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多指标背离买卖策略与自适应止盈止损

Author: ChaoZhang, Date: 2024-07-29 17:02:12
Tags: RSIMACD

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/*backtest
start: 2024-06-01 00:00:00
end: 2024-06-30 23:59:59
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//You will have to choose between High profits and high risks or low profits and low risks? By adjusting TP and SL values  
//.........................Working principle
//Even though many pyramid orders are opened  The position will be closed when the specified TP target profit is reached. 
//..... and setting SL is to ensure safety from being dragged down and losing a large sum of money (it is very important, you need to know what percentage the price swings on the moving chart are in most cases).
//I wish you good luck and prosperity as you use this indicator.



//@version=5
strategy("Multi-Divergence Buy/Sell Strategy with TP and SL", overlay=true)

// Input parameters
rsiLength = input(14, "RSI Length")
macdShortLength = input(12, "MACD Short Length")
macdLongLength = input(26, "MACD Long Length")
macdSignalSmoothing = input(9, "MACD Signal Smoothing")
stochLength = input(14, "Stochastic Length")
stochOverbought = input(80, "Stochastic Overbought Level")
stochOversold = input(20, "Stochastic Oversold Level")

// Take Profit and Stop Loss as percentage of entry price
takeProfitPerc = input(20.0, "Take Profit (%)") / 100.0
stopLossPerc = input(10.0, "Stop Loss (%)") / 100.0

// Calculate RSI
rsi = ta.rsi(close, rsiLength)

// Calculate MACD
[macdLine, signalLine, _] = ta.macd(close, macdShortLength, macdLongLength, macdSignalSmoothing)

// Calculate Stochastic
stoch = ta.stoch(close, high, low, stochLength)

// Determine divergences
rsiDivergence = ta.crossover(rsi, ta.sma(rsi, 14))
macdDivergence = ta.crossover(macdLine, signalLine)
stochDivergence = ta.crossover(stoch, ta.sma(stoch, 14))

// Determine buy/sell conditions
buyCondition = rsiDivergence and macdDivergence and stochDivergence
sellCondition = rsiDivergence and macdDivergence and not stochDivergence

// Execute buy/sell orders
if (buyCondition)
    strategy.entry("Buy", strategy.long)

if (sellCondition)
    strategy.entry("Sell", strategy.short)

// Calculate take profit and stop loss levels
longTakeProfitPrice = strategy.position_avg_price * (1 + takeProfitPerc)
longStopLossPrice = strategy.position_avg_price * (1 - stopLossPerc)
shortTakeProfitPrice = strategy.position_avg_price * (1 - takeProfitPerc)
shortStopLossPrice = strategy.position_avg_price * (1 + stopLossPerc)

// Close positions at take profit or stop loss level
if (strategy.position_size > 0)
    strategy.exit("Take Profit/Stop Loss", "Buy", limit=longTakeProfitPrice, stop=longStopLossPrice)

if (strategy.position_size < 0)
    strategy.exit("Take Profit/Stop Loss", "Sell", limit=shortTakeProfitPrice, stop=shortStopLossPrice)

// Plotting buy/sell signals
plotshape(buyCondition, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="Buy")
plotshape(sellCondition, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="Sell")

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