动态趋势反转与随机指标结合的自适应交易策略

/*backtest
start: 2024-06-04 00:00:00
end: 2025-02-19 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("[RS]ZigZag Percent Reversal with Stochastic Strategy", overlay=true)

// ZigZag Settings
string percent_method = input.string(
         defval="MANUAL", 
         title="Method to use for the zigzag reversal range:", 
         options=[
             "MANUAL", 
             "ATR005 * X", "ATR010 * X", "ATR020 * X", "ATR050 * X", "ATR100 * X", "ATR250 * X"
             ]
         )

var float percent = input.float(
         defval=0.25, 
         title="Percent of last pivot price for zigzag reversal:", 
         minval=0.0, maxval=99.0
         ) / 100

float percent_multiplier = input.float(
         defval=1.0, 
         title="Multiplier to apply to ATR if applicable:"
         )
if percent_method == "ATR005 * X"
    percent := ta.atr(5) / open * percent_multiplier
if percent_method == "ATR010 * X"
    percent := ta.atr(10) / open * percent_multiplier
if percent_method == "ATR020 * X"
    percent := ta.atr(20) / open * percent_multiplier
if percent_method == "ATR050 * X"
    percent := ta.atr(50) / open * percent_multiplier
if percent_method == "ATR100 * X"
    percent := ta.atr(100) / open * percent_multiplier
if percent_method == "ATR250 * X"
    percent := ta.atr(250) / open * percent_multiplier

// Zigzag function
f_zz(_percent)=>
    // Direction
    var bool _is_direction_up = na
    var float _htrack = na
    var float _ltrack = na
    var float _pivot = na
    float _reverse_range = 0.0
    var int _real_pivot_time = na
    var int _htime = na
    var int _ltime = na
    var float _reverse_line = na
    
    if bar_index >= 1
        
        if na(_is_direction_up)
            _is_direction_up := true
        
        _reverse_range := nz(_pivot[1]) * _percent
        
        if _is_direction_up
            _ltrack := na
            _ltime := time
            
            if na(_htrack)
                if high > high[1]
                    _htrack := high
                    _htime := time
                else
                    _htrack := high[1]
                    _htime := time[1]
            else
                if high > _htrack
                    _htrack := high
                    _htime := time

            _reverse_line := _htrack - _reverse_range
            
            if close <= _reverse_line
                _pivot := _htrack
                _real_pivot_time := _htime
                _is_direction_up := false

        if not _is_direction_up
            _htrack := na
            _htime := na
            
            if na(_ltrack)
                if low < low[1]
                    _ltrack := low
                    _ltime := time
                else
                    _ltrack := low[1]
                    _ltime := time[1]
            else
                if low < _ltrack
                    _ltrack := low
                    _ltime := time
                
            _reverse_line := _ltrack + _reverse_range
            
            if close >= _reverse_line
                _pivot := _ltrack
                _real_pivot_time := _ltime
                _is_direction_up := true

    [_pivot, _is_direction_up, _reverse_line, _real_pivot_time]

[pivot, direction_up, reverse_line, pivot_time] = f_zz(percent)

// Reversal line
var float static_reverse_line = na
if (not na(reverse_line))
    static_reverse_line := reverse_line

plot(series=static_reverse_line, color=color.gray, style=plot.style_line, title="Reversal Line", trackprice=false)

// Stochastic Settings
K_length = input.int(9, title="Stochastic K Length", minval=1)  // User input
K_smoothing = input.int(3, title="Stochastic K Smoothing", minval=1)  // User input
stochK = ta.sma(ta.stoch(close, high, low, K_length), K_smoothing)

// User Input: Take Profit and Stop Loss Levels
stop_loss_pips = input.int(100, title="Stop Loss (pips)", minval=1)  // Stop Loss
take_profit_pips = input.int(300, title="Take Profit (pips)", minval=1)  // Take Profit

// Calculating levels
long_stop_loss = close - stop_loss_pips * syminfo.mintick
long_take_profit = close + take_profit_pips * syminfo.mintick
short_stop_loss = close + stop_loss_pips * syminfo.mintick
short_take_profit = close - take_profit_pips * syminfo.mintick

// Buy and Sell Conditions
buy_signal = close > static_reverse_line and stochK < 30  // K < 30 condition
sell_signal = close < static_reverse_line and stochK > 70  // K > 70 condition

if buy_signal
    strategy.entry("Buy", strategy.long)
    strategy.exit("TP/SL", "Buy", stop=long_stop_loss, limit=long_take_profit)

if sell_signal
    strategy.entry("Sell", strategy.short)
    strategy.exit("TP/SL", "Sell", stop=short_stop_loss, limit=short_take_profit)

// Signal Visualization
plotshape(series=buy_signal, location=location.belowbar, color=color.green, style=shape.labelup, title="Buy Signal", text="BUY", textcolor=color.white)
plotshape(series=sell_signal, location=location.abovebar, color=color.red, style=shape.labeldown, title="Sell Signal", text="SELL", textcolor=color.white)

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