该策略通过比较当前K线和上一根K线的收盘价,来判断是否触发买入或卖出信号。
具体来说,如果当前K线收盘价高于上一根K线的最高价,则触发买入信号;如果当前K线收闭价低于上一根K线的最低价,则触发卖出信号。
以上就是该策略的基本交易逻辑。
该策略整体思路简单清晰,利用K线收盘价信息判断趋势方向,同时设置止损止盈控制风险,可以作为股票、数字货币交易的基础策略。但仅仅基于单个时间周期K线形态,容易产生假信号,优化空间还很大,需要进一步考虑结合更多因素以及参数调整,从而改进策略效果。
/*backtest
start: 2023-12-08 00:00:00
end: 2024-01-07 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("Buy/Sell on Candle Close", overlay=true)
var float prevLowest = na
var float prevHighest = na
var float slDistance = na
var float tpDistance = na
// Specify the desired timeframe here (e.g., "D" for daily, "H" for hourly, etc.)
timeframe = "D"
// Fetching historical data for the specified timeframe
pastLow = request.security(syminfo.tickerid, timeframe, low, lookahead=barmerge.lookahead_on)
pastHigh = request.security(syminfo.tickerid, timeframe, high, lookahead=barmerge.lookahead_on)
if bar_index > 0
prevLowest := pastLow[1]
prevHighest := pastHigh[1]
currentClose = close
if not na(prevLowest) and not na(prevHighest)
slDistance := prevHighest - prevLowest
tpDistance := 3 * slDistance // Adjusted for 1:3 risk-reward ratio
// Buy trigger when current close is higher than previous highest
if not na(prevLowest) and not na(prevHighest) and currentClose > prevHighest
strategy.entry("Buy", strategy.long)
strategy.exit("Buy TP/SL", "Buy", stop=prevLowest - slDistance, limit=prevHighest + tpDistance)
// Sell trigger when current close is lower than previous lowest
if not na(prevLowest) and not na(prevHighest) and currentClose < prevLowest
strategy.entry("Sell", strategy.short)
strategy.exit("Sell TP/SL", "Sell", stop=prevHighest + slDistance, limit=prevLowest - tpDistance)
plot(prevLowest, color=color.blue, title="Previous Lowest")
plot(prevHighest, color=color.red, title="Previous Highest")