滑动平均 RSI 交叉动量确认策略

/*backtest
start: 2025-03-02 00:00:00
end: 2025-03-13 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("SMA+RSI Strategy", overlay=true)

// Customizable input settings
smaShortPeriod = input.int(20, title="SMA Short Period", minval=1)
smaLongPeriod = input.int(30, title="SMA Long Period", minval=1)
rsiPeriod = input.int(14, title="RSI Period", minval=1)
rsiOverbought = input.int(75, title="RSI Overbought Level", minval=1, maxval=100)
rsiOversold = input.int(25, title="RSI Oversold Level", minval=1, maxval=100)
takeProfitPerc = input.float(2.0, title="Take Profit (%)", minval=0.1, step=0.1) / 100  // Target profit percentage
enableTakeProfit = input.bool(true, title="Enable Take Profit")  // Enable/disable take profit option
halfPositionTakeProfit = input.bool(false, title="Enable Half Position Take Profit")  // Option to take profit on half position

// Indicator calculations
smaShort = ta.sma(close, smaShortPeriod)
smaLong = ta.sma(close, smaLongPeriod)
rsi = ta.rsi(close, rsiPeriod)

// Buy and sell signals
buySignal = ta.crossover(smaShort, smaLong) and rsi > rsiOversold
sellSignal = ta.crossunder(smaShort, smaLong) and rsi < rsiOverbought

// Variable to store current market state
var bool inBuyState = false
var bool inSellState = false

// Store entry price
var float entryPrice = na

// Variable to track whether half position take profit has been executed
var bool halfPositionTaken = false

// Update market state based on signals
if (buySignal)
    inBuyState := true
    inSellState := false
    entryPrice := close  // Store entry price at buy signal
    halfPositionTaken := false  // Reset half position take profit state when opening a new trade
if (sellSignal)
    inSellState := true
    inBuyState := false
    halfPositionTaken := false  // Reset half position take profit state when closing a trade

// Calculate target take profit level
takeProfitLevel = inBuyState ? entryPrice * (1 + takeProfitPerc) : na

// Execute trades
if (buySignal)
    strategy.entry("Buy", strategy.long, comment="Buy")  // Comment when opening trade

// Close half position at target if enabled and not yet taken
if (inBuyState and enableTakeProfit and halfPositionTakeProfit and close >= takeProfitLevel and not halfPositionTaken)
    strategy.close("Buy", qty_percent=50, comment="partialClose")  // Close half position
    halfPositionTaken := true  // Update state to prevent re-execution

// Close full position at target if half position take profit is disabled
if (inBuyState and enableTakeProfit and not halfPositionTakeProfit and close >= takeProfitLevel)
    strategy.close("Buy", comment="Close")  // Close full position

// Close position on sell signal
if (sellSignal)
    strategy.close("Buy", comment="Close")  // Close position on sell signal

// Plot moving averages on chart
plot(smaShort, color=color.blue, title="SMA Short")
plot(smaLong, color=color.red, title="SMA Long")

// Change candle colors based on market state
barcolor(inBuyState ? color.green : inSellState ? color.red : na)

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