该策略结合了8周期和21周期的指数移动平均线(EMA)以及抛物线SAR指标,旨在捕捉趋势并管理风险。策略根据特定的交叉和价格行为条件开仓和平仓,并定义了包括固定止损和强制在特定时间平仓的出场规则。
该策略使用两条不同周期的EMA(8周期和21周期)以及抛物线SAR指标来确定开仓和平仓条件。当短期EMA在长期EMA上方交叉,且收盘价高于SAR时,策略开多头仓位;当短期EMA在长期EMA下方交叉,且收盘价低于SAR时,策略开空头仓位。多头仓位在收盘价低于SAR时平仓,空头仓位在收盘价高于SAR时平仓。策略还设置了固定止损点数,以控制单笔交易的风险。此外,该策略要求在每个交易日的15:15强制平掉所有仓位。
EMA均线与抛物线SAR组合策略通过结合两种常用的技术指标,试图捕捉趋势并控制风险。该策略简单易懂,适合初学者学习和使用。然而,该策略也存在一些局限性,如对市场波动适应性不足,缺乏对市场情绪和基本面因素的考量等。因此,在实际应用中,需要根据具体市场和交易品种对策略进行优化和改进,以提高其稳定性和盈利能力。
/*backtest
start: 2024-05-01 00:00:00
end: 2024-05-31 23:59:59
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("EMA and Parabolic SAR Strategy", overlay=true)
// Input parameters for EMAs and Parabolic SAR
emaShortPeriod = input.int(8, title="Short EMA Period")
emaLongPeriod = input.int(21, title="Long EMA Period")
sarStart = input.float(0.02, title="Parabolic SAR Start")
sarIncrement = input.float(0.02, title="Parabolic SAR Increment")
sarMaximum = input.float(0.2, title="Parabolic SAR Maximum")
fixedSL = input.int(83, title="Fixed Stop Loss (pts)")
// Calculate EMAs and Parabolic SAR
emaShort = ta.ema(close, emaShortPeriod)
emaLong = ta.ema(close, emaLongPeriod)
sar = ta.sar(sarStart, sarIncrement, sarMaximum)
// Entry conditions
longCondition = ta.crossover(emaShort, emaLong) and close > sar
shortCondition = ta.crossunder(emaShort, emaLong) and close < sar
// Exit conditions
longExitCondition = close < sar
shortExitCondition = close > sar
// Strategy entry and exit
if (longCondition)
strategy.entry("Long", strategy.long)
if (shortCondition)
strategy.entry("Short", strategy.short)
if (longExitCondition)
strategy.close("Long")
if (shortExitCondition)
strategy.close("Short")
// Fixed Stop Loss
strategy.exit("Long Exit", "Long", stop=close - fixedSL * syminfo.mintick)
strategy.exit("Short Exit", "Short", stop=close + fixedSL * syminfo.mintick)
// Exit all positions at 15:15
exitHour = 15
exitMinute = 15
exitTime = timestamp(year(timenow), month(timenow), dayofmonth(timenow), exitHour, exitMinute)
if (timenow >= exitTime)
strategy.close_all()
// Plot EMAs and Parabolic SAR
plot(emaShort, color=color.blue, title="8 EMA")
plot(emaLong, color=color.red, title="21 EMA")
plot(sar, style=plot.style_cross, color=color.green, title="Parabolic SAR")