- Square
- 魔改布林带策略止盈和马丁格尔倍投
魔改布林带策略止盈和马丁格尔倍投
Author:
Zer3192, Date: 2023-10-16 17:45:49
Tags:
//@version=4
strategy("Bollinger Bands %B Crossover", overlay=true,pyramiding = 5)
// Load Bollinger Bands %B indicator
source = input(close, title="Source")
length = input(20, minval=1, title="Length")
mult = input(2.0, minval=0.001, maxval=50, title="Multiplier")
basis = sma(source, length)
dev = mult * stdev(source, length)
upper = basis + dev
lower = basis - dev
bb = (source - lower) / (upper - lower)
// Define long and short conditions
longCondition = crossover(bb, 0)
shortCondition = crossunder(bb, 1)
// 马丁格尔策略参数
useMartin = input(true, title="使用马丁格尔倍投")
initialQty = input(0.001, title="初始仓位大小")
martinFactor = input(2, title="马丁格尔倍数")
// 止盈止损
profitTarget = input(1.5, title="止盈倍数")
stopLoss = input(0.95, title="止损倍数")
//定义触发加仓的百分比
dropPercentage=10
//计算当前持仓总成本
totalCost=strategy.position_avg_price*strategy.position_size
//计算当前持仓盈亏
profitLoss=(close-totalCost)/totalCost*100
// 买入条件满足时，产生买入信号，并设置止盈
if (longCondition)
strategy.entry("Buy", strategy.long)
if useMartin
//判断是否需要加仓
if profitLoss<=-dropPercentage and strategy.position_size >0
strategy.order("Buy1", "Buy",qty=strategy.position_size * martinFactor,when=strategy.long )
if strategy.position_size >0
strategy.exit("Take Profit/Stop Loss", "Buy", profit=strategy.position_avg_price *profitTarget )
// 卖出条件满足时，产生卖出信号，并设置止盈
if (shortCondition)
strategy.entry("Sell",strategy.short)
if useMartin
//判断是否需要加仓
if profitLoss<= -dropPercentage and strategy.position_size <0
strategy.order( "Sell2","Sell", qty=strategy.position_size * martinFactor,when=strategy.short)
if strategy.position_size <0
strategy.exit("Take Profit/Stop Loss", "Sell", profit=strategy.position_avg_price *stopLoss )
More