Di samping itu, strategi ini juga memperkenalkan logik untuk menilai jumlah dagangan yang tidak normal. Apabila harga turun naik dengan ketara tanpa peningkatan yang ketara dalam jumlah dagangan, kemungkinan besar ia adalah pecah palsu. Dalam kes ini, isyarat beli juga akan dihantar.
Strategi ini mempunyai kelebihan berikut:
Pengenalan isyarat pembalikan jumlah dagangan dapat mengelakkan ditipu oleh pecah palsu dan menapis isyarat yang tidak sah.
Pengesanan awal masa pemulihan saham dengan mengenal pasti corak penurunan kecil.
Logik strategi adalah mudah dan jelas, mudah difahami, diubah suai dan dioptimumkan.
Terdapat juga beberapa risiko dengan strategi ini:
Perdagangan pembalikan itu sendiri membawa risiko tertentu, dengan kemungkinan untuk dipbalikkan lagi.
Indikator VOLUME mungkin kurang berprestasi untuk beberapa stok dengan kecairan yang rendah.
Prestasi dalam perdagangan langsung mungkin merosot berbanding dengan yang dalam backtesting sejarah.
Strategi ini boleh dioptimumkan lagi dalam aspek berikut:
Tambah atau kurangkan beberapa penunjuk teknikal untuk mencari konfigurasi model pelbagai faktor yang optimum.
Tetapkan parameter atau berat yang berbeza untuk pelbagai jenis stok supaya strategi dapat lebih disasarkan.
Menggabungkan industri, konsep dan maklumat lain untuk memilih stok untuk berdagang dalam sektor tertentu.
Memperkenalkan algoritma pembelajaran mesin untuk mencapai pengoptimuman automatik parameter strategi.
/*backtest start: 2023-01-18 00:00:00 end: 2024-01-24 00:00:00 period: 1d basePeriod: 1h 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/ // © mkose81 //@version=5 strategy("MK future stopsuz 40 alım (Sadece Long)", overlay=true, max_bars_back=4000,use_bar_magnifier= true,pyramiding=40) // RSI Hesaplama rsi = ta.rsi(close, 14) float botRSI = na botRSI := ta.pivotlow(5, 5) botcRSI = 0 botcRSI := botRSI ? 5 : nz(botcRSI[1]) + 1 newbotRSI = ta.pivotlow(5, 0) emptylRSI = true if not na(newbotRSI) and newbotRSI < low[botcRSI] diffRSI = (newbotRSI - low[botcRSI]) / botcRSI llineRSI = newbotRSI - diffRSI for x = 1 to botcRSI - 1 by 1 if close[x] < llineRSI emptylRSI := false break llineRSI -= diffRSI emptylRSI // Pozitif Uyumsuzluk Alım Sinyali - RSI alRSI = 0 if emptylRSI and not na(newbotRSI) if rsi[botcRSI] < rsi alRSI := 1 // MACD Hesaplama [macd, signal, _] = ta.macd(close, 21, 55, 8) float botMACD = na botMACD := ta.pivotlow(5, 5) botcMACD = 0 botcMACD := botMACD ? 5 : nz(botcMACD[1]) + 1 newbotMACD = ta.pivotlow(5, 0) emptylMACD = true if not na(newbotMACD) and newbotMACD < low[botcMACD] diffMACD = (newbotMACD - low[botcMACD]) / botcMACD llineMACD = newbotMACD - diffMACD for x = 1 to botcMACD - 1 by 1 if close[x] < llineMACD emptylMACD := false break llineMACD -= diffMACD emptylMACD // Pozitif Uyumsuzluk Alım Sinyali - MACD alMACD = 0 if emptylMACD and not na(newbotMACD) if macd[botcMACD] < macd alMACD := 1 // OBV Hesaplama ve Uyumsuzluk Tespiti obv = ta.cum(ta.change(close) > 0 ? volume : ta.change(close) < 0 ? -volume : 0) float botOBV = na botOBV := ta.pivotlow(5, 5) botcOBV = 0 botcOBV := botOBV ? 5 : nz(botcOBV[1]) + 1 newbotOBV = ta.pivotlow(5, 0) emptylOBV = true if not na(newbotOBV) and newbotOBV < obv[botcOBV] diffOBV = (newbotOBV - obv[botcOBV]) / botcOBV llineOBV = newbotOBV - diffOBV for x = 1 to botcOBV - 1 by 1 if obv[x] < llineOBV emptylOBV := false break llineOBV -= diffOBV emptylOBV // Pozitif Uyumsuzluk Alım Sinyali - OBV alOBV = 0 if emptylOBV and not na(newbotOBV) if obv[botcOBV] < obv alOBV := 1 // CCI Hesaplama ve Uyumsuzluk Tespiti cci = ta.cci(close, 20) float botCCI = na botCCI := ta.pivotlow(5, 5) botcCCI = 0 botcCCI := botCCI ? 5 : nz(botcCCI[1]) + 1 newbotCCI = ta.pivotlow(5, 0) emptylCCI = true if not na(newbotCCI) and newbotCCI < cci[botcCCI] diffCCI = (newbotCCI - cci[botcCCI]) / botcCCI llineCCI = newbotCCI - diffCCI for x = 1 to botcCCI - 1 by 1 if cci[x] < llineCCI emptylCCI := false break llineCCI -= diffCCI emptylCCI // Pozitif Uyumsuzluk Alım Sinyali - CCI alCCI = 0 if emptylCCI and not na(newbotCCI) if cci[botcCCI] < cci alCCI := 1 // CMF Hesaplama length = 20 mfm = ((close - low) - (high - close)) / (high - low) mfv = mfm * volume cmf = ta.sma(mfv, length) / ta.sma(volume, length) float botCMF = na botCMF := ta.pivotlow(5, 5) botcCMF = 0 botcCMF := botCMF ? 5 : nz(botcCMF[1]) + 1 newbotCMF = ta.pivotlow(5, 0) emptylCMF = true if not na(newbotCMF) and newbotCMF < cmf[botcCMF] diffCMF = (newbotCMF - cmf[botcCMF]) / botcCMF llineCMF = newbotCMF - diffCMF for x = 1 to botcCMF - 1 by 1 if cmf[x] < llineCMF emptylCMF := false break llineCMF -= diffCMF emptylCMF // Pozitif Uyumsuzluk Alım Sinyali - CMF alCMF = 0 if emptylCMF and not na(newbotCMF) if cmf[botcCMF] < cmf alCMF := 1 // MFI Hesaplama lengthMFI = 14 mfi = ta.mfi(close, lengthMFI) float botMFI = na botMFI := ta.pivotlow(mfi, 5, 5) botcMFI = 0 botcMFI := botMFI ? 5 : nz(botcMFI[1]) + 1 newbotMFI = ta.pivotlow(mfi, 5, 0) emptylMFI = true if not na(newbotMFI) and newbotMFI < mfi[botcMFI] diffMFI = (newbotMFI - mfi[botcMFI]) / botcMFI llineMFI = newbotMFI - diffMFI for x = 1 to botcMFI - 1 by 1 if mfi[x] < llineMFI emptylMFI := false break llineMFI -= diffMFI emptylMFI // Pozitif Uyumsuzluk Alım Sinyali - MFI alMFI = 0 if emptylMFI and not na(newbotMFI) if mfi[botcMFI] < mfi alMFI := 1 // VWMACD Hesaplama fastLength = 12 slowLength = 26 signalSmoothing = 9 vwmacd = ta.ema(close, fastLength) - ta.ema(close, slowLength) signalLine = ta.ema(vwmacd, signalSmoothing) histogram = vwmacd - signalLine // VWMACD Uyumsuzluk Tespiti float botVWMACD = na botVWMACD := ta.pivotlow(histogram, 5, 5) botcVWMACD = 0 botcVWMACD := botVWMACD ? 5 : nz(botcVWMACD[1]) + 1 newbotVWMACD = ta.pivotlow(histogram, 5, 0) emptylVWMACD = true if not na(newbotVWMACD) and newbotVWMACD < histogram[botcVWMACD] diffVWMACD = (newbotVWMACD - histogram[botcVWMACD]) / botcVWMACD llineVWMACD = newbotVWMACD - diffVWMACD for x = 1 to botcVWMACD - 1 by 1 if histogram[x] < llineVWMACD emptylVWMACD := false break llineVWMACD -= diffVWMACD emptylVWMACD // Pozitif Uyumsuzluk Alım Sinyali - VWMACD alVWMACD = 0 if emptylVWMACD and not na(newbotVWMACD) if histogram[botcVWMACD] < histogram alVWMACD := 1 //Dipci indikator lengthd= 130 coef = 0.2 vcoef = 2.5 signalLength = 5 smoothVFI = false ma(x, y) => smoothVFI ? ta.sma(x, y) : x typical = hlc3 inter = math.log(typical) - math.log(typical[1]) vinter = ta.stdev(inter, 30) cutoff = coef * vinter * close vave = ta.sma(volume, lengthd)[1] vmax = vave * vcoef vc = volume < vmax ? volume : vmax //min( volume, vmax ) mf = typical - typical[1] iff_4 = mf < -cutoff ? -vc : 0 vcp = mf > cutoff ? vc : iff_4 vfi = ma(math.sum(vcp, lengthd) / vave, 3) vfima = ta.ema(vfi, signalLength) d = vfi - vfima // Kullanıcı girdileri volatilityThreshold = input.float(1.005, title="Volume Percentage Threshold") pinThreshold = input.float(1.005, title="Deep Percentage Threshold") // Hesaplamalar volatilityPercentage = (high - low) / open pinPercentage = close > open ? (high - close) / open : (close - low) / open // Volatilite koşulu ve VFI ile filtreleme voldip = volatilityPercentage >= volatilityThreshold or pinPercentage >= pinThreshold volCondition = voldip and vfi< 0 // VFI değeri 0'dan küçükse volCondition aktif olacak threeCommasEntryComment = input.string(title="3Commas Entry Comment", defval="") threeCommasExitComment = input.string(title="3Commas Exit Comment", defval="") takeProfitPerc = input.float(1, title="Take Profit Percentage (%)") / 100 fallPerc = input.float(5, title="Percentage for Additional Buy (%)") / 100 // Değişkenlerin tanımlanması var float lastBuyPrice = na var float tpPrice = na var int lastTpBar = na // Alım koşulları longCondition = alRSI or alMACD or alOBV or alCCI or alCMF or alMFI or alVWMACD or volCondition // Son alım fiyatını saklamak için değişken // İlk alım stratejisi if (longCondition and strategy.position_size == 0) strategy.entry("Long", strategy.long, comment=threeCommasEntryComment) lastBuyPrice := open // İkinci ve sonraki alım koşulları (son alım fiyatının belirlenen yüzde altında) if (open < lastBuyPrice * (1 - fallPerc) and strategy.position_size > 0) strategy.entry("Long Add", strategy.long, comment=threeCommasEntryComment) lastBuyPrice := open // Kar alma fiyatını hesaplama ve strateji çıkışı tp_price = strategy.position_avg_price * (1 + takeProfitPerc) if strategy.position_size > 0 strategy.exit("Exit Long", "Long", limit=tp_price, comment=threeCommasExitComment) strategy.exit("Exit Long Add", "Long Add", limit=tp_price, comment=threeCommasExitComment) tpPrice := na // Pozisyon kapandığında TP çizgisini sıfırla // Kar alma seviyesi çizgisi çizme plot(strategy.position_size > 0 ? tp_price : na, color=color.green, title="Take Profit Line")