技术图形确认型多周期动量策略

/*backtest
start: 2024-02-29 00:00:00
end: 2025-02-26 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Chart Pattern Strategy - Full Set", overlay=true)

// ATR settings for stop loss and take profit
atrLength = input.int(14, title="ATR Length")
atrValue = ta.atr(atrLength)
stopLoss = atrValue * 1.5  // Stop loss 1.5 ATR
takeProfit = atrValue * 3  // Take profit 3 ATR

// Head and Shoulders Detection
isHeadAndShoulders() =>
    high[1] > high[2] and high[1] > high[0] and high[1] > high[3] and high[1] > high[4] and high[0] < high[2] and high[0] < high[3]

// Double Top Detection
isDoubleTop() =>
    high[1] > high[2] and high[1] > high[0] and high[1] > high[3] and high[1] > high[4] and high[0] < high[2] and high[0] < high[3]

// Double Bottom Detection
isDoubleBottom() =>
    low[1] < low[2] and low[1] < low[0] and low[1] < low[3] and low[1] < low[4] and low[0] > low[2] and low[0] > low[3]

// Symmetrical Triangle Detection
isSymmetricalTriangle() =>
    high[2] > high[1] and low[2] < low[1] and high[3] < high[2] and low[3] > low[2]

// Ascending Triangle Detection (Bullish)
isAscendingTriangle() =>
    high[2] < high[1] and low[2] > low[1] and high[3] < high[2] and low[3] > low[2]

// Descending Triangle Detection (Bearish)
isDescendingTriangle() =>
    high[2] > high[1] and low[2] < low[1] and high[3] < high[2] and low[3] < low[2]

// Flags/Pennants Detection
isFlagPattern() =>
    high[1] < high[0] and low[1] > low[0] and high[2] < high[1] and low[2] < low[1]

// Entry Logic (Confirmation based on Breakouts)
longSignal = (isHeadAndShoulders() or isDoubleBottom() or isAscendingTriangle()) and close > high[1]
shortSignal = (isDoubleTop() or isDescendingTriangle() or isFlagPattern()) and close < low[1]

// Plotting Chart Patterns on the Chart
plotshape(isHeadAndShoulders(), title="Head and Shoulders", location=location.abovebar, color=color.red, style=shape.labelup, text="HS")
plotshape(isDoubleTop(), title="Double Top", location=location.abovebar, color=color.red, style=shape.labelup, text="DT")
plotshape(isDoubleBottom(), title="Double Bottom", location=location.belowbar, color=color.green, style=shape.labeldown, text="DB")
plotshape(isSymmetricalTriangle(), title="Symmetrical Triangle", location=location.top, color=color.blue, style=shape.triangledown, text="ST")
plotshape(isAscendingTriangle(), title="Ascending Triangle", location=location.belowbar, color=color.green, style=shape.labelup, text="AT")
plotshape(isDescendingTriangle(), title="Descending Triangle", location=location.abovebar, color=color.red, style=shape.labeldown, text="DT")
plotshape(isFlagPattern(), title="Flag Pattern", location=location.abovebar, color=color.orange, style=shape.triangledown, text="Flag")

// Executing Trades based on Patterns
if (longSignal)
    strategy.entry("Buy", strategy.long)
    strategy.exit("Take Profit/Stop Loss", from_entry="Buy", stop=close - stopLoss, limit=close + takeProfit)

if (shortSignal)
    strategy.entry("Sell", strategy.short)
    strategy.exit("Take Profit/Stop Loss", from_entry="Sell", stop=close + stopLoss, limit=close - takeProfit)

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