多重EMA交叉趋势跟踪与动态止盈止损优化策略

/*backtest
start: 2019-12-23 08:00:00
end: 2024-11-17 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("EMA Crossover with SL and TP Levels", overlay=true)

// Input settings for stop loss and take profit
slTicks = input.int(50, title="Stop Loss (ticks)", minval=1)
tpTicks = input.int(100, title="Take Profit (ticks)", minval=1)

// Input settings for moving averages
shortMAPeriod = input.int(21, title="Short MA Period")
longMAPeriod = input.int(50, title="Long MA Period")
thirdMAPeriod = input.int(200, title="Third MA Period")

// Calculate moving averages
shortMA = ta.ema(close, shortMAPeriod) // Short EMA (21-period)
longMA = ta.ema(close, longMAPeriod) // Long EMA (50-period)
thirdMA = ta.ema(close, thirdMAPeriod) // Third EMA (200-period)

// Detect crossovers for entry signals
bullishCross = ta.crossover(shortMA, longMA) and close > thirdMA
bearishCross = ta.crossunder(shortMA, longMA) and close < thirdMA

// Initialize variables for SL and TP
var float longSL = na
var float longTP = na
var float shortSL = na
var float shortTP = na

// Execute trades based on crossovers
if (bullishCross) 
    longSL := close - slTicks * syminfo.mintick
    longTP := close + tpTicks * syminfo.mintick
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", "Long", stop=longSL, limit=longTP)

if (bearishCross)
    shortSL := close + slTicks * syminfo.mintick
    shortTP := close - tpTicks * syminfo.mintick
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", "Short", stop=shortSL, limit=shortTP)

// Plot the MAs
plot(shortMA, color=color.green, linewidth=2, title="21-period EMA")
plot(longMA, color=color.red, linewidth=2, title="50-period EMA")
plot(thirdMA, color=color.blue, linewidth=2, title="200-period EMA")

// Plot buy/sell signals
plotshape(series=bullishCross, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY", size=size.small, offset=-1)
plotshape(series=bearishCross, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL", size=size.small, offset=-1)

// // Draw SL and TP lines for Long positions
// if (bullishCross)
//     line.new(x1=bar_index, y1=longSL, x2=bar_index + 1, y2=longSL, color=color.red, width=2, style=line.style_dotted)
//     line.new(x1=bar_index, y1=longTP, x2=bar_index + 1, y2=longTP, color=color.green, width=2, style=line.style_dotted)
//     label.new(bar_index, longSL, text="Long SL", style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small)
//     label.new(bar_index, longTP, text="Long TP", style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small)

// // Draw SL and TP lines for Short positions
// if (bearishCross)
//     line.new(x1=bar_index, y1=shortSL, x2=bar_index + 1, y2=shortSL, color=color.red, width=2, style=line.style_dotted)
//     line.new(x1=bar_index, y1=shortTP, x2=bar_index + 1, y2=shortTP, color=color.green, width=2, style=line.style_dotted)
//     label.new(bar_index, shortSL, text="Short SL", style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small)
//     label.new(bar_index, shortTP, text="Short TP", style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small)

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