多维图表模式量化策略：融合头肩顶底与双顶底形态的技术分析交易系统

/*backtest
start: 2024-02-28 00:00:00
end: 2025-02-26 08:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Chart Pattern Strategy - Head and Shoulders / Double Top/Bottom", overlay=true)

// Function to detect a simple Head and Shoulders pattern
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]

// Function to detect a Double Top pattern
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]

// Function to detect a Double Bottom pattern
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]

// Detecting Head and Shoulders, Double Top, and Double Bottom Patterns
headAndShouldersPattern = isHeadAndShoulders()
doubleTopPattern = isDoubleTop()
doubleBottomPattern = isDoubleBottom()

// Plotting Head and Shoulders, Double Top, and Double Bottom detections
plotshape(headAndShouldersPattern, title="Head and Shoulders", location=location.abovebar, color=color.red, style=shape.labelup, text="HS")
plotshape(doubleTopPattern, title="Double Top", location=location.abovebar, color=color.red, style=shape.labelup, text="DT")
plotshape(doubleBottomPattern, title="Double Bottom", location=location.belowbar, color=color.green, style=shape.labeldown, text="DB")

// Entry logic for Buy and Sell signals
longSignal = doubleBottomPattern and close > open
shortSignal = doubleTopPattern and close < open

// Take profit and stop loss based on ATR for simplicity
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

// Plot buy and sell signals
plotshape(longSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(shortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Executing trades based on conditions
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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