多指标融合动量震荡策略:大阳阴蜡烛+RSI+EMA+斐波那契回调交易系统

/*backtest
start: 2025-01-01 00:00:00
end: 2025-06-02 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © InvesT_Go2P

//@version=5
strategy("Big_RSI_EMA_Fib", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === INPUTS ===
rsiPeriod   = input.int(14, "RSI Period")
emaPeriod   = input.int(50, "EMA Period")
fibRetrace  = input.float(0.618, "Fibonacci Retracement", minval=0.1, maxval=0.9)
bodySizePct = input.float(1.5, "Minimum Body Size (%)", step=0.1)

// === INDICATORS ===
rsi = ta.rsi(close, rsiPeriod)
ema = ta.ema(close, emaPeriod)

// === BIG CANDLE LOGIC ===
body = math.abs(close - open)
full = high - low
bodyPct = (body / full) * 100
isBigCandle = bodyPct > bodySizePct

isBullishBig = isBigCandle and close > open
isBearishBig = isBigCandle and close < open

// === FIBONACCI LEVELS ===
var float fib0 = na
var float fib1 = na
var float fibRetraceLevel = na

if isBullishBig
    fib0 := open
    fib1 := close
    fibRetraceLevel := fib1 - (fib1 - fib0) * fibRetrace

if isBearishBig
    fib0 := close
    fib1 := open
    fibRetraceLevel := fib1 + (fib0 - fib1) * fibRetrace

// === ENTRY CONDITIONS ===
longCond = isBullishBig and close > ema and rsi < 70
shortCond = isBearishBig and close < ema and rsi > 30

// === STRATEGY ENTRIES ===
if longCond
    strategy.entry("Long", strategy.long)

if shortCond
    strategy.entry("Short", strategy.short)

// === EXITS (Add TP/SL logic here if needed) ===

// === PLOTS ===
plot(ema, title="EMA", color=color.orange)
plotshape(longCond, location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(shortCond, location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// === FIBONACCI LEVEL VISUALIZATION ===
plot(fibRetraceLevel, title="Fibonacci Level", color=color.purple, linewidth=1)

// === Example Logic: Check if current price is above the high of 5m and 1h timeframes ===
high_5m = request.security(syminfo.tickerid, "5", high)
low_5m  = request.security(syminfo.tickerid, "5", low)

high_1h = request.security(syminfo.tickerid, "60", high)
low_1h  = request.security(syminfo.tickerid, "60", low)

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