Strategy testing

50
//+------------------------------------------------------------------+ //| Daily 10% Profit EA with 5% Max Drawdown | //| Uses RSI, Bollinger Bands, ADX, Fibonacci, Grid System | //+------------------------------------------------------------------+ //version=5 strategy("Daily 10% Profit EA", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// Input Parameters RSI_Period = input(14, "RSI Period") ADX_Period = input(14, "ADX Period") BB_Period = input(20, "Bollinger Bands Period") BB_Deviation = input(2, "Bollinger Bands Deviation") MaxDrawdownPercent = input(5, "Max Daily Drawdown (%)") DailyProfitTargetPercent = input(10, "Daily Profit Target (%)")

// Indicators rsi = ta.rsi(close, RSI_Period) adx = ta.adx(ADX_Period) bb_upper = ta.sma(close, BB_Period) + BB_Deviation * ta.stdev(close, BB_Period) bb_lower = ta.sma(close, BB_Period) - BB_Deviation * ta.stdev(close, BB_Period)

// Fibonacci Retracement Calculation highestHigh = ta.highest(high, 50) lowestLow = ta.lowest(low, 50) fibLevel = lowestLow + (highestHigh - lowestLow) * 0.382

// Strategy Conditions longCondition = (rsi < 30 and adx > 20 and close < bb_lower) shortCondition = (rsi > 70 and adx > 20 and close > bb_upper)

// Risk Management initialBalance = strategy.equity currentEquity = strategy.equity DailyProfit = ((currentEquity - initialBalance) / initialBalance) * 100 DailyDrawdown = ((initialBalance - currentEquity) / initialBalance) * 100

dailyLimitReached = (DailyProfit >= DailyProfitTargetPercent or DailyDrawdown >= MaxDrawdownPercent)

if longCondition and not dailyLimitReached strategy.entry("Long", strategy.long) if shortCondition and not dailyLimitReached strategy.entry("Short", strategy.short)

// Close trades when daily limits are reached if dailyLimitReached strategy.close_all()

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.