该策略是一个基于5日指数移动平均线(EMA)的趋势追踪交易系统,通过对价格与EMA的位置关系进行分析,结合止损和获利目标的动态调整,实现对市场趋势的把握。策略采用百分比仓位管理方式,并考虑了交易成本因素,具有较强的实用性和灵活性。
策略的核心逻辑基于价格与5日EMA的交互关系来判断入场时机。具体来说,当前一个周期的最高价低于EMA,且当前周期出现突破时,系统会发出做多信号。同时,策略还包含了可选的附加条件,即要求收盘价高于前一周期,以增加信号的可靠性。对于风险控制,策略提供了两种止损方式:基于前期低点的动态止损,以及基于固定点数的止损。获利目标则基于风险收益比来动态设定,保证了交易的收益潜力。
这是一个设计合理、逻辑清晰的趋势追踪策略,通过EMA指标和价格行为的结合,能够有效捕捉市场趋势。策略在风险控制和收益管理方面都有较为完善的机制,同时提供了多个可优化的方向,具有较强的实用价值和改进空间。后续可以通过添加多周期分析、调整止损机制等方式来进一步提升策略的稳定性和盈利能力。
/*backtest
start: 2024-12-29 00:00:00
end: 2025-01-05 00:00:00
period: 30m
basePeriod: 30m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("Demo GPT - PowerOfStocks 5EMA", overlay=true)
// Inputs
enableSL = input.bool(false, title="Enable Extra SL")
usl = input.int(defval=5, title="SL Distance in Points", minval=1, maxval=100)
riskRewardRatio = input.int(defval=3, title="Risk to Reward Ratio", minval=3, maxval=25)
showSell = input.bool(true, title="Show Sell Signals")
showBuy = input.bool(true, title="Show Buy Signals")
buySellExtraCond = input.bool(false, title="Buy/Sell with Extra Condition")
startDate = input(timestamp("2018-01-01 00:00"), title="Start Date")
endDate = input(timestamp("2069-12-31 23:59"), title="End Date")
// EMA Calculation
ema5 = ta.ema(close, 5)
// Plot EMA
plot(ema5, "EMA 5", color=color.new(#882626, 0), linewidth=2)
// Variables for Buy
var bool longTriggered = na
var float longStopLoss = na
var float longTarget = na
// Variables for Sell (used for signal visualization but no actual short trades)
var bool shortTriggered = na
var float shortStopLoss = na
var float shortTarget = na
// Long Entry Logic
if true
if (showBuy)
longCondition = high[1] < ema5[1] and high[1] < high and (not buySellExtraCond or close > close[1])
if (longCondition and not longTriggered)
entryPrice = high[1]
stopLoss = enableSL ? low[1] - usl * syminfo.mintick : low[1]
target = enableSL ? entryPrice + (entryPrice - stopLoss) * riskRewardRatio : high[1] + (high[1] - low[1]) * riskRewardRatio
// Execute Buy Order
strategy.entry("Buy", strategy.long, stop=entryPrice)
longTriggered := true
longStopLoss := stopLoss
longTarget := target
label.new(bar_index, entryPrice, text="Buy@ " + str.tostring(entryPrice), style=label.style_label_up, color=color.green, textcolor=color.white)
// Short Signal Logic (Visual Only)
if (true)
if (showSell)
shortCondition = low[1] > ema5[1] and low[1] > low and (not buySellExtraCond or close < close[1])
if (shortCondition and not shortTriggered)
entryPrice = low[1]
stopLoss = enableSL ? high[1] + usl * syminfo.mintick : high[1]
target = enableSL ? entryPrice - (stopLoss - entryPrice) * riskRewardRatio : low[1] - (high[1] - low[1]) * riskRewardRatio
// Visual Signals Only
label.new(bar_index, entryPrice, text="Sell@ " + str.tostring(entryPrice), style=label.style_label_down, color=color.red, textcolor=color.white)
shortTriggered := true
shortStopLoss := stopLoss
shortTarget := target
// Exit Logic for Buy
if longTriggered
// Stop-loss Hit
if low <= longStopLoss
strategy.close("Buy", comment="SL Hit")
longTriggered := false
// Target Hit
if high >= longTarget
strategy.close("Buy", comment="Target Hit")
longTriggered := false
// Exit Logic for Short (Signals Only)
if shortTriggered
// Stop-loss Hit
if high >= shortStopLoss
shortTriggered := false
// Target Hit
if low <= shortTarget
shortTriggered := false