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多种技术指标相结合策略Universal-Sniper-Strategy.md

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Name

多种技术指标相结合策略Universal-Sniper-Strategy

Author

ChaoZhang

Strategy Description

IMG [trans]

概述

本策略采用多种技术指标相结合的方式,实现了一个全能的短线交易策略。该策略同时具有趋势跟踪、突破交易、反转交易等多种交易方式,可以适应大多数市场环境,属于一个非常通用和实用的短线策略。

策略原理

  1. 该策略首先采用candle body channel指标,结合最高价和最低价通道判断当前趋势方向和强弱。
  2. 其次,采用常用的EMA均线指标判断中长线趋势方向。采用双EMA指标组合过滤假信号。
  3. 然后,该策略采用Hull MA指标判断当前价格是否超买超卖。 Hull MA指标具有更准确判断转折点的能力。
  4. 最后,该策略采用security函数打开更高周期判断大周期趋势方向,产生交易信号。

以上多个子策略相结合,使得该策略既能捕捉中间周期的趋势,也能根据长周期判断整体走势方向,从而实现全能型的通用交易策略。

优势分析

该策略最大的优势在于综合运用多种技术指标进行组合交易,可以同时实现趋势跟踪、反转交易、突破交易等多种交易方式,非常通用,适应大多数市场环境。

具体来说,该策略的主要优势有:

  1. 采用candle body channel指标判断实体突破,可以有效识别突破信号。
  2. 运用双EMA组合过滤假信号,提高信号准确率。
  3. 利用Hull MA指标判断超买超卖区域,具有更准确判断转折点的能力。
  4. 采用更高周期K线的开收价交叉产生信号,可以避免被噪音误导。
  5. 多种交易方式的组合,使得策略更加全能和通用。

风险分析

尽管该策略结合多种指标,实现了通用型的交易策略。但交易任然存在一定的风险,主要风险点如下:

  1. 突破交易容易被假突破误导产生错误信号。
  2. 反转交易在震荡行情中容易造成亏损。
  3. 双EMA组合滤波能力仍然有限,可能滤除正常信号。 4.Hull MA指标对曲线拟合的精确性仍有不足。

针对以上风险,我们可以从以下几个方面进行优化:

  1. 采用更稳定指标辅助判断,避免假突破。
  2. 增加止损策略,控制单笔亏损。
  3. 调整双EMA参数,寻找最佳组合。
  4. 尝试集成更多指标判断超买超卖。

优化方向

根据上述分析,该策略主要可以从以下几个方向进行优化:

  1. 采用更加主流和稳定的指标组合辅助判断,例如卡尔曼均线,布林带等。
  2. 增加止损策略,严格控制单笔亏损。
  3. 参数优化,找到最佳的参数组合。
  4. 增加机器学习模型判断,利用AI判断超买超卖区域。
  5. 增加自适应判断逻辑,根据不同市场环境动态调整策略方式。

总结

该策略综合运用多种指标进行组合交易,实现了趋势跟踪、突破交易、反转交易多种交易方式的有机结合,是一个非常全能和通用的短线交易策略。该策略最大的优势就是适应面广,可以用于大多数市场环境,属于一种比较通用的策略思路。当然,交易任然存在一定的风险,我们可以从引入更稳定指标、增加止损、参数优化、应用机器学习等多方面进行策略优化,使得该策略的效果能够得到进一步的提升。总的来说,这是一个非常值得参考和学习的通用短线交易策略。

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Overview

This strategy adopts a combination of multiple technical indicators to implement a versatile short-term trading strategy. It has trend tracking, breakout trading, mean reversion trading and other trading methods, which can adapt to most market environments. It belongs to a very universal and practical short-term strategy.

Strategy Principle

  1. The strategy first uses the candle body channel indicator, combined with the highest and lowest price channel, to determine the current trend direction and strength.

  2. Then, it uses the common EMA indicator to determine the medium and long term trend direction. The dual EMA indicator combination is used to filter false signals.

  3. Next, the strategy uses the Hull MA indicator to determine whether the current price is overbought or oversold. The Hull MA indicator has a more accurate ability to determine turning points.

  4. Finally, the strategy uses the security function to open a higher cycle to determine the direction of the large cycle trend and generate trading signals.

The combination of multiple sub-strategies enables the strategy to capture intermediate-cycle trends while judging the overall trend direction based on long cycles, thereby realizing a versatile universal trading strategy.

Advantage Analysis

The biggest advantage of this strategy is that it combines multiple technical indicators for portfolio trading, which can simultaneously realize trend tracking, mean reversion trading, breakout trading and other trading methods, which is very versatile and adapts to most market environments.

Specifically, the main advantages of this strategy are:

  1. Using the candle body channel indicator to determine the entity breakout can effectively identify breakout signals.

  2. Using dual EMA combos to filter false signals improves signal accuracy.

  3. Using the Hull MA indicator to determine overbought and oversold areas has a more accurate ability to determine turning points.

  4. Adopting the crossover of opening and closing prices of higher cycle K-lines to generate signals can avoid being misled by noise.

  5. The combination of multiple trading methods makes the strategy more versatile and universal.

Risk Analysis

Although the strategy combines multiple indicators to achieve a versatile trading strategy, there are still certain risks in trading, mainly:

  1. Breakout trading is prone to be misled by false breakouts and generates wrong signals.

  2. Mean reversion trading tends to cause losses in range-bound markets.

  3. The filtering capability of the dual EMA combo is still limited, which may filter out normal signals.

  4. The Hull MA indicator still lacks accuracy in fitting curves.

In response to the above risks, optimizations can be made in the following aspects:

  1. Use more stable indicators to assist in judging and avoid false breakouts.

  2. Increase stop loss strategies to control single loss.

  3. Adjust dual EMA parameters to find the optimal combination.

  4. Try to integrate more indicators to determine overbought and oversold conditions.

Optimization Directions

According to the above analysis, the strategy can be mainly optimized in the following directions:

  1. Use more mainstream and stable indicator combos as auxiliary judgement, such as Kalman Lines, Bollinger Bands, etc.

  2. Increase stop loss strategies to strictly control single loss.

  3. Parameter optimization to find the optimal parameter combination.

  4. Increase machine learning model judgement to utilize AI to determine overbought and oversold areas.

  5. Increase adaptive logic judgement to dynamically adjust strategy methods based on different market environments.

Summary

The strategy combines multiple indicators for portfolio trading, achieving organic integration of multiple trading methods such as trend tracking, breakout trading, and mean reversion trading. It is a very versatile and universal short-term trading strategy. The biggest advantage of this strategy is its wide applicability to most market environments. It belongs to a more universal strategy idea. Of course, there are still certain risks in trading. We can optimize the strategy from introducing more stable indicators, increasing stop loss, parameter optimization, applying machine learning and many other aspects to further improve the performance of the strategy. In general, this is a very worthwhile universal short-term trading strategy to reference and learn from.

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Strategy Arguments

Argument Default Description
v_input_1_close 0 Candle body resistance Channel: close
v_input_2 false Bar Channel On/Off
v_input_3 10 Support / Resistance length:
v_input_4 13 EMA 1
v_input_5 21 EMA 2
v_input_6 false Display Hull MA Set:
v_input_7_close 0 Hull MA's Source:: close
v_input_8 8 Hull MA's Base Length:
v_input_9 5 Hull MA's Length Scalar:
v_input_10 720 Piriod

Source (PineScript)

/*backtest
start: 2022-12-13 00:00:00
end: 2023-12-19 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
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//╰━━━┻╯╰┻╯╰┻╯╰┻╯╰┻━━┻━╯
//━╯
// http://www.vdubus.co.uk/
strategy(title='Vdub FX SniperVX3 / Strategy  v3', shorttitle='Vdub_FX_SniperVX3_Strategy', overlay=true, pyramiding=0, initial_capital=1000, currency=currency.USD)

//Candle body resistance Channel-----------------------------//
len = 34
src = input(close, title="Candle body resistance Channel")
out = sma(src, len)
last8h = highest(close, 13)
lastl8 = lowest(close, 13)
bearish = cross(close,out) == 1 and falling(close, 1)
bullish = cross(close,out) == 1 and rising(close, 1)
channel2=input(false, title="Bar Channel On/Off")
ul2=plot(channel2?last8h:last8h==nz(last8h[1])?last8h:na, color=black, linewidth=1, style=linebr, title="Candle body resistance level top", offset=0)
ll2=plot(channel2?lastl8:lastl8==nz(lastl8[1])?lastl8:na, color=black, linewidth=1, style=linebr, title="Candle body resistance level bottom", offset=0)
//fill(ul2, ll2, color=black, transp=95, title="Candle body resistance Channel")

//-----------------Support and Resistance 
RST = input(title='Support / Resistance length:',  defval=10) 
RSTT = valuewhen(high >= highest(high, RST), high, 0)
RSTB = valuewhen(low <= lowest(low, RST), low, 0)
RT2 = plot(RSTT, color=RSTT != RSTT[1] ? na : red, linewidth=1, offset=+0)
RB2 = plot(RSTB, color=RSTB != RSTB[1] ? na : green, linewidth=1, offset=0)

//--------------------Trend colour ema------------------------------------------------// 
src0 = close, len0 = input(13, minval=1, title="EMA 1")
ema0 = ema(src0, len0)
direction = rising(ema0, 2) ? +1 : falling(ema0, 2) ? -1 : 0
plot_color = direction > 0  ? lime: direction < 0 ? red : na
plot(ema0, title="EMA", style=line, linewidth=1, color = plot_color)

//-------------------- ema 2------------------------------------------------//
src02 = close, len02 = input(21, minval=1, title="EMA 2")
ema02 = ema(src02, len02)
direction2 = rising(ema02, 2) ? +1 : falling(ema02, 2) ? -1 : 0
plot_color2 = direction2 > 0  ? lime: direction2 < 0 ? red : na
plot(ema02, title="EMA Signal 2", style=line, linewidth=1, color = plot_color2)

//=============Hull MA//
show_hma = input(false, title="Display Hull MA Set:")
hma_src = input(close, title="Hull MA's Source:")
hma_base_length = input(8, minval=1, title="Hull MA's Base Length:")
hma_length_scalar = input(5, minval=0, title="Hull MA's Length Scalar:")
hullma(src, length)=>wma(2*wma(src, length/2)-wma(src, length), round(sqrt(length)))
plot(not show_hma ? na : hullma(hma_src, hma_base_length+hma_length_scalar*6), color=black, linewidth=2, title="Hull MA")

//============ signal Generator ==================================//
Piriod=input('720')
ch1 = request.security(syminfo.tickerid, Piriod, open)
ch2 = request.security(syminfo.tickerid, Piriod, close)
longCondition = crossover(request.security(syminfo.tickerid, Piriod, close),request.security(syminfo.tickerid, Piriod, open))
if (longCondition)
    strategy.entry("BUY", strategy.long)
shortCondition = crossunder(request.security(syminfo.tickerid, Piriod, close),request.security(syminfo.tickerid, Piriod, open))
if (shortCondition)
    strategy.entry("SELL", strategy.short)

///////////////////////////////////////////////////////////////////////////////////////////

Detail

https://www.fmz.com/strategy/435941

Last Modified

2023-12-20 11:04:15