Strategi Pengikut Trend Pesakit adalah strategi pengikut trend. Ia menggunakan gabungan purata bergerak untuk menentukan arah trend dan osilator CCI untuk menjana isyarat perdagangan. Strategi ini mengejar trend besar dan dapat mengelakkan whipsaws dalam pasaran yang berbeza.
Strategi ini menggunakan gabungan EMA 21 tempoh dan 55 tempoh untuk menentukan arah trend. Uptrend ditakrifkan apabila EMA pendek berada di atas EMA panjang. Downtrend ditakrifkan apabila EMA pendek berada di bawah EMA panjang.
Indikator CCI digunakan untuk mengesan keadaan overbought dan oversold. CCI melintasi di atas -100 isyarat keadaan oversold bawah dan melintasi di bawah 100 isyarat keadaan overbought atas.
Apabila trend menaik ditentukan, isyarat oversold bawah yang kuat dari CCI akan mencetuskan pesanan masuk panjang. Apabila isyarat downtrend ditentukan, isyarat oversold atas yang kuat dari CCI akan mencetuskan pesanan masuk pendek.
Stop loss ditetapkan pada garis SuperTrend. mengambil keuntungan adalah bilangan pips tetap.
Kelebihan utama strategi ini ialah:
Risiko utama strategi ini ialah:
Untuk mengatasi risiko ini, parameter seperti tempoh EMA, tempoh CCI dan tahap stop loss / mengambil keuntungan dapat dioptimumkan.
Arah pengoptimuman utama ialah:
Uji lebih banyak kombinasi penunjuk untuk mencari penunjuk trend dan pengesahan isyarat yang lebih baik.
Menggunakan stop loss dinamik dan mengambil keuntungan dengan ATR untuk lebih mengikuti trend dan mengawal risiko.
Memperkenalkan model pembelajaran mesin yang dilatih pada data sejarah untuk menilai kebarangkalian trend.
Mengoptimumkan parameter untuk instrumen perdagangan yang berbeza.
Strategi Pengikut Trend Pesakit adalah strategi perdagangan trend yang sangat praktikal secara keseluruhan. Ia menentukan trend besar dengan purata bergerak dan mengesan isyarat pembalikan dengan osilator CCI, sambil menetapkan tahap stop loss yang munasabah menggunakan penunjuk SuperTrend. Dengan penyesuaian parameter lebih lanjut dan lebih banyak kombinasi penunjuk untuk pengesahan isyarat, strategi ini boleh dioptimumkan lebih lanjut dan bernilai dijejaki dalam perdagangan langsung.
/*backtest start: 2024-01-10 00:00:00 end: 2024-01-17 00:00:00 period: 1m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © greenmask9 //@version=4 strategy("Patient Trendfollower (7) Strategy", overlay=true) // 21 EMA emalength = input(21, title="Short EMA") emashort = ema(close, emalength) plot(emashort, color = color.purple, linewidth=1) // 55 EMA emalength2 = input(55, title="Long EMA") ema = ema(close, emalength2) plot(ema, color = color.green, linewidth=1) //CCI calculation and inputs lengthcci = input(20, minval=1, title="Overbought/sold detector period") src = input(close, title="Overbought/sold detector source") ma = sma(src, lengthcci) ccivalue = (src - ma) / (0.015 * dev(src, lengthcci)) //CCI plotting ccioverbought = input(defval=100, title="Overbought level 1") ccioverbought2 = input(defval=140, title="Overbought level 2") ccioverbought3 = input(defval=180, title="Overbought level 3") ccioversold = input(defval=-100, title="Oversold level 1") ccioversold2 = input(defval=-140, title="Oversold level 2") ccioversold3 = input(defval=-180, title="Oversold level 3") cciOB = (ccivalue >= ccioverbought and ccivalue < ccioverbought2) plotshape(cciOB, title= "Overbought", location=location.abovebar, color=color.lime, transp=0, style=shape.circle) cciOS = (ccivalue <= ccioversold and ccivalue > ccioversold2) plotshape(cciOS, title= "Oversold", location=location.belowbar, color=color.lime, transp=0, style=shape.circle) cciOB2 = (ccivalue >= ccioverbought2 and ccivalue < ccioverbought3) plotshape(cciOB2, title= "Overbought", location=location.abovebar, color=color.red, transp=0, style=shape.circle) cciOS2 = (ccivalue <= ccioversold and ccivalue > ccioversold3) plotshape(cciOS2, title= "Oversold", location=location.belowbar, color=color.red, transp=0, style=shape.circle) cciOB3 = (ccivalue >= ccioverbought3) plotshape(cciOB3, title= "Overbought", location=location.abovebar, color=color.black, transp=0, style=shape.circle) cciOS3 = (ccivalue <= ccioversold3) plotshape(cciOS3, title= "Oversold", location=location.belowbar, color=color.black, transp=0, style=shape.circle) //Supertrend length = input(title="ATR Period", type=input.integer, defval=55) mult = input(title="ATR Multiplier", type=input.float, step=0.1, defval=5.0) wicks = input(title="Take Wicks into Account ?", type=input.bool, defval=true) illuminate = input(title="Illuminate Trend", type=input.bool, defval=true) atr = mult * atr(length) longStop = hl2 - atr longStopPrev = nz(longStop[1], longStop) longStop := (wicks ? low[1] : close[1]) > longStopPrev ? max(longStop, longStopPrev) : longStop shortStop = hl2 + atr shortStopPrev = nz(shortStop[1], shortStop) shortStop := (wicks ? high[1] : close[1]) < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop dir = 1 dir := nz(dir[1], dir) dir := dir == -1 and (wicks ? high : close) > shortStopPrev ? 1 : dir == 1 and (wicks ? low : close) < longStopPrev ? -1 : dir longColor = color.new(color.green, 90) shortColor = color.new(color.red, 90) noneColor = color.new(color.white, 100) longStopPlot = plot(dir == 1 ? longStop : na, title="Long Stop", style=plot.style_linebr, linewidth=2, color=longColor) shortStopPlot = plot(dir == 1 ? na : shortStop, title="Short Stop", style=plot.style_linebr, linewidth=2, color=shortColor) midPricePlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0) longFillColor = illuminate ? (dir == 1 ? longColor : noneColor) : noneColor shortFillColor = illuminate ? (dir == -1 ? shortColor : noneColor) : noneColor fill(midPricePlot, longStopPlot, title="Long State Filling", color=longFillColor) fill(midPricePlot, shortStopPlot, title="Short State Filling", color=shortFillColor) //entries uptrend = emashort>ema and dir == 1 upsignal = ccivalue<=ccioversold and ccivalue>ccioversold2 upsignal2 = ccivalue<=ccioversold2 and ccivalue>ccioversold3 upsignal3 = ccivalue<=ccioversold3 downtrend = emashort<ema and dir == -1 downsignal = ccivalue>=ccioverbought and ccivalue<ccioverbought2 downsignal2 = ccivalue>=ccioverbought2 and ccivalue<ccioverbought3 downsignal3 = ccivalue>=ccioverbought3 //adapts to the current bar, I need to save the bars number when the condition for buy was true, static number is spread spread = input (0.00020, title="Spread") upstoploss = longStop - spread downstoploss = shortStop + spread strategy.initial_capital = 50000 ordersize=floor(strategy.initial_capital/close) testlong = input(title="Test longs", type=input.bool, defval=true) testshort = input(title="Test shorts", type=input.bool, defval=true) //new degree = input(title="Test level 1 overbought/sold levels", type=input.bool, defval=true) degree2 = input(title="Test level 2 overbought/sold levels", type=input.bool, defval=false) degree3 = input(title="Test level 3 overbought/sold levels", type=input.bool, defval=false) statictarget = input(title="Use static target", type=input.bool, defval=true) statictargetvalue = input(title="Static target in pips", type=input.integer, defval=400) //timetrade = input(title="Open trades only withing specified time", type=input.bool, defval=true) //timtrade = input() //přidat možnost TP podle ATR a sl podle ATR buy1 = uptrend and upsignal and strategy.opentrades==0 and testlong and degree x1 = barssince (buy1) if (buy1) //bodlo by zakázat atrtarget v tomto případě if (statictarget) strategy.entry("Long1", strategy.long, ordersize) strategy.exit( "Exitlong", from_entry="Long1" , profit=statictargetvalue,stop=upstoploss[x1]) buy2 = uptrend and upsignal2 and strategy.opentrades==0 and testlong and degree2 x2 = barssince (buy2) if (buy2) //bodlo by zakázat atrtarget v tomto případě if (statictarget) strategy.entry("Long2", strategy.long, ordersize) strategy.exit( "Exitlong", from_entry="Long2" , profit=statictargetvalue,stop=upstoploss[x2]) buy3 = uptrend and upsignal3 and strategy.opentrades==0 and testlong and degree3 x3 = barssince (buy3) if (buy3) //bodlo by zakázat atrtarget v tomto případě if (statictarget) strategy.entry("Long3", strategy.long, ordersize) strategy.exit( "Exitlong", from_entry="Long3" , profit=statictargetvalue,stop=upstoploss[x3]) sell1 = downtrend and downsignal and strategy.opentrades==0 and testshort and degree y1 = barssince (sell1) if (sell1) if (statictarget) strategy.entry("Sell1", strategy.short, ordersize) strategy.exit( "Exitshort", from_entry="Sell1" , profit=statictargetvalue,stop=downstoploss[y1]) sell2 = downtrend and downsignal2 and strategy.opentrades==0 and testshort and degree2 y2 = barssince (sell2) if (sell2) if (statictarget) strategy.entry("Sell2", strategy.short, ordersize) strategy.exit( "Exitshort", from_entry="Sell2" , profit=statictargetvalue,stop=downstoploss[y2]) sell3 = downtrend and downsignal3 and strategy.opentrades==0 and testshort and degree3 y3 = barssince (sell3) if (sell3) if (statictarget) strategy.entry("Sell3", strategy.short, ordersize) strategy.exit( "Exitshort", from_entry="Sell3" , profit=statictargetvalue,stop=downstoploss[y3])