Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
คำอธิบาย
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Lines
Blue line = SMA = simple moving average Lime line = SMA percentage selected by the user Red line = SMA - percentage selected by user
Stop orders
The strategy uses market stop orders. For a backtest, you need to set a fee of the order maker.
Strategy
Reversible system. If a price is greater than a lime line, open a long position (and close a short position) If a price is less than a red line, open a short position (and close a long position)
//Trading
truetime = time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
lot = 0.0
if ma > 0
strategy.entry("Long", strategy.long, needlong ? na : 0, stop = el, when = strategy.position_size <= 0 and truetime)
strategy.entry("Short", strategy.short, needshort ? na : 0, stop = es, when = strategy.position_size >= 0 and truetime)
if time > timestamp(toyear, tomonth, today, 23, 59)
strategy.close_all()
strategy.cancel("Long")
strategy.cancel("Short")
ROBO_Trading
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@kirillkiselev82, cool
AlehinStepan61
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@KirillNET, как поменять в противоположную сторону сделки? у меня не получается
//Noro
//2019
//@version=4
strategy(title = "Robot WhiteBox StopMA", shorttitle = "Robot WhiteBox StopMA", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0)
//Settings
needlong = input(true, defval = true, title = "Long")
needshort = input(false, defval = false, title = "Short")
len = input(50)
src = input(ohlc4)
elpercent = input(5.0, minval = 0, maxval = 100, title = "Shift long, %")
espercent = input(-5.0, minval = -100, maxval = 0, title = "Shift short, %")
showlines = input(true, defval = true, title = "Show lines")
showbg = input(true, defval = true, title = "Show background")
lotsize = input(100, defval = 100, minval = 1, maxval = 10000, title = "Lot, %")
fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year")
toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day")
//Levels
ma = sma(src, len)
el = ma + ((ma / 100) * elpercent)
es = ma + ((ma / 100) * espercent)
//Lines
colel = showlines ? color.lime : na
colma = showlines ? color.blue : na
coles = showlines ? color.red : na
plot(el, color = colel, offset = 1)
plot(ma, color = colma, offset = 1)
plot(es, color = coles, offset = 1)
//Background
trend = 0
trend := high > el[1] ? 1 : low < es[1] ? -1 : trend[1]
colbg = showbg == false ? na : trend == 1 ? color.lime : trend == -1 ? color.red : na
bgcolor(colbg, transp = 80)
//Trading
truetime = time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
lot = 0.0
if ma > 0
strategy.entry("Long", strategy.long, needlong ? na : 0, stop = el, when = strategy.position_size <= 0 and truetime)
strategy.entry("Short", strategy.short, needshort ? na : 0, stop = es, when = strategy.position_size >= 0 and truetime)
if time > timestamp(toyear, tomonth, today, 23, 59)
strategy.close_all()
strategy.cancel("Long")
strategy.cancel("Short")