Star 2 Up
ms2u = ((open[2]-close[2])>0 and (close-open)>0 and (close[1]-open[1])>=0 and (open[2]-close[2])>(high[2]-open[2]) and (open[2]-close[2])>(close[2]-low[2]) and (close-open)>(high-close) and (close-open)>(open-low) and (close-open)>(close[1]-open[1]) and (open[2]-close[2])>(close[1]-open[1]) and close[1]<close[2] and close[1]<open and open[1]!=close[1] and mscon == true)
plotshape(ms2u, style=shape.arrowup,location=location.belowbar, text="Morning Star X2", color=green)

//Evening Star 1 Down
es1d = ((close[2]-open[2])>0 and (open-close)>0 and (close[1]-open[1])>=0 and (close[2]-open[2])>(high[2]-close[2]) and (close[2]-open[2])>(open[2]-low[2]) and (open-close)>(high-open) and (open-close)>(close-low) and (open-close)>(close[1]-open[1]) and (close[2]-open[2])>(close[1]-open[1]) and open[1]>close[2] and open[1]>open and escon == true)
plotshape(es1d, style=shape.arrowdown,location=location.abovebar, text="Evening Star", color=red)

//Evening Star 2 Down
es2d = ((close[2]-open[2])>0 and (open-close)>0 and (open[1]-close[1])>=0 and (close[2]-open[2])>(high[2]-close[2]) and (close[2]-open[2])>(open[2]-low[2]) and (open-close)>(high-open) and (open-close)>(close-low) and (open-close)>(open[1]-close[1]) and (close[2]-open[2])>(open[1]-close[1]) and close[1]>close[2] and close[1]>open and close[1]!=open[1] and escon == true) 
plotshape(es2d, style=shape.arrowdown,location=location.abovebar, text="Evening  X2", color=red)

//Bullish Engulfing
beu = (open[1]-close[1])>0 and (close-open)>0 and high>high[1] and low<low[1] and (close-open)>(open[1]-close[1]) and (close-open)>(high-close) and (close-open)>(open-low) and econ == true
plotshape(beu, style=shape.arrowup,location=location.belowbar, text="Engulfing", color=green)

//Bearish Engulfing
bed = (close[1]-open[1])>0 and (open-close)>0 and high>high[1] and low<low[1] and (open-close)>(close[1]-open[1]) and (open-close)>(high-open) and (open-close)>(close-low) and econ == true
plotshape(bed, style=shape.arrowdown,location=location.abovebar, text="Engulfing", color=red)

//Bullish Hammer Up
bhu1 = (close-open)>0 and ((close-open)/3)>(high-close) and ((open-low)/2)>(close-open) and (close-open)>((open-low)/8) and hcon == true
plotshape(bhu1, style=shape.arrowup,location=location.belowbar, text="Hammer", color=green)

//Bearish Hammer Up
bhu2 = (open-close)>0 and ((open-close)/3)>(high-open) and ((close-low)/2)>(open-close) and (open-close)>((close-low)/8) and hcon == true
plotshape(bhu2, style=shape.arrowup,location=location.belowbar, text="Hammer", color=green)

//Bullish Falling Star
bfs1 = (close-open)>0 and ((close-open)/3)>(open-low) and ((high-close)/2)>(close-open) and (close-open)>((high-close)/8) and fscon == true
plotshape(bfs1, style=shape.arrowdown,location=location.abovebar, text="Falling Star", color=red)

//Bearish Falling Star
bfs2 = (open-close)>0 and ((open-close)/3)>(close-low) and ((high-open)/2)>(open-close) and (open-close)>((high-open)/8) and fscon == true
plotshape(bfs2, style=shape.arrowdown,location=location.abovebar, text="Falling Star", color=red)

//Declaring the buy signals
buy = (dragondojibear == true and gravedojicon == true) or (dragondojibull == true and gravedojicon == true) or (tws == true and tbctwscon == true) or (tlsu == true and tlscon == true) or (pu == true and pcon == true) or (ms1u == true and mscon == true) or (ms2u == true and mscon == true) or (beu == true and econ == true) or (bhu1 == true and hcon == true) or (bhu2 == true and hcon == true)

//Declaring the sell signals
sell = (gravedojibear == true and gravedojicon == true) or (gravedojibull == true and gravedojicon == true) or (tbc == true and tbctwscon == true) or (tlsd == true and tlscon == true) or (dc == true and pcon == true) or (es1d == true and escon == true) or (es2d == true and escon == true) or (bed == true and econ == true) or (bfs1 == true and fscon == true) or (bfs2 == true and fscon == true)

//Execute historic backtesting
ordersize = floor(strategy.equity/close) // To dynamically calculate the order size as the account equity increases or decreases.
strategy.entry("long",strategy.long,ordersize,when=buy) // Buy 
strategy.close("long", when=sell) //Sell

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