这是一个基于多周期K线形态分析的交易策略,主要通过识别看涨吞没、看跌吞没和十字星等典型K线形态来产生交易信号。策略在日线周期上运行,通过结合多个技术指标和形态特征来确定市场趋势转折点,从而找到理想的交易入场时机。
策略的核心逻辑是通过程序化方式识别三种经典的蜡烛图形态: 1. 看涨吞没形态:前一根K线为阴线,当前K线为阳线且完全包含前一根K线 2. 看跌吞没形态:前一根K线为阳线,当前K线为阴线且完全包含前一根K线 3. 十字星形态:开盘价和收盘价的差值小于当前K线实体高度的10%
当识别到看涨吞没形态时,在K线下方显示买入信号;当识别到看跌吞没形态时,在K线上方显示卖出信号;当识别到十字星形态时,在K线顶部标注。策略通过label.new()函数实现信号标注,通过plotshape()函数增强信号的可视化效果。
该策略通过程序化方式实现了经典K线形态分析,具有良好的可操作性和扩展性。通过合理的参数设置和风险控制,可以为交易决策提供有价值的参考。后续可以通过加入更多技术指标和优化信号确认机制来提升策略的稳定性和可靠性。
/*backtest
start: 2024-01-06 00:00:00
end: 2025-01-04 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("Sensex Option Buy/Sell Signals", overlay=true)
// Input parameters
bullishColor = color.new(color.green, 0)
bearishColor = color.new(color.red, 0)
dojiColor = color.new(color.yellow, 0)
// Candlestick pattern identification
isBullishEngulfing = close[1] < open[1] and close > open and close > high[1] and open < low[1]
isBearishEngulfing = close[1] > open[1] and close < open and close < low[1] and open > high[1]
isDoji = math.abs(close - open) <= (high - low) * 0.1
// Plot buy/sell signals
buySignal = isBullishEngulfing
sellSignal = isBearishEngulfing
timeframeCondition = input.timeframe("D", title="Timeframe for signals")
// Buy Signal
if buySignal
label.new(bar_index, high, "Buy", style=label.style_label_up, color=bullishColor, textcolor=color.white)
strategy.entry("Buy", strategy.long)
// Sell Signal
if sellSignal
label.new(bar_index, low, "Sell", style=label.style_label_down, color=bearishColor, textcolor=color.white)
strategy.entry("Sell", strategy.short)
// Highlight Doji candles
if isDoji
label.new(bar_index, high, "Doji", style=label.style_circle, color=dojiColor, textcolor=color.black)
// Alerts
alertcondition(buySignal, title="Buy Alert", message="Bullish Engulfing Pattern Detected")
alertcondition(sellSignal, title="Sell Alert", message="Bearish Engulfing Pattern Detected")
// Add plot shapes for visibility
plotshape(series=buySignal, title="Buy Signal", location=location.belowbar, color=bullishColor, style=shape.labelup, text="BUY")
plotshape(series=sellSignal, title="Sell Signal", location=location.abovebar, color=bearishColor, style=shape.labeldown, text="SELL")