双均线波动率自适应交易策略与多级利润优化系统

/*backtest
start: 2024-02-26 00:00:00
end: 2025-02-23 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Binance","currency":"SOL_USDT"}]
*/

//@version=5
strategy("Scalping XAUUSD with Alerts By Fahrizal", overlay=true, default_qty_type=strategy.fixed, default_qty_value=0.1)

// Custom Inputs
tpMultiplier1 = input.float(1.5, "TP1 Multiplier (ATR)", minval=0.5, step=0.1) 
tpMultiplier2 = input.float(3.0, "TP2 Multiplier (ATR)", minval=1.0, step=0.1) 
slMultiplier = input.float(1.0, "SL Multiplier (ATR)", minval=0.5, step=0.1)   

// Indicator Definitions
emaFast = ta.ema(close, 5)   
emaSlow = ta.ema(close, 15)  
rsi = ta.rsi(close, 14)      
atr = ta.atr(14)             

// Variables to store levels
var float longSL = na
var float longTP1 = na
var float longTP2 = na
var float shortSL = na
var float shortTP1 = na
var float shortTP2 = na

// Plot to chart
plot(emaFast, color=color.green, title="EMA5")
plot(emaSlow, color=color.red, title="EMA15")

// Buy/Sell conditions
buySignal = ta.crossover(emaFast, emaSlow) and rsi > 50
sellSignal = ta.crossunder(emaFast, emaSlow) and rsi < 50

// Calculate and store TP and SL levels when signals trigger
if (buySignal)
    longSL := close - (atr * slMultiplier) 
    longTP1 := close + (atr * tpMultiplier1)
    longTP2 := close + (atr * tpMultiplier2)
    strategy.entry("Buy", strategy.long)
    strategy.exit("TP1 Long", "Buy", qty_percent=50, limit=longTP1) 
    strategy.exit("TP2 Long", "Buy", qty_percent=50, limit=longTP2) 
    strategy.exit("SL Long", "Buy", stop=longSL)                    

if (sellSignal)
    shortSL := close + (atr * slMultiplier)     
    shortTP1 := close - (atr * tpMultiplier1)   
    shortTP2 := close - (atr * tpMultiplier2)   
    strategy.entry("Sell", strategy.short)
    strategy.exit("TP1 Short", "Sell", qty_percent=50, limit=shortTP1)  
    strategy.exit("TP2 Short", "Sell", qty_percent=50, limit=shortTP2)  
    strategy.exit("SL Short", "Sell", stop=shortSL)                    

// Display signals on the chart
plotshape(buySignal, title="Buy", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)
plotshape(sellSignal, title="Sell", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)

// Display levels on chart using labels
if (buySignal)
    label.new(bar_index, high, "SL: " + str.tostring(longSL, "#.##") + "\nTP1: " + str.tostring(longTP1, "#.##") + "\nTP2: " + str.tostring(longTP2, "#.##"), 
              color=color.blue, textcolor=color.white, style=label.style_label_down)
if (sellSignal)
    label.new(bar_index, low, "SL: " + str.tostring(shortSL, "#.##") + "\nTP1: " + str.tostring(shortTP1, "#.##") + "\nTP2: " + str.tostring(shortTP2, "#.##"), 
              color=color.red, textcolor=color.white, style=label.style_label_up)

// Simple notifications when positions are opened
alertcondition(buySignal, title="Buy Alert", message="Buy Signal Detected! Check chart for SL, TP1, TP2 levels.")
alertcondition(sellSignal, title="Sell Alert", message="Sell Signal Detected! Check chart for SL, TP1, TP2 levels.")

// Plot levels (optional)
plot(buySignal ? longTP1 : na, "TP1 Long", color=color.green, style=plot.style_cross)
plot(buySignal ? longTP2 : na, "TP2 Long", color=color.lime, style=plot.style_cross)
plot(buySignal ? longSL : na, "SL Long", color=color.red, style=plot.style_cross)
plot(sellSignal ? shortTP1 : na, "TP1 Short", color=color.green, style=plot.style_cross)
plot(sellSignal ? shortTP2 : na, "TP2 Short", color=color.lime, style=plot.style_cross)
plot(sellSignal ? shortSL : na, "SL Short", color=color.red, style=plot.style_cross)

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