该策略是一个基于指数移动平均线(EMA)交叉的多头策略。当价格从下方突破EMA时进行多头入场,当价格从上方跌破EMA时平仓。该策略还incorporates止损(SL)、目标盈利(TP)和追踪止损(TSL)作为辅助风险管理措施,以控制潜在的下行风险并lock定利润。
该策略提供了一个基于EMA交叉的简单而有效的交易方法,通过跟随突破EMA的潜在趋势,同时采用止损、目标盈利和追踪止损等风控措施。然而,策略存在假突破、信号滞后、震荡市表现欠佳和parameters敏感性等风险。优化策略可考虑与其他指标结合、动态止损盈利设置、趋势确认和多时间框架分析。实际应用中,需要根据具体市场和交易风格进行适当调整。在real账户中部署之前,务必在回测和模拟环境中全面测试和优化该策略。
/*backtest
start: 2023-04-23 00:00:00
end: 2024-04-28 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy("Long Entry on EMA Cross with Risk Management", overlay=true)
// Parameters
emaLength = input(20, title="EMA Length")
stopLossPercent = input(1, title="Stop Loss %")
targetPercent = input(2, title="Target %")
trailingStopLossPercent = input(0.5, title="Trailing Stop Loss %")
// Calculate EMA
ema = ema(close, emaLength)
// Long Entry Condition
longCondition = crossover(close, ema)
// Exit Condition
exitCondition = crossunder(close, ema)
// Stop Loss, Target Profit, Trailing Stop Loss
stopLossLevel = strategy.position_avg_price * (1 - stopLossPercent / 100)
targetProfitLevel = strategy.position_avg_price * (1 + targetPercent / 100)
trailingStopLossLevel = close * (1 - trailingStopLossPercent / 100)
trailingStopLossLevel := max(trailingStopLossLevel, nz(trailingStopLossLevel[1]))
// Submit Long Order
strategy.entry("Long", strategy.long, when=longCondition)
// Submit Exit Orders
strategy.exit("Exit", "Long", stop=stopLossLevel, limit=targetProfitLevel, trail_offset=trailingStopLossLevel, when=exitCondition)
// Plot EMA
plot(ema, color=color.blue, linewidth=2)
// Plot Stop Loss, Target Profit, and Trailing Stop Loss Levels
plot(stopLossLevel, title="Stop Loss", color=color.red, linewidth=2)
plot(targetProfitLevel, title="Target Profit", color=color.green, linewidth=2)
plot(trailingStopLossLevel, title="Trailing Stop Loss", color=color.orange, linewidth=2)