マルチインジケーター共鳴トレンド追跡およびピボットポイント取引システム

/*backtest
start: 2024-06-30 00:00:00
end: 2025-06-28 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy(title="ZYTX GKDD", shorttitle="ZYTX GKDD", overlay=true, 
  pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, 
  commission_type=strategy.commission.percent, commission_value=0.03)

// ===== 策略参数 =====
// --- 枢轴点检测参数 ---
string g1 = "智赢天下策略机器人"
leftBars = input.int(10, title="线上", minval=1, group=g1)
rightBars = input.int(5, title="线下", minval=1, group=g1)

// --- 多空开关 ---
string g2 = "策略开关"
enableLong = input.bool(true, "启用多单策略", group=g2)  // 启用多单
enableShort = input.bool(true, "启用空单策略", group=g2)  // 启用空单

// ==== 止盈止损设置 ====
string g3 = "风险控制"
SS = input.bool(true, "用百分比止损", group=g3)
yy = input.int(100, "止盈止损仓位比例", minval=1, maxval=100, group=g3)
jj = input.float(10, "移动止盈止损偏移", minval=0.1, step=0.1, group=g3)

longProfitPerc = input.float(0.35, "多单止盈(%)", minval=0.0, step=0.1, group=g3) * 0.01
shortProfitPerc = input.float(0.35, "空单止盈(%)", minval=0.0, step=0.1, group=g3) * 0.01
longLossPerc = input.float(5, "多单止损(%)", minval=0.0, step=0.1, group=g3) * 0.01
shortLossPerc = input.float(5, "空单止损(%)", minval=0.0, step=0.1, group=g3) * 0.01

// ==== 计算Heikin Ashi数据 ====
ha_ticker = ticker.heikinashi(syminfo.tickerid)
[ha_open, ha_high, ha_low, ha_close] = request.security(ha_ticker, timeframe.period, 
  [open, high, low, close], lookahead=barmerge.lookahead_off)

// ==== 枢轴点检测 ====
pivotHighValue = ta.pivothigh(ha_high, leftBars, rightBars)
pivotLowValue = ta.pivotlow(ha_low, leftBars, rightBars)

// ==== 固定标签样式 ====
color high_label_color = color.red
color low_label_color = color.green
color text_color = color.white
string label_size = size.normal

string high_style = label.style_label_down
string low_style = label.style_label_up

// ==== 绘制枢轴点标签 ====
if not na(pivotHighValue)
    label.new(
         bar_index[rightBars], 
         ha_high[rightBars] * 1.002,
         text="空", 
         color=high_label_color, 
         textcolor=text_color, 
         style=high_style, 
         yloc=yloc.price, 
         size=label_size
     )
if not na(pivotLowValue)
    label.new(
         bar_index[rightBars], 
         ha_low[rightBars] * 0.998,
         text="多", 
         color=low_label_color, 
         textcolor=text_color, 
         style=low_style, 
         yloc=yloc.price, 
         size=label_size
     )

// ==== 交易信号 ====
// 出现"多"字标签时开多单
longSignal = not na(pivotLowValue) and enableLong
// 出现"空"字标签时开空单
shortSignal = not na(pivotHighValue) and enableShort

// ==== 交易状态跟踪 ====
var float entryPrice = na  // 入场价格
var float targetPrice = na  // 目标止盈价格
var float stopPrice = na  // 止损价格
var bool inLongPosition = false  // 是否持有多单
var bool inShortPosition = false  // 是否持有空单

// ==== 策略逻辑 ====
// 使用下一根K线的开盘价作为实际入场价格
if (longSignal and not inLongPosition and not inShortPosition)
    entryPrice := open
    targetPrice := entryPrice * (1 + longProfitPerc)
    stopPrice := entryPrice * (1 - longLossPerc)
    strategy.entry("多单入场", strategy.long, limit=entryPrice)  // 开多单
    inLongPosition := true
    inShortPosition := false

if (shortSignal and not inShortPosition and not inLongPosition)
    entryPrice := open
    targetPrice := entryPrice * (1 - shortProfitPerc)
    stopPrice := entryPrice * (1 + shortLossPerc)
    strategy.entry("空单入场", strategy.short, limit=entryPrice)  // 开空单
    inLongPosition := false
    inShortPosition := true

// 反向信号处理 - 平仓并开反向单
if (inLongPosition and shortSignal)
    strategy.close("多单入场", comment="反向信号平仓")
    inLongPosition := false
    entryPrice := open
    targetPrice := entryPrice * (1 - shortProfitPerc)
    stopPrice := entryPrice * (1 + shortLossPerc)
    strategy.entry("空单入场", strategy.short, limit=entryPrice)  // 反向开空单
    inShortPosition := true

if (inShortPosition and longSignal)
    strategy.close("空单入场", comment="反向信号平仓")
    inShortPosition := false
    entryPrice := open
    targetPrice := entryPrice * (1 + longProfitPerc)
    stopPrice := entryPrice * (1 - longLossPerc)
    strategy.entry("多单入场", strategy.long, limit=entryPrice)  // 反向开多单
    inLongPosition := true

// 止盈止损逻辑 - 使用if语句手动检查
if (inLongPosition and SS)
    // 更新移动止盈价格
    if ha_high > targetPrice
        targetPrice := ha_high - jj
        
    // 检查是否达到止盈条件
    if ha_high >= targetPrice
        strategy.close("多单入场", comment="多单止盈")
        inLongPosition := false
        
    // 检查是否达到止损条件
    if ha_low <= stopPrice
        strategy.close("多单入场", comment="多单止损")
        inLongPosition := false

if (inShortPosition and SS)
    // 更新移动止盈价格
    if ha_low < targetPrice
        targetPrice := ha_low + jj
        
    // 检查是否达到止盈条件
    if ha_low <= targetPrice
        strategy.close("空单入场", comment="空单止盈")
        inShortPosition := false
        
    // 检查是否达到止损条件
    if ha_high >= stopPrice
        strategy.close("空单入场", comment="空单止损")
        inShortPosition := false