243 lines
8.9 KiB
Markdown
243 lines
8.9 KiB
Markdown
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> Name
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一种定期购买加密货币的策略Simple-Holder-Strategy
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> Author
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ChaoZhang
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> Strategy Description
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[trans]
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## 概述
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持有朴素策略是一种定期购买加密货币的策略,通过重复购买并持有加密货币来实现资产增值。该策略主要包括定期购买信号、持有信号和退出信号三个主要组成部分。
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## 策略原理
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该策略的基本逻辑是:
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1. 在启动时,发送购买信号,进行首次购买。
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2. 每隔一定蜡烛个数,发送购买信号,以Quote货币购买更多的Base货币。
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3. 当蜡烛计数达到预设值时,发送退出指令,平仓头寸。
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4. 在退出时间到达时,发送退出信号,停止策略,平仓所有头寸。
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通过重复购买并持有加密货币,可以实现成本平均和持续增持的效果。
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## 优势分析
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该策略具有以下优势:
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1. 可以定期购买加密货币,降低购买的时间风险。
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2. 通过重复购买,可以降低加密货币的平均持有成本。
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3. 通过持续增持头寸,可以获得组合的成长收益。
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4. 可以自定义购买和退出的时机,实现自动化运作。
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5. 操作简单,容易掌握使用。
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## 风险分析
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该策略也存在以下风险:
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1. 加密货币市场的系统性风险,价格可能出现大幅波动。
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2. 退出时机不当可能导致无法及时止损。
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3. 资金管理不当也会导致无法承受损失。
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## 优化方向
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该策略可以从以下几个方面进行优化:
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1. 根据市场情况,动态调整购买的时间间隔和金额。
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2. 加入止损信号,在价格跌破支撑位时平仓止损。
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3. 结合更多因素判断市场行情,选取最佳的进出场时机。
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## 总结
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该持有朴素策略通过定期购买并持有加密货币的方式,实现了成本平均和组合增值的效果。在掌握使用方法的前提下,是一种相对简单的量化策略。通过引入更多优化,可以使该策略更加智能化和适应市场环境的变化。
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## Overview
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The Simple Holder strategy is a strategy that periodically buys cryptocurrencies and holds them to achieve asset appreciation. The strategy mainly includes three parts: periodic buying signals, holding signals and exit signals.
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## Strategy Principle
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The basic logic of the strategy is:
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1. Send a buy signal at start to make the first purchase.
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2. Send a buy signal every certain number of candles to purchase more base currency using the quote currency.
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3. When candle count reaches preset value, send exit order to close position.
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4. When exit time is reached, send exit signal to stop strategy and close all positions.
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Through repetitive buying and holding of cryptocurrencies, the effects of cost averaging and continuous increasing of positions can be achieved.
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## Advantage Analysis
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The advantages of this strategy are:
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1. Can periodically buy cryptocurrencies to reduce timing risk of purchases.
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2. Can reduce average holding cost of cryptocurrencies through repetitive buying.
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3. Can obtain growth profit of portfolio through continuously increasing positions.
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4. Customizable purchase and exit timing enables automation.
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5. Simple to operate and easy to master.
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## Risk Analysis
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Risks of this strategy include:
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1. Systematic risk of cryptocurrency market with potentially huge price swings.
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2. Inappropriate exit timing may fail to timely stop loss.
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3. Inadequate capital management may also lead to failure in bearing losses.
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## Optimization Suggestions
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The following aspects of the strategy can be optimized:
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1. Dynamically adjust buying amount and intervals according to market conditions.
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2. Add stop loss signals to close positions when price falls below support level.
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3. Incorporate more factors to determine the optimal entry and exit timing.
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## Summary
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The Simple Holder strategy achieves the effect of cost averaging and portfolio growth through periodic buying and holding of cryptocurrencies. It is a relatively simple quantitative strategy once the usage is mastered. Incorporating further optimizations can enhance the strategy's intelligence and adaptability to changing market environments.
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[/trans]
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|v_input_int_1|7|(?Trade Range)Close at Candle Count:|
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|v_input_1|timestamp(2023-09-21 16:30)|Start Date/Time|
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|v_input_2|timestamp(2023-09-21 23:05)|End Date/Time|
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|v_input_3|paste your message here|(?3Commas)Message to start bot and deal|
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|v_input_4|paste your message here|Message for deal add funds signal in the quote currency|
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|v_input_5|paste your message here|Message to cancel the deal|
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|v_input_6|paste your message here|Message to cancel all bot deals and stop the bot|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2023-01-01 00:00:00
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end: 2024-01-07 00:00:00
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period: 1d
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basePeriod: 1h
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
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*/
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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
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// © Merdoc390
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//@version=5
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// The idea with this script is to use 3commas DCA bot to keep buying crypto, but not 'close the deal' which sells the crypto.
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// Basic idea is to keep adding funds, which increases the buy.
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// When you cancel the sale, you keep the crypto, thus HODL.
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// I use this to build my positions that I short sale on Coinbase.com, so I need to cancel the deal after several candles so I can
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// trade them.
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// 3commas HODL DCA Bot article:
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// https://3commas.io/blog/3commas-hodl-dca-bot-strategy
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// This article includes the bot setup on 3Commas:
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// Basicially you start the trade, then add funds to the trade, buying more crypto, then eventually cancel the deal.
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// When you create the bot, you set the take profit really high, like 999%. Since it is unlikey to hit the value, it will never sell
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// Credit to Irakli Gun as inspriation
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// https://3commas.io/blog/3commas-hodl-dca-bot-strategy
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strategy(title='HODL Simple v1', shorttitle="HODL'er",
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calc_on_every_tick=false, calc_on_order_fills=true, process_orders_on_close =true,
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format=format.price, precision=4, overlay=true, pyramiding=365,
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currency=currency.USD, default_qty_value=10, default_qty_type=strategy.cash , initial_capital=3650,
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commission_type=strategy.commission.percent, commission_value=0.1)
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var startFirstDeal = true
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var done = false
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var dealCount = 0
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var totalDealCount = 0
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i_closeCount = input.int(defval=7,title="Close at Candle Count:",tooltip="How many buy candles to convert to a buy, otherwise it will remain open until end of timeframe.",group="Trade Range")
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Start_date = input(defval=timestamp('2023-09-21 16:30'),title="Start Date/Time",group="Trade Range")
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Finish_date = input(defval=timestamp('2023-09-21 23:05'),title="End Date/Time",group="Trade Range")
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i_startBotAndDealMessage = input(defval="paste your message here",title="Message to start bot and deal", tooltip="Message for 'start bot and deal", group="3Commas",display=display.all)
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i_addFundsMessage = input(defval="paste your message here",title="Message for deal add funds signal in the quote currency", tooltip="Using the quote (such as USD), to purchase more.",group="3Commas",display=display.all)
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i_cancelTheDealMessage = input(defval="paste your message here",title="Message to cancel the deal",tooltip="If you paste only cancel the deal, the bot will wait until next candle to add funds.\nOption is to also paste the add funds message to also add a buy position.", group="3Commas",display=display.all)
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i_cancelAndStopMessage = input(defval="paste your message here",title="Message to cancel all bot deals and stop the bot",tooltip="Paste 3c bot messagage for Cancel all and Stop Bot", group="3Commas",display=display.all)
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time_cond = true
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// check exit first
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if not startFirstDeal and not done and dealCount < i_closeCount
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strategy.close("Long")
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alert(i_cancelAndStopMessage)
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// log.info("Time expired, stopping bot, Total Deal Count:{0}",totalDealCount)
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done := true
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// check if add funds after first deal
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else if time_cond and not startFirstDeal and dealCount < i_closeCount
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strategy.entry("Long", strategy.long)
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alert(i_addFundsMessage)
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// log.info("Deal Count:{0}, totalDeals:{1}",dealCount,totalDealCount)
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dealCount := dealCount + 1
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totalDealCount := totalDealCount + 1
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else if time_cond and startFirstDeal and dealCount <= i_closeCount
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strategy.entry("Long", strategy.long)
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// log.info("Start deal message, startFirst")
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alert(i_startBotAndDealMessage)
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startFirstDeal := false
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else if time_cond and dealCount >= i_closeCount
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strategy.close("Long")
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alert(i_cancelTheDealMessage)
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// log.info("Over Trades limit of {1}, resetting. Canceling. DealCount: {0}", dealCount, i_closeCount)
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dealCount := 0
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startFirstDeal := true
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else if time_cond
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log.error("case not covered")
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```
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> Detail
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https://www.fmz.com/strategy/438066
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> Last Modified
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2024-01-08 17:05:10
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