Strategies
多指数移动平均与方向性趋势过滤交易系统-Multi-Exponential-Moving-Average-with-Directional-Trend-Filter-Trading-System
ianzeng123 · PineScript · Trend Following · 2025-04-08 10:13:36
Sizing
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Risk control
Exit
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Context terms
No English write-up in the source (no author description).
Source code (57 lines)
/*backtest
start: 2025-01-01 00:00:00
end: 2025-04-07 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_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/
// © sebamarghella
//@version=5
strategy("[SM-042] EMA 5-8-13 with ADX Filter", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=1000, currency=currency.USD, commission_type=strategy.commission.percent)
// === INPUTS ===
enableLong = input.bool(true, title="Enable Long Trades")
enableShort = input.bool(true, title="Enable Short Trades")
useAdxFilter = input.bool(false, title="Use ADX Filter")
adxThreshold = input.int(20, title="ADX Threshold")
// === EMA CALCULATIONS ===
ema5 = ta.ema(close, 5)
ema8 = ta.ema(close, 8)
ema13 = ta.ema(close, 13)
// === ADX FILTER ===
[plusDI, minusDI, adxValue] = ta.dmi(14, 14)
adxCondition = adxValue > adxThreshold
// === ENTRY CONDITIONS ===
longCondition = ta.crossover(ema5, ema8) and enableLong and (not useAdxFilter or adxCondition)
shortCondition = ta.crossunder(ema5, ema8) and enableShort and (not useAdxFilter or adxCondition)
// === EXIT CONDITIONS ===
longExit = close < ema13
shortExit = close > ema13
// === STRATEGY EXECUTION ===
if (longCondition)
strategy.entry("Long", strategy.long)
if (shortCondition)
strategy.entry("Short", strategy.short)
if (strategy.position_size > 0 and longExit)
strategy.close("Long")
if (strategy.position_size < 0 and shortExit)
strategy.close("Short")
// === PLOTTING ===
plot(ema5, title="EMA 5", color=color.blue)
plot(ema8, title="EMA 8", color=color.yellow)
plot(ema13, title="EMA 13", color=color.purple)
hline(adxThreshold, "ADX Threshold", color=color.gray, linestyle=hline.style_dotted)
plot(adxValue, title="ADX", color=color.orange)