这是一个结合了指数移动平均线(EMA)、马德里带(Madrid Ribbon)和唐奇安通道(Donchian Channel)的趋势跟踪策略。策略的独特之处在于提供了三种可切换的止盈止损模式:基于点数、基于金额和基于风险收益比。通过二次信号确认机制来提高交易的可靠性,仅在第二次出现有效信号时才进行交易。
策略使用三重技术指标组合来识别交易机会: 1. 200周期指数移动平均线用于确定整体趋势方向 2. 马德里带(5周期与100周期EMA的交叉)用于判断中期趋势 3. 唐奇安通道突破用于寻找具体入场时机
多头交易条件:价格位于200EMA之上、马德里带转为看涨且价格突破唐奇安通道上轨。 空头交易条件:价格位于200EMA之下、马德里带转为看跌且价格突破唐奇安通道下轨。 为降低虚假信号,策略仅在第二次出现有效信号时才执行交易。
这是一个将多个经典技术指标结合的趋势跟踪策略,通过灵活的止盈止损管理和二次确认机制来提高交易的稳定性。策略的高度可定制性使其能够适应不同的市场环境和交易风格。建议在实盘使用前进行充分的历史数据回测,并根据具体市场特点调整参数设置。
/*backtest
start: 2019-12-23 08:00:00
end: 2025-01-08 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":49999}]
*/
//@version=6
strategy("Pamplona Enhanced TP/SL Toggleable", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1)
// Input settings
use_tick_based = input.bool(false, title="Use Tick-Based TP/SL")
use_dollar_based = input.bool(false, title="Use Dollar-Based TP/SL")
use_risk_reward = input.bool(true, title="Use Risk-Reward TP/SL") // Default option
tick_size = input.float(0.1, title="Tick Size (for Tick-Based)", minval=0.0001, step=0.0001)
ticks = input.int(10, title="Ticks (for Tick-Based TP/SL)", minval=1)
dollar_tp = input.float(10.0, title="Dollar Take Profit (for Dollar-Based)", minval=0.01, step=0.01)
dollar_sl = input.float(10.0, title="Dollar Stop Loss (for Dollar-Based)", minval=0.01, step=0.01)
risk_reward_ratio = input.float(2.0, title="Risk-Reward Ratio (for Risk-Reward TP/SL)", minval=0.1, step=0.1)
contract_size = input.int(1, title="Contract Size", minval=1)
// Retrieve indicators
ema200 = ta.ema(close, 200)
src = close
ma05 = ta.ema(src, 5)
ma100 = ta.ema(src, 100)
madrid_green = ma05 > ma100
dlen = input.int(20, title="Donchian Channel Period")
highest_d = ta.highest(high, dlen)
lowest_d = ta.lowest(low, dlen)
donchian_green = close > highest_d[1]
donchian_red = close < lowest_d[1]
// Track signals
var int long_signal_count = 0
var int short_signal_count = 0
// Conditions
long_condition_raw = madrid_green and donchian_green and close > ema200
short_condition_raw = not madrid_green and donchian_red and close < ema200
// Update signal counters
if long_condition_raw
long_signal_count += 1
else
long_signal_count := 0
if short_condition_raw
short_signal_count += 1
else
short_signal_count := 0
// Final conditions to enter on the second signal
long_condition = long_signal_count == 2
short_condition = short_signal_count == 2
// Ensure exactly one TP/SL mode is enabled
tp_sl_mode_count = (use_tick_based ? 1 : 0) + (use_dollar_based ? 1 : 0) + (use_risk_reward ? 1 : 0)
if tp_sl_mode_count != 1
runtime.error("Enable exactly ONE TP/SL mode (Tick-Based, Dollar-Based, or Risk-Reward).")
// Function to calculate TP/SL based on active mode
calc_tp_sl(entry_price, is_long) =>
float tp = na
float sl = na
if use_tick_based
tp := is_long ? entry_price + ticks * tick_size : entry_price - ticks * tick_size
sl := is_long ? entry_price - ticks * tick_size : entry_price + ticks * tick_size
else if use_dollar_based
tp := is_long ? entry_price + (dollar_tp / contract_size) : entry_price - (dollar_tp / contract_size)
sl := is_long ? entry_price - (dollar_sl / contract_size) : entry_price + (dollar_sl / contract_size)
else if use_risk_reward
risk = is_long ? close - low : high - close
tp := is_long ? close + (risk * risk_reward_ratio) : close - (risk * risk_reward_ratio)
sl := is_long ? close - risk : close + risk
[tp, sl]
// Entry logic
if long_condition
[take_profit, stop_loss] = calc_tp_sl(close, true)
strategy.entry("Long", strategy.long, qty=contract_size)
strategy.exit("Take Profit", from_entry="Long", limit=take_profit, stop=stop_loss)
if short_condition
[take_profit, stop_loss] = calc_tp_sl(close, false)
strategy.entry("Short", strategy.short, qty=contract_size)
strategy.exit("Take Profit", from_entry="Short", limit=take_profit, stop=stop_loss)
// Plot indicators
plot(ema200, title="200 EMA", color=color.white, linewidth=2)
bgcolor(long_condition ? color.new(color.green, 90) : short_condition ? color.new(color.red, 90) : na)