黄金森林1分钟突破策略是一种短线量化交易策略,致力于捕捉价格在1分钟时间框架内的突破信号,实现快速盈利。该策略融合均线、ATR、RSI等多个指标,形成交易信号,以期在短时间内实现更高的盈亏比。
该策略主要基于以下几个要素形成交易信号:
具体来说,策略会计算ATR的N周期平均值,以及快速EMA、慢速EMA和快慢RSI。结合价格突破ATR通道,以及EMA形成金叉和RSI达到超买超卖水平这三个条件,策略会发出买入或卖出的信号。
该策略主要具有以下优势:
该策略也存在一些风险:
为了控制风险,应采取止损策略,同时优化参数时做好回测,避免过拟合。此外,调整交易频率,控制交易成本。
该策略可以从以下几个方向进行优化:
1.测试更短周期(5分钟、15分钟)的参数设置;
2.加入更多过滤指标,例如交易量指标等,提高信号质量;
3.优化ATR通道和均线参数,寻找最佳参数组合。
黄金森林1分钟突破策略,专注于抓住短期价格趋势,通过多指标联合过滤,具有响应迅速、盈亏比高的特点。该策略可根据用户风险偏好,通过参数优化获得更好的表现。但用户需要注意控制交易风险,包括严格止损和合理交易频率等。总体而言,该策略适合有一定量化交易基础与风险承受能力的投资者进行短线操作。
/*backtest
start: 2023-02-12 00:00:00
end: 2024-02-18 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("Gem Forest 1 Dakika Scalp", overlay=true)
source = close
atrlen = input.int(14, "ATR Period")
mult = input.float(1, "ATR Multi", step=0.1)
smoothing = input.string(title="ATR Smoothing", defval="WMA", options=["RMA", "SMA", "EMA", "WMA"])
ma_function(source, atrlen) =>
if smoothing == "RMA"
ta.rma(source, atrlen)
else
if smoothing == "SMA"
ta.sma(source, atrlen)
else
if smoothing == "EMA"
ta.ema(source, atrlen)
else
ta.wma(source, atrlen)
atr_slen = ma_function(ta.tr(true), atrlen)
upper_band = atr_slen * mult + close
lower_band = close - atr_slen * mult
ShortEMAlen = input.int(21, "Fast EMA")
LongEMAlen = input.int(65, "Slow EMA")
shortSMA = ta.ema(close, ShortEMAlen)
longSMA = ta.ema(close, LongEMAlen)
RSILen1 = input.int(25, "Fast RSI Length")
RSILen2 = input.int(100, "Slow RSI Length")
rsi1 = ta.rsi(close, RSILen1)
rsi2 = ta.rsi(close, RSILen2)
atr = ta.atr(atrlen)
RSILong = rsi1 > rsi2
RSIShort = rsi1 < rsi2
longCondition = open < lower_band
shortCondition = open > upper_band
GoldenLong = ta.crossover(shortSMA,longSMA)
Goldenshort = ta.crossover(longSMA,shortSMA)
plotshape(shortCondition, title="Sell Label", text="Sell", location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.white)
plotshape(longCondition, title="Buy Label", text="Buy", location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.white)
plotshape(Goldenshort, title="Golden Sell Label", text="Golden Crossover Short", location=location.abovebar, style=shape.labeldown, size=size.tiny, color=color.new(color.blue, 0), textcolor=color.white)
plotshape(GoldenLong, title="Golden Buy Label", text="Golden Crossover Long", location=location.belowbar, style=shape.labelup, size=size.tiny, color=color.new(color.yellow, 0), textcolor=color.white)
if (longCondition)
stopLoss = low - atr * 2
takeProfit = high + atr * 5
strategy.entry("long", strategy.long)
if (shortCondition)
stopLoss = high + atr * 2
takeProfit = low - atr * 5
strategy.entry("short", strategy.short)
plot(upper_band)
plot(lower_band)
plot(shortSMA, color = color.red)
plot(longSMA, color = color.yellow)