1. Площадь
2. Стратегия показателей реверсальной терапии

Стратегия показателей реверсальной терапии

Автор:Чао Чжан, Дата: 2023-12-13 14:45:51
Тэги:

---

---

/*backtest
start: 2023-11-12 00:00:00
end: 2023-12-02 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © MagicStrategies

//@version=5
strategy("Reversal Indicator Strategy", overlay = true)

// Input settings
ccimomCross = input.string('CCI', 'Entry Signal Source', options=['CCI', 'Momentum'], tooltip='CCI or Momentum will be the final source of the Entry signal if selected.')
ccimomLength = input.int(10, minval=1, title='CCI/Momentum Length')
useDivergence = input.bool(true, title='Find Regular Bullish/Bearish Divergence', tooltip='If checked, it will only consider an overbought or oversold condition that has a regular bullish or bearish divergence formed inside that level.')
rsiOverbought = input.int(65, minval=1, title='RSI Overbought Level', tooltip='Adjusting the level to extremely high may filter out some signals especially when the option to find divergence is checked.')
rsiOversold = input.int(35, minval=1, title='RSI Oversold Level', tooltip='Adjusting this level extremely low may filter out some signals especially when the option to find divergence is checked.')
rsiLength = input.int(14, minval=1, title='RSI Length')
plotMeanReversion = input.bool(false, 'Plot Mean Reversion Bands on the chart', tooltip='This function doesn\'t affect the entry of signal but it suggests buying when the price is at the lower band, and then sell it on the next bounce at the higher bands.')
emaPeriod = input(200, title='Lookback Period (EMA)')
bandMultiplier = input.float(1.8, title='Outer Bands Multiplier', tooltip='Multiplier for both upper and lower bands')


// CCI and Momentum calculation
momLength = ccimomCross == 'Momentum' ? ccimomLength : 10
mom = close - close[momLength]
cci = ta.cci(close, ccimomLength)
ccimomCrossUp = ccimomCross == 'Momentum' ? ta.cross(mom, 0) : ta.cross(cci, 0)
ccimomCrossDown = ccimomCross == 'Momentum' ? ta.cross(0, mom) : ta.cross(0, cci)

// RSI calculation
src = close
up = ta.rma(math.max(ta.change(src), 0), rsiLength)
down = ta.rma(-math.min(ta.change(src), 0), rsiLength)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - 100 / (1 + up / down)
oversoldAgo = rsi[0] <= rsiOversold or rsi[1] <= rsiOversold or rsi[2] <= rsiOversold or rsi[3] <= rsiOversold
overboughtAgo = rsi[0] >= rsiOverbought or rsi[1] >= rsiOverbought or rsi[2] >= rsiOverbought or rsi[3] >= rsiOverbought

// Regular Divergence Conditions
bullishDivergenceCondition = rsi[0] > rsi[1] and rsi[1] < rsi[2]
bearishDivergenceCondition = rsi[0] < rsi[1] and rsi[1] > rsi[2]

// Entry Conditions
longEntryCondition = ccimomCrossUp and oversoldAgo and (not useDivergence or bullishDivergenceCondition)
shortEntryCondition = ccimomCrossDown and overboughtAgo and (not useDivergence or bearishDivergenceCondition)


// Mean Reversion Indicator
meanReversion = plotMeanReversion ? ta.ema(close, emaPeriod) : na
stdDev = plotMeanReversion ? ta.stdev(close, emaPeriod) : na
upperBand = plotMeanReversion ? meanReversion + stdDev * bandMultiplier : na
lowerBand = plotMeanReversion ? meanReversion - stdDev * bandMultiplier : na


// Plotting
plotshape(longEntryCondition, title='BUY', style=shape.triangleup, text='B', location=location.belowbar, color=color.new(color.lime, 0), textcolor=color.new(color.white, 0), size=size.tiny)
plotshape(shortEntryCondition, title='SELL', style=shape.triangledown, text='S', location=location.abovebar, color=color.new(color.red, 0), textcolor=color.new(color.white, 0), size=size.tiny)

plot(upperBand, title='Upper Band', color=color.new(color.fuchsia, 0), linewidth=1)
plot(meanReversion, title='Mean', color=color.new(color.gray, 0), linewidth=1)
plot(lowerBand, title='Lower Band', color=color.new(color.blue, 0), linewidth=1)

// Entry signal alerts
alertcondition(longEntryCondition, title='BUY Signal', message='Buy Entry Signal')
alertcondition(shortEntryCondition, title='SELL Signal', message='Sell Entry Signal')
alertcondition(longEntryCondition or shortEntryCondition, title='BUY or SELL Signal', message='Entry Signal')

ema100 = ta.ema(close, 100)
plot(ema100, color=color.red)

// Define trading signals based on the original indicator's entry conditions
// Buy if long condition is met and price has pulled back to or below the 100 EMA
longCondition  = longEntryCondition and close <= ema100
// Sell if short condition is met and price has pulled back to or above the 100 EMA
shortCondition = shortEntryCondition and close >= ema100

// Strategy Entries
if longCondition
    strategy.entry("Buy", strategy.long)
if shortCondition
    strategy.entry("Sell", strategy.short)

---

• Логика модуля со стратегией фильтрации EMA
• Стратегия открытого и закрытого перекрестных точек
• Стратегия торговли на основе индикаторов ADX и MACD
• Скрещенный импульс RSI Циклическая стратегия
• Стратегия обратного тренда, основанная на осцилляторе ускорителя
• Стратегия скользящей средней за несколько временных рамок
• Стратегия захвата двойной скользящей средней линии
• Стратегия длинно-короткой кроссоверной торговли скользящими средними
• Стратегия сочетания показателей пересечения скользящей средней и обратного показателя
• Рафаэль Зиони Моментальный тренд после стратегии
• Стратегия солнечного супертенда
• Стратегия прорыва волатильности
• Стратегия скальпинга Ichimoku на 5 минут
• Стратегия отслеживания тренда на канале импульса равновесия
• Конкретная стратегия динамического тренда
• Стратегия индикатора импульса РСИ/МФИ, основанная на теории Доу
• Процентная стратегия скользящей средней полосы
• Цикл тренда Schaff со стратегией перекрестки двойных скользящих средних
• Стратегия прорыва перемещающегося среднего канала
• Стратегия торговли Ичимоку с управлением деньгами