ianzeng123
🎯 这个策略到底在玩什么？
你知道吗？这个策略就像是在股市里玩”躲猫猫”游戏！📈 当市场出现”内包日”（就是今天的波动完全被昨天包住），就像是市场在憋大招，准备来个大爆发！
划重点！这个策略专门捕捉那些”憋不住”的突破时刻，特别是在周一、周四、周五这些”黄金交易日”出手。
🔍 策略的核心逻辑超简单
想象一下，市场就像一个被压缩的弹簧： - 昨天是个”内包日”（完全被前天包住） - 前天还是个大阳线（多头很兴奋） - 今天开盘价要低于关键阻力位
当价格突破过去3个周期的最高点时，就像弹簧被释放一样，策略立刻入场做多！🚀
💡 风险控制：两道保险锁
第一道锁：固定止损 可以选择点数止损或百分比止损，就像给自己设个”亏损上限”，绝不贪心！
第二道锁：FPO退出法则 这是最聪明的地方！一旦某天开盘就盈利了，立刻获利了结。这就像”见好就收”的智慧，不等市场反悔！✨
🎪 为什么选择特定交易日？
策略只在周一、周四、周五交易，这可不是随便选的！这些日子通常是： - 周一：新一周的方向确立 - 周四：重要数据发布日 - 周五：资金调仓日
避开周二周三这些”平淡日”，专挑有故事的日子出手！
🌟 这个策略适合谁？
如果你是那种喜欢”快进快出”、不想整天盯盘的交易者，这个策略简直是为你量身定制的！它有明确的入场信号、清晰的止损规则，还有聪明的获利退出机制。
记住：市场就像弹簧，压得越紧，弹得越高！🎯
策略源码
/*backtest
start: 2025-01-01 00:00:00
end: 2025-10-09 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BNB_USDT","balance":500000}]
*/
//@version=5
strategy("Larry Williams Bonus Track Pattern", overlay=true)
//──────────────────────────────────
// Inputs
//──────────────────────────────────
useDayFilter = input.bool(true, "Trade only Mon/Thu/Fri")
sl_type = input.string("Points", "Stop Loss Type", options=["Points","Percent"])
sl_value = input.float(1.0, "Stop Loss Value (points or %)", step=0.1, minval=0.0)
debugPlot = input.bool(false, "Show Levels")
//──────────────────────────────────
// DAILY SERIES for SIGNAL
//──────────────────────────────────
hD = request.security(syminfo.tickerid, "D", high, lookahead=barmerge.lookahead_off)
lD = request.security(syminfo.tickerid, "D", low, lookahead=barmerge.lookahead_off)
oD = request.security(syminfo.tickerid, "D", open, lookahead=barmerge.lookahead_off)
cD = request.security(syminfo.tickerid, "D", close, lookahead=barmerge.lookahead_off)
// Inside bar (yesterday) and prior bar (two days ago) is bullish
inside_prev = hD[1] < hD[2] and lD[1] > lD[2]
prev_of_inside_bull = cD[2] > oD[2]
// Relevant highs: inside (t-1) + two prior bars (t-2, t-3)
inside_high = hD[1]
max_pre_inside_two = math.max(hD[2], hD[3])
entry_stop_price = math.max(inside_high, max_pre_inside_two) // highest of the last 3 bars
//──────────────────────────────────
// DAILY LOGIC (first bar of the day)
//──────────────────────────────────
isNewDay = ta.change(time("D")) // true on the FIRST bar of each day
dayOpen = open // real daily open
dow = dayofweek // day of week (works intraday)
passDay = not useDayFilter or (dow == dayofweek.monday or dow == dayofweek.thursday or dow == dayofweek.friday)
open_ok = dayOpen < inside_high and dayOpen < max_pre_inside_two
// Valid setup ONLY for the day immediately after the inside bar
longSetupToday = isNewDay and passDay and inside_prev and prev_of_inside_bull and open_ok
//──────────────────────────────────
// Helper function to create a “day identifier” as a numeric value
//──────────────────────────────────
getDayId() =>
year(time) * 10000 + month(time) * 100 + dayofmonth(time)
//──────────────────────────────────
// Pending order management / exact entry the day after inside bar
//──────────────────────────────────
var float entryPrice = na
var int entryDayId = na
if isNewDay
// Cancel any pending stop from the previous day (TIF: 1 day)
strategy.cancel("LE")
// If today is the next day after inside and open is valid:
if longSetupToday and strategy.position_size == 0
if dayOpen >= entry_stop_price
// Gap above stop → enter at MARKET on today’s open
strategy.entry("LE", strategy.long)
else
// No gap → place a STOP valid only for today
strategy.entry("LE", strategy.long, stop=entry_stop_price)
// Record the entry day when position opens
enteredNow = strategy.position_size > 0 and strategy.position_size[1] == 0
if enteredNow
entryPrice := strategy.position_avg_price
entryDayId := getDayId()
//──────────────────────────────────
// Fixed Stop Loss
//──────────────────────────────────
if strategy.position_size > 0
avg = strategy.position_avg_price
sl_price = sl_type == "Points" ? (avg - sl_value) : (avg * (1.0 - sl_value/100.0))
strategy.exit(id="SL", from_entry="LE", stop=sl_price)
else
strategy.cancel("SL")
//──────────────────────────────────
// FPO: Close on the FIRST profitable open AFTER entry day
// (never on the same day)
//──────────────────────────────────
if isNewDay and strategy.position_size > 0 and not na(entryDayId)
if getDayId() > entryDayId and dayOpen > strategy.position_avg_price
strategy.close("LE", comment="FPO")
//──────────────────────────────────
// Optional Plots
//──────────────────────────────────
plot(debugPlot ? inside_high : na, "Inside High (D-1)")
plot(debugPlot ? max_pre_inside_two : na, "High (D-2/D-3)")
plot(debugPlot ? entry_stop_price : na, "Entry (max of last 3 highs)", linewidth=2)
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