该策略利用20日和55日两条指数移动平均线(EMA)的交叉来判断交易信号。当短期EMA上穿长期EMA时发出买入信号,反之则发出卖出信号。策略还引入了杠杆交易,通过杠杆放大收益,同时也放大了风险。此外,策略还增加了条件限制,只有在两条均线交叉后,当价格触及短期均线时才会开仓,以降低假信号风险。最后,用户还可以选择使用简单移动平均线(MA)代替EMA。
该策略通过均线交叉和杠杆交易的结合,在把握市场趋势的同时放大收益。但杠杆也带来了高风险,需要谨慎使用。此外,该策略还有优化空间,可以通过引入更多指标、动态调整参数等方式提升策略表现。总的来说,该策略适合追求高收益,同时能够承担高风险的交易者。
/*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=5
strategy("EMA Crossover Strategy with Leverage, Conditional Entry, and MA Option", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// Inputs for backtesting period
startDate = input(defval=timestamp("2023-01-01"), title="Start Date")
endDate = input(defval=timestamp("2024-04-028"), title="End Date")
// Input for leverage multiplier
leverage = input.float(3.0, title="Leverage Multiplier", minval=1.0, maxval=10.0, step=0.1)
// Input for choosing between EMA and MA
useEMA = input.bool(true, title="Use EMA (true) or MA (false)?")
// Input source and lengths for MAs
src = close
ema1_length = input.int(20, title='EMA/MA-1 Length')
ema2_length = input.int(55, title='EMA/MA-2 Length')
// Calculate the MAs based on user selection
pema1 = useEMA ? ta.ema(src, ema1_length) : ta.sma(src, ema1_length)
pema2 = useEMA ? ta.ema(src, ema2_length) : ta.sma(src, ema2_length)
// Tracking the crossover condition for strategy entry
crossedAbove = ta.crossover(pema1, pema2)
// Define a variable to track if a valid entry condition has been met
var bool readyToEnter = false
// Check for MA crossover and update readyToEnter
if (crossedAbove)
readyToEnter := true
// Entry condition: Enter when price touches MA-1 after the crossover // and (low <= pema1 and high >= pema1)
entryCondition = readyToEnter
// Reset readyToEnter after entry
if (entryCondition)
readyToEnter := false
// Exit condition: Price crosses under MA-1
exitCondition = ta.crossunder(pema1, pema2)
// Check if the current bar's time is within the specified period
inBacktestPeriod = true
// Execute trade logic only within the specified date range and apply leverage to position sizing
if (inBacktestPeriod)
if (entryCondition)
strategy.entry("Long", strategy.long, qty=strategy.equity * leverage / close)
if (exitCondition)
strategy.close("Long")
// Plotting the MAs for visual reference
ema1_color = pema1 > pema2 ? color.red : color.green
ema2_color = pema1 > pema2 ? color.red : color.green
plot(pema1, color=ema1_color, style=plot.style_line, linewidth=1, title='EMA/MA-1')
plot(pema2, color=ema2_color, style=plot.style_line, linewidth=1, title='EMA/MA-2')