jaems_Combo: StochRSI + MACD + ADX [QuantDev] — Strategy by Kingjmaes
By version
Performance Metrics
- Author: version
- Symbol: NASDAQ:ONDS
- Timeframe: 15 minutes
- Net P&L: −41.25 USD (−0.41%)
- Win Rate: 20.1%
- Profit Factor: 0.526
- Max Drawdown: 41.64 USD (0.42%)
- Total Trades: 1,553
Description
//version=6strategy("jaems_Combo: StochRSI + MACD + ADX [QuantDev]", overlay=false, initial_capital=10000, currency=currency.USD, commission_type=strategy.commission.percent, commission_value=0.05, slippage=1)// ==========================================// 1. 사용자 입력 (User Inputs)// ==========================================// [시간 필터]grp_time = "Backtest Period"useDateFilter = input.bool(true, "기간 필터 적용", group=grp_time)startDate = input.time(timestamp("2023-01-01 00:00"), "시작일", group=grp_time)endDate = input.time(timestamp("2099-12-31 23:59"), "종료일", group=grp_time)inDateRange = not useDateFilter or (time >= startDate and time d) and (k > norm_signal)// 조건: K가 D보다 작고(AND) K가 Norm Signal보다 작은 상태bool is_bearish = (k 0 strategy.exit("Long Exit", "Long", stop=strategy.position_avg_price * (1 - stopLossPct), limit=strategy.position_avg_price * (1 + takeProfitPct), alert_message=msg_long_exit)if strategy.position_size < 0 strategy.exit("Short Exit", "Short", stop=strategy.position_avg_price * (1 + stopLossPct), limit=strategy.position_avg_price * (1 - takeProfitPct), alert_message=msg_short_exit)// 배경 신호bgcolor(longCondition ? color.new(#76FF03, 90) : na, title="Long Signal BG")bgcolor(shortCondition ? color.new(#FF1744, 90) : na, title="Short Signal BG")