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Multi-Technical Indicator Momentum-MA Trend Following Strategy

Author: ChaoZhang, Date: 2025-01-06 16:56:14
Tags: MACDRSIMA50MA200

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Overview

This strategy is a trend-following trading system based on multiple technical indicators, combining MACD, RSI, and Moving Averages (MA) for trade signal confirmation. It employs a conservative money management approach with stop-loss and multiple profit targets for risk control. The strategy focuses on capturing upward market trends through long-only positions.

Strategy Principle

The core logic is based on triple technical indicator confirmation:

  1. MACD for momentum identification - generates initial buy signal when MACD line crosses above signal line
  2. RSI for strength confirmation - requires RSI value above set threshold (default 50) to confirm upward momentum
  3. Moving Average system for trend confirmation - MA50 above MA200 confirms overall uptrend Additionally, the strategy implements comprehensive money management:
  • Risk exposure based on total account capital
  • Fixed percentage stop-loss for individual trade risk control
  • Dual profit targets (TP1 and TP2) for optimized returns

Strategy Advantages

  1. Multiple technical indicator cross-validation increases signal reliability
  2. Comprehensive money management system for effective risk control
  3. Adjustable strategy parameters for high adaptability
  4. Dual profit targets protect profits while capturing larger trends
  5. Clear code structure for easy maintenance and optimization

Strategy Risks

  1. Potential false signals in consolidating markets
  2. Multiple indicator confirmation may lead to slightly delayed entries
  3. Long-only approach lacks hedging in declining markets
  4. Parameter optimization risks overfitting

Optimization Directions

  1. Incorporate volume indicators for additional confirmation
  2. Add market volatility filtering mechanism
  3. Enhance exit mechanism with trailing stops
  4. Implement adaptive parameter system based on market conditions
  5. Add drawdown control mechanism

Summary

This strategy builds a robust trend-following system through the synergy of multiple technical indicators. Its comprehensive money management mechanism and adjustable parameter design provide good practicality and adaptability. Future improvements can focus on market state identification and exit mechanism optimization to further enhance strategy stability and profitability.

/*backtest
start: 2024-12-29 00:00:00
end: 2025-01-05 00:00:00
period: 15m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("Saudi Market Buy-Only Strategy (Customizable)", overlay=true)

// مدخلات المستخدم لتخصيص القيم
// رأس المال وإدارة المخاطر
capital = input.float(10000, title="رأس المال (ريال)", minval=1000)    // رأس المال الافتراضي
riskPercent = input.float(2, title="نسبة المخاطرة (%)", minval=0.1, maxval=10) / 100  // نسبة المخاطرة
buySLPercent = input.float(1, title="وقف الخسارة (%)", minval=0.1, maxval=10) / 100  // وقف الخسارة
tp1Percent = input.float(2, title="الهدف الأول (%)", minval=0.1, maxval=20) / 100   // الهدف الأول
tp2Percent = input.float(3, title="الهدف الثاني (%)", minval=0.1, maxval=30) / 100 // الهدف الثاني

// إعدادات المؤشرات الفنية
macdFastLength = input.int(12, title="MACD - فترة المتوسط السريع", minval=1)
macdSlowLength = input.int(26, title="MACD - فترة المتوسط البطيء", minval=1)
macdSignalLength = input.int(9, title="MACD - فترة الإشارة", minval=1)

rsiLength = input.int(14, title="RSI - فترة المؤشر", minval=1)
rsiThreshold = input.int(50, title="RSI - مستوى الدخول", minval=1, maxval=100)

ma50Length = input.int(50, title="MA50 - فترة المتوسط المتحرك", minval=1)
ma200Length = input.int(200, title="MA200 - فترة المتوسط المتحرك", minval=1)

// حساب إدارة المخاطر
riskAmount = capital * riskPercent  // قيمة المخاطرة

// حساب المؤشرات الفنية
[macdLine, signalLine, _] = ta.macd(close, macdFastLength, macdSlowLength, macdSignalLength)
rsiValue = ta.rsi(close, rsiLength)
ma50 = ta.sma(close, ma50Length)
ma200 = ta.sma(close, ma200Length)

// تعريف الاتجاه العام للسوق باستخدام المتوسطات
isBullishTrend = ma50 > ma200

// شروط الدخول شراء فقط
if ta.crossover(macdLine, signalLine) and rsiValue > rsiThreshold and isBullishTrend
    entryPrice = close
    stopLoss = entryPrice * (1 - buySLPercent)   // وقف الخسارة أسفل نقطة الدخول
    takeProfit1 = entryPrice * (1 + tp1Percent) // الهدف الأول
    takeProfit2 = entryPrice * (1 + tp2Percent) // الهدف الثاني
    strategy.entry("Buy", strategy.long)        // فتح صفقة شراء
    strategy.exit("TP1", "Buy", limit=takeProfit1, stop=stopLoss)
    strategy.exit("TP2", "Buy", limit=takeProfit2)

// رسم خطوط المتوسطات
plot(ma50, color=color.blue, title="MA50")
plot(ma200, color=color.orange, title="MA200")
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