EMA交叉动量确认部分止损策略

/*backtest
start: 2024-06-30 00:00:00
end: 2025-06-28 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":50000000}]
*/

//@version=5
// This strategy buys on the 'First Continuation' signal and adds a
// partial stop-loss that triggers on a lower-low and lower-high market structure break.
// This version corrects the 'strategy.close' argument error.
strategy("First Continuation Strategy w/ Partial SL (Corrected)", 
         overlay=true, 
         default_qty_type=strategy.percent_of_equity, 
         default_qty_value=10,
         commission_type=strategy.commission.percent,
         commission_value=0.1)

// --- INPUTS ---
emaLength = input.int(21, "Slow EMA Length")
shortEmaLength = input.int(8, "Fast EMA Length")
sensitivityMultiplier = input.float(1.5, title="Sensitivity Multiplier")
pivotLeft = input.int(5, title="Pivot Lookback Left")
pivotRight = input.int(5, title="Pivot Lookback Right")


// --- CALCULATIONS ---
ema21 = ta.ema(close, emaLength) 
ema8 = ta.ema(close, shortEmaLength)
atr = ta.atr(14) 
distance = close - ema21
threshold = atr * sensitivityMultiplier


// --- STATE MANAGEMENT ---
var bool inEmaUptrend = false, var bool inEmaDowntrend = false
var bool firstBuySignalFired = false, var bool firstSellSignalFired = false
var bool firstContinuationBuyFired = false, var bool firstContinuationSellFired = false

// State management for the new stop-loss logic
var float lastHigh = na, var float secondLastHigh = na
var float lastLow = na, var float secondLastLow = na
var bool partialStopTriggered = false

bool bullishCross = ta.crossover(ema8, ema21)
bool bearishCross = ta.crossunder(ema8, ema21)

// Reset state on trend changes
if (bullishCross)
    inEmaUptrend := true, inEmaDowntrend := false
    firstBuySignalFired := false, firstContinuationBuyFired := false 
if (bearishCross)
    inEmaUptrend := false, inEmaDowntrend := true
    firstSellSignalFired := false, firstContinuationSellFired := false


// --- PIVOT & TRIGGER LOGIC ---
// Detect new swing points
float newPivotHigh = ta.pivothigh(high, pivotLeft, pivotRight)
float newPivotLow = ta.pivotlow(low, pivotLeft, pivotRight)

// If in a trade, track the last two swing points
if (strategy.position_size > 0)
    if not na(newPivotHigh)
        secondLastHigh := lastHigh
        lastHigh := newPivotHigh
    if not na(newPivotLow)
        secondLastLow := lastLow
        lastLow := newPivotLow

// Stop-Loss Condition: A confirmed lower high AND lower low have formed
bool marketStructureBreak = not na(lastHigh) and not na(secondLastHigh) and not na(lastLow) and not na(secondLastLow) and lastHigh < secondLastHigh and lastLow < secondLastLow

// Reset pivot history and stop-loss flag when position is closed
if (strategy.position_size == 0 and strategy.position_size[1] != 0)
    lastHigh := na, secondLastHigh := na
    lastLow := na, secondLastLow := na
    partialStopTriggered := false

// Standard V8 Trigger Logic
bool isMomentumBar = math.abs(distance) >= (threshold / 1.5)
bool isPositiveMomentumBar = isMomentumBar and distance > 0
bool buySignal = inEmaUptrend and isPositiveMomentumBar
bool buyTrigger = buySignal and not buySignal[1]
bool initialBuyTrigger = buyTrigger and not firstBuySignalFired
bool firstContinuationBuy = buyTrigger and firstBuySignalFired and not firstContinuationBuyFired

if (initialBuyTrigger)
    firstBuySignalFired := true
if (firstContinuationBuy)
    firstContinuationBuyFired := true


// --- STRATEGY EXECUTION ---
// ENTRY: Buy only on the first continuation 'b' signal and when flat.
if (firstContinuationBuy and strategy.position_size == 0)
    strategy.entry("Long", strategy.long)

// PARTIAL EXIT (NEW): Close 50% of the position if market structure breaks down.
if (strategy.position_size > 0 and marketStructureBreak and not partialStopTriggered)
    qtyToClose = strategy.position_size * 0.5
    strategy.close(id="Long", qty=qtyToClose, comment="SL 50% on Structure Break") // CORRECTED ARGUMENT
    partialStopTriggered := true // Ensure this only triggers once per trade

// FULL EXIT: Close any remaining position on a bearish cross.
if (strategy.position_size > 0 and bearishCross)
    strategy.close("Long", comment="Exit on Bearish Cross")


// --- PLOTTING ---
plot(ema8, "Fast EMA", color=color.new(color.blue, 0), linewidth=2)
plot(ema21, "Slow EMA", color=color.new(color.orange, 0), linewidth=2)
// Plot pivots to visualize the market structure
plot(newPivotHigh, "Pivot High", color=color.new(color.red, 50), style=plot.style_circles, offset=-pivotRight)
plot(newPivotLow, "Pivot Low", color=color.new(color.green, 50), style=plot.style_circles, offset=-pivotRight)

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