这个策略使用两条指数移动平均线(EMA)的交叉作为主要的交易信号,同时结合了相对强弱指数(RSI)、移动平均线聚散指标(MACD)和平均真实波幅(ATR)作为辅助指标,以提高交易信号的可靠性。当快速EMA上穿慢速EMA,且RSI低于70,MACD线在信号线之上,ATR值比前一周期上涨10%以上时,产生做多信号;反之,当快速EMA下穿慢速EMA,且RSI高于30,MACD线在信号线之下,ATR值比前一周期上涨10%以上时,产生做空信号。该策略还设置了固定点数的止损和止盈,以控制风险。
该策略通过结合EMA、RSI、MACD和ATR等多个技术指标,生成较为可靠的交易信号,同时通过设置固定点数的止损止盈来控制风险。虽然该策略还有一些不足之处,但通过进一步的优化和改进,如引入更多指标、优化止损止盈、结合基本面分析等,可以提高该策略的表现。总的来说,该策略思路清晰,易于理解和实现,适合初学者学习和使用。
/*backtest
start: 2024-03-01 00:00:00
end: 2024-03-31 23:59:59
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy("Enhanced EMA Crossover Strategy", overlay=true)
// Indicators
ema_fast = ema(close, 8)
ema_slow = ema(close, 14)
rsi = rsi(close, 14)
// Correcting the MACD variable definitions
[macd_line, signal_line, _] = macd(close, 12, 26, 9)
atr_value = atr(14)
// Entry conditions with additional filters
long_condition = crossover(ema_fast, ema_slow) and rsi < 70 and (macd_line > signal_line) and atr_value > atr_value[1] * 1.1
short_condition = crossunder(ema_fast, ema_slow) and rsi > 30 and (macd_line < signal_line) and atr_value > atr_value[1] * 1.1
// Adding debug information
plotshape(series=long_condition, color=color.green, location=location.belowbar, style=shape.xcross, title="Long Signal")
plotshape(series=short_condition, color=color.red, location=location.abovebar, style=shape.xcross, title="Short Signal")
// Risk management based on a fixed number of points
stop_loss_points = 100
take_profit_points = 200
// Order execution
if (long_condition)
strategy.entry("Long", strategy.long, comment="Long Entry")
strategy.exit("Exit Long", "Long", stop=close - stop_loss_points, limit=close + take_profit_points)
if (short_condition)
strategy.entry("Short", strategy.short, comment="Short Entry")
strategy.exit("Exit Short", "Short", stop=close + stop_loss_points, limit=close - take_profit_points)
// Plotting EMAs for reference
plot(ema_fast, color=color.blue, title="Fast EMA")
plot(ema_slow, color=color.orange, title="Slow EMA")