Multi Technical Indicator Momentum MA Trend Following Strategy

Pine ScriptMomentum Trend following Volatility RSI MACD SMA

Author: ChaoZhang
Complexity: Starter · 56 lines
Parameters: 0
Backtest bar: 15m · intraday
Tested on: BTC/USDT · futures

Jump to code View in vault Original on FMZ

Overview

This strategy is a trend-following trading system based on multiple technical indicators, combining MACD, RSI, and Moving Averages (MA) for trade signal confirmation. It employs a conservative money management approach with stop-loss and multiple profit targets for risk control. The strategy focuses on capturing upward market trends through long-only positions.

Strategy Principle

The core logic is based on triple technical indicator confirmation:

MACD for momentum identification - generates initial buy signal when MACD line crosses above signal line
RSI for strength confirmation - requires RSI value above set threshold (default 50) to confirm upward momentum
Moving Average system for trend confirmation - MA50 above MA200 confirms overall uptrend Additionally, the strategy implements comprehensive money management:

Risk exposure based on total account capital
Fixed percentage stop-loss for individual trade risk control
Dual profit targets (TP1 and TP2) for optimized returns

Strategy Advantages

Multiple technical indicator cross-validation increases signal reliability
Comprehensive money management system for effective risk control
Adjustable strategy parameters for high adaptability
Dual profit targets protect profits while capturing larger trends
Clear code structure for easy maintenance and optimization

Strategy Risks

Potential false signals in consolidating markets
Multiple indicator confirmation may lead to slightly delayed entries
Long-only approach lacks hedging in declining markets
Parameter optimization risks overfitting

Optimization Directions

Incorporate volume indicators for additional confirmation
Add market volatility filtering mechanism
Enhance exit mechanism with trailing stops
Implement adaptive parameter system based on market conditions
Add drawdown control mechanism

Summary

This strategy builds a robust trend-following system through the synergy of multiple technical indicators. Its comprehensive money management mechanism and adjustable parameter design provide good practicality and adaptability. Future improvements can focus on market state identification and exit mechanism optimization to further enhance strategy stability and profitability.

Source Pine Script

/*backtest
start: 2024-12-29 00:00:00
end: 2025-01-05 00:00:00
period: 15m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("Saudi Market Buy-Only Strategy (Customizable)", overlay=true)

// مدخلات المستخدم لتخصيص القيم
// رأس المال وإدارة المخاطر
capital = input.float(10000, title="رأس المال (ريال)", minval=1000)    // رأس المال الافتراضي
riskPercent = input.float(2, title="نسبة المخاطرة (%)", minval=0.1, maxval=10) / 100  // نسبة المخاطرة
buySLPercent = input.float(1, title="وقف الخسارة (%)", minval=0.1, maxval=10) / 100  // وقف الخسارة
tp1Percent = input.float(2, title="الهدف الأول (%)", minval=0.1, maxval=20) / 100   // الهدف الأول
tp2Percent = input.float(3, title="الهدف الثاني (%)", minval=0.1, maxval=30) / 100 // الهدف الثاني

// إعدادات المؤشرات الفنية
macdFastLength = input.int(12, title="MACD - فترة المتوسط السريع", minval=1)
macdSlowLength = input.int(26, title="MACD - فترة المتوسط البطيء", minval=1)
macdSignalLength = input.int(9, title="MACD - فترة الإشارة", minval=1)

rsiLength = input.int(14, title="RSI - فترة المؤشر", minval=1)
rsiThreshold = input.int(50, title="RSI - مستوى الدخول", minval=1, maxval=100)

ma50Length = input.int(50, title="MA50 - فترة المتوسط المتحرك", minval=1)
ma200Length = input.int(200, title="MA200 - فترة المتوسط المتحرك", minval=1)

// حساب إدارة المخاطر
riskAmount = capital * riskPercent  // قيمة المخاطرة

// حساب المؤشرات الفنية
[macdLine, signalLine, _] = ta.macd(close, macdFastLength, macdSlowLength, macdSignalLength)
rsiValue = ta.rsi(close, rsiLength)
ma50 = ta.sma(close, ma50Length)
ma200 = ta.sma(close, ma200Length)

// تعريف الاتجاه العام للسوق باستخدام المتوسطات
isBullishTrend = ma50 > ma200

// شروط الدخول شراء فقط
if ta.crossover(macdLine, signalLine) and rsiValue > rsiThreshold and isBullishTrend
    entryPrice = close
    stopLoss = entryPrice * (1 - buySLPercent)   // وقف الخسارة أسفل نقطة الدخول
    takeProfit1 = entryPrice * (1 + tp1Percent) // الهدف الأول
    takeProfit2 = entryPrice * (1 + tp2Percent) // الهدف الثاني
    strategy.entry("Buy", strategy.long)        // فتح صفقة شراء
    strategy.exit("TP1", "Buy", limit=takeProfit1, stop=stopLoss)
    strategy.exit("TP2", "Buy", limit=takeProfit2)

// رسم خطوط المتوسطات
plot(ma50, color=color.blue, title="MA50")
plot(ma200, color=color.orange, title="MA200")

Published by ChaoZhang on the FMZ strategy square · last modified 2025-01-06. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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