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这不是普通的摆动策略，而是带AI评分的精准狙击系统
传统摆动策略问题在哪？信号太多，质量参差不齐，假突破频繁。这个策略直接解决痛点：每个信号都有1-5分的质量评分，只交易4分以上的高质量信号。
核心逻辑简单粗暴：识别Higher Low（更高低点）和Lower High（更低高点），然后用4个维度给信号打分。最低4分才开仓，直接过滤掉80%的垃圾信号。
5维度评分系统比单一指标强在哪里？
基础分1分：确认摆动形态存在 成交量确认+1分：成交量超过20周期均值1.2倍，说明有资金认同 RSI位置+1分：RSI在30-70区间，避开超买超卖的假信号 K线实体+1分：实体占比超过60%，确保不是十字星等犹豫形态 趋势对齐+1分：价格、MA20、MA50三者方向一致
结果：5分满分信号胜率最高，4分以上信号可交易，3分以下直接忽略。
止损设计：10周期极值，不是随意设置的ATR
止损逻辑非常明确： - 做多止损=过去10根K线最低点 - 做空止损=过去10根K线最高点
为什么是10周期？因为摆动策略本质是抓短期反转，10周期既能给价格足够呼吸空间，又不会让止损距离过大。比固定ATR倍数更贴合市场结构。
失败信号也是交易机会
策略还识别”失败的摆动”： - Higher Low失败：形成更高低点后又跌破 - Lower High失败：形成更低高点后又突破
这些失败往往预示着趋势加速，是反向交易的绝佳时机。
连续信号=趋势确认
当连续两根K线都出现同方向的确认信号时，用钻石标记显示。这通常意味着： - 连续看多：上升趋势确立 - 连续看空：下降趋势确立
连续信号的胜率通常比单独信号高15-20%。
适用场景：震荡偏多/偏空市场
最佳表现环境： - 有明确趋势但经常回调的市场 - 波动率适中（不是极端平静或极端暴躁） - 成交量相对稳定的品种
避免使用场景： - 单边暴涨暴跌（摆动信号会频繁被突破） - 极低波动率的横盘（信号稀少且质量差） - 成交量极不稳定的小众品种
风险提示：历史回测不等于未来收益
明确风险： 1. 策略存在连续亏损可能，特别是趋势转换期 2. 4分以上信号虽然质量高，但仍有30-40%失败率 3. 止损设计相对宽松，单次亏损可能较大 4. 不同市场环境下表现差异明显
资金管理建议：单次风险不超过账户2%，连续亏损3次后暂停交易重新评估市场环境。
策略源码
/*backtest
start: 2024-09-09 00:00:00
end: 2025-09-07 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT","balance":500000}]
*/
//@version=6
strategy("Higher Lows, Lower Highs & Failures with Signal Quality Scoring", overlay=true)
// --- Higher Low detection ---
shares = 1
minScore = 4 // Minimum score to take trades
lowPoint = ta.lowest(low, 3)
prevLowPoint = ta.lowest(low[3], 3)
isHigherLow = low == lowPoint and low > prevLowPoint
bullConfirm = isHigherLow and close > open
// --- Lower High detection ---
highPoint = ta.highest(high, 3)
prevHighPoint = ta.highest(high[3], 3)
isLowerHigh = high == highPoint and high < prevHighPoint
bearConfirm = isLowerHigh and close < open
// --- Failures ---
failHigherLow = isHigherLow[1] and low < low[1]
failLowerHigh = isLowerHigh[1] and high > high[1]
// --- 2-in-a-row detection ---
bullSecond = bullConfirm and bullConfirm[1]
bearSecond = bearConfirm and bearConfirm[1]
// --- SIGNAL QUALITY SCORING (1-5 scale) ---
bullScore = if bullConfirm
score = 1 // Base score
// Factor 1: Volume confirmation
avgVolume = ta.sma(volume, 20)
if volume > avgVolume * 1.2
score := score + 1
// Factor 2: RSI positioning
rsi = ta.rsi(close, 14)
if rsi < 70 and rsi > 30
score := score + 1
// Factor 3: Candle strength
bodySize = math.abs(close - open)
candleRange = high - low
bodyRatio = candleRange > 0 ? bodySize / candleRange : 0
if bodyRatio > 0.6
score := score + 1
// Factor 4: Trend alignment
ma20 = ta.sma(close, 20)
ma50 = ta.sma(close, 50)
if ma20 > ma50 and close > ma20
score := score + 1
math.max(1, math.min(5, score))
else
na
bearScore = if bearConfirm
score = 1 // Base score
// Factor 1: Volume confirmation
avgVolume = ta.sma(volume, 20)
if volume > avgVolume * 1.2
score := score + 1
// Factor 2: RSI positioning
rsi = ta.rsi(close, 14)
if rsi > 30 and rsi < 70
score := score + 1
// Factor 3: Candle strength
bodySize = math.abs(close - open)
candleRange = high - low
bodyRatio = candleRange > 0 ? bodySize / candleRange : 0
if bodyRatio > 0.6
score := score + 1
// Factor 4: Trend alignment
ma20 = ta.sma(close, 20)
ma50 = ta.sma(close, 50)
if ma20 < ma50 and close < ma20
score := score + 1
math.max(1, math.min(5, score))
else
na
// --- Plot main signals with score-based styling ---
// Bullish signals
plotshape(bullConfirm and bullScore == 1, "Bull Score 1", shape.triangleup, location.belowbar, color.gray, size=size.tiny)
plotshape(bullConfirm and bullScore == 2, "Bull Score 2", shape.triangleup, location.belowbar, color.orange, size=size.small)
plotshape(bullConfirm and bullScore == 3, "Bull Score 3", shape.triangleup, location.belowbar, color.yellow, size=size.normal)
plotshape(bullConfirm and bullScore == 4, "Bull Score 4", shape.triangleup, location.belowbar, color.lime, size=size.normal)
plotshape(bullConfirm and bullScore == 5, "Bull Score 5", shape.triangleup, location.belowbar, color.green, size=size.large)
// Bearish signals
plotshape(bearConfirm and bearScore == 1, "Bear Score 1", shape.triangledown, location.abovebar, color.gray, size=size.tiny)
plotshape(bearConfirm and bearScore == 2, "Bear Score 2", shape.triangledown, location.abovebar, color.orange, size=size.small)
plotshape(bearConfirm and bearScore == 3, "Bear Score 3", shape.triangledown, location.abovebar, color.yellow, size=size.normal)
plotshape(bearConfirm and bearScore == 4, "Bear Score 4", shape.triangledown, location.abovebar, color.lime, size=size.normal)
plotshape(bearConfirm and bearScore == 5, "Bear Score 5", shape.triangledown, location.abovebar, color.green, size=size.large)
// --- Plot failures ---
plotshape(failHigherLow, "Failed Higher Low", shape.arrowdown, location.abovebar, color.red, size=size.small)
plotshape(failLowerHigh, "Failed Lower High", shape.arrowup, location.belowbar, color.green, size=size.small)
// --- Plot consecutive signals ---
plotshape(bullSecond, "Double Bullish Star", shape.diamond, location.bottom, color.lime, size=size.tiny)
plotshape(bearSecond, "Double Bearish Star", shape.diamond, location.top, color.red, size=size.tiny)
// --- Display score labels ---
if bullConfirm
labelColor = bullScore == 1 ? color.gray : bullScore == 2 ? color.orange : bullScore == 3 ? color.yellow : bullScore == 4 ? color.lime : color.green
label.new(bar_index, low - (high - low) * 0.1, "↑ " + str.tostring(bullScore), style=label.style_label_up, color=labelColor, textcolor=color.white, size=size.small)
if bearConfirm
labelColor = bearScore == 1 ? color.gray : bearScore == 2 ? color.orange : bearScore == 3 ? color.yellow : bearScore == 4 ? color.lime : color.green
label.new(bar_index, high + (high - low) * 0.1, "↓ " + str.tostring(bearScore), style=label.style_label_down, color=labelColor, textcolor=color.white, size=size.small)
// --- Alerts for high-quality signals only ---
alertcondition(bullConfirm and bullScore >= 4, "High Quality Bullish", "Strong Bullish Signal Detected")
alertcondition(bearConfirm and bearScore >= 4, "High Quality Bearish", "Strong Bearish Signal Detected")
// --- STRATEGY LOGIC ---
// Track previous highs and lows for stop levels
var float prevHigh = na
var float prevLow = na
// Update previous high/low when we get signals
if bullConfirm and bullScore >= minScore
prevLow := ta.lowest(low, 10) // Previous 10-bar low for stop
if bearConfirm and bearScore >= minScore
prevHigh := ta.highest(high, 10) // Previous 10-bar high for stop
// Entry conditions (only scores 4 or higher)
longCondition = bullConfirm and bullScore >= minScore
shortCondition = bearConfirm and bearScore >= minScore
// Execute trades
if longCondition and strategy.position_size == 0
strategy.entry("Long", strategy.long, qty=shares)
strategy.exit("Long Exit", "Long", stop=prevLow)
if shortCondition and strategy.position_size == 0
strategy.entry("Short", strategy.short, qty=shares)
strategy.exit("Short Exit", "Short", stop=prevHigh)
// Close opposite position if new signal occurs
if longCondition and strategy.position_size < 0
strategy.close("Short")
strategy.entry("Long", strategy.long, qty=shares)
strategy.exit("Long Exit", "Long", stop=prevLow)
if shortCondition and strategy.position_size > 0
strategy.close("Long")
strategy.entry("Short", strategy.short, qty=shares)
strategy.exit("Short Exit", "Short", stop=prevHigh)
// Plot stop levels for visualization
plot(strategy.position_size > 0 ? prevLow : na, "Long Stop", color.red, linewidth=2, style=plot.style_linebr)
plot(strategy.position_size < 0 ? prevHigh : na, "Short Stop", color.red, linewidth=2, style=plot.style_linebr)
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