120 lines
4.2 KiB
Markdown
120 lines
4.2 KiB
Markdown
# Sideways Market Detection
|
|
|
|
## Overview
|
|
Sistem deteksi sideway market menggunakan kombinasi RSI, ADX, dan Stochastic untuk mengidentifikasi kondisi market yang bergerak sideways (mendatar) dan memberikan strategi trading yang sesuai.
|
|
|
|
## Parameter Input
|
|
|
|
```mql5
|
|
input group "=== SIDEWAYS MARKET DETECTION ==="
|
|
input bool EnableSidewaysDetection = true; // Enable Sideways Market Detection
|
|
input int RSI_SidewaysUpper = 65; // RSI Upper bound for sideways
|
|
input int RSI_SidewaysLower = 35; // RSI Lower bound for sideways
|
|
input int ADX_SidewaysMax = 20; // ADX Max value for sideways (weak trend)
|
|
input int Stoch_SidewaysUpper = 70; // Stochastic Upper bound for sideways
|
|
input int Stoch_SidewaysLower = 30; // Stochastic Lower bound for sideways
|
|
input bool Sideways_DisableTrading = false; // Disable trading during sideways
|
|
input bool Sideways_UseRangeStrategy = true; // Use range strategy during sideways
|
|
```
|
|
|
|
## Logika Deteksi Sideway
|
|
|
|
### 1. RSI Sideways Check (40% weight)
|
|
- **Kondisi**: RSI berada dalam range 35-65
|
|
- **Alasan**: RSI di tengah menunjukkan tidak ada momentum yang kuat
|
|
- **Weight**: 40% dari total confidence
|
|
|
|
### 2. ADX Sideways Check (35% weight)
|
|
- **Kondisi**: ADX ≤ 20
|
|
- **Alasan**: ADX rendah menunjukkan trend yang lemah
|
|
- **Weight**: 35% dari total confidence
|
|
|
|
### 3. Stochastic Sideways Check (25% weight)
|
|
- **Kondisi**: Stochastic berada dalam range 30-70
|
|
- **Alasan**: Stochastic di tengah menunjukkan tidak ada oversold/overbought
|
|
- **Weight**: 25% dari total confidence
|
|
|
|
### 4. Threshold Sideway
|
|
- **Market dianggap sideway**: Confidence ≥ 70%
|
|
- **Update frequency**: Setiap 5 detik
|
|
|
|
## Strategi Trading Sideway
|
|
|
|
### 1. Disable Trading Mode
|
|
- **Parameter**: `Sideways_DisableTrading = true`
|
|
- **Perilaku**: Tidak ada sinyal trading saat sideway
|
|
- **Log**: "Trading DISABLED due to sideways market"
|
|
|
|
### 2. Range Strategy Mode
|
|
- **Parameter**: `Sideways_UseRangeStrategy = true`
|
|
- **Perilaku**: Menggunakan strategi range trading
|
|
|
|
#### Range Strategy Rules:
|
|
- **BUY Signal**: RSI ≤ 30 AND Stochastic ≤ 20 (oversold)
|
|
- **SELL Signal**: RSI ≥ 70 AND Stochastic ≥ 80 (overbought)
|
|
- **No Signal**: Kondisi di antara oversold dan overbought
|
|
|
|
## Contoh Logika
|
|
|
|
### Kondisi Sideway:
|
|
```
|
|
RSI: 45 (dalam range 35-65) → +40% confidence
|
|
ADX: 15 (≤ 20) → +35% confidence
|
|
Stochastic: 50 (dalam range 30-70) → +25% confidence
|
|
Total Confidence: 100% → SIDEWAYS DETECTED
|
|
```
|
|
|
|
### Range Strategy Signal:
|
|
```
|
|
Kondisi: RSI=25, Stochastic=15
|
|
Hasil: BUY Signal (oversold dalam sideway market)
|
|
Reason: "Sideways Range BUY - RSI: 25.0 (Oversold), Stoch: 15.0 (Oversold), Confidence: 100%"
|
|
```
|
|
|
|
## Dashboard Display
|
|
|
|
### Status Sideway:
|
|
- **Sideway**: `SIDEWAYS: 85% | RSI(45.2) ADX(18.5) Stoch(52.1)`
|
|
- **Trending**: `TRENDING: 75% | RSI(25.1) ADX(35.2) Stoch(15.3)`
|
|
|
|
### Color Coding:
|
|
- **Orange**: Market dalam kondisi sideway
|
|
- **Cyan**: Market dalam kondisi trending
|
|
|
|
## Keuntungan Sistem
|
|
|
|
1. **Adaptif**: Otomatis mendeteksi perubahan kondisi market
|
|
2. **Fleksibel**: Dapat diatur untuk disable trading atau gunakan range strategy
|
|
3. **Transparan**: Dashboard menampilkan confidence level dan alasan
|
|
4. **Real-time**: Update setiap 5 detik untuk responsivitas
|
|
|
|
## Monitoring dan Logging
|
|
|
|
### Log Status Change:
|
|
```
|
|
🔄 Sideways Market DETECTED - Confidence: 85% | RSI(45.2) ADX(18.5) Stoch(52.1)
|
|
🔄 Sideways Market ENDED - Confidence: 45% | RSI(25.1) ADX(35.2) Stoch(15.3)
|
|
```
|
|
|
|
### Log Trading Strategy:
|
|
```
|
|
🔄 BuildSignal: Using RANGE strategy for sideways market
|
|
🟢 Sideways Range BUY Signal: Sideways Range BUY - RSI: 25.0 (Oversold), Stoch: 15.0 (Oversold), Confidence: 85%
|
|
⚠️ Sideways Market - No range signal generated
|
|
```
|
|
|
|
## Integrasi dengan Sistem Lain
|
|
|
|
### MTF Confirmation:
|
|
- Sideway detection berjalan independen dari MTF
|
|
- Range strategy dapat digunakan bersamaan dengan MTF confirmation
|
|
|
|
### Re-Entry System:
|
|
- Re-entry tetap aktif selama sideway market
|
|
- Menggunakan strategi yang sesuai dengan kondisi market
|
|
|
|
### News Filter:
|
|
- Sideway detection tidak terpengaruh news filter
|
|
- Trading tetap dapat di-disable oleh news filter meskipun sideway
|
|
|