EMA多重趋势过滤与ATR追踪止损混合量化策略

/*backtest
start: 2025-07-17 00:00:00
end: 2025-07-24 00:00:00
period: 5m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDT"}]
*/

//@version=5
//Credits to HPotter who is the creator of the original code.
//Created as a strategy with an added EMA Trend Filter by shannonnhxrk
//Added a time button so you can adjust what times it signals.
//@version=5
strategy("UT Bot Strategy with EMA Trend Filter", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === INPUTS ===
src = close
keyvalue = input.float(3.0, title="Key Value (Sensitivity)", step=0.5)
atrperiod = input.int(10, title="ATR Period")


xATR = ta.atr(atrperiod)
nLoss = keyvalue * xATR

// === EMAs ===
ema20  = ta.ema(src, 20)
ema50  = ta.ema(src, 50)
ema100 = ta.ema(src, 100)
ema200 = ta.ema(src, 200)

plot(ema20, color=color.orange, title="EMA 20")
plot(ema50, color=color.blue, title="EMA 50")
plot(ema100, color=color.purple, title="EMA 100")
plot(ema200, color=color.black, title="EMA 200")

// === Trend Filters ===
isUptrend   = close > ema20 and close > ema50 and close > ema100 and close > ema200
isDowntrend = close < ema20 and close < ema50 and close < ema100 and close < ema200

// === ATR Trailing Stop ===
var float xATRTrailingStop = na
xATRTrailingStop := src > nz(xATRTrailingStop[1], 0) and src[1] > nz(xATRTrailingStop[1]) ? math.max(nz(xATRTrailingStop[1]), src - nLoss) :
                     src < nz(xATRTrailingStop[1]) and src[1] < nz(xATRTrailingStop[1]) ? math.min(nz(xATRTrailingStop[1]), src + nLoss) :
                     src > nz(xATRTrailingStop[1]) ? src - nLoss : src + nLoss

// === Time Filter ===


// === Buy/Sell Conditions with Time Filter ===
buy  = ta.crossover(src, xATRTrailingStop) and isUptrend
sell = ta.crossunder(src, xATRTrailingStop) and isDowntrend

// === Strategy Execution ===
if buy
    strategy.close("Short")
    strategy.entry("Long", strategy.long)

if sell
    strategy.close("Long")
    strategy.entry("Short", strategy.short)

// === Visuals ===
plotshape(buy, title="Buy", style=shape.labelup, location=location.belowbar, color=color.green, text="Buy", textcolor=color.white, size=size.tiny)
plotshape(sell, title="Sell", style=shape.labeldown, location=location.abovebar, color=color.red, text="Sell", textcolor=color.white, size=size.tiny)
plot(xATRTrailingStop, color=buy ? color.green : sell ? color.red : color.gray, title="Trailing Stop")
barcolor(src > xATRTrailingStop ? color.green : color.red)

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