高级双均线与超级趋势组合交易策略

/*backtest
start: 2024-02-22 00:00:00
end: 2024-07-01 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Advanced Supertrend + EMA Strategy", overlay=true)

// =================== PARAMETER INPUTS ===================
// EMA Parameters
emaFastLength = input.int(5, "Fast EMA", minval=1, maxval=50, group="EMA Settings")
emaSlowLength = input.int(20, "Slow EMA", minval=1, maxval=100, group="EMA Settings")

// Supertrend Parameters
atrPeriod = input.int(10, "ATR Period", minval=1, maxval=50, group="Supertrend Settings")
factor = input.float(3.0, "Factor", step=0.1, group="Supertrend Settings")

// =================== CALCULATIONS ===================
// EMA Calculations
emaFast = ta.ema(close, emaFastLength)
emaSlow = ta.ema(close, emaSlowLength)

// Supertrend Calculation
[supertrend, direction] = ta.supertrend(factor, atrPeriod)

// =================== SIGNAL GENERATION ===================
// EMA Crossovers
emaCrossUp = ta.crossover(emaFast, emaSlow)
emaCrossDown = ta.crossunder(emaFast, emaSlow)

// Supertrend Signals
stUp = direction < 0
stDown = direction > 0

// Buy and Sell Conditions
longCondition = emaCrossUp and stUp
shortCondition = emaCrossDown and stDown

// =================== GRAPHICAL INDICATORS ===================
// EMA Lines
plot(emaFast, color=color.new(color.blue, 0), linewidth=2, title="Fast EMA")
plot(emaSlow, color=color.new(color.red, 0), linewidth=2, title="Slow EMA")

// Supertrend Line
supertrendColor = direction < 0 ? color.green : color.red
plot(supertrend, color=supertrendColor, linewidth=2, title="Supertrend")

// Buy-Sell Signals
plotshape(longCondition, title="Buy", text="BUY", location=location.belowbar, 
     color=color.green, style=shape.labelup, size=size.normal, textcolor=color.white)

plotshape(shortCondition, title="Sell", text="SELL", location=location.abovebar, 
     color=color.red, style=shape.labeldown, size=size.normal, textcolor=color.white)

// =================== STRATEGY EXECUTIONS ===================
if (longCondition)
    strategy.entry("Long", strategy.long)

if (shortCondition)
    strategy.close("Long")

// =================== INFORMATION TABLE ===================
var table infoTable = table.new(position.bottom_right, 2, 4, bgcolor=color.new(color.black, 90))

// Signal Status
signalText = ""
signalColor = color.white
if (longCondition)
    signalText := "BUY SIGNAL"
    signalColor := color.green
if (shortCondition)
    signalText := "SELL SIGNAL"
    signalColor := color.red

// Table Content
table.cell(infoTable, 0, 0, "CURRENT SIGNAL", bgcolor=color.new(color.blue, 90))
table.cell(infoTable, 1, 0, signalText, text_color=signalColor)

table.cell(infoTable, 0, 1, "EMA TREND")
table.cell(infoTable, 1, 1, emaFast > emaSlow ? "UP" : "DOWN", 
     text_color=emaFast > emaSlow ? color.green : color.red)

table.cell(infoTable, 0, 2, "SUPERTREND")
table.cell(infoTable, 1, 2, direction < 0 ? "UP" : "DOWN", 
     text_color=direction < 0 ? color.green : color.red)

// Last Trade Information
table.cell(infoTable, 0, 3, "LAST TRADE")
table.cell(infoTable, 1, 3, longCondition ? "BUY" : shortCondition ? "SELL" : "-", 
     text_color=longCondition ? color.green : shortCondition ? color.red : color.white)

• Supertrend和EMA交叉量化交易策略
• 多时间框架趋势跟踪与超级趋势动量优化策略
• 多指标趋势跟踪交易策略结合抛物线SAR和SuperTrend云层
• 自适应趋势跟踪型动态趋势识别交易策略
• SMA交叉结合超趋势的自适应动量交易策略
• 动态趋势追踪与均线辅助的SuperTrend三重优化策略
• 多重技术指标趋势跟踪策略: 结合超级趋势、EMA和风险管理
• 基于EMA和SMA的多重指标动态趋势跟踪策略
• 基于SuperTrend的多指标趋势动量交易策略
• 技术图形确认型多周期动量策略

• 交易品种蜡烛线大小阈值交易策略
• 自适应趋势跟踪与区间交易的双重策略系统
• 多时区MACD交叉持续性策略结合EMA趋势过滤器
• 多重指标趋势跟踪动量交易策略
• 多指标组合ATR追踪止损智能交易策略
• 动态趋势RSI交叉动量增强策略
• 智能双均线交叉风险管理交易系统
• 双均线趋势跟踪与风险管理交易策略
• 动态趋势跟踪与波动率过滤策略:基于ADX与CI双重确认的均线交叉系统
• 基于市场情绪的动态阈值交易策略
• 动量背离趋势反转量化策略基于MACD柱状图
• 基于ATR和ADX的动态三线突破交易策略
• 三线突破动量趋势跟踪策略结合ADX过滤器
• 基于EMA和蜡烛图的动态价格跟踪趋势交易策略
• Triple EMA和Fisher Transform趋势动量策略
• 基于Nadaraya-Watson的多维度整合交易策略
• 多层级RSI交叉回归增仓策略
• 双均线交叉动态仓位优化策略之指数移动平均线交叉信号系统
• 基于相对强弱指数和平均真实波幅的多层次动态成本均摊波段交易策略
• 复合趋势均线反转交易策略