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多指标趋势动量ATR目标价交易策略-Multi-Indicator-Trend-Momentum-ATR-Target-Trading-Strategy

ianzeng123 · PineScript · Trend Following · 2025-02-27 17:51:29

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Source code (76 lines)
/*backtest
start: 2024-02-21 00:00:00
end: 2025-02-18 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © SPcuttack

//@version=6
strategy("ADX & RSI Strategy with ATR Targets", overlay=true)

// Input parameters
adxLength = input.int(14, title="ADX Length")
adxSmoothing = input.int(14, title="ADX Smoothing")
rsiLength = input.int(14, title="RSI Length")
rsiSmaLength = input.int(20, title="RSI SMA Length")
atrLength = input.int(14, title="ATR Length")
atrMultiplierTarget = input.float(2.5, title="ATR Multiplier for Target")
atrMultiplierStop = input.float(1.5, title="ATR Multiplier for Stop Loss")

// ADX and DMI calculations
[adx, plusDI, minusDI] = ta.dmi(adxLength, adxSmoothing)

// RSI calculations
rsi = ta.rsi(close, rsiLength)
rsiSma = ta.sma(rsi, rsiSmaLength)

// ATR calculation
atr = ta.atr(atrLength)

// Slope calculations (difference from the previous value)
adxSlope = adx - adx[1]
rsiSlope = rsi - rsi[1]

// Entry conditions
adxCondition = adx > 18 and plusDI > minusDI and adxSlope > 0
rsiCondition = rsi > rsiSma and rsiSlope > 0
rsiCross60 = ta.crossover(rsi, 60)

// Global variable for long entry
var bool longEntry = false
if (adxCondition and rsiCondition and rsiCross60)
    longEntry := true
else
    longEntry := false

// Variables for target and stop loss levels
var float entryPrice = na
var float targetLevel = na
var float stopLossLevel = na

// Strategy actions
if (longEntry)
    entryPrice := close
    targetLevel := entryPrice + atr * atrMultiplierTarget
    stopLossLevel := entryPrice - atr * atrMultiplierStop
    strategy.entry("Long", strategy.long)

if (strategy.position_size > 0)
    if (close >= targetLevel)
        strategy.close("Long", comment="Tgt Hit")
    if (close <= stopLossLevel)
        strategy.close("Long", comment="SL Hit")

// Ensure lines plot on the chart body
targetLine = strategy.position_size > 0 ? targetLevel : na
stopLossLine = strategy.position_size > 0 ? stopLossLevel : na

plot(targetLine, title="Target Level", color=color.green, linewidth=2, offset=0)
plot(stopLossLine, title="Stop Loss Level", color=color.red, linewidth=2, offset=0)

// Add entry price for reference
plot(strategy.position_size > 0 ? entryPrice : na, title="Entry Price", color=color.blue, linewidth=1, style=plot.style_cross, offset=0)