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🎯 这是什么神仙策略？
你知道吗？这个策略就像是在等红绿灯🚦！不是一个灯亮就冲，而是要等三个灯按顺序亮起来。MA5先超过MA10（第一个灯），再超过MA30（第二个灯），最后超过MA60（第三个灯）。划重点！2个灯亮就可以小试牛刀，3个灯全亮就可以重仓出击！
📊 核心逻辑大揭秘
这个策略的精髓在于”序列交叉”——就像多米诺骨牌一样，必须按顺序倒下才算数！MA5（5周期均线）是领头羊🐑，它要依次突破MA10、MA30、MA60。当完成2/3突破时，策略会小仓位试水；当完成3/3全突破时，还能加仓！简直是进可攻退可守的完美设计。
🛡️ 避坑指南：低波动过滤器
最聪明的地方来了！策略只在低波动环境下启动，通过布林带宽度来判断。为什么？因为在高波动市场中，假突破太多了，就像在暴风雨中开车🌪️，看不清路况容易翻车。只有在风平浪静时，这套”红绿灯”系统才最可靠。
⚡ 实战亮点功能
智能退出机制：一旦价格触及MA30就立即止损，不给亏损扩大的机会。冷却期设计：每次交易后有15个周期的冷静期，避免情绪化连续交易。同K线保护：当天平仓就不能当天开仓，防止来回打脸。这些细节设计，让策略在实盘中更加稳健可靠！
策略源码
/*backtest
start: 2024-09-29 00:00:00
end: 2025-09-26 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Bybit","currency":"ETH_USDT","balance":500000}]
*/
//@version=6
strategy("顺序三连穿越：2/3先入 + 3/3加仓（仅低波动过滤）", overlay=true, initial_capital=100000,
commission_type=strategy.commission.percent, commission_value=0.05,
pyramiding=1, calc_on_order_fills=true, calc_on_every_tick=false,
default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// ===== 参数 =====
len5 = input.int(5, "MA5", minval=1)
len10 = input.int(10, "MA10", minval=1)
len30 = input.int(30, "MA30", minval=1)
len60 = input.int(60, "MA60", minval=1)
maSrc = input.source(close, "均线价格源")
maType= input.string("SMA", "均线类型", options=["SMA","EMA","WMA","RMA"])
useShort = input.bool(true, "启用大死叉做空(含2/3先入)")
useIntrabarExit = input.bool(true, "触及MA30当根平仓")
seqMaxBars = input.int(200, "三穿最大跨度(超时重置)", minval=5)
cooldownBars = input.int(15, "平仓后冷却期", minval=0)
// —— 仅低波动过滤 ——
bbLen = input.int(20, "BW长度", minval=5)
bbMult = input.float(2.0, "BW倍数", step=0.1)
bwFloor = input.float(0.015, "带宽下限(仅过滤过小波动)", step=0.001)
useBW = input.bool(true, "启用低波动过滤")
// —— 3/3是否加仓 ——
addOnFull = input.bool(true, "3/3确认时加一笔")
addQtyPct = input.float(100, "加仓占权益%", step=1.0, minval=1, maxval=100)
// ===== 均线 =====
ma(_src, _len) =>
(maType == "EMA" ? ta.ema(_src, _len) :
maType == "WMA" ? ta.wma(_src, _len) :
maType == "RMA" ? ta.rma(_src, _len) :
ta.sma(_src, _len))
ma5 = ma(maSrc, len5)
ma10 = ma(maSrc, len10)
ma30 = ma(maSrc, len30)
ma60 = ma(maSrc, len60)
// ===== 带宽（仅过滤过小波动） =====
basis = ta.sma(close, bbLen)
dev = bbMult * ta.stdev(close, bbLen)
upper = basis + dev
lower = basis - dev
bw = basis != 0 ? (upper - lower) / basis : 0.0
vol_ok = (not useBW) or (bw >= bwFloor)
// ===== 多头状态机 =====
var int stL = 0
var int stL_bar0 = na
stL_prev = stL
advL1 = stL == 0 and ta.crossover(ma5, ma10)
advL2 = stL == 1 and ta.crossover(ma5, ma30)
advL3 = stL == 2 and ta.crossover(ma5, ma60)
if advL1
stL := 1
stL_bar0 := bar_index
else if advL2
stL := 2
else if advL3
stL := 3
if stL >= 3 and ta.crossunder(ma5, ma60)
stL := 2
if stL >= 2 and ta.crossunder(ma5, ma30)
stL := math.min(stL, 1)
if stL >= 1 and ta.crossunder(ma5, ma10)
stL := 0
stL_bar0 := na
if stL > 0 and not na(stL_bar0) and (bar_index - stL_bar0 > seqMaxBars)
stL := 0
stL_bar0 := na
long_early_raw = (stL_prev == 1 and stL == 2) // 5↑10 与 5↑30 完成
long_full_raw = (stL_prev == 2 and stL == 3) // 追加 5↑60
// ===== 空头状态机（对称） =====
var int stS = 0
var int stS_bar0 = na
stS_prev = stS
advS1 = stS == 0 and ta.crossunder(ma5, ma10)
advS2 = stS == 1 and ta.crossunder(ma5, ma30)
advS3 = stS == 2 and ta.crossunder(ma5, ma60)
if advS1
stS := 1
stS_bar0 := bar_index
else if advS2
stS := 2
else if advS3
stS := 3
if stS >= 3 and ta.crossover(ma5, ma60)
stS := 2
if stS >= 2 and ta.crossover(ma5, ma30)
stS := math.min(stS, 1)
if stS >= 1 and ta.crossover(ma5, ma10)
stS := 0
stS_bar0 := na
if stS > 0 and not na(stS_bar0) and (bar_index - stS_bar0 > seqMaxBars)
stS := 0
stS_bar0 := na
short_early_raw = (stS_prev == 1 and stS == 2)
short_full_raw = (stS_prev == 2 and stS == 3)
// ===== 冷静期与同根重入控制（先平后开） =====
var int coolUntil = na
var bool closedThisBar = false
closedThisBar := false
if strategy.position_size > 0 and (useIntrabarExit ? close <= ma30 : close[1] <= ma30[1])
strategy.close_all(comment="触及MA30平多")
coolUntil := bar_index + cooldownBars
closedThisBar := true
if strategy.position_size < 0 and (useIntrabarExit ? close >= ma30 : close[1] >= ma30[1])
strategy.close_all(comment="触及MA30平空")
coolUntil := bar_index + cooldownBars
closedThisBar := true
canEnter = (na(coolUntil) or bar_index > coolUntil) and not closedThisBar
// ===== 最终信号（仅低波动过滤 + 冷静期） =====
long_early = long_early_raw and vol_ok and canEnter
long_full = long_full_raw and vol_ok and canEnter
short_early= useShort and short_early_raw and vol_ok and canEnter
short_full = useShort and short_full_raw and vol_ok and canEnter
// ===== 执行：多头 =====
if long_early and strategy.position_size <= 0
strategy.entry("LONG", strategy.long)
if long_full
if strategy.position_size <= 0
strategy.entry("LONG", strategy.long)
else if addOnFull
strategy.entry("LONG+", strategy.long, qty=addQtyPct)
// ===== 执行：空头 =====
if short_early and strategy.position_size >= 0
strategy.entry("SHORT", strategy.short)
if short_full
if strategy.position_size >= 0
strategy.entry("SHORT", strategy.short)
else if addOnFull
strategy.entry("SHORT+", strategy.short, qty=addQtyPct)
// ===== 提醒 =====
alertcondition(long_early, "多头2/3先入", "MA5 依次上穿 MA10 与 MA30")
alertcondition(long_full, "多头3/3确认", "MA5 上穿 MA60（可加仓）")
alertcondition(short_early,"空头2/3先入", "MA5 依次下穿 MA10 与 MA30")
alertcondition(short_full, "空头3/3确认", "MA5 下穿 MA60（可加仓）")
alertcondition(close <= ma30, "平多", "收盘≤MA30")
alertcondition(close >= ma30, "平空", "收盘≥MA30")
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