机构趋势突破交易系统(IB-Box)与ATR动态止盈止损策略

/*backtest
start: 2024-08-01 00:00:00
end: 2025-07-30 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Wx2 Treasure Box – V2", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === INPUTS ===
atrLength = input.int(14, title="ATR Length")
rrRatio = input.float(2.0, title="Risk-Reward Ratio (TP = RRR × SL)", minval=0.5, step=0.1)
boxColor = input.color(color.new(color.orange, 80), title="Institutional Bar Box Color")
instBarColor = input.color(color.red, title="Institutional Bar Highlight")

// === MOVING AVERAGES ===
sma20 = ta.sma(close, 20)
sma200 = ta.sma(close, 200)
plot(sma20, color=color.green, title="20 SMA")
plot(sma200, color=color.blue, title="200 SMA")

// === INSTITUTIONAL BAR LOGIC ===
bodySize = math.abs(close - open)
rangeBar = high - low
bodyRatio = bodySize / rangeBar
instBar = bodyRatio > 0.7 and rangeBar > ta.sma(rangeBar, 20) * 1.5
isBullish = close > open
isBearish = close < open
plotshape(instBar, title="Institutional Bar", location=location.abovebar, color=color.red, style=shape.labelup, text="IB")

// === MARK BOX AROUND INSTITUTIONAL BAR ===
var float ibHigh = na
var float ibLow = na
var int ibTime = na

if instBar
    ibHigh := high
    ibLow := low
    ibTime := bar_index

// Plot Rectangle for IB
inRange = bar_index <= ibTime + 10 and not na(ibHigh) and not na(ibLow)
var box ibBox = na
if instBar
    if not na(ibBox)
        box.delete(ibBox)

// === ENTRY CONDITIONS ===
priceAboveMAs = close > sma20 and close > sma200
priceBelowMAs = close < sma20 and close < sma200

longEntry = not na(ibHigh) and close > ibHigh and bar_index > ibTime and priceAboveMAs and isBullish
shortEntry = not na(ibLow) and close < ibLow and bar_index > ibTime and priceBelowMAs and isBearish

// === SL and TP ===
atr = ta.atr(atrLength)
longSL = close - atr
shortSL = close + atr
longTP = close + atr * rrRatio
shortTP = close - atr * rrRatio

// === EXECUTE TRADES ===
if longEntry
    strategy.entry("Long", strategy.long)
    strategy.exit("TP/SL Long", from_entry="Long", limit=longTP, stop=longSL)
    label.new(bar_index, high, text="Buy", style=label.style_label_up, color=color.green, textcolor=color.white)
    alert("Long Entry Triggered", alert.freq_once_per_bar)

if shortEntry
    strategy.entry("Short", strategy.short)
    strategy.exit("TP/SL Short", from_entry="Short", limit=shortTP, stop=shortSL)
    label.new(bar_index, low, text="Sell", style=label.style_label_down, color=color.red, textcolor=color.white)
    alert("Short Entry Triggered", alert.freq_once_per_bar)

// === Highlight Institutional Bar Background ===
bgcolor(instBar ? color.new(instBarColor, 85) : na)

• 基于动态ATR和双均线交叉的自适应风险管理策略
• 零滞后MACD与云图均线动量整合交易系统
• 增强型多过滤器超级趋势策略
• 日内可扩展波动率交易策略
• ATR和交易量结合的动态信号线趋势跟踪策略
• Concept Dual SuperTrend
• ATR均线突破策略
• 双均线均值回归策略结合风险控制
• 一目云和ATR策略
• Follow Line Indicator