多指标趋势确认动量交易策略-Multi-Indicator-Trend-Confirmation-Momentum-Trading-Strategy

/*backtest
start: 2024-03-03 00:00:00
end: 2025-01-21 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Best Forex Strategy", overlay=true)

// Cài đặt EMA
ema20 = ta.ema(close, 20)
ema50 = ta.ema(close, 50)
ema100 = ta.ema(close, 100)
ema200 = ta.ema(close, 200)

// Cài đặt RSI
rsiLength = 14
rsi = ta.rsi(close, rsiLength)

// MACD Setup
[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9)

// Fibonacci Levels
fiboHigh = ta.highest(high, 50)
fiboLow = ta.lowest(low, 50)
fibo38 = fiboLow + (fiboHigh - fiboLow) * 0.382
fibo50 = fiboLow + (fiboHigh - fiboLow) * 0.5
fibo61 = fiboLow + (fiboHigh - fiboLow) * 0.618

// Điều kiện MUA
buyCondition = ta.crossover(ema20, ema50) and rsi > 50 and macdLine > signalLine and close > ema200
if buyCondition
    label.new(bar_index, low, "BUY", color=color.green, textcolor=color.white, style=label.style_label_down)
    strategy.entry("Long", strategy.long)

// Điều kiện BÁN
sellCondition = ta.crossunder(ema20, ema50) and rsi < 50 and macdLine < signalLine and close < ema200
if sellCondition
    label.new(bar_index, high, "SELL", color=color.red, textcolor=color.white, style=label.style_label_up)
    strategy.close("Long")

// Hiển thị các đường EMA
plot(ema20, "EMA 20", color=color.yellow)
plot(ema50, "EMA 50", color=color.blue)
plot(ema100, "EMA 100", color=color.white)
plot(ema200, "EMA 200", color=color.purple)

// Hiển thị Fibonacci Levels
plot(fibo38, title="Fibo 38.2%", color=color.blue, style=plot.style_circles)
plot(fibo50, title="Fibo 50%", color=color.orange, style=plot.style_circles)
plot(fibo61, title="Fibo 61.8%", color=color.purple, style=plot.style_circles)