多云层级趋势追踪策略:EMA交叉与动态止损机制

/*backtest
start: 2024-05-29 00:00:00
end: 2025-05-28 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Ripster Cloud Trend Strategy - Parameterstyrd", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === 🔧 Inputs ===
ema50_len   = input.int(50, title="EMA 50")
ema120_len  = input.int(120, title="EMA 120")
ema180_len  = input.int(180, title="EMA 180")
ema340_len  = input.int(340, title="EMA 340")
ema500_len  = input.int(500, title="EMA 500")
ema8_len    = input.int(8, title="EMA 8")
ema9_len    = input.int(9, title="EMA 9")

bars_for_trailing_sl = input.int(20, title="Bars innan trailing SL aktiveras")
bars_over_ema8_req   = input.int(15, title="Antal bars över EMA 8 för SL till EMA 9")
sl_percent           = input.float(1.0, title="Initial SL (% från entry)", step=0.1)

// === 📈 EMA-beräkningar ===
ema50  = ta.ema(close, ema50_len)
ema120 = ta.ema(close, ema120_len)
ema180 = ta.ema(close, ema180_len)
ema340 = ta.ema(close, ema340_len)
ema500 = ta.ema(close, ema500_len)
ema8   = ta.ema(close, ema8_len)
ema9   = ta.ema(close, ema9_len)

// === 📊 Trendfilter ===
cloud4_up   = ema340 > ema500
cloud4_down = ema340 < ema500

cloud3_cross_up   = ta.crossover(ema50, ema120)
cloud3_cross_down = ta.crossunder(ema50, ema120)

valid_long_cross  = (ema180 < ema500) or (ema50 >= ema500 and ema50 <= ema340)
valid_short_cross = (ema50 > ema500) or (ema50 <= ema500 and ema50 >= ema340)

long_condition  = cloud4_up and cloud3_cross_up and valid_long_cross
short_condition = cloud4_down and cloud3_cross_down and valid_short_cross

// === 🔁 Trade State ===
var bool inTrade = false
var float entryPrice = na
var float stopLoss = na
var int barsSinceEntry = 0

// === 🎯 Entry ===
if not inTrade
    if long_condition
        strategy.entry("Long", strategy.long)
        entryPrice := close
        stopLoss := close * (1 - sl_percent / 100)
        barsSinceEntry := 0
        inTrade := true
    else if short_condition
        strategy.entry("Short", strategy.short)
        entryPrice := close
        stopLoss := close * (1 + sl_percent / 100)
        barsSinceEntry := 0
        inTrade := true

/// === 🛡️ Stop Loss & Exit ===
var bool useEMA9 = false
if inTrade
    barsSinceEntry += 1

    if barsSinceEntry >= bars_for_trailing_sl
        if strategy.position_size > 0
            // === LONG: kontrollera 15 candles över EMA 8 ===
            if not useEMA9
                allAbove = true
                for i = 0 to (bars_over_ema8_req - 1)
                    if close[i] < ema8[i]
                        allAbove := false
                if allAbove
                    useEMA9 := true

            stopLoss := useEMA9 ? ema9 : ema500

        else if strategy.position_size < 0
            // === SHORT: kontrollera 15 candles under EMA 8 ===
            if not useEMA9
                allBelow = true
                for i = 0 to (bars_over_ema8_req - 1)
                    if close[i] > ema8[i]
                        allBelow := false
                if allBelow
                    useEMA9 := true

            stopLoss := useEMA9 ? ema9 : ema500

    // === EXIT LOGIK ===
    if strategy.position_size > 0 and close < stopLoss
        strategy.close("Long")
        inTrade := false
        stopLoss := na
        entryPrice := na
        barsSinceEntry := 0
        useEMA9 := false

    if strategy.position_size < 0 and close > stopLoss
        strategy.close("Short")
        inTrade := false
        stopLoss := na
        entryPrice := na
        barsSinceEntry := 0
        useEMA9 := false


// === 📊 Plotta EMA:er & SL ===
plot(ema50,  color=color.yellow, title="EMA 50")
plot(ema120, color=color.orange, title="EMA 120")
plot(ema180, color=color.teal,   title="EMA 180")
plot(ema340, color=color.green,  title="EMA 340")
plot(ema500, color=color.red,    title="EMA 500")
plot(ema8,   color=color.fuchsia, title="EMA 8")
plot(ema9,   color=color.aqua,    title="EMA 9")
plot(inTrade ? stopLoss : na, title="Stop Loss", color=color.white, linewidth=2)

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