This strategy generates trading signals based on the Adaptive Indicator for Moving Averages (AIOMA) and the Weighted Moving Average (WMA) indicators. It produces buy and sell signals based on the crossovers between AIOMA and WMA.
AIOMA-WMA Adaptive Crossover Strategy
The strategy includes the following main components:
AIOMA Indicator Calculation
WMA Indicator Calculation
Signal Generation
Trading Logic
Can reduce risks through parameter optimization, adding stop loss, filtering with other indicators etc.
This strategy combines the strengths of AIOMA and WMA by using crossovers to generate trading signals. Compared to single moving averages, it improves signal quality. Further refinements like parameter optimization, stop loss strategies, volatility filtering etc. can make it a robust trading system.
/*backtest start: 2023-12-01 00:00:00 end: 2023-12-31 23:59:59 period: 1h basePeriod: 15m 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/ // © SDTA //@version=5 strategy("AIOMA-WMA Strategy", overlay=true) // Parametreler aioma_length = input(14, "AIOMA Length") wma_length = input(21, "WMA Length") // AIOMA hesaplama length1 = aioma_length ema1 = ta.ema(close, length1) length2 = aioma_length ema2 = ta.ema(ema1, length2) length3 = aioma_length ema3 = ta.ema(ema2, length3) length4 = aioma_length ema4 = ta.ema(ema3, length4) aioma = ta.ema(ema4, aioma_length) // WMA hesaplama wma = ta.wma(close, wma_length) // Kesişim kontrolü cross_up = ta.crossover(wma, aioma) cross_down = ta.crossunder(wma, aioma) // İşlem fonksiyonu enterTrade(dir, price, signalText, color) => if dir strategy.entry("Enter", strategy.long) label.new(x = bar_index, y = price, text = signalText, color = color, textcolor = color, style = label.style_label_up, size = size.small, tooltip = "Entry Signal") else if not dir strategy.entry("Exit", strategy.short) label.new(x = bar_index, y = price, text = signalText, color = color, textcolor = color, style = label.style_label_down, size = size.small, tooltip = "Exit Signal") // Long pozisyon girişi if cross_up enterTrade(true, low, "Buy Signal", color.green) // Short pozisyon girişi if cross_down enterTrade(false, high, "Sell Signal", color.red) // Pozisyon kapatma if cross_up and strategy.position_size > 0 strategy.close("Enter") if cross_down and strategy.position_size < 0 strategy.close("Exit") // Grafiğe plot plot(aioma, color=color.blue, linewidth=2, title="AIOMA") plot(wma, color=color.red, linewidth=2, title="WMA")