Strategi ini menarik dua garis berdasarkan harga tertinggi dan terendah lilin harian untuk penghakiman trend panjang / pendek. Ia pergi lama apabila harga menembusi garis harga tertinggi dan pergi pendek apabila harga menembusi garis harga terendah. Ia boleh secara automatik beralih antara kedudukan panjang dan pendek.
Strategi ini terutamanya menggunakan titik-titik pivot lilin harian untuk menentukan trend panjang/pendek. Yang dipanggil
Secara khusus, logik utama adalah seperti berikut:
Dengan menangkap trend melalui terobosan harga tertinggi / terendah, ia merealisasikan suis automatik antara panjang dan pendek.
Kelebihan utama strategi ini ialah:
Beberapa risiko:
Penambahbaikan:
Beberapa arahan:
Ringkasnya, strategi mudah ini merealisasikan auto long/short berdasarkan pivot harian. Logiknya jelas dan mudah difahami. Pengoptimuman lanjut boleh meningkatkan kestabilan. Pelabur boleh menerapkannya untuk perdagangan langsung berdasarkan keutamaan risiko peribadi.
/*backtest start: 2023-12-01 00:00:00 end: 2023-12-31 23:59:59 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //Noro //2019 //@version=3 strategy(title = "Noro's DEX Strategy", shorttitle = "DEX str", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0) //Settings needlong = input(true, defval = true, title = "Long") needshort = input(false, defval = false, title = "Short") capital = input(100, defval = 100, minval = 1, maxval = 10000, title = "Lot") showlines = input(true, title = "Show lines") showbg = input(false, title = "Show background") showday = input(false, title = "Show new day") fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year") toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year") frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month") tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month") fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day") today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day") //New day trand bar = close > open ? 1 : close < open ? -1 : 0 newday = request.security(syminfo.tickerid, 'D', time) //Lines uplevel = request.security(syminfo.tickerid, 'D', high) dnlevel = request.security(syminfo.tickerid, 'D', low) upcolor = uplevel == uplevel[1] and showlines ? lime : na dncolor = dnlevel == dnlevel[1] and showlines? red : na plot(uplevel, offset = 1, linewidth = 2, color = upcolor) plot(dnlevel, offset = 1, linewidth = 2, color = dncolor) //Background size = strategy.position_size col = time == newday + 86400000 and showday ? blue : showbg and size > 0 ? lime : showbg and size < 0 ? red : na bgcolor(col) //Orders lot = 0.0 lot := size != size[1] ? strategy.equity / close * capital / 100 : lot[1] truetime = true if uplevel > 0 and dnlevel > 0 strategy.entry("Long", strategy.long, needlong ? lot : 0, stop = uplevel, when = truetime) strategy.entry("Close", strategy.short, needshort ? lot : 0, stop = dnlevel, when = truetime)