Strategi ini menggabungkan teori pita Noro
Strategi ini menggabungkan penunjuk kuantitatif biasa untuk mencapai keuntungan yang berkesan melalui petunjuk momentum dan pembalikan purata. Ia juga menggunakan teori julat sebenar purata untuk mencari titik masuk yang munasabah. Contoh yang baik untuk menggabungkan teori dan teknik. Dengan pengoptimuman parameter dan peningkatan kawalan risiko, ia akan menjadi strategi kuantitatif yang cekap dan stabil.
/*backtest start: 2023-01-11 00:00:00 end: 2024-01-17 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=2 strategy("Noro's Bands Strategy v1.5", shorttitle = "NoroBands str 1.5", overlay=true) //Settings needlong = input(true, defval = true, title = "Long") needshort = input(true, defval = true, title = "Short") len = input(20, defval = 20, minval = 2, maxval = 200, title = "Period") color = input(true, defval = true, title = "Use ColorBar") usecb = input(true, defval = true, title = "Use CryptoBottom") usersi = input(true, defval = true, title = "Use RSI") usemm = input(true, defval = true, title = "Use min/max") usepyr = input(true, defval = true, title = "Use pyramiding") needbb = input(false, defval = false, title = "Show Bands") needbg = input(false, defval = false, title = "Show Background") needlo = input(false, defval = false, title = "Show Locomotive") needpy = input(false, defval = false, title = "Show Avg.price line") src = close //Fast RSI fastup = rma(max(change(src), 0), 2) fastdown = rma(-min(change(src), 0), 2) fastrsi = fastdown == 0 ? 100 : fastup == 0 ? 0 : 100 - (100 / (1 + fastup / fastdown)) //CryptoBottom mac = sma(close, 10) lencb = abs(close - mac) sma = sma(lencb, 100) max = max(open, close) min = min(open, close) //PriceChannel lasthigh = highest(src, len) lastlow = lowest(src, len) center = (lasthigh + lastlow) / 2 //dist dist = abs(src - center) distsma = sma(dist, len) hd = center + distsma ld = center - distsma hd2 = center + distsma * 2 ld2 = center - distsma * 2 //Trend trend = close < ld and high < hd ? -1 : close > hd and low > ld ? 1 : trend[1] //Lines colo = needbb == false ? na : black plot(hd2, color = colo, linewidth = 1, transp = 0, title = "High band 2") plot(hd, color = colo, linewidth = 1, transp = 0, title = "High band") plot(center, color = colo, linewidth = 1, transp = 0, title = "center") plot(ld, color = colo, linewidth = 1, transp = 0, title = "Low band") plot(ld2, color = colo, linewidth = 1, transp = 0, title = "Low band 2") //Background col = needbg == false ? na : trend == 1 ? lime : red bgcolor(col, transp = 80) //Signals up = trend == 1 and ((close < open or color == false) or close < hd) and (min < min[1] or usemm == false) and (close < strategy.position_avg_price or usepyr == false or strategy.position_size <= 0) ? 1 : 0 dn = trend == -1 and ((close > open or color == false) or close > ld) and (max > max[1] or usemm == false) and (close > strategy.position_avg_price or usepyr == false or strategy.position_size >= 0) ? 1 : 0 up2 = close < open and lencb > sma * 3 and min < min[1] and fastrsi < 10 and (close < strategy.position_avg_price or usepyr == false or strategy.position_size <= 0) ? 1 : 0 //CryptoBottom //dn2 = close > open and len > sma * 3 and max > max[1] and fastrsi > 90 ? 1 : 0 //CryptoBottom up3 = fastrsi < 5 and usersi == true and (close < strategy.position_avg_price or usepyr == false or strategy.position_size <= 0) ? 1 : 0 //dn3 = fastrsi > 95 and usersi = true ? 1 : 0 //Avg Price colpy = needpy == false ? na : black plot(strategy.position_avg_price, color = colpy) up4 = close < strategy.position_avg_price and usepyr == true and strategy.position_size >= 0 ? 1 : 0 dn4 = close > strategy.position_avg_price and usepyr == true and strategy.position_size <= 0 ? 1 : 0 //Locomotive uploco = trend == 1 and close < open and min < min[1] and close < center ? 1 : 0 plotarrow(needlo == true and uploco == 1 ? 1 : 0, colorup = black, colordown = black, transp = 0) longCondition = up == 1 or (up2 == 1 and usecb == true) or (up3 == 1 and usersi == true) or up4 == 1 if (longCondition) strategy.entry("Long", strategy.long, needlong == false ? 0 : na) shortCondition = dn == 1 or dn4 == 1 if (shortCondition) strategy.entry("Short", strategy.short, needshort == false ? 0 : na)