双均线趋势跟踪策略

                
                    /*backtest
start: 2023-03-16 00:00:00
end: 2024-03-21 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5

//study(title="Demo - SSL Basic", shorttitle="Demo - SSL Basic", overlay=true)
strategy(title='Demo - SSL Basic', shorttitle='Demo - SSL Basic', overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=100, commission_value=0.15)

// Backtest Date Range
start_date_long = input(title='Backtest Long Start Date', defval=timestamp('01 Jan 2018 00:00 +0530'))
end_date_long = input(title='Backtest Long End Date', defval=timestamp('25 Jan 2030 00:00 +0530'))
backtest_range = true

// Inputs
maType = input.string(title='SSL MA Type', options=['SMA', 'EMA', 'WMA'], defval='SMA')
sslLen = input(title='SSL Length', defval=32)
showCross = input(title='Show Crossover?', defval=true)
showEntry = input(title='Show Entry?', defval=true)
showTrend = input(title='Show Trend Colors?', defval=true)

// Calc MA for SSL Channel
calc_ma(close, len, type) =>
    float result = 0
    if type == 'SMA'  // Simple
        result := ta.sma(close, len)
        result
    if type == 'EMA'  // Exponential
        result := ta.ema(close, len)
        result
    if type == 'WMA'  // Weighted
        result := ta.wma(close, len)
        result    
    result

// Add SSL Channel
maHigh = calc_ma(high, sslLen, maType)
maLow = calc_ma(low, sslLen, maType)
Hlv = int(na)
Hlv := close > maHigh ? 1 : close < maLow ? -1 : Hlv[1]
sslDown = Hlv < 0 ? maHigh : maLow
sslUp = Hlv < 0 ? maLow : maHigh
ss1 = plot(sslDown, title='Down SSL', linewidth=2, color=showTrend ? na : color.red)
ss2 = plot(sslUp, title='Up SSL', linewidth=2, color=showTrend ? na : color.lime)

// Conditions
longCondition = ta.crossover(sslUp, sslDown)
shortCondition = ta.crossover(sslDown, sslUp)

// Strategy
if shortCondition
    strategy.close('Long', comment='Long Exit', alert_message='JSON')

if longCondition
    strategy.close('Short', comment='Short Exit', alert_message='JSON')

if backtest_range and longCondition
    strategy.entry('Long', strategy.long, comment='Long Entry', alert_message='JSON')

if backtest_range and shortCondition
    strategy.entry('Short', strategy.short, comment= 'Short Entry', alert_message='JSON')


// Plots
fill(ss1, ss2, color=showTrend ? sslDown < sslUp ? color.new(color.lime, transp=75) : color.new(color.red, transp=75) : na, title='Trend Colors')

                
            

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