首个蜡烛突破-止损或收盘自动平仓策略是一种日内交易策略,基于交易日首个蜡烛线的高低点来识别潜在的入场信号。该策略通过捕捉价格突破首个蜡烛线范围时的动量,并在当日结束前或触及止损位时平仓,从而实现短期波动获利。策略设计简洁明了,专注于日内价格走势的初始方向性突破,并设置了明确的止损和平仓规则,有效控制风险。
该策略的核心原理是利用交易日初始阶段的价格动量和突破信号来预测后续走势。具体操作流程如下:
策略通过变量tradeTaken
确保每日只进行一次交易,通过tradeDirection
记录当前交易方向(1表示做多,-1表示做空),有效管理交易状态和止损条件的应用。
首个蜡烛突破-止损或收盘自动平仓策略是一种简洁高效的日内交易方法,通过捕捉市场开盘后的方向性突破获利。该策略的主要优势在于操作简单、风险可控,适合日内交易者使用。然而,策略也存在假突破风险和单一参考点的局限性。通过增加过滤条件、优化止损止盈机制、结合市场环境分析等方式,可以显著提升策略的稳定性和盈利能力。对于希望进入量化交易领域的新手来说,这是一个很好的起点策略,也可以作为更复杂交易系统的基础组件。最重要的是,交易者应根据自身风险承受能力和交易目标,对策略进行适当的参数调整和优化,以达到最佳交易效果。
/*backtest
start: 2025-03-28 00:00:00
end: 2025-03-31 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
strategy("First Candle Breakout - Close on SL or EOD", overlay=true)
// User Inputs
startHour = input(9, "Start Hour (Exchange Time)")
startMinute = input(15, "Start Minute (Exchange Time)")
endHour = input(15, "End Hour (Exchange Time)") // Market closing hour
endMinute = input(30, "End Minute (Exchange Time)")
// Variables to store the first candle's high & low
var float firstCandleHigh = na
var float firstCandleLow = na
var bool tradeTaken = false // Ensures only one trade per day
var int tradeDirection = 0 // 1 for long, -1 for short
// Identify first candle's high & low
if (hour == startHour and minute == startMinute and bar_index > 1)
firstCandleHigh := high
firstCandleLow := low
tradeTaken := false // Reset trade flag at start of day
tradeDirection := 0 // Reset trade direction
// Buy condition: Close above first candle high AFTER the first candle closes
longCondition = not na(firstCandleHigh) and close > firstCandleHigh and not tradeTaken and hour > startHour
if (longCondition)
strategy.entry("Buy", strategy.long, comment="Buy")
tradeTaken := true // Mark trade as taken
tradeDirection := 1 // Mark trade as long
// Sell condition: Close below first candle low AFTER the first candle closes
shortCondition = not na(firstCandleLow) and close < firstCandleLow and not tradeTaken and hour > startHour
if (shortCondition)
strategy.entry("Sell", strategy.short, comment="Sell")
tradeTaken := true // Mark trade as taken
tradeDirection := -1 // Mark trade as short
// Stop loss for long trades (first candle low)
if (tradeDirection == 1 and close <= firstCandleLow)
strategy.close("Buy", comment="SL Hit")
// Stop loss for short trades (first candle high)
if (tradeDirection == -1 and close >= firstCandleHigh)
strategy.close("Sell", comment="SL Hit")
// Close trade at end of day if still open
if (tradeTaken and hour == endHour and minute == endMinute)
strategy.close_all(comment="EOD Close")