Esta é uma estratégia de negociação baseada na ação do preço, combinada com médias móveis para identificar tendências e usar padrões de preços para entrada.
A estratégia baseia-se principalmente nos seguintes aspectos:
Usando a EMA para julgar tendências. Quando a EMA de 89 períodos e a Hull MA são ambas vermelhas, é julgada como uma tendência de baixa, apenas curta; quando ambas são verdes, é julgada como uma tendência de alta, apenas longa; quando uma é verde e outra é vermelha, é julgada como consolidação, tanto longo quanto curto são possíveis.
A estratégia reconhece várias combinações de velas como velas individuais, padrões falsos, barras internas etc. para detectar pontos de entrada potenciais.
Combinando com os principais níveis de suporte/resistência para a entrada, a estratégia também incorpora níveis S/R-chave para verificar ainda mais os sinais do padrão de preços e evitar falhas de ruptura.
As cores do histograma MACD são usadas para confirmar sinais de padrão de preços e melhorar a probabilidade.
Mecanismo de acompanhamento da tendência: a estratégia inclui um módulo de acompanhamento da tendência para detectar com mais precisão as inversões da tendência e evitar a perseguição de altos e baixos.
A definição de stop loss e take profit.
A estratégia apresenta as seguintes vantagens:
Baseado na ação dos preços, não afetado por indicadores, baseado em preços puros sem indicadores complexos, mais próximo da natureza do mercado.
Combinando tendências, evitando a perseguição.
Os padrões de preços combinados com o MACD verificam sinais, filtram falsos sinais, melhorando a lucratividade.
O módulo de seguimento de tendências detecta tendências de um período de tempo maior, com maior potencial de lucro.
A taxa de stop loss/take profit fixa ajuda a gerenciar o risco/recompensa.
A estratégia apresenta igualmente os seguintes riscos:
A estratégia funciona melhor com tendências claras de médio / curto prazo. Riscos de reversão maiores sendo interrompidos. Análise de prazo maior pode ajudar a evitar.
Risco de falha do padrão de preços. Os padrões de preços têm uma eficácia variável em diferentes ambientes de mercado. Alguns mercados podem causar falhas nos padrões, levando a perdas. O backtesting de vários mercados pode otimizar a seleção de padrões.
Dificuldade de otimização de parâmetros. A estratégia tem múltiplos parâmetros. Diferentes combinações impactam significativamente os resultados. Extenso backtesting é necessário para encontrar parâmetros ideais. A configuração estática também corre o risco de mudanças no regime do mercado. Um mecanismo de otimização de parâmetros dinâmicos pode ajudar a resolver isso.
Incapacidade de controlar o risco de negociação individual. Stop loss / take profit fixo não pode se adaptar às flutuações em cada negociação e gerenciar as taxas de risco / recompensa de negociação individual. Algoritmos de stop loss dinâmicos ou módulos de gerenciamento de risco podem ajudar.
A estratégia pode ser melhorada nos seguintes aspectos:
Introduzir aprendizado de máquina para reconhecimento de padrões mais complexos.
Aumentar a adaptabilidade. Construir mecanismos de otimização de parâmetros dinâmicos para que a estratégia possa ajustar com base nas condições de mercado em tempo real em vez de configurações estáticas.
Incorporar mais fatores para verificar os sinais. Adicionar mais fatores de ação de preço, como volume, brechas durante a noite, etc., para confirmar os sinais e reduzir o risco de ser preso.
Introduzir gestão de risco e dimensionamento de posições. Ajustar automaticamente os tamanhos das posições com base em limiares para controlar efetivamente o stop loss de uma única negociação e otimizar as taxas de risco/recompensa.
Otimizar os mecanismos de entrada. Refinar os módulos de detecção de tendências para identificar ritmos de tendência/consolidação com mais precisão, melhorando a precisão de entrada.
Em geral, a força central desta estratégia reside em julgamentos baseados na ação de preços, evitando a dependência de indicadores e refletindo o máximo a natureza do mercado. A combinação de tendências e indicadores melhora a lucratividade, enquanto o controle de stop loss / take profit controla o risco. Mas riscos como inversões de tendência de maior prazo, falhas de padrões de preços precisam ser abordados. Melhorias futuras podem vir do aprendizado de máquina, otimização de parâmetros dinâmicos, módulos de gerenciamento de risco, etc. para tornar a estratégia mais robusta.
/*backtest start: 2023-08-19 00:00:00 end: 2023-09-18 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] args: [["v_input_1",true]] */ //@version=2 // strategy(title="Price Action", shorttitle="Price Action", overlay=true,default_qty_value=2000,initial_capital=1000,currency=currency.USD, pyramiding=1,calc_on_every_tick=true) // EMA // HiLoLen = 34 pacL = ema(low,HiLoLen) pacC = ema(close,HiLoLen) pacH = ema(high,HiLoLen) signalMA = ema(close,89) col1=pacC>signalMA?lime:pacC<signalMA?red:yellow plot(signalMA, color=col1, title="SignalMA") // Plot the Price Action Channel (PAC) base on EMA high,low and close// //L=plot(pacL, color=yellow, linewidth=1, title="High PAC EMA",transp=0) //C=plot(pacC, color=yellow, style = line, linewidth=1, title="Close PAC EMA",transp=0) //H=plot(pacH, color=yellow, linewidth=1, title="Low PAC EMA",transp=0) // HullMA // n=89 // n2ma=2*wma(close,round(n/2)) nma=wma(close,n) diff=n2ma-nma sqn=round(sqrt(n)) // n2ma1=2*wma(close[1],round(n/2)) nma1=wma(close[1],n) diff1=n2ma1-nma1 sqn1=round(sqrt(n)) // n1=wma(diff,sqn) n2=wma(diff1,sqn) condDown = n2 >= n1 condUp = condDown != true col =condUp ? lime : condDown ? red : yellow plot(n1,title="Hull MA", color=col,linewidth=1) // Macd Barcolor fastlength = 12 slowlength = 26 MACDLength = 9 MACD = ema(close, fastlength) - ema(close, slowlength) aMACD = ema(MACD, MACDLength) delta = MACD - aMACD hisup= iff(delta>delta[1] and delta>0, 1,iff(delta<delta[1], -1, nz(hisup[1], 0))) hisdown = iff(delta<delta[1] and delta<0, 1,iff(delta>delta[1], -1, nz(hisdown[1], 0))) //Swing high low// ktswinghigh=(high<=high[2] and high[1]<=high[2] and high[3]<=high[2] and high[4]<=high[2])// and high<high[1] and high[4]<high[3]) or (high<high[1] and high[1]<high[2] and high[4]<high[2] and high[5]<high[2] and high[3]<high[2]) ktswinghigh3=(high<high[1] and high[1]<high[3] and high[5]<high[3] and high[6]<high[5]and high[2]<high[3] and high[4]<high[3]) or(high<high[3] and high[2]<high[3] and high[1]<high[3] and high[4]<high[3] and high[5]<high[4]) sh=ktswinghigh?high[2]:na swinghigh = fixnan(sh) colorsh=swinghigh==swinghigh[1]?white:na plot(swinghigh,color=colorsh,title="Swing High",style=line,offset=-2) ktswinglow=(low>=low[2] and low[1]>=low[2] and low[3]>=low[2] and low[4]>=low[2])// and low>low[1] and low[4]>low[3]) or (low>low[1] and low[1]>low[2] and low[4]>low[2] and low[5]>low[2] and low[3]>low[2]) ktswinglow3=low>low[1] and low[1]>low[3] and low[5]>low[3] and low[6]>low[5] and low[2]>low[3] and low[4]>low[3] or (low>low[3] and low[1]>low[3] and low[2]>low[3] and low[4]>low[3] and low[5]>low[4]) sl=ktswinglow?low[2]:na swinglow = fixnan(sl) colorsl=swinglow==swinglow[1]?white:na plot(swinglow,title="Swing Low",color=colorsl,style=line,offset=-2) // Pinbar FailBreak ema21=ema(close,13) beariskpinbar= (close-open<(high-low)/3 and open-close<(high-low)/3) and ((high>swinghigh and high>high[1] and high>high[2] and high>high[3] and close<swinghigh))// or ((open[2]<ema21[2] or close[2]<ema21[2]) and high>ema21 and low[2]<low[1] and low[3]<low[2] and high>high[1] and high>high[2] and high>high[3])) bullishpibar=(close-open<(high-low)/3 and open-close<(high-low)/3) and ((low<swinglow and low<low[1] and low<low[2] and low<low[3] and close>swinglow))// or ((open[2]>ema21[2] or close[2]>ema21[2]) and low<ema21 and high[2]>high[1] and high[3]>high[2] and low<low[1] and low<low[2] and low<low[3])) // Inside(position) => high <= high[position] and low >= low[position] outsidebar = (high >= high[1] and low <= low[1]) barcolor((high <= high[1] and low >= low[1]) ? white : na) barcolor(hisup==1 and MACD>0 ? lime: hisdown==1 and MACD<0 ? red : hisup==-1 and MACD>0 ? green: orange ) barcolor(bullishpibar or beariskpinbar ?white:na) secLast = 1 fakey = (high[1] <= high[2] and low[1] >= low[2] and high > high[2] and close >= low[2] and close < high[2]) or (high[2]<=high[3] and low[2]>=low[3] and high[1]>high[2] and close<high[2] and close>low[3] and high-close>0.75*(high-low))// ? red : na fakey1 = (high[1] <= high[2] and low[1] >= low[2] and low < low[2] and close > low[2] and close <= high[1]) or (high[2]<=high[3] and low[2]>=low[3] and low[1]<low[2] and close>low[2] and close<high[3] and close-low>0.75*(high-low)) //? lime : na barcolor(fakey or fakey1?white:na) //plotshape(beariskpinbar and (not fakey or (fakey and outsidebar)) , title= "Pinbar Bearisk", location=location.abovebar, color=white, style=shape.arrowdown, text="Pinbar",size=size.tiny) //plotshape(bullishpibar and (not fakey1 or (fakey1 and outsidebar)), title= "Pinbar Bullish", location=location.belowbar, color=white, style=shape.arrowup, text="Pinbar",size=size.tiny) //insidebar= Inside(secLast)? #FF9800: na onewhitesoliderbear= close<open and high[1]-close>0.5*(high[1]-low[1]) and (open-close)>2/3*(high-low) and (high[1]>ema21[1] or high>ema21) and open[1]<ema21[1] and close-low<(high-close)*0.3 and (open[2]<ema21[2] or close[2]<ema21[2]) and close<ema21 and low[2]<low[1] and low[3]<low[2] onewwhitesoliderbull= close>open and close-low[1]>0.5*(high[1]-low[1]) and (close-open)>2/3*(high-low) and (low[1]<ema21[1] or low<ema21) and open[1]>ema21[1] and high-close<(close-low)*0.3 and (open[2]>ema21[2] or close[2]>ema21[2]) and close>ema21 and high[2]>high[1] and high[3]>high[2] onewhitesoliderbear1= close<open and high[1]-close>0.5*(high[1]-low[1]) and (open-close)>2/3*(high-low) and (high[1]>pacC[1] or high>pacC) and open[1]<pacC[1] and close-low<(high-close)*0.3 and (open[2]<pacC[2] or close[2]<pacC[2]) and close<pacC and low[2]<low[1] and low[3]<low[2] onewwhitesoliderbull1= close>open and close-low[1]>0.5*(high[1]-low[1]) and (close-open)>2/3*(high-low) and (low[1]<pacC[1] or low<pacC) and open[1]>pacC[1] and high-close<(close-low)*0.3 and (open[2]>pacC[2] or close[2]>pacC[2]) and close>pacC and high[2]>high[1] and high[3]>high[2] onewhitesoliderbear2= close<open and high[1]-close>0.5*(high[1]-low[1]) and (open-close)>2/3*(high-low) and (high[1]>signalMA[1] or high>signalMA) and open[1]<signalMA[1] and close-low<(high-close)*0.3 and (open[2]<signalMA[2] or close[2]<signalMA[2]) and close<signalMA and low[2]<low[1] and low[3]<low[2] onewwhitesoliderbull2= close>open and close-low[1]>0.5*(high[1]-low[1]) and (close-open)>2/3*(high-low) and (low[1]<signalMA[1] or low<signalMA) and open[1]>signalMA[1] and high-close<(close-low)*0.3 and (open[2]>signalMA[2] or close[2]>signalMA[2]) and close>signalMA and high[2]>high[1] and high[3]>high[2] //plotshape(beariskpinbar and (not fakey or (fakey and outsidebar)) and not onewhitesoliderbear and not onewwhitesoliderbull, title= "Pinbar Bearisk", location=location.abovebar, color=white, style=shape.arrowdown, text="Pinbar",size=size.tiny) //plotshape(bullishpibar and (not fakey1 or (fakey1 and outsidebar)) and not onewwhitesoliderbull and not onewhitesoliderbear, title= "Pinbar Bullish", location=location.belowbar, color=white, style=shape.arrowup, text="Pinbar",size=size.tiny) // //pinbar=(open>ema21 and low<ema21 and close-low>2*(high-close)) or (open[1]>ema21[1] and low[1]<ema21[1] and (close-low[1]>2*(high[1]-close) or close-low>2*(high[1]-close)))? green:na //pinbar2=(open<ema21 and high>ema21 and high-close>2*(close-low)) or (open[1]<ema21[1] and high[1]>ema21[1] and (high[1]-close>2*(close-low[1]) or high-close>2*(close-low[1])))?orange:na //plot(ema21) //bgcolor(insidebar, transp=70) //bgcolor(fakey, transp=80) //bgcolor(fakey1, transp=80) //bgcolor(pinbar, transp=70) //bgcolor(pinbar2, transp=70) insidebar = ((high[1] <= high[2] and low[1] >= low[2]) and not(outsidebar)) barcolor(outsidebar and high[1]<=high[2] and low[1]>=low[2]?white:na) bearishibbf=( insidebar and (high > high[1] and close < high[1])) //barcolor( bearishibbf ? white : na, 0, true, "Bearish Inside Bar Breakout Failure") //plotshape(bearishibbf and not fakey, title= "Bearish Inside Bar Breakout Failure", location=location.abovebar, color=white, style=shape.arrowdown, text="InsideBar\nFailBreak",size=size.tiny) bullishibbf=(insidebar and (low < low[1] and close > low[1])) //barcolor( bullishibbf ? white : na, 0, true, "Bullish Inside Bar Breakout Failure") //plotshape(bullishibbf and not fakey1, title= "Bullish Inside Bar Breakout Failure", location=location.belowbar, color=white, style=shape.arrowup, text="InsideBar\nFailBreak",size=size.tiny) // barcolor((onewwhitesoliderbull or onewhitesoliderbear) and not insidebar?white:na) // // Outsidebar follow Insidebar ///plotshape(outsidebar and ((high[1]<=high[2] and low[1]>=low[2] ) ) and close<ema21 and not beariskpinbar and not bullishpibar, title= "OutsideBar Break InsideBar", location=location.abovebar, color=white, style=shape.arrowdown, text="Outside\nBar",size=size.tiny) //plotshape(outsidebar and ((high[1]<=high[2] and low[1]>=low[2]) ) and close>ema21 and not beariskpinbar and not bullishpibar, title= "OutsideBar Break InsideBar", location=location.belowbar, color=white, style=shape.arrowup, text="Outside\nBar",size=size.tiny) // whitesoldierreversal= ((low[1]<low[2] and low[2]<low[3]) or (high[1]<high[2] and high[2]<high[3])) and low[3]<low[8] and low[8]<ema21[8] and high[2]<ema21[2] and high[1]<ema21[1] and high[3]<ema21[3] and close-low[1]>(high[1]-close) and (open<close[1] or open<open[1]) and close-open>0.3*(high-low) and high-close<0.5*(close-open) blackcrowreversal= ((high[1]>high[2] and high[2]>high[3]) or (low[1]>low[2] and low[2]>low[3])) and high[3]>high[8] and high[8]>ema21[8] and low[2]>ema21[2] and low[1]>ema21[1] and low[3]>ema21[3] and close-low[1]<(high[1]-close) and (open>close[1] or open>open[1]) and open-close>0.3*(high-low) and close-low<0.5*(open-close) // Black Crow and White Soldier Reversal //plotshape(whitesoldierreversal, title= "Piercing Pattern", location=location.belowbar, color=white, style=shape.arrowup, text="Piercing",size=size.tiny) //plotshape(blackcrowreversal, title= "Dark Cloud Cover", location=location.abovebar, color=white, style=shape.arrowdown, text="Dark\nCloud",size=size.tiny) barcolor(blackcrowreversal or whitesoldierreversal?white:na) // pinbarreversalbull= ((low[1]<low[2] and low[2]<low[3]) or (high[1]<high[2] and high[2]<high[3])) and low[3]<low[8] and low[8]<ema21[8] and high[2]<ema21[2] and high[1]<ema21[1] and high[3]<ema21[3] and close-open<(high-low)/3 and open-close<(high-low)/3 and high-close<close-low and low<low[1] pinbarreversalbear= ((high[1]>high[2] and high[2]>high[3])or (low[1]>low[2] and low[2]>low[3])) and high[3]>high[8] and high[8]>ema21[8] and low[2]>ema21[2] and low[1]>ema21[1] and low[3]>ema21[3] and close-open<(high-low)/3 and open-close<(high-low)/3 and high-close>close-low and high>high[1] // Pinbar Reversal //plotshape(pinbarreversalbull and not whitesoldierreversal and not fakey1 and not blackcrowreversal and not whitesoldierreversal and not bullishpibar, title= "Bullish Pinbar Reversal", location=location.belowbar, color=white, style=shape.arrowup, text="Pinbar",size=size.tiny) //plotshape(pinbarreversalbear and not blackcrowreversal and not fakey and not whitesoldierreversal and not blackcrowreversal and not beariskpinbar, title= "Bearisk Pinbar Reversal", location=location.abovebar, color=white, style=shape.arrowdown, text="Pinbar",size=size.tiny) barcolor(pinbarreversalbear or pinbarreversalbull?white:na) // Fakey plotshape(fakey and (not outsidebar or not (high[1]<=high[2] and low[1]>=low[2]) ) and not blackcrowreversal , title= "Fakey Bearisk", location=location.abovebar, color=white, style=shape.arrowdown, text="Fakey",size=size.tiny) plotshape(fakey1 and (not outsidebar or not (high[1]<=high[2] and low[1]>=low[2]) ) and not whitesoldierreversal , title= "Fakey Bullish", location=location.belowbar, color=white, style=shape.arrowup, text="Fakey",size=size.tiny) // Pinbar Fake Breakout //plotshape(beariskpinbar and (not fakey or (fakey and outsidebar)) and not onewhitesoliderbear and not onewwhitesoliderbull and not blackcrowreversal and not whitesoldierreversal and not fakey, title= "Pinbar Bearisk", location=location.abovebar, color=white, style=shape.arrowdown, text="FalseBreak\nPinbar",size=size.tiny) //plotshape(bullishpibar and (not fakey1 or (fakey1 and outsidebar)) and not onewwhitesoliderbull and not onewhitesoliderbear and not whitesoldierreversal and not blackcrowreversal and not fakey1, title= "Pinbar Bullish", location=location.belowbar, color=white, style=shape.arrowup, text="FalseBreak\nPinbar",size=size.tiny) // Black Crow and White Soldier Continuation //plotshape((onewhitesoliderbear or onewhitesoliderbear1 or onewhitesoliderbear2) and not insidebar and not fakey and not fakey1 and not outsidebar, title= "One solider Bearisk", location=location.abovebar, color=white, style=shape.arrowdown, text="Black\nCrow",size=size.tiny) //plotshape((onewwhitesoliderbull or onewwhitesoliderbull1 or onewwhitesoliderbull2)and not insidebar and not fakey and not fakey1 and not outsidebar, title= "One solider Bullish", location=location.belowbar, color=white, style=shape.arrowup, text="White\nSoldier",size=size.tiny) // Pinbar Continuation pinbarresistance= (close-open<(high-low)/3 and open-close<(high-low)/3) and high-close>(close-low) and high-open>(open-low) and ((open[2]<ema21[2] or close[2]<ema21[2]) and high>ema21 and low[2]<low[1] and low[3]<low[2] and high>high[1] and high>high[2] and high>high[3]) pinbarsupport=(close-open<(high-low)/3 and open-close<(high-low)/3) and close-low>(high-close) and open-low>(high-open) and ((open[2]>ema21[2] or close[2]>ema21[2]) and low<ema21 and high[2]>high[1] and high[3]>high[2] and low<low[1] and low<low[2] and low<low[3]) //plotshape(pinbarresistance and (not fakey or (fakey and outsidebar)) and not onewhitesoliderbear and not onewwhitesoliderbull and not blackcrowreversal and not whitesoldierreversal and not fakey and not beariskpinbar, title= "Pinbar Bearisk", location=location.abovebar, color=white, style=shape.arrowdown, text="Pinbar",size=size.tiny) //plotshape(pinbarsupport and (not fakey1 or (fakey1 and outsidebar)) and not onewwhitesoliderbull and not onewhitesoliderbear and not whitesoldierreversal and not blackcrowreversal and not fakey1 and not bullishpibar, title= "Pinbar Bullish", location=location.belowbar, color=white, style=shape.arrowup, text="Pinbar",size=size.tiny) // barcolor onlybuy=input(false) onlysell=input(false)// conmua= hisup==1 and MACD>0?1: (hisdown[1]==1 and MACD[1]<0 and pacC[1]>signalMA[1]) or (n1[2]<n1[3] and pacC[1]>signalMA[1])?-1:nz(conmua[1],1) conmua1= conmua==1 and (hisdown==1 and MACD<0 and pacC>signalMA) or (n1[1]<n1[2] and pacC>signalMA)?1:(close[1]>n1[1] and pacC[1]>signalMA[1] and open[1]<n1[1] and close[1]>pacC[1]) or crossunder(pacC,signalMA) ?-1:nz(conmua1[1],1) conmua2=conmua1==1 and hisup==1 and MACD>0 and close>n1?1: high[1]<high[3] and high[2]<high[3]?-1:nz(conmua2[1],1) conmua3=conmua2==1 and high<high[2] and high[1]<high[2]?1: (close[1]>swinghigh[1] and hisup[1]==1 and MACD[1]>0) or ( MACD<0)?-1:nz(conmua3[1],1) mua=conmua3==1 and hisup==1 and MACD>0 and conmua2==-1 and conmua1==-1 mua2= conmua1==1 and ( close>n1 and pacC>signalMA and open<n1 and close>pacC) and conmua[1]==-1 //if(mua2 and onlysell==false) // strategy.entry("Buy",strategy.long) conban=hisdown==1 and MACD<0?1:(hisup[1]==1 and MACD[1]>0 and pacC[1]<signalMA[1]) or (n1[2]>n1[3] and pacC[1]<signalMA[1])?-1:nz(conban[1],1) conban1= conban==1 and (hisup==1 and MACD>0 and pacC<signalMA) or (n1[1]>n1[2] and pacC<signalMA)?1:( close[1]<n1[1] and pacC[1]<signalMA[1] and open[1]>n1[1] and close[1]<pacC[1]) or crossover(pacC,signalMA)?-1:nz(conban1[1],1) conban2=conban1==1 and hisdown==1 and MACD<0 and close<n1?1: low[1]>low[3] and low[2]>low[3]?-1:nz(conban2[1],1) conban3=conban2==1 and low[1]>low[2] and low>low[2]?1: (close[1]<swinglow[1] and hisdown[1]==1 and MACD[1]<0) or ( MACD>0)?-1:nz(conban3[1],1) ban=conban3==1 and hisdown==1 and MACD<0 and conban2==-1 ban2=conban1==1 and ( close<n1 and pacC<signalMA and open>n1 and close<pacC) and conban[1]==-1 //if(ban2 and onlybuy==false) // strategy.entry("Sell",strategy.short) plotshape(conmua1==1 and conmua[1]==-1, style= shape.triangleup, color = lime, location = location.bottom,size=size.tiny) plotshape(conban1==1 and conban[1]==-1, style= shape.triangledown, color = red, location = location.bottom,size=size.tiny) plotshape(mua2, style= shape.labelup, color = lime, location = location.bottom,size=size.tiny) plotshape(ban2, style= shape.labeldown, color = red, location = location.bottom,size=size.tiny) // TP and SL/ SL = input(defval=50.00, title="Chốt lời (Pip)", type=float, step=1) rr= input(defval=20.00,title="Cắt lỗ (Pip)",type=float, step=1) useTPandSL = input(defval = true, title = "Sử dụng chốt lời và cắt lỗ?") Stop = rr*10 Take=SL*10 Q = 100 if(useTPandSL) strategy.exit("ExitBuy", "Buy", qty_percent=Q, profit= Take, loss=Stop) strategy.exit("ExitSell", "Sell", qty_percent=Q, profit= Take, loss=Stop)