Esta estratégia combina o indicador de volume variado e a estratégia de bot DCA, tomando posições quando os sinais de volume variados são acionados, usando parâmetros de bot DCA para piramidagem.
Especificamente, ele combina análise de volume variada e mecanismos de pirâmide DCA. Ele vai longo em pico de volume sobre o máximo recente e pirâmides com ordens de segurança quando o preço cai para cada camada. Ele pode rastrear tendências, mas com limites de stop loss.
Os riscos podem ser reduzidos através de otimização de parâmetros, adição de filtros de tendência, etc.
Esta estratégia combina mecanismos de volume variado e DCA para entrar em expansões de volume e pirâmide com baixo custo seguindo tendências. Os prós são uso eficiente de capital e configurabilidade; os contras são alta dependência da otimização de parâmetros. Os riscos podem ser reduzidos através do ajuste de parâmetros, otimização de stop loss, mantendo vantagens. Permite aos traders dominar o uso de indicadores e otimizar estratégias de negociação com bots.
/*backtest
start: 2022-09-20 00:00:00
end: 2023-09-20 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_8",500]]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Ranged Volume DCA Strategy - R3c0nTrader ver 2022-04-19
// For backtesting with 3Commas DCA Bot settings
// Thank you "EvoCrypto" for granting me permission to use "Ranged Volume" to create this strategy
// Thank you "junyou0424" for granting me permission to use "DCA Bot with SuperTrend Emulator" which I used for adding bot inputs, calculations, and strategy
//@version=5
strategy("Ranged Volume DCA Strategy - R3c0nTrader", shorttitle="Ranged Vol DCA Strategy", format=format.volume, overlay=true, pyramiding=999, default_qty_type=strategy.cash, initial_capital=50000, commission_value=0.0)
// INPUTS {
// Start and End Dates
i_startTime = input(defval=timestamp('01 Jan 2015 00:00 +0000'), title='Start Time')
i_endTime = input(defval=timestamp('31 Dec 2050 23:59 +0000'), title='End Time')
inDateRange = true
//Ranged Volume Settings
Range_Length = input.int(5, title="Volume Range Length", minval=1)
Heikin_Ashi = input(true, title="Heikin Ashi (Try toggling for different results)")
Display_Bars = input(true, title="Show Bar Colors")
Display_Break = input(true, title="Show Break-Out")
Display_Range = input(true, title="Show Range")
truncate(number, decimals) =>
factor = math.pow(10, decimals)
int(number * factor) / factor
// Strategy Inputs
//sourceInput = input.source(close, "Source")
sourceInput = close
price_deviation = input.float(6.0, title='Price deviation to open safety orders (%)', step=0.25, minval=0.0) / 100
take_profit = input.float(22.0, title='Target Take Profit (%)', step=0.5, minval=0.0) / 100
trailing = input.float(0.0, title='Trailing deviation. Default= 0.0 (%)', step=0.5, minval=0.0) / 100
base_order = input(100.0, title='Base order')
safe_order = input(500.0, title='Safety order')
safe_order_volume_scale = input.float(2.0, step=0.5, title='Safety order volume scale')
safe_order_step_scale = input.float(1.4, step=0.1, title='Safety order step scale')
max_safe_order = input(5, title='Max safety orders')
var current_so = 0
var initial_order = 0.0
var previous_high_value = 0.0
var original_ttp_value = 0.0
// Calculate our key levels
take_profit_level = strategy.position_avg_price * (1 + take_profit)
// }
// SETTINGS {
Close = Heikin_Ashi ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close) : close
//Close = Heikin_Ashi ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close) : sourceInput
Open = Heikin_Ashi ? request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, open) : open
Positive = volume
Negative = -volume
Highest = ta.highest(volume, Range_Length)
Lowest = ta.lowest(-volume, Range_Length)
Up = Highest > Highest[1] and Close > Open
Dn = Highest > Highest[1] and Close < Open
Volume_Color =
Display_Break and Up ? color.new(#ffeb3b, 20) :
Display_Break and Dn ? color.new(#f44336, 20) :
Close > Open ? color.new(#00c0ff, 20) :
Close < Open ? color.new(#0001f6, 20) : na
// }
//Plot bar color for volume range indicator
barcolor(Volume_Color, title='Ranged Volume Bar Coloring: (You must disable bar coloring in any studies you added or this may not work properly)')
//barcolor(Display_Bars ? Volume_Color : na)
//
// First Position
if strategy.position_size == 0 and sourceInput > 0 and (Up) and inDateRange
strategy.entry('Long @' + str.tostring(sourceInput)+'💎✋🤚', strategy.long, qty=base_order / sourceInput)
initial_order := sourceInput
current_so := 1
previous_high_value := 0.0
original_ttp_value := 0
original_ttp_value
threshold = 0.0
if safe_order_step_scale == 1.0
threshold := initial_order - initial_order * price_deviation * safe_order_step_scale * current_so
threshold
else if current_so <= max_safe_order
threshold := initial_order - initial_order * ((price_deviation * math.pow(safe_order_step_scale, current_so) - price_deviation) / (safe_order_step_scale - 1))
threshold
else if current_so > max_safe_order
threshold := initial_order - initial_order * ((price_deviation * math.pow(safe_order_step_scale, max_safe_order) - price_deviation) / (safe_order_step_scale - 1))
threshold
// Average Down
if current_so > 0 and sourceInput <= threshold and current_so <= max_safe_order and previous_high_value == 0.0
strategy.entry('😨🙏 SO ' + str.tostring(current_so) + '@' + str.tostring(sourceInput), direction=strategy.long, qty=safe_order * math.pow(safe_order_volume_scale, current_so - 1) / sourceInput)
current_so += 1
current_so
// Take Profit!
if take_profit_level <= sourceInput and strategy.position_size > 0 or previous_high_value > 0.0
if trailing > 0.0
if previous_high_value > 0.0
if sourceInput >= previous_high_value
previous_high_value := sourceInput
previous_high_value
else
previous_high_percent = (previous_high_value - original_ttp_value) * 1.0 / original_ttp_value
current_high_percent = (sourceInput - original_ttp_value) * 1.0 / original_ttp_value
if previous_high_percent - current_high_percent >= trailing
strategy.close_all(comment='Close (trailing) @' + str.tostring(truncate(current_high_percent * 100, 3)) + '%')
current_so := 0
previous_high_value := 0
original_ttp_value := 0
original_ttp_value
else
previous_high_value := sourceInput
original_ttp_value := sourceInput
original_ttp_value
else
strategy.close_all(comment='💰 Close @' + str.tostring(sourceInput))
current_so := 0
previous_high_value := 0
original_ttp_value := 0
original_ttp_value
// Plot TP
plot(strategy.position_size > 0 ? take_profit_level : na, style=plot.style_linebr, color=color.green, linewidth=2, title="Take Profit")
// Plot All Safety Order lines except for last one as bright blue
plot(strategy.position_size > 0 and current_so <= max_safe_order and current_so > 0 ? threshold : na, style=plot.style_linebr, color=color.new(#00ffff,0), linewidth=2, title="Safety Order")
// Plot Last Safety Order Line as Red
plot(strategy.position_size > 0 and current_so > max_safe_order ? threshold : na, style=plot.style_linebr, color=color.red, linewidth=2, title="No Safety Orders Left")
// Plot Average Position Price Line as Orange
plot(strategy.position_size > 0 ? strategy.position_avg_price : na, style=plot.style_linebr, color=color.orange, linewidth=2, title="Avg Position Price")
// Fill TP Area and SO Area
h1 = plot(strategy.position_avg_price, color=color.new(#000000,100), title="Avg Price Plot Area", display=display.none, editable=false)
h2 = plot(take_profit_level, color=color.new(#000000,100), title="Take Profit Plot Area", display=display.none, editable=false)
h3 = plot(threshold, color=color.new(#000000,100), title="SO Plot Area", display=display.none, editable=false)
// TP Area
fill(h1,h2,color=color.new(#38761d,70), title="Take Profit Plot Area")
// Current SO Area
fill(h1,h3,color=color.new(#3d85c6,70), title="SO Plot Area")