Strategi ini adalah sistem perdagangan pelbagai peringkat yang beradaptasi berdasarkan teori Fibonacci retracement. Ia menggunakan tahap retracement Fibonacci untuk mengenal pasti tahap sokongan dan rintangan utama di pasaran, dan menghasilkan isyarat perdagangan berdasarkan interaksi harga dengan tahap ini.
Logik utama strategi ini merangkumi langkah-langkah berikut:
Strategi ini unik kerana ia membolehkan pengguna memilih arah pengiraan Fibonacci (dari atas ke bawah atau dari bawah ke atas) dan tahap Fibonacci yang berbeza untuk isyarat beli dan jual. Fleksibiliti ini membolehkan strategi ini menyesuaikan diri dengan persekitaran pasaran dan gaya perdagangan yang berbeza.
Untuk mengurangkan risiko ini, anda boleh mempertimbangkan:
Pengoptimuman ini dapat meningkatkan kebolehan adaptasi dan ketahanan strategi dengan ketara, yang membolehkan ia kekal berkesan dalam keadaan pasaran yang lebih luas.
Strategi perdagangan bertingkat yang bersesuaian berdasarkan Fibonacci Retracement menyediakan kerangka kerja yang fleksibel dan disesuaikan untuk mengenal pasti peluang perdagangan yang berpotensi di pasaran kewangan. Dengan menggabungkan prinsip analisis teknikal klasik dan teknologi pengurusan risiko moden, strategi ini memberikan pedagang alat yang kuat untuk mencari peluang perdagangan yang berkemungkinan tinggi dalam pelbagai persekitaran pasaran.
/*backtest
start: 2024-08-26 00:00:00
end: 2024-09-24 08:00:00
period: 4h
basePeriod: 4h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("Simple Fibonacci Retracement Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
// Input period for high and low points identification
lookback = input.int(100, title="Lookback Period", minval=10)
// Input to choose Fibonacci calculation direction
fib_direction = input.string(title="Fibonacci Direction", defval="Top to Bottom", options=["Top to Bottom", "Bottom to Top"])
// Input for Fibonacci levels
fib_level_236 = input.float(0.236, title="Fib 23.6% Level")
fib_level_382 = input.float(0.382, title="Fib 38.2% Level")
fib_level_50 = input.float(0.5, title="Fib 50% Level")
fib_level_618 = input.float(0.618, title="Fib 61.8% Level")
// Input to choose the level for entry signals
buy_entry_level = input.string(title="Buy Entry Level", defval="Fib 61.8%", options=["Fib 23.6%", "Fib 38.2%", "Fib 50%", "Fib 61.8%"])
sell_entry_level = input.string(title="Sell Entry Level", defval="Fib 38.2%", options=["Fib 23.6%", "Fib 38.2%", "Fib 50%", "Fib 61.8%"])
// Input for take profit and stop loss in pips
take_profit_pips = input.int(50, title="Take Profit (pips)")
stop_loss_pips = input.int(20, title="Stop Loss (pips)")
// Identify high and low points within the lookback period
highestHigh = ta.highest(high, lookback)
lowestLow = ta.lowest(low, lookback)
// Calculate Fibonacci levels based on the selected direction
var float fib_0 = na
var float fib_100 = na
var float fib_236 = na
var float fib_382 = na
var float fib_50 = na
var float fib_618 = na
if fib_direction == "Top to Bottom"
fib_0 := highestHigh
fib_100 := lowestLow
fib_236 := highestHigh - (highestHigh - lowestLow) * fib_level_236
fib_382 := highestHigh - (highestHigh - lowestLow) * fib_level_382
fib_50 := highestHigh - (highestHigh - lowestLow) * fib_level_50
fib_618 := highestHigh - (highestHigh - lowestLow) * fib_level_618
else
fib_0 := lowestLow
fib_100 := highestHigh
fib_236 := lowestLow + (highestHigh - lowestLow) * fib_level_236
fib_382 := lowestLow + (highestHigh - lowestLow) * fib_level_382
fib_50 := lowestLow + (highestHigh - lowestLow) * fib_level_50
fib_618 := lowestLow + (highestHigh - lowestLow) * fib_level_618
// Determine which level to use for buy and sell signals based on user input
var float buy_fib_level = na
var float sell_fib_level = na
if buy_entry_level == "Fib 23.6%"
buy_fib_level := fib_236
if buy_entry_level == "Fib 38.2%"
buy_fib_level := fib_382
if buy_entry_level == "Fib 50%"
buy_fib_level := fib_50
if buy_entry_level == "Fib 61.8%"
buy_fib_level := fib_618
if sell_entry_level == "Fib 23.6%"
sell_fib_level := fib_236
if sell_entry_level == "Fib 38.2%"
sell_fib_level := fib_382
if sell_entry_level == "Fib 50%"
sell_fib_level := fib_50
if sell_entry_level == "Fib 61.8%"
sell_fib_level := fib_618
// Convert pips to price units (assuming 1 pip = 0.0001 for currency pairs like EURUSD)
pip_value = syminfo.mintick * 10
take_profit = take_profit_pips * pip_value
stop_loss = stop_loss_pips * pip_value
// Trading signals
var bool longSignal = na
var bool shortSignal = na
if fib_direction == "Top to Bottom"
longSignal := ta.crossover(close, buy_fib_level) and close > buy_fib_level
shortSignal := ta.crossunder(close, sell_fib_level) and close < sell_fib_level
else
longSignal := ta.crossover(close, buy_fib_level) and close > buy_fib_level
shortSignal := ta.crossunder(close, sell_fib_level) and close < sell_fib_level
// Execute trades based on signals with take profit and stop loss
if (longSignal)
strategy.entry("Long", strategy.long, comment="BUY")
strategy.exit("Take Profit/Stop Loss", "Long", limit=close + take_profit, stop=close - stop_loss)
if (shortSignal)
strategy.entry("Short", strategy.short, comment="SELL")
strategy.exit("Take Profit/Stop Loss", "Short", limit=close - take_profit, stop=close + stop_loss)
// Plot Fibonacci levels
plot(fib_0, title="Fib 0%", color=color.blue, linewidth=1, style=plot.style_line)
plot(fib_236, title="Fib 23.6%", color=color.green, linewidth=1, style=plot.style_line)
plot(fib_382, title="Fib 38.2%", color=color.green, linewidth=1, style=plot.style_line)
plot(fib_50, title="Fib 50%", color=color.red, linewidth=1, style=plot.style_line)
plot(fib_618, title="Fib 61.8%", color=color.green, linewidth=1, style=plot.style_line)
plot(fib_100, title="Fib 100%", color=color.blue, linewidth=1, style=plot.style_line)
// Create labels for Fibonacci levels with white text
var label fibLabel0 = na
var label fibLabel236 = na
var label fibLabel382 = na
var label fibLabel50 = na
var label fibLabel618 = na
var label fibLabel100 = na
if (na(fibLabel0))
fibLabel0 := label.new(bar_index, fib_0, text="Fib 0%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
fibLabel236 := label.new(bar_index, fib_236, text="Fib 23.6%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
fibLabel382 := label.new(bar_index, fib_382, text="Fib 38.2%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
fibLabel50 := label.new(bar_index, fib_50, text="Fib 50%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
fibLabel618 := label.new(bar_index, fib_618, text="Fib 61.8%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
fibLabel100 := label.new(bar_index, fib_100, text="Fib 100%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
else
label.set_xy(fibLabel0, bar_index, fib_0)
label.set_xy(fibLabel236, bar_index, fib_236)
label.set_xy(fibLabel382, bar_index, fib_382)
label.set_xy(fibLabel50, bar_index, fib_50)
label.set_xy(fibLabel618, bar_index, fib_618)
label.set_xy(fibLabel100, bar_index, fib_100)
// Plot signals
plotshape(series=longSignal, location=location.belowbar, color=color.green, style=shape.labelup, title="Buy Signal", text="BUY")
plotshape(series=shortSignal, location=location.abovebar, color=color.red, style=shape.labeldown, title="Sell Signal", text="SELL")
// Plot highest and lowest points
plot(highestHigh, title="Highest High", color=color.purple, linewidth=2, offset=-lookback)
plot(lowestLow, title="Lowest Low", color=color.purple, linewidth=2, offset=-lookback)