多周期指数均线与MACD协同多空趋势量化交易策略

/*backtest
start: 2025-03-06 00:00:00
end: 2025-03-06 14:00:00
period: 2m
basePeriod: 2m
exchanges: [{"eid":"Futures_Binance","currency":"TRUMP_USDT"}]
*/

//@version=5
strategy("EMA MACD Long Scalper", overlay=true)

// Input parameters
ema1Length = input.int(5, "EMA1", minval=1)
ema2Length = input.int(20, "EMA2", minval=1)
ema3Length = input.int(30, "EMA3", minval=1)
positionSize = input.int(100, "Position Size (Shares)", minval=1)
stopLossPct = 1000// 0.5% stop loss

takeProfitDollar = 2000// Take profit at $1,000
marketHoursCondition = hour(time, "America/New_York") >= 9 and minute(time, "America/New_York") >=30 and hour(time, "America/New_York") < 16


// Calculate EMA and SMA
ema1 = ta.ema(close, ema1Length)
ema2 = ta.ema(close, ema2Length)
ema3 = ta.ema(close, ema3Length)

// Cross Shape Conditions
EMABullcross = ta.crossover(ema1, ema2)
EMABearCross = ta.crossunder (ema1, ema2)

//Plot EMA
plot(ema1, "EMA5", color=color.white, linewidth=1, transp=0)
plot(ema2, "EMA20", color=color.yellow, linewidth=1, transp=0)
plot(ema3, "EMA30", color=color.blue, linewidth=1, transp=0)
plotshape(EMABullcross ? low : na, title='EMA Crossover Above', style=shape.triangleup, color=color.new(color.green, 0), location=location.bottom, size=size.tiny)
plotshape(EMABearCross ? low : na, title='EMA Crossover Above', style=shape.triangledown, color=color.new(color.red, 0), location=location.top, size=size.tiny)
// Crossover signals
longCondition = ta.crossover(ema1, ema2) and close > ema3 and marketHoursCondition


// Variables to track entry prices
var float entryPrice = na

// Strategy execution
if (longCondition)
    entryPrice := close
    strategy.entry("Long", strategy.long, qty=positionSize)


// Take profit calculation
longTakeProfitLevel = entryPrice + (takeProfitDollar / positionSize)
shortTakeProfitLevel = entryPrice - (takeProfitDollar / positionSize)

// Stop loss calculation
longStopLossLevel = entryPrice - (stopLossPct / positionSize)
shortStopLossLevel = entryPrice * (1 + stopLossPct / 100)

// Exit conditions
strategy.exit("TP Long", from_entry="Long", limit=longTakeProfitLevel, stop=longStopLossLevel)
strategy.exit("TP Short", from_entry="Short", limit=shortTakeProfitLevel, stop=shortStopLossLevel)

// Plot signals
plotshape(longCondition, title="Long Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)

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