Oleg_Aryukov_Strategy
ลิงก์ TradingView
คำอธิบาย
Trader Oleg Aryukov's strategy, based on a variety of oscillators, allows him to try to catch reversals in cryptocurrencies.
รูป Preview
Pine Script Source
//@version=6
strategy("Oleg_Aryukov_Strategy", overlay=true, initial_capital=1000,
default_qty_type=strategy.percent_of_equity, default_qty_value=10,
commission_type=strategy.commission.percent, commission_value=0.1)
// ============================================================================
// индюки
// ============================================================================
use_rsi = input.bool(true, "Использовать RSI", group="Активация индикаторов")
use_williams = input.bool(true, "Использовать Williams %R", group="Активация индикаторов")
use_tsi = input.bool(true, "Использовать TSI", group="Активация индикаторов")
use_kdj = input.bool(true, "Использовать KDJ", group="Активация индикаторов")
use_bb_percent = input.bool(true, "Использовать %BB", group="Активация индикаторов")
use_nadaraya = input.bool(true, "Использовать Nadaraya-Watson", group="Активация индикаторов")
// RSI
rsi_length = input.int(12, "RSI Период", minval=2, group="RSI")
rsi_oversold = input.float(30, "RSI Перепроданность", minval=0, maxval=100, group="RSI")
rsi_overbought = input.float(70, "RSI Перекупленность", minval=0, maxval=100, group="RSI")
// Williams
williams_length_6 = input.int(6, "Williams %R Период 6", minval=2, group="Williams %R")
williams_length_12 = input.int(12, "Williams %R Период 12", minval=2, group="Williams %R")
williams_oversold = input.float(-80, "Williams Перепроданность", minval=-100, maxval=0, group="Williams %R")
williams_overbought = input.float(-20, "Williams Перекупленность", minval=-100, maxval=0, group="Williams %R")
// TSI
tsi_long = input.int(25, "TSI Длинный период", minval=2, group="TSI")
tsi_short = input.int(13, "TSI Короткий период", minval=2, group="TSI")
tsi_signal = input.int(13, "TSI Сигнальная линия", minval=1, group="TSI")
tsi_divergence = input.float(15, "TSI Расхождение для сигнала", minval=0, group="TSI")
// KDJ
kdj_length = input.int(9, "KDJ Период", minval=1, group="KDJ")
kdj_signal_k = input.int(3, "KDJ Сигнал K", minval=1, group="KDJ")
kdj_signal_d = input.int(3, "KDJ Сигнал D", minval=1, group="KDJ")
kdj_divergence = input.float(20, "KDJ Расхождение", minval=0, group="KDJ")
// Bollinger
bb_length = input.int(20, "BB Период", minval=1, group="Bollinger Bands %B")
bb_mult = input.float(2.0, "BB Множитель", minval=0.1, group="Bollinger Bands %B")
// Nadaraya-Watson
nw_bandwidth = input.float(3.0, "NW Bandwidth", minval=0.1, group="Nadaraya-Watson")
nw_lookback = input.int(50, "NW Lookback", minval=10, maxval=200, group="Nadaraya-Watson")
// RCI Ribbon
rci_fast = input.int(9, "RCI Быстрый период", minval=1, group="RCI Ribbon")
rci_medium = input.int(26, "RCI Средний период", minval=1, group="RCI Ribbon")
rci_slow = input.int(52, "RCI Медленный период", minval=1, group="RCI Ribbon")
rci_oversold = input.float(-80, "RCI Перепроданность", minval=-100, maxval=100, group="RCI Ribbon")
rci_overbought = input.float(80, "RCI Перекупленность", minval=-100, maxval=100, group="RCI Ribbon")
// ============================================================================
// риски
// ============================================================================
stop_loss_percent = input.float(2.0, "Стоп-лосс %", minval=0.1, maxval=10, step=0.1, group="Риск-менеджмент")
take_profit_percent = input.float(4.0, "Тейк-профит %", minval=0.1, maxval=20, step=0.1, group="Риск-менеджмент")
use_trailing = input.bool(true, "Использовать трейлинг-стоп", group="Риск-менеджмент")
trailing_percent = input.float(1.0, "Трейлинг-стоп %", minval=0.1, maxval=5, step=0.1, group="Риск-менеджмент")
// Настройки подтверждения сигналов
min_confirmations = input.int(3, "Минимум подтверждений", minval=1, maxval=8, group="Фильтры")
check_trend = input.bool(true, "Учитывать тренд", group="Фильтры")
// ============================================================================
// индюки аргументы
// ============================================================================
// RSI
rsi = ta.rsi(close, rsi_length)
// Williams
williams_r_6 = ta.wpr(williams_length_6)
williams_r_12 = ta.wpr(williams_length_12)
// TSI (защита от деления на ноль)
double_smooth(src, longlen, shortlen) =>
tmp = ta.ema(src, longlen)
ta.ema(tmp, shortlen)
pc = ta.change(close)
double_smoothed_pc = double_smooth(pc, tsi_long, tsi_short)
double_smoothed_abs_pc = double_smooth(math.abs(pc), tsi_long, tsi_short)
tsi_value = na(double_smoothed_abs_pc) or double_smoothed_abs_pc == 0 ? 0.0 : 100 * (double_smoothed_pc / double_smoothed_abs_pc)
tsi_signal_line = ta.ema(tsi_value, tsi_signal)
// KDJ (защита от деления на ноль)
kdj_high = ta.highest(high, kdj_length)
kdj_low = ta.lowest(low, kdj_length)
rsv = (kdj_high - kdj_low) == 0 ? 50.0 : 100 * ((close - kdj_low) / (kdj_high - kdj_low))
k = ta.sma(rsv, kdj_signal_k)
d = ta.sma(k, kdj_signal_d)
j = 3 * k - 2 * d
// Bollinger Bands (защита)
[bb_middle, bb_upper, bb_lower] = ta.bb(close, bb_length, bb_mult)
bb_den = bb_upper - bb_lower
bb_percent = bb_den == 0 ? 0.5 : (close - bb_lower) / bb_den
// RCI (с защитами)
rci_calc(length) =>
valid = bar_index >= length
rank_price = valid ? ta.percentrank(close, length) : 0.5
rank_time = valid ? ta.percentrank(bar_index, length) : 0.5
corr = valid ? ta.correlation(rank_price, rank_time, length) : 0.0
corr * 100
rci_fast_value = rci_calc(rci_fast)
rci_medium_value = rci_calc(rci_medium)
rci_slow_value = rci_calc(rci_slow)
// Nadaraya-Watson
nw_kernel_regression(src, bandwidth, lookback) =>
sum_weighted = 0.0
sum_weights = 0.0
for i = 0 to lookback - 1
weight = math.exp(-math.pow(i, 2) / (2 * math.pow(bandwidth, 2)))
sum_weighted += src[i] * weight
sum_weights += weight
sum_weights == 0 ? src : sum_weighted / sum_weights
nw_estimate = use_nadaraya ? nw_kernel_regression(close, nw_bandwidth, nw_lookback) : na
nw_upper = use_nadaraya and not na(nw_estimate) ? nw_estimate * (1 + nw_bandwidth/100) : na
nw_lower = use_nadaraya and not na(nw_estimate) ? nw_estimate * (1 - nw_bandwidth/100) : na
// Определение тренда
ema_fast = ta.ema(close, 50)
ema_slow = ta.ema(close, 200)
trend_up = ema_fast > ema_slow
trend_down = ema_fast < ema_slow
// ============================================================================
// сигналы
// ============================================================================
// Подсчет сигналов на покупку/продажу
var int buy_signals = 0
var int sell_signals = 0
// сбрасываем счётчики на каждой новой баре
if barstate.isnew
buy_signals := 0
sell_signals := 0
if use_rsi
buy_signals := buy_signals + (not na(rsi) and rsi < rsi_oversold ? 1 : 0)
sell_signals := sell_signals + (not na(rsi) and rsi > rsi_overbought ? 1 : 0)
if use_williams
buy_signals := buy_signals + (not na(williams_r_6) and williams_r_6 < williams_oversold ? 1 : 0)
buy_signals := buy_signals + (not na(williams_r_12) and williams_r_12 < williams_oversold ? 1 : 0)
sell_signals := sell_signals + (not na(williams_r_6) and williams_r_6 > williams_overbought ? 1 : 0)
sell_signals := sell_signals + (not na(williams_r_12) and williams_r_12 > williams_overbought ? 1 : 0)
if use_tsi
tsi_divergence_buy = math.abs(tsi_value - tsi_signal_line) > tsi_divergence and tsi_value < tsi_signal_line
tsi_divergence_sell = math.abs(tsi_value - tsi_signal_line) > tsi_divergence and tsi_value > tsi_signal_line
buy_signals := buy_signals + (tsi_divergence_buy ? 1 : 0)
sell_signals := sell_signals + (tsi_divergence_sell ? 1 : 0)
if use_kdj
kdj_oversold = j < 20 and math.abs(k - d) > kdj_divergence
kdj_overbought = j > 80 and math.abs(k - d) > kdj_divergence
buy_signals := buy_signals + (kdj_oversold ? 1 : 0)
sell_signals := sell_signals + (kdj_overbought ? 1 : 0)
if use_bb_percent
buy_signals := buy_signals + (bb_percent < 0 ? 1 : 0)
sell_signals := sell_signals + (bb_percent > 1 ? 1 : 0)
if use_nadaraya
buy_signals := buy_signals + (not na(nw_lower) and close < nw_lower ? 1 : 0)
sell_signals := sell_signals + (not na(nw_upper) and close > nw_upper ? 1 : 0)
// RCI Ribbon
rci_all_oversold = rci_fast_value < rci_oversold and rci_medium_value < rci_oversold and rci_slow_value < rci_oversold
rci_all_overbought = rci_fast_value > rci_overbought and rci_medium_value > rci_overbought and rci_slow_value > rci_overbought
buy_signals := buy_signals + (rci_all_oversold ? 1 : 0)
sell_signals := sell_signals + (rci_all_overbought ? 1 : 0)
// ============================================================================
// твх
// ============================================================================
trend_filter_buy = check_trend ? (trend_up or not trend_down) : true
trend_filter_sell = check_trend ? (trend_down or not trend_up) : true
long_condition = buy_signals >= min_confirmations and trend_filter_buy and strategy.position_size == 0
short_condition = sell_signals >= min_confirmations and trend_filter_sell and strategy.position_size == 0
// ============================================================================
// ордера
// ============================================================================
if long_condition
strategy.entry("Long", strategy.long)
if short_condition
strategy.entry("Short", strategy.short)
// стоп/тейк/трейлинг)
if strategy.position_size > 0
stop_price = strategy.position_avg_price * (1 - stop_loss_percent / 100)
take_price = strategy.position_avg_price * (1 + take_profit_percent / 100)
if use_trailing
// Для трейлинга: подаём пару trail_points + trail_offset (требование)
trail_points = math.abs(strategy.position_avg_price * trailing_percent / 100) // величина в цене
trail_offset = trail_points // используем одинаковое значение — удовлетворяет требованию пары
// Можно также сохранить limit (тейк) — оставляем limit, чтобы зафиксировать цель
strategy.exit("Exit Long", "Long", trail_points=trail_points, trail_offset=trail_offset, limit=take_price)
else
strategy.exit("Exit Long", "Long", stop=stop_price, limit=take_price)
if strategy.position_size < 0
stop_price = strategy.position_avg_price * (1 + stop_loss_percent / 100)
take_price = strategy.position_avg_price * (1 - take_profit_percent / 100)
if use_trailing
trail_points = math.abs(strategy.position_avg_price * trailing_percent / 100)
trail_offset = trail_points
strategy.exit("Exit Short", "Short", trail_points=trail_points, trail_offset=trail_offset, limit=take_price)
else
strategy.exit("Exit Short", "Short", stop=stop_price, limit=take_price)
// ============================================================================
// алерты
// ============================================================================
long_alert = long_condition
short_alert = short_condition
exit_long_alert = strategy.position_size > 0 and (close <= strategy.position_avg_price * (1 - stop_loss_percent / 100) or close >= strategy.position_avg_price * (1 + take_profit_percent / 100))
exit_short_alert = strategy.position_size < 0 and (close >= strategy.position_avg_price * (1 + stop_loss_percent / 100) or close <= strategy.position_avg_price * (1 - take_profit_percent / 100))
alertcondition(long_alert, title="🟢 Long Signal", message='{"signal":"long","symbol":"{{ticker}}","price":"{{close}}"}')
alertcondition(short_alert, title="🔴 Short Signal", message='{"signal":"short","symbol":"{{ticker}}","price":"{{close}}"}')
alertcondition(exit_long_alert, title="🚪 Закрытие Long", message='{"signal":"exit_long","symbol":"{{ticker}}","price":"{{close}}"}')
alertcondition(exit_short_alert, title="🚪 Закрытие Short", message='{"signal":"exit_short","symbol":"{{ticker}}","price":"{{close}}"}')
plotshape(long_alert, title="Alert Long", location=location.belowbar, color=color.lime, style=shape.circle, size=size.tiny)
plotshape(short_alert, title="Alert Short", location=location.abovebar, color=color.red, style=shape.circle, size=size.tiny)
// ============================================================================
// вижуал
// ============================================================================
plot(use_nadaraya ? nw_upper : na, "NW Upper", color=color.new(color.purple, 70), linewidth=1)
plot(use_nadaraya ? nw_estimate : na, "NW Middle", color=color.new(color.purple, 50), linewidth=2)
plot(use_nadaraya ? nw_lower : na, "NW Lower", color=color.new(color.purple, 70), linewidth=1)
plot(check_trend ? ema_fast : na, "EMA 50", color=color.orange)
plot(check_trend ? ema_slow : na, "EMA 200", color=color.blue)
var table infoTable = table.new(position.top_right, 2, 8, bgcolor=color.new(color.black, 85))
if barstate.islast
table.cell(infoTable, 0, 0, "Индикатор", text_color=color.white)
table.cell(infoTable, 1, 0, "Значение", text_color=color.white)
table.cell(infoTable, 0, 1, "Buy Signals", text_color=color.green)
table.cell(infoTable, 1, 1, str.tostring(buy_signals))
table.cell(infoTable, 0, 2, "Sell Signals", text_color=color.red)
table.cell(infoTable, 1, 2, str.tostring(sell_signals))
table.cell(infoTable, 0, 3, "RSI", text_color=color.white)
table.cell(infoTable, 1, 3, str.tostring(rsi, "#.##"))
table.cell(infoTable, 0, 4, "TSI", text_color=color.white)
table.cell(infoTable, 1, 4, str.tostring(tsi_value, "#.##"))
table.cell(infoTable, 0, 5, "KDJ-J", text_color=color.white)
table.cell(infoTable, 1, 5, str.tostring(j, "#.##"))
table.cell(infoTable, 0, 6, "%BB", text_color=color.white)
table.cell(infoTable, 1, 6, str.tostring(bb_percent, "#.##"))
trend_text = trend_up ? "↑" : trend_down ? "↓" : "→"
trend_color = trend_up ? color.green : trend_down ? color.red : color.yellow
table.cell(infoTable, 0, 7, "Тренд", text_color=color.white)
table.cell(infoTable, 1, 7, trend_text, text_color=trend_color)