Ini adalah strategi pengesanan trend yang menggunakan Bollinger Bands untuk menentukan trend dan ATR untuk menetapkan stop loss dan mengambil keuntungan.
Ini adalah strategi yang menggunakan Bollinger Bands untuk menentukan trend dan menetapkan stop loss dan mengambil keuntungan berdasarkan garis trend. Kelebihan utamanya adalah penilaian trend yang jelas, stop loss yang munasabah dan mengambil keuntungan untuk mengawal risiko dengan berkesan. Risiko utama berasal dari penilaian trend yang salah dan stop loss yang terlalu dekat. Arahan pengoptimuman masa depan termasuk pengoptimuman parameter, pengoptimuman pengiraan garis trend dan pengoptimuman stop loss mengambil keuntungan.
/*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"}] */ // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © zhuenrong // © Dreadblitz //@version=4 strategy(shorttitle="FLI", title="Follow Line Indicator", overlay=true) // BBperiod = input(defval = 21, title = "BB Period", type = input.integer, minval = 1) BBdeviations = input(defval = 1.00, title = "BB Deviations", type = input.float, minval = 0.1, step=0.05) UseATRfilter = input(defval = true, title = "ATR Filter", type = input.bool) ATRperiod = input(defval = 5, title = "ATR Period", type = input.integer, minval = 1) hl = input(defval = false, title = "Hide Labels", type = input.bool) // BBUpper=sma (close,BBperiod)+stdev(close, BBperiod)*BBdeviations BBLower=sma (close,BBperiod)-stdev(close, BBperiod)*BBdeviations // TrendLine = 0.0 iTrend = 0.0 buy = 0.0 sell = 0.0 // BBSignal = close>BBUpper? 1 : close<BBLower? -1 : 0 // if BBSignal == 1 and UseATRfilter == 1 TrendLine:=low-atr(ATRperiod) if TrendLine<TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == -1 and UseATRfilter == 1 TrendLine:=high+atr(ATRperiod) if TrendLine>TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == 0 and UseATRfilter == 1 TrendLine:=TrendLine[1] // if BBSignal == 1 and UseATRfilter == 0 TrendLine:=low if TrendLine<TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == -1 and UseATRfilter == 0 TrendLine:=high if TrendLine>TrendLine[1] TrendLine:=TrendLine[1] if BBSignal == 0 and UseATRfilter == 0 TrendLine:=TrendLine[1] // iTrend:=iTrend[1] if TrendLine>TrendLine[1] iTrend:=1 if TrendLine<TrendLine[1] iTrend:=-1 // buy:=iTrend[1]==-1 and iTrend==1 ? 1 : na sell:=iTrend[1]==1 and iTrend==-1? 1 : na // plot(TrendLine, color=iTrend > 0?color.blue:color.red ,style=plot.style_line,linewidth=2,transp=0,title="Trend Line") plotshape(buy == 1 and hl == false? TrendLine-atr(8) :na, text='💣', style= shape.labelup, location=location.absolute, color=color.blue, textcolor=color.white, offset=0, transp=0,size=size.auto) plotshape(sell == 1 and hl == false ?TrendLine+atr(8):na, text='🔨', style=shape.labeldown, location=location.absolute, color=color.red, textcolor=color.white, offset=0, transp=0,size=size.auto) // alertcondition(sell == 1 ,title="Sell",message="Sell") alertcondition(buy == 1 ,title="Buy",message="Buy") alertcondition(buy == 1 or sell == 1 ,title="Buy/Sell",message="Buy/Sell") if (buy==1) strategy.entry("Buy", strategy.long) if (sell==1) strategy.entry("Sell", strategy.short) // === Stop LOSS === if strategy.position_size>0 strategy.exit("Stop Loss/Profit Long","Buy", stop=strategy.position_avg_price*100, limit=strategy.position_avg_price*1.1) if strategy.position_size<0 strategy.exit("Stop Loss/Profit Short","Sell", stop=strategy.position_avg_price*100, limit=strategy.position_avg_price*0.9)