本策略联合使用5日移动平均线带和GBS买卖点来识别趋势方向和发出交易信号。移动平均线带用于判断趋势方向和大级别支撑阻力,GBS买卖点用于在趋势方向配合的情况下寻找精确的入场时机。该策略适合中短线趋势交易,可以在震荡行情中实现超额收益。
本策略整合运用移动平均线带和 GBS 买卖点,在判断明确趋势方向的前提下进行高确定性操作,可以过滤震荡市场的噪音,在中短线获利后及时止盈。该策略简单易操作,资金效率较高,可以为量化交易者创造稳定收益。通过不断优化和迭代,进一步提升策略的胜率和盈利能力。
/*backtest
start: 2024-01-05 00:00:00
end: 2024-02-04 00:00:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("5MABAND + GBS Buy & Sell Strategy", overlay=true)
// Command 1 - 5MABAND Calculation
length = input(5, title="Number of Candles for Average")
avgHigh = ta.sma(high, length)
avgLow = ta.sma(low, length)
// Plotting 5MABAND Bands
plot(avgHigh, color=color.green, title="5MABAND High Line", linewidth=1)
plot(avgLow, color=color.red, title="5MABAND Low Line", linewidth=1)
// Command 2 - GBS concept Buy Entry
gbsBuyCondition = close > open and high - close < close - open and open - low < close - open and close - open > close[1] - open[1] and close - open > close[2] - open[2] and close - open > close[3] - open[3] and close[1] < avgHigh and close[2] < avgHigh and close[3] < avgHigh and open[1] < avgHigh and open[2] < avgHigh and open[3] < avgHigh
// Command 3 - GBS Concept Sell Entry
gbsSellCondition = open - close > open[1] - close[1] and open - close > open[2] - close[2] and open - close > open[3] - close[3] and open[1] > avgLow and open[2] > avgLow and open[3] > avgLow and open - close > open - low and open - close > high - open
// Command 6 - 5MABAND Exit Trigger
exitTriggerCandle_5MABAND_Buy = low < avgLow
exitTriggerCandle_5MABAND_Sell = high > avgHigh
// Exit Signals for 5MABAND
exitBuySignal_5MABAND = close < avgLow
exitSellSignal_5MABAND = close > avgHigh
// Execute Buy and Sell Orders
strategy.entry("Buy", strategy.long, when = gbsBuyCondition)
strategy.close("Buy", when = exitBuySignal_5MABAND)
strategy.entry("Sell", strategy.short, when = gbsSellCondition)
strategy.close("Sell", when = exitSellSignal_5MABAND)
// Exit Buy and Sell Orders for 5MABAND
strategy.close("Buy", when = exitTriggerCandle_5MABAND_Buy)
strategy.close("Sell", when = exitTriggerCandle_5MABAND_Sell)