基于布林带动态均值突破的量化交易策略-Dynamic-Bollinger-Bands-Breakout-Quantitative-Trading-Strategy

/*backtest
start: 2024-06-30 00:00:00
end: 2025-02-18 08:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Binance","currency":"DOGE_USDT"}]
*/

//@version=6
strategy(shorttitle="BB Demo", title="Demo GPT - Bollinger Bands", overlay=true, commission_type=strategy.commission.percent, commission_value=0.1, slippage=0, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// Inputs
length = input.int(20, minval=1, title="Length")
maType = input.string("SMA", "Basis MA Type", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"])
src = input.source(close, title="Source")
mult = input.float(2.0, minval=0.001, maxval=50, title="StdDev")
offset = input.int(0, "Offset", minval=-500, maxval=500)


// MA Calculation Function
ma(source, length, _type) =>
    switch _type
        "SMA" => ta.sma(source, length)
        "EMA" => ta.ema(source, length)
        "SMMA (RMA)" => ta.rma(source, length)
        "WMA" => ta.wma(source, length)
        "VWMA" => ta.vwma(source, length)

// Indicator Calculations
basis = ma(src, length, maType)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev

// Visual Plots
plot(basis, "Basis", color=color.new(#2962FF, 0), offset=offset)
p1 = plot(upper, "Upper", color=color.new(#F23645, 0), offset=offset)
p2 = plot(lower, "Lower", color=color.new(#089981, 0), offset=offset)
fill(p1, p2, color=color.rgb(33, 150, 243, 95), title="Background")

// Strategy Logic
longCondition = close > upper 
exitCondition = close < lower 

if longCondition
    strategy.entry("Long", strategy.long)

if exitCondition
    strategy.close("Long")