多均线趋势反转量化策略：基于EMA和SMA的组合信号系统

/*backtest
start: 2024-11-11 00:00:00
end: 2025-02-18 08:00:00
period: 6h
basePeriod: 6h
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

//@version=6
//indicator("9/21 EMA Support & Resistance By DSW", overlay=true)
//indicator("Thick and Colorful Line", overlay=true)


// Define the price data
price = close

//@version=6
strategy("9/21/50/200 By DSW Trend Reversal for Options", overlay=true)

// Define the moving averages
short_term_sma = ta.sma(close, 50)  // 50-period SMA
long_term_sma = ta.sma(close, 200)  // 200-period SMA

// Plot the moving averages
plot(short_term_sma, color=color.blue, linewidth=2, title="50-period SMA")
plot(long_term_sma, color=color.red, linewidth=2, title="200-period SMA")

// Detect crossovers
bullish_reversal = ta.crossover(short_term_sma, long_term_sma)  // Short-term SMA crosses above long-term SMA
bearish_reversal = ta.crossunder(short_term_sma, long_term_sma)  // Short-term SMA crosses below long-term SMA

// Plot signals on the chart
plotshape(bullish_reversal, title="Bullish Reversal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(bearish_reversal, title="Bearish Reversal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Strategy to buy or sell based on the crossovers
if bullish_reversal
    strategy.entry("Buy Option", strategy.long)  // Buy Call for a bullish reversal

if bearish_reversal
    strategy.entry("Sell Option", strategy.short)  // Buy Put for a bearish reversal


// Define the color and line thickness
line_color = color.new(color.blue, 0)  // You can change this to any color you like
line_width = 3  // This controls the thickness of the line

// Plot the line
plot(price, color=line_color, linewidth=line_width)

// Input parameters
lookback = input.int(10, "Lookback Period")
threshold = input.float(0.5, "Threshold", minval=0, maxval=100, step=0.1)

// Calculate EMAs
ema9 = ta.ema(close, 9)
ema21 = ta.ema(close, 21)

// Plot EMAs
plot(ema9, color=color.blue, title="9 EMA")
plot(ema21, color=color.red, title="21 EMA")

// Function to find pivot highs and lows
pivotHigh = ta.pivothigh(high, lookback, lookback)
pivotLow = ta.pivotlow(low, lookback, lookback)

// EMA Crossover
crossover = ta.crossover(ema9, ema21)
crossunder = ta.crossunder(ema9, ema21)

// Plot crossover signals
plotshape(crossover, title="Bullish Crossover", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)
// Plot bearish crossover signals
plotshape(crossunder, title="Bearish Crossover", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)


// Alert conditions
if crossover
    alert("Bullish EMA Crossover", alert.freq_once_per_bar)

if crossunder
    alert("Bearish EMA Crossover", alert.freq_once_per_bar)

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