ダイナミックフィボナッチリトレースメントトレンドフォロークオンツ戦略

/*backtest
start: 2025-05-18 00:00:00
end: 2025-05-19 16:00:00
period: 2m
basePeriod: 2m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDT"}]
*/

//@version=5
strategy("简单斐波那契回撤策略", overlay=true, initial_capital=1000,default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// 输入回看周期以识别高点和低点
lookback = input.int(144, title="回看周期", minval=10)

// 输入选择斐波那契计算方向
fib_direction = input.string(title="斐波那契方向", defval="从上到下", options=["从上到下", "从下到上"])

// 输入斐波那契水平
fib_level_236 = input.float(0.236, title="斐波那契 23.6% 水平")
fib_level_382 = input.float(0.382, title="斐波那契 38.2% 水平")
fib_level_50 = input.float(0.5, title="斐波那契 50% 水平")
fib_level_618 = input.float(0.618, title="斐波那契 61.8% 水平")

// 输入选择买入和卖出信号的水平
buy_entry_level = input.string(title="买入入场水平", defval="斐波那契 61.8%", options=["斐波那契 23.6%", "斐波那契 38.2%", "斐波那契 50%", "斐波那契 61.8%"])
sell_entry_level = input.string(title="卖出入场水平", defval="斐波那契 38.2%", options=["斐波那契 23.6%", "斐波那契 38.2%", "斐波那契 50%", "斐波那契 61.8%"])

// 输入止盈和止损（以点数为单位）
take_profit_pips = input.int(24, title="止盈（点数）")
stop_loss_pips = input.int(4, title="止损（点数）")

// 识别回看周期内的高点和低点
highestHigh = ta.highest(high, lookback)
lowestLow = ta.lowest(low, lookback)

// 根据选择的方向计算斐波那契水平
var float fib_0 = na
var float fib_100 = na
var float fib_236 = na
var float fib_382 = na
var float fib_50 = na
var float fib_618 = na

if fib_direction == "从上到下"
    fib_0 := highestHigh
    fib_100 := lowestLow
    fib_236 := highestHigh - (highestHigh - lowestLow) * fib_level_236
    fib_382 := highestHigh - (highestHigh - lowestLow) * fib_level_382
    fib_50 := highestHigh - (highestHigh - lowestLow) * fib_level_50
    fib_618 := highestHigh - (highestHigh - lowestLow) * fib_level_618
else
    fib_0 := lowestLow
    fib_100 := highestHigh
    fib_236 := lowestLow + (highestHigh - lowestLow) * fib_level_236
    fib_382 := lowestLow + (highestHigh - lowestLow) * fib_level_382
    fib_50 := lowestLow + (highestHigh - lowestLow) * fib_level_50
    fib_618 := lowestLow + (highestHigh - lowestLow) * fib_level_618

// 根据用户输入确定买入和卖出信号的水平
var float buy_fib_level = na
var float sell_fib_level = na

if buy_entry_level == "斐波那契 23.6%"
    buy_fib_level := fib_236
if buy_entry_level == "斐波那契 38.2%"
    buy_fib_level := fib_382
if buy_entry_level == "斐波那契 50%"
    buy_fib_level := fib_50
if buy_entry_level == "斐波那契 61.8%"
    buy_fib_level := fib_618

if sell_entry_level == "斐波那契 23.6%"
    sell_fib_level := fib_236
if sell_entry_level == "斐波那契 38.2%"
    sell_fib_level := fib_382
if sell_entry_level == "斐波那契 50%"
    sell_fib_level := fib_50
if sell_entry_level == "斐波那契 61.8%"
    sell_fib_level := fib_618

// 将点数转换为价格单位（假设1点 = 0.0001，适用于如EURUSD的货币对）
pip_value = syminfo.mintick * 10
take_profit = take_profit_pips * pip_value
stop_loss = stop_loss_pips * pip_value

// 交易信号
var bool longSignal = na
var bool shortSignal = na

if fib_direction == "从上到下"
    longSignal := ta.crossover(close, buy_fib_level) and close > buy_fib_level
    shortSignal := ta.crossunder(close, sell_fib_level) and close < sell_fib_level
else
    longSignal := ta.crossover(close, buy_fib_level) and close > buy_fib_level
    shortSignal := ta.crossunder(close, sell_fib_level) and close < sell_fib_level

// 根据信号执行交易，设置止盈和止损
if (longSignal)
    strategy.entry("多头", strategy.long, comment="买入")
    strategy.exit("止盈/止损", "多头", limit=close + take_profit, stop=close - stop_loss)

if (shortSignal)
    strategy.entry("空头", strategy.short, comment="卖出")
    strategy.exit("止盈/止损", "空头", limit=close - take_profit, stop=close + stop_loss)

// 绘制斐波那契水平
plot(fib_0, title="斐波那契 0%", color=color.blue, linewidth=1, style=plot.style_line)
plot(fib_236, title="斐波那契 23.6%", color=color.green, linewidth=1, style=plot.style_line)
plot(fib_382, title="斐波那契 38.2%", color=color.green, linewidth=1, style=plot.style_line)
plot(fib_50, title="斐波那契 50%", color=color.red, linewidth=1, style=plot.style_line)
plot(fib_618, title="斐波那契 61.8%", color=color.green, linewidth=1, style=plot.style_line)
plot(fib_100, title="斐波那契 100%", color=color.blue, linewidth=1, style=plot.style_line)

// 为斐波那契水平创建带有白色文本的标签
var label fibLabel0 = na
var label fibLabel236 = na
var label fibLabel382 = na
var label fibLabel50 = na
var label fibLabel618 = na
var label fibLabel100 = na

if (na(fibLabel0))
    fibLabel0 := label.new(bar_index, fib_0, text="斐波那契 0%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
    fibLabel236 := label.new(bar_index, fib_236, text="斐波那契 23.6%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
    fibLabel382 := label.new(bar_index, fib_382, text="斐波那契 38.2%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
    fibLabel50 := label.new(bar_index, fib_50, text="斐波那契 50%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
    fibLabel618 := label.new(bar_index, fib_618, text="斐波那契 61.8%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
    fibLabel100 := label.new(bar_index, fib_100, text="斐波那契 100%", color=na, textcolor=color.white, style=label.style_label_right, yloc=yloc.price)
else
    label.set_xy(fibLabel0, bar_index, fib_0)
    label.set_xy(fibLabel236, bar_index, fib_236)
    label.set_xy(fibLabel382, bar_index, fib_382)
    label.set_xy(fibLabel50, bar_index, fib_50)
    label.set_xy(fibLabel618, bar_index, fib_618)
    label.set_xy(fibLabel100, bar_index, fib_100)

// 绘制信号
plotshape(series=longSignal, location=location.belowbar, color=color.green, style=shape.labelup, title="买入信号", text="买入")
plotshape(series=shortSignal, location=location.abovebar, color=color.red, style=shape.labeldown, title="卖出信号", text="卖出")

// 绘制最高点和最低点
plot(highestHigh, title="最高点", color=color.purple, linewidth=2, offset=-lookback)
plot(lowestLow, title="最低点", color=color.purple, linewidth=2, offset=-lookback)