该策略是一种简单的移动平均线交叉策略。它在快速EMA上穿越慢速EMA时做多,在快速EMA下穿慢速EMA时做空。该策略结合止损、止盈和移动止损,可以有效控制风险。
该策略基于快慢移动平均线。快线是9日EMA,慢线是21日EMA。当快线从下方上穿越慢线时,做多。当快线从上方下穿慢线时,做空。平仓信号则相反,快线下穿时平多单,上穿时平空单。
止损根据 close 的一定百分比设置,止盈根据 close 的一定百分比设置。移动止损根据 close 的一定百分比设置,当价格达到该水平时,止损移动到开仓价格。
该策略具有以下优势:
该策略也存在一些风险:
解决方法:
该策略可以从以下方面进行优化:
该移动平均线交叉金策略整体而言逻辑清晰、易于实现,同时结合止损、止盈和移动止损控制了风险。通过合理参数设置以及针对不同市场进行优化调整,该策略可以获得较好的效果。但仍需注意误报风险和参数优化难度。
/*backtest
start: 2022-12-20 00:00:00
end: 2023-12-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy("XAUUSD Strategy with SL, TP, and BE", shorttitle="EA", overlay=true)
// Define strategy parameters
fastLength = input(9, title="Fast EMA Length")
slowLength = input(21, title="Slow EMA Length")
stopLossPercent = input(1, title="Stop Loss (%)", minval=0, maxval=5) / 100
takeProfitPercent = input(2, title="Take Profit (%)", minval=0, maxval=5) / 100
breakEvenPercent = input(1, title="Break Even (%)", minval=0, maxval=5) / 100
// Calculate EMAs
fastEMA = ema(close, fastLength)
slowEMA = ema(close, slowLength)
// Plot EMAs on the chart
plot(fastEMA, color=color.blue, title="Fast EMA")
plot(slowEMA, color=color.red, title="Slow EMA")
// Strategy logic
enterLong = crossover(fastEMA, slowEMA)
exitLong = crossunder(fastEMA, slowEMA)
enterShort = crossunder(fastEMA, slowEMA)
exitShort = crossover(fastEMA, slowEMA)
// Calculate stop loss, take profit, and break-even levels
longStopLoss = close * (1 - stopLossPercent)
longTakeProfit = close * (1 + takeProfitPercent)
shortStopLoss = close * (1 + stopLossPercent)
shortTakeProfit = close * (1 - takeProfitPercent)
longBreakEven = close * (1 + breakEvenPercent)
shortBreakEven = close * (1 - breakEvenPercent)
// Execute strategy with stop loss, take profit, and break-even
strategy.entry("Long", strategy.long, when = enterLong)
strategy.exit("Take Profit/Stop Loss Long", from_entry="Long", profit = longTakeProfit, loss = longStopLoss)
strategy.entry("Short", strategy.short, when = enterShort)
strategy.exit("Take Profit/Stop Loss Short", from_entry="Short", profit = shortTakeProfit, loss = shortStopLoss)
// Move stop loss to break even when price reaches break-even level
strategy.exit("Break Even Long", from_entry="Long", loss = longBreakEven)
strategy.exit("Break Even Short", from_entry="Short", loss = shortBreakEven)