/*backtest
start: 2024-02-10 00:00:00
end: 2025-02-08 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("BTC 15分钟动态止盈策略", overlay=true)

// === 参数设置 ===
// EMA 参数
ema_short_length = input.int(50, title="短期EMA长度", minval=1)
ema_long_length = input.int(200, title="长期EMA长度", minval=1)

// MACD 参数
macd_fast_length = input.int(12, title="MACD快速线长度", minval=1)
macd_slow_length = input.int(26, title="MACD慢速线长度", minval=1)
macd_signal_length = input.int(9, title="MACD信号线长度", minval=1)

// RSI 参数
rsi_length = input.int(14, title="RSI长度", minval=1)
rsi_overbought = input.int(70, title="RSI超买区", minval=1, maxval=100)
rsi_oversold = input.int(30, title="RSI超卖区", minval=1, maxval=100)

// 止损参数
stop_loss_pct = input.float(1.5, title="止损百分比", minval=0.1)

// === 指标计算 ===
// 均线
ema_short = ta.ema(close, ema_short_length)
ema_long = ta.ema(close, ema_long_length)

// MACD
[macd_line, signal_line, _] = ta.macd(close, macd_fast_length, macd_slow_length, macd_signal_length)

// RSI
rsi = ta.rsi(close, rsi_length)

// === 趋势过滤 ===
bullish_trend = ema_short > ema_long  // 多头趋势：短期均线高于长期均线
bearish_trend = ema_short < ema_long  // 空头趋势：短期均线低于长期均线

// === 买入条件 ===
// 1. EMA 显示多头趋势
// 2. MACD 金叉（MACD 线向上突破信号线）
// 3. RSI 不在超买区域
buy_signal = bullish_trend and ta.crossover(macd_line, signal_line) and rsi < rsi_overbought

// === 危险信号（动态止盈条件） ===
// 1. 趋势反转：短期均线跌破长期均线，或者价格跌破短期均线
// 2. MACD 死叉：MACD 线向下跌破信号线
// 3. RSI：RSI 超买并开始回落
danger_signal = bearish_trend or close < ema_short or ta.crossunder(macd_line, signal_line) or (rsi > rsi_overbought and ta.falling(rsi, 2))  // 检查 RSI 最近2周期是否下降

// === 策略执行 ===
if (buy_signal)
    strategy.entry("Buy", strategy.long)

// 动态止盈和止损
if (strategy.position_size > 0)
    stop_price = strategy.position_avg_price * (1 - stop_loss_pct / 100)  // 固定止损
    strategy.exit("Exit", from_entry="Buy", stop=stop_price, when=danger_signal)

// === 绘制图表 ===
// EMA 绘制
plot(ema_short, color=color.blue, title="短期EMA")
plot(ema_long, color=color.orange, title="长期EMA")

// MACD 绘制
plot(macd_line, color=color.green, title="MACD线")
plot(signal_line, color=color.red, title="信号线")

// RSI 超买/超卖区域
hline(rsi_overbought, "RSI超买区", color=color.red, linestyle=hline.style_dotted)
hline(rsi_oversold, "RSI超卖区", color=color.green, linestyle=hline.style_dotted)

// 背景颜色：显示趋势
bgcolor(bullish_trend ? color.new(color.green, 90) : color.new(color.red, 90), title="趋势背景")