策略

The-SMA-3-Trading-Strategy

ChaoZhang · PineScript · 趋势跟踪 · 2023-09-11 08:33:43

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趋势跟踪突破单边上涨 · 推断单边下跌 · 推断震荡横盘 · 推断

触发器

SMA推断突破推断

过滤

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仓位

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风控

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出场

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背景术语

做空做多滑点回测收盘期货

无说明：源文件没有中文正文。

阅读英文版本 →

参数

参数	默认值	说明
v_input_1	true	Long
v_input_2	false	Short
v_input_3	100	Capital, %
v_input_4	20	bars
v_input_5	15	percent
v_input_6	true	Show Lines?
v_input_7	1900	From Year
v_input_8	2100	To Year
v_input_9	true	From Month
v_input_10	12	To Month
v_input_11	true	From day
v_input_12	31	To day

源码（49 行）

/*backtest
start: 2022-09-04 00:00:00
end: 2023-09-10 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//Noro
//2018

//@version=2
strategy(title = "Noro's SMA-3 Strategy v1.0", shorttitle = "SMA-3 str 1.0", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 5)

//Settings
needlong = input(true, defval = true, title = "Long")
needshort = input(false, defval = false, title = "Short")
capital = input(100, defval = 100, minval = 1, maxval = 10000, title = "Capital, %")
p = input(20, "bars")
d = input(15, "percent")
showlines = input(true, defval = true, title = "Show Lines?")
fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year")
toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day")

//SMAs
sma = sma(close, p)
upex = sma * ((100 + d) / 100)
dnex = sma * ((100 - d) / 100)
exit = high > sma and low < sma

//Lines
col = showlines ? blue : na
plot(upex, linewidth = 3, color = col, transp = 0)
plot(sma, linewidth = 3, color = col, transp = 0)
plot(dnex, linewidth = 3, color = col, transp = 0)

//Trading
lot = strategy.position_size != strategy.position_size[1] ? strategy.equity / close * capital / 100 : lot[1]

if true
    strategy.entry("Long", strategy.long, needlong == false ? 0 : lot, limit = dnex, when = (time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)))
    strategy.entry("Short", strategy.short, needshort == false ? 0 : lot, limit = upex, when = (time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)))

if time > timestamp(toyear, tomonth, today, 23, 59) or exit
    strategy.close_all()