趋势驱动金字塔恢复型均线交叉策略

/*backtest
start: 2024-06-23 00:00:00
end: 2025-06-21 08:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Futures_Binance","currency":"DOGE_USDT"}]
*/

//@version=5
strategy("DJ30 Sniper (Trend + Reversal Buy + Pyramid Recovery + Trailing)", overlay=true, default_qty_value=1)

// === INPUTS ===
ema_fast = input.int(20, "EMA Fast")
ema_mid = input.int(50, "EMA Mid")
ema_slow = input.int(200, "EMA Slow")
rsi_period = input.int(14, "RSI Period")
sl_points = input.int(650, "Stop Loss (Points)")
tp_extra = input.int(200, "Extra TP Points")
tp_multiplier = 5
trailing_trigger = input.int(100, "Activate Trailing SL After (Points)")
trailing_stop = input.int(500, "Trailing Stop Size (Points)")

// === Recovery Settings ===
max_recovery = input.int(3, "Max Pyramid Levels", minval=1)
base_position = input.float(1000, "Base Order Size ($)")  // 🔁 doubled from 500 to 1000
pyramid_factor = input.float(2.0, "Recovery Multiplier")

// === MAs ===
ema20 = ta.ema(close, ema_fast)
ema50 = ta.ema(close, ema_mid)
ema200 = ta.ema(close, ema_slow)

// === Candle Filter ===
body = math.abs(close - open)
candle_range = high - low
body_ratio = candle_range != 0 ? body / candle_range : 0
not_indecision = body_ratio > 0.3

// === Buy Conditions ===
bull_trend = ema20 > ema50 and ema50 > ema200 and close > ema200
engulfing_bullish = close > open and close > close[1] and open < open[1]
buy_trend = bull_trend and engulfing_bullish and not_indecision

bear_trend = ema20 < ema50 and ema50 < ema200 and close < ema200
engulfing_bearish = close < open and close < close[1] and open > open[1]
buy_reversal = bear_trend and engulfing_bearish and not_indecision

buy_condition = buy_trend or buy_reversal

// === SL/TP ===
tp_points = sl_points * tp_multiplier + tp_extra
sl_buy = close - sl_points * syminfo.mintick
tp_buy = close + tp_points * syminfo.mintick

// === Recovery Logic ===
var int recovery_level = 0
var float position_size = base_position

if strategy.closedtrades > 0
    last_trade = strategy.closedtrades - 1
    last_profit = strategy.closedtrades.profit(last_trade)
    if last_profit > 0
        recovery_level := 0
    else
        recovery_level := math.min(recovery_level + 1, max_recovery)

position_size := base_position * math.pow(pyramid_factor, recovery_level)

// === Trade Execution ===
if buy_condition and strategy.opentrades == 0
    strategy.entry("Buy DJ30", strategy.long, qty=position_size)

// === Exit Logic ===
if strategy.opentrades > 0
    entry_price = strategy.opentrades.entry_price(0)
    unrealized_points = (close - entry_price) / syminfo.mintick

    if unrealized_points >= trailing_trigger
        strategy.exit("Trail Exit", from_entry="Buy DJ30", trail_points=trailing_stop, trail_offset=trailing_stop)
    else
        strategy.exit("Fixed Exit", from_entry="Buy DJ30", stop=sl_buy, limit=tp_buy)

// === Visual Markers ===
plotshape(buy_trend, location=location.belowbar, style=shape.labelup, color=color.green, text="TrendBuy")
plotshape(buy_reversal, location=location.belowbar, style=shape.labelup, color=color.orange, text="RevBuy")

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