Strategi perdagangan Bill Williams Awesome Oscillator adalah strategi perdagangan kuantitatif yang dibangunkan berdasarkan cadangan yang dicadangkan oleh Bill Williams dalam bukunya
Indikator teras strategi ini ialah Awesome Oscillator (AO).
AO = SMA ((harga purata, panjang pantas) - SMA ((harga purata, panjang perlahan)
Di mana Harga Median mengambil purata harga tinggi dan rendah; Panjang Cepat mewakili tempoh purata bergerak pantas; Panjang Perlahan mewakili tempoh purata bergerak perlahan.
Penunjuk AO mencerminkan goyangan harga pasaran pada skala masa yang berbeza melalui perbezaan antara purata bergerak pantas dan perlahan. Apabila purata bergerak pantas lebih tinggi daripada purata bergerak perlahan, ia menandakan bahawa momentum harga jangka pendek lebih kuat daripada momentum jangka panjang dan memberikan isyarat beli. Apabila purata bergerak pantas lebih rendah daripada yang perlahan, ia menandakan bahawa momentum harga jangka pendek lebih lemah daripada momentum jangka panjang dan memberikan isyarat jual.
Strategi ini menggunakan perbezaan antara nilai AO semasa dan tempoh sebelumnya untuk menentukan pendirian panjang/pendek tempoh semasa. Warna yang berbeza digunakan untuk mengenal pasti mereka pada histogram: biru apabila AO semasa lebih besar daripada tempoh sebelumnya, menunjukkan sesuai untuk panjang; merah apabila AO semasa kurang daripada tempoh sebelumnya, menunjukkan sesuai untuk pendek.
Kelebihan utama strategi ini termasuk:
Terdapat juga beberapa risiko dengan strategi ini:
Untuk mengurangkan risiko di atas, parameter boleh dioptimumkan, pembinaan penunjuk boleh diselaraskan, dan penunjuk lain boleh digunakan untuk pengesahan.
Beberapa arah strategi ini boleh dioptimumkan termasuk:
Kesimpulannya, strategi perdagangan Bill Williams Awesome Oscillator secara berkesan mengenal pasti peluang pembalikan jangka pendek dengan menilai perubahan trend harga menggunakan perbezaan antara purata bergerak cepat dan perlahan. Strategi ini mempunyai konsep yang jelas dan mudah dilaksanakan. Dengan pengoptimuman parameter dan penggabungan penunjuk lain, ia mempunyai potensi untuk mencapai prestasi perdagangan yang baik.
/*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=2 //////////////////////////////////////////////////////////// // Copyright by HPotter v1.0 29/12/2016 // This indicator is based on Bill Williams` recommendations from his book // "New Trading Dimensions". We recommend this book to you as most useful reading. // The wisdom, technical expertise, and skillful teaching style of Williams make // it a truly revolutionary-level source. A must-have new book for stock and // commodity traders. // The 1st 2 chapters are somewhat of ramble where the author describes the // "metaphysics" of trading. Still some good ideas are offered. The book references // chaos theory, and leaves it up to the reader to believe whether "supercomputers" // were used in formulating the various trading methods (the author wants to come across // as an applied mathemetician, but he sure looks like a stock trader). There isn't any // obvious connection with Chaos Theory - despite of the weak link between the title and // content, the trading methodologies do work. Most readers think the author's systems to // be a perfect filter and trigger for a short term trading system. He states a goal of // 10%/month, but when these filters & axioms are correctly combined with a good momentum // system, much more is a probable result. // There's better written & more informative books out there for less money, but this author // does have the "Holy Grail" of stock trading. A set of filters, axioms, and methods which are // the "missing link" for any trading system which is based upon conventional indicators. // This indicator plots the oscillator as a histogram where periods fit for buying are marked // as blue, and periods fit for selling as red. If the current value of AC (Awesome Oscillator) // is over the previous, the period is deemed fit for buying and the indicator is marked blue. // If the AC values is not over the previous, the period is deemed fir for selling and the indicator // is marked red. // // You can change long to short in the Input Settings // Please, use it only for learning or paper trading. Do not for real trading. //////////////////////////////////////////////////////////// strategy("Bill Williams. Awesome Oscillator (AO)") nLengthSlow = input(34, minval=1, title="Length Slow") nLengthFast = input(5, minval=1, title="Length Fast") reverse = input(false, title="Trade reverse") xSMA1_hl2 = sma(hl2, nLengthFast) xSMA2_hl2 = sma(hl2, nLengthSlow) xSMA1_SMA2 = xSMA1_hl2 - xSMA2_hl2 cClr = xSMA1_SMA2 > xSMA1_SMA2[1] ? blue : red pos = iff(xSMA1_SMA2 > xSMA1_SMA2[1], 1, iff(xSMA1_SMA2 < xSMA1_SMA2[1], -1, nz(pos[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) barcolor(possig == -1 ? red: possig == 1 ? green : blue ) plot(xSMA1_SMA2, style=histogram, linewidth=1, color=cClr)