多时间框架趋势跟踪与超级趋势动量优化策略

/*backtest
start: 2025-01-18 19:45:00
end: 2025-03-12 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"TRUMP_USDT"}]
*/

//@version=6
strategy("1H EMA 200 + 15M Supertrend Strategy ", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === Inputs ===
atrPeriod = input.int(10, "ATR Length", minval=1)
factor = input.float(3.0, "Factor", minval=0.01, step=0.01)

// === 1-Hour EMA (Trend Confirmation) ===
ema200_1h = request.security(syminfo.tickerid, "60", ta.ema(close, 200), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
isAboveEMA200 = request.security(syminfo.tickerid, "60", close > ema200_1h, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)
isBelowEMA200 = request.security(syminfo.tickerid, "60", close < ema200_1h, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)

// === 15-Minute Supertrend (Entry Signal) ===
[supertrend, direction] = ta.supertrend(factor, atrPeriod)
isUptrend = direction < 0
isDowntrend = direction > 0

// === Variables to Store SL and TP ===
var float stopLossPrice = na
var float takeProfitPrice = na

// === Buy Signal ===
buySignal = isAboveEMA200 and isUptrend
if (buySignal and not buySignal[1]) // Ensure signal is only shown once
    if (strategy.position_size != 0) // Close previous trade if any
        strategy.close_all()
    stopLossPrice := supertrend // Set SL to Supertrend value at entry
    takeProfitPrice := close + 2 * (close - stopLossPrice) // TP = 2x SL distance
    strategy.entry("Buy", strategy.long)

// === Sell Signal ===
sellSignal = isBelowEMA200 and isDowntrend
if (sellSignal and not sellSignal[1]) // Ensure signal is only shown once
    if (strategy.position_size != 0) // Close previous trade if any
        strategy.close_all()
    stopLossPrice := supertrend // Set SL to Supertrend value at entry
    takeProfitPrice := close - 2 * (stopLossPrice - close) // TP = 2x SL distance
    strategy.entry("Sell", strategy.short)

// === Exit Logic ===
if (strategy.position_size > 0) // For Buy Trades
    strategy.exit("Take Profit/Stop Loss", from_entry="Buy", stop=stopLossPrice, limit=takeProfitPrice)

if (strategy.position_size < 0) // For Sell Trades
    strategy.exit("Take Profit/Stop Loss", from_entry="Sell", stop=stopLossPrice, limit=takeProfitPrice)

// === Plotting ===
plot(ema200_1h, title="1H EMA 200", color=color.blue, linewidth=2)
plot(supertrend, title="Supertrend", color=color.red, linewidth=2)
plotshape(series=buySignal and not buySignal[1], title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(series=sellSignal and not sellSignal[1], title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

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