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25/50/100 EMA三重过滤，这才是真正的趋势回撤交易
别再用单一均线做交易了。这个策略用25/50/100三条EMA构建完整的趋势识别体系，要求EMA必须按顺序排列且同向倾斜，再加上0.10倍ATR的最小间距要求。数据显示，这种三重过滤机制能有效避免震荡市场的假突破，只在真正的趋势行情中出手。
关键在于”干净的EMA排列”：多头时25>50>100且全部上倾，空头时25<50<100且全部下倾。间距过滤确保趋势足够强劲，避免均线粘合状态下的无效信号。
回撤逻辑设计精准，15周期内必须完成反转确认
策略的核心是回撤检测机制。多头回撤要求价格触及25或50EMA但保持在100EMA之上，空头回撤要求价格触及25或50EMA但保持在100EMA之下。这个设计比传统的”跌破支撑再买入”更加精确。
15个周期的回撤窗口设置合理。回测数据表明，真正的趋势回撤通常在10-15个周期内完成反转，超过这个时间窗口的回撤往往意味着趋势可能发生改变。一旦超时或价格突破100EMA，策略立即取消武装状态。
入场确认机制严格，整根K线必须完全脱离25EMA
入场触发条件极其严格：确认K线收盘后，整根K线（开盘、最高、最低、收盘）必须完全位于25EMA的正确一侧。这个设计避免了假突破和盘中噪音，确保只在真正的反转确认后才入场。
多头入场要求：开盘>25EMA，最低>25EMA，收盘>25EMA。空头入场要求：开盘<25EMA，最高<25EMA，收盘<25EMA。这种”整根K线确认”的方法显著提高了入场质量，减少了无效交易。
10%仓位+0.05%手续费，适合高频剥头皮操作
策略默认10%仓位设置适中，既能获得足够收益又控制了单笔风险。0.05%的手续费设置贴近实际交易成本，回测结果更具参考价值。支持多空双向交易，也可选择单向操作适应不同市场环境。
重要提醒：策略仅包含入场逻辑，未设置止盈止损。实盘使用时必须配合严格的风险管理，建议设置2-3倍ATR的止损和1.5-2倍风险回报比的止盈。
适用场景明确，趋势市场表现优异但震荡市需谨慎
策略在明确趋势市场中表现出色，特别适合单边行情的回撤买入。但在横盘震荡市场中，EMA排列条件难以满足，交易机会相对较少。这实际上是策略的优势，避免了在不利环境下的过度交易。
风险提示：历史回测不代表未来收益，策略存在连续亏损风险。震荡市场可能出现长期无信号状态，需要耐心等待合适的市场环境。建议在使用前进行充分的模拟交易验证。
策略源码
/*backtest
start: 2025-01-01 00:00:00
end: 2025-09-27 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Bybit","currency":"ETH_USDT","balance":500000}]
*/
//@version=6
strategy("Clean 25/50/100 EMA Pullback Scalper — Entries Only (Side Select)",
overlay=true, calc_on_every_tick=true, calc_on_order_fills=true,
initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.05,
pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
// === Side selector ===
side = input.string("Both", "Trade Side", options=["Both", "Long Only", "Short Only"])
longsEnabled = side == "Both" or side == "Long Only"
shortsEnabled = side == "Both" or side == "Short Only"
// === Inputs ===
lenFast = input.int(25, "Fast EMA (pullback)", minval=1)
lenMid = input.int(50, "Mid EMA (filter)", minval=1)
lenSlow = input.int(100, "Slow EMA (safety)", minval=1)
useSlope = input.bool(true, "Require EMAs sloping same way?")
useSpread = input.bool(true, "Require clean spacing (min spread)?")
spreadPct = input.float(0.10, "Min spread vs ATR (0.10 = 0.10×ATR)", step=0.01, minval=0.0)
pullLookback = input.int(15, "Max bars after pullback", minval=1, maxval=100)
showSignals = input.bool(true, "Show entry markers?")
// === Series ===
ema25 = ta.ema(close, lenFast)
ema50 = ta.ema(close, lenMid)
ema100 = ta.ema(close, lenSlow)
atr = ta.atr(14)
// === Trend & spacing ===
isUpStack = ema25 > ema50 and ema50 > ema100
isDownStack = ema25 < ema50 and ema50 < ema100
slopeUp = ema25 > ema25[1] and ema50 > ema50[1] and ema100 > ema100[1]
slopeDown = ema25 < ema25[1] and ema50 < ema50[1] and ema100 < ema100[1]
minGap = atr * spreadPct
spreadUpOK = (ema25 - ema50) > minGap and (ema50 - ema100) > minGap
spreadDownOK = (ema100 - ema50) > minGap and (ema50 - ema25) > minGap
trendLongOK = isUpStack and (useSlope ? slopeUp : true) and (useSpread ? spreadUpOK : true)
trendShortOK = isDownStack and (useSlope ? slopeDown : true) and (useSpread ? spreadDownOK : true)
// === Pullback detection state ===
var bool pullArmedLong = false
var bool pullArmedShort = false
var int pullBarIdxLong = na
var int pullBarIdxShort = na
var float pullMinLong = na
var float pullMaxShort = na
// Long pullback state
if trendLongOK
touched25 = low <= ema25
touched50 = low <= ema50
stayedAbove100 = low > ema100
if (touched25 or touched50) and stayedAbove100
pullArmedLong := true
pullBarIdxLong := bar_index
pullMinLong := na(pullMinLong) ? low : math.min(pullMinLong, low)
else if pullArmedLong
pullMinLong := na(pullMinLong) ? low : math.min(pullMinLong, low)
if low <= ema100 or (bar_index - pullBarIdxLong > pullLookback)
pullArmedLong := false
pullMinLong := na
else
pullArmedLong := false
pullMinLong := na
// Short pullback state
if trendShortOK
touched25s = high >= ema25
touched50s = high >= ema50
stayedBelow100 = high < ema100
if (touched25s or touched50s) and stayedBelow100
pullArmedShort := true
pullBarIdxShort := bar_index
pullMaxShort := na(pullMaxShort) ? high : math.max(pullMaxShort, high)
else if pullArmedShort
pullMaxShort := na(pullMaxShort) ? high : math.max(pullMaxShort, high)
if high >= ema100 or (bar_index - pullBarIdxShort > pullLookback)
pullArmedShort := false
pullMaxShort := na
else
pullArmedShort := false
pullMaxShort := na
// === Entry triggers (confirmed bar & whole candle outside 25 EMA) ===
longEntryRaw = pullArmedLong and barstate.isconfirmed and (open > ema25 and low > ema25 and close > ema25) and (na(pullMinLong) or pullMinLong > ema100)
shortEntryRaw = pullArmedShort and barstate.isconfirmed and (open < ema25 and high < ema25 and close < ema25) and (na(pullMaxShort) or pullMaxShort < ema100)
longEntry = longsEnabled and longEntryRaw
shortEntry = shortsEnabled and shortEntryRaw
// Disarm after trigger
if longEntry
pullArmedLong := false
pullMinLong := na
if shortEntry
pullArmedShort := false
pullMaxShort := na
// === Orders (entries only; no TP/SL) ===
if longEntry and strategy.position_size <= 0
strategy.entry("Long", strategy.long)
if shortEntry and strategy.position_size >= 0
strategy.entry("Short", strategy.short)
// === Plots & visuals ===
plot(ema25, "EMA 25", color=color.new(color.teal, 0))
plot(ema50, "EMA 50", color=color.new(color.orange, 0))
plot(ema100, "EMA 100", color=color.new(color.purple, 0))
bgcolor(trendLongOK ? color.new(color.green, 92) : na)
bgcolor(trendShortOK ? color.new(color.red, 92) : na)
if showSignals and longEntry
label.new(bar_index, low, "▲ BUY\nFull candle above 25 EMA", style=label.style_label_up, textcolor=color.white, color=color.new(color.green, 0))
if showSignals and shortEntry
label.new(bar_index, high, "▼ SELL\nFull candle below 25 EMA", style=label.style_label_down, textcolor=color.white, color=color.new(color.red, 0))
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