多重云层动量EMA策略:基于一目均衡云与指数移动平均线的趋势交易系统

/*backtest
start: 2024-08-04 00:00:00
end: 2025-08-02 08:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Ichimoku Cloud Buy & Sell w/ Custom EMA & Volume Filters", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === INPUTS ===
conversionPeriods = input.int(9, title="Tenkan-sen Periods")
basePeriods      = input.int(26, title="Kijun-sen Periods")
displacement     = input.int(26, title="Cloud Displacement")
laggingSpan      = input.int(52, title="Senkou Span B Periods")

emaPeriod        = input.int(44, title="EMA Length for Exit", minval=1)
avgVolLen        = input.int(10, title="Average Volume Length for Filter")
useStopLoss      = input.bool(true, title="Use Stop Loss for Exits")
stopLossPerc     = input.float(2.0, title="Stop Loss (%)", minval=0.1, step=0.1)
requireAboveEMA  = input.bool(true, title="Only Buy Above EMA?")
requireBelowEMA  = input.bool(true, title="Only Sell Below EMA?")

// === ICHIMOKU CALCULATIONS ===
tenkan = (ta.highest(high, conversionPeriods) + ta.lowest(low, conversionPeriods)) / 2
kijun  = (ta.highest(high, basePeriods) + ta.lowest(low, basePeriods)) / 2
senkouA = (tenkan + kijun) / 2
senkouB = (ta.highest(high, laggingSpan) + ta.lowest(low, laggingSpan)) / 2
senkouA_now = senkouA[displacement]
senkouB_now = senkouB[displacement]

// === EMA CALC ===
emaVal = ta.ema(close, emaPeriod)

// === VOLUME CONDITION ===
avgVol = ta.sma(volume[1], avgVolLen) // Excludes current candle's volume
volCondition = volume > avgVol

// === BUY CONDITION ===
buyCondition = (close > senkouA_now and close > senkouB_now and volCondition and (not requireAboveEMA or close > emaVal))

if buyCondition
    stopLevel = useStopLoss ? close * (1 - stopLossPerc / 100) : na
    strategy.entry("Buy", strategy.long)
    if useStopLoss
        strategy.exit("Buy SL", from_entry="Buy", stop=stopLevel)

// === SELL CONDITION ===
sellCondition = (close < senkouA_now and close < senkouB_now and volCondition and (not requireBelowEMA or close < emaVal))

if sellCondition
    stopLevelSell = useStopLoss ? close * (1 + stopLossPerc / 100) : na
    strategy.entry("Sell", strategy.short)
    if useStopLoss
        strategy.exit("Sell SL", from_entry="Sell", stop=stopLevelSell)

// === EXIT CONDITIONS ===
exitBuy = close < emaVal // Exit long if close < EMA
if exitBuy
    strategy.close("Buy")

exitSell = close > emaVal // Exit short if close > EMA
if exitSell
    strategy.close("Sell")

// === PLOTS ===
plot(emaVal, color=color.yellow, linewidth=2, title="EMA")
plot(senkouA, color=color.green, title="Senkou Span A", offset=displacement)
plot(senkouB, color=color.red, title="Senkou Span B", offset=displacement)

• 增强型云图动量趋势跟踪策略
• 高级双均线与超级趋势组合交易策略
• 基于EMA和Supertrend结合的多时间框架趋势跟踪策略
• 自适应Renko动量趋势追踪策略与ADX过滤器
• 趋势动量渗透指标交易策略
• 波动率自适应海肯阿希ATR追踪止损趋势交易策略
• 多指标结合的自适应波动ATR动态止盈止损15分钟图表趋势跟踪策略
• 动态均线交叉趋势跟踪组合策略
• 高精度Keltner通道动量突破策略与趋势确认系统
• 动态风险管理波浪趋势指标与多重移动平均线交叉量化交易策略