添加老的策略

2025-09-28 11:48:03 +08:00
parent b40f4ceafc
commit 7f64ca2528
21 changed files with 3166 additions and 0 deletions
@@ -0,0 +1,190 @@
+//@version=6
+strategy("4均线开口策略", shorttitle="EMA4线", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, calc_on_every_tick=true)
+
+// 输入参数
+ema1_length = input.int(5, "EMA1周期", minval=1)
+ema2_length = input.int(10, "EMA2周期", minval=1)
+ema3_length = input.int(26, "EMA3周期", minval=1)
+ema4_length = input.int(52, "EMA4周期", minval=1)
+
+// 开口阈值设置
+opening_threshold = input.float(0.5, "开口阈值(%)", minval=0.1, maxval=5.0) / 100
+
+// 交易频率控制
+min_bars_between_trades = input.int(10, "最小交易间隔(K线数)", minval=1, maxval=100)
+min_price_change = input.float(0.2, "最小价格变化(%)", minval=0.1, maxval=2.0) / 100
+
+// 均线收束参数
+max_ema_spread = input.float(0.8, "均线最大间距(%)", minval=0.1, maxval=2.0) / 100  // 均线间最大距离
+convergence_periods = input.int(2, "收束确认周期", minval=1, maxval=10)  // 收束状态持续周期
+
+// 显示设置
+show_signals = input.bool(true, "显示信号")
+show_ema_lines = input.bool(true, "显示EMA线")
+
+// 计算EMA
+ema1 = ta.ema(close, ema1_length)
+ema2 = ta.ema(close, ema2_length)
+ema3 = ta.ema(close, ema3_length)
+ema4 = ta.ema(close, ema4_length)
+
+// 显示EMA线
+plot(show_ema_lines ? ema1 : na, "EMA快线", color=color.red, linewidth=2)
+plot(show_ema_lines ? ema2 : na, "EMA中线", color=color.orange, linewidth=2)
+plot(show_ema_lines ? ema3 : na, "EMA慢线", color=color.blue, linewidth=2)
+plot(show_ema_lines ? ema4 : na, "EMA超慢线", color=color.purple, linewidth=2)
+
+// 计算均线间距
+max_ema = math.max(math.max(ema1, ema2), math.max(ema3, ema4))
+min_ema = math.min(math.min(ema1, ema2), math.min(ema3, ema4))
+ema_range = (max_ema - min_ema) / close  // 所有均线的最大间距
+
+// 计算均线开口程度（使用相对距离）
+ema_spread = math.abs(ema1 - ema4) / close
+opening_magnitude = ema_spread
+
+// 检测均线收束状态（所有均线距离很近）
+emas_converged = ema_range <= max_ema_spread
+emas_converged_prev = ema_range[1] <= max_ema_spread
+
+// 简化的收束状态检测
+was_converged = emas_converged[1] or emas_converged[2]  // 前1-2根K线有收束状态即可
+
+// 检测均线排列状态
+// 多头排列：EMA1 > EMA2 > EMA3 > EMA4
+bull_alignment_now = ema1 > ema2 and ema2 > ema3 and ema3 > ema4
+bull_alignment = bull_alignment_now and bull_alignment_now[1] and bull_alignment_now[2]  // 至少持续3个K线
+
+// 空头排列：EMA1 < EMA2 < EMA3 < EMA4  
+bear_alignment_now = ema1 < ema2 and ema2 < ema3 and ema3 < ema4
+bear_alignment = bear_alignment_now and bear_alignment_now[1] and bear_alignment_now[2]  // 至少持续3个K线
+
+// 检测均线同向趋势（通过斜率判断）
+ema1_rising = ema1 > ema1[1]
+ema2_rising = ema2 > ema2[1]
+ema3_rising = ema3 > ema3[1]
+ema4_rising = ema4 > ema4[1]
+
+ema1_falling = ema1 < ema1[1]
+ema2_falling = ema2 < ema2[1]
+ema3_falling = ema3 < ema3[1]
+ema4_falling = ema4 < ema4[1]
+
+// 同向上升趋势
+all_rising = ema1_rising and ema2_rising and ema3_rising and ema4_rising
+// 同向下降趋势
+all_falling = ema1_falling and ema2_falling and ema3_falling and ema4_falling
+
+// 交易频率控制变量
+var int last_trade_bar = 0
+var float last_trade_price = 0.0
+var int last_signal_bar = 0
+
+// 价格过滤条件
+price_above_ema60 = close > ema4  // 价格在EMA60上方
+price_below_ema60 = close < ema4  // 价格在EMA60下方
+
+// 交易间隔和价格变化检查
+bars_since_last_trade = bar_index - last_trade_bar
+sufficient_time_gap = bars_since_last_trade >= min_bars_between_trades
+sufficient_price_change = last_trade_price == 0.0 or math.abs(close - last_trade_price) / last_trade_price >= min_price_change
+
+// 检测均线开始发散（从收束状态开始向同一方向移动）
+starting_divergence_up = was_converged and all_rising and not emas_converged  // 从收束开始向上发散
+starting_divergence_down = was_converged and all_falling and not emas_converged  // 从收束开始向下发散
+
+// 买入条件：均线从收束开始发散 + 价格过滤 + 频率控制
+buy_long_condition = starting_divergence_up and price_above_ema60 and sufficient_time_gap and sufficient_price_change
+buy_short_condition = starting_divergence_down and price_below_ema60 and sufficient_time_gap and sufficient_price_change
+buy_condition = buy_long_condition or buy_short_condition
+
+// 卖出条件：均线开口达到最大（这里用阈值判断）
+// 使用历史最大开口的相对比较
+var float max_opening = 0.0
+if opening_magnitude > max_opening
+    max_opening := opening_magnitude
+
+// 当开口超过阈值且达到近期高点时触发卖出
+sell_condition = opening_magnitude >= opening_threshold and opening_magnitude >= max_opening * 0.9
+
+// 重置最大开口（当开口显著收窄时）
+if opening_magnitude < max_opening * 0.3
+    max_opening := opening_magnitude
+
+// 执行交易
+if buy_long_condition and strategy.position_size == 0
+    strategy.entry("多头买入", strategy.long)
+    last_trade_bar := bar_index
+    last_trade_price := close
+
+if buy_short_condition and strategy.position_size == 0
+    strategy.entry("空头买入", strategy.short)
+    last_trade_bar := bar_index
+    last_trade_price := close
+
+if sell_condition and strategy.position_size != 0
+    if strategy.position_size > 0
+        strategy.close("多头买入", comment="多头平仓")
+    else
+        strategy.close("空头买入", comment="空头平仓")
+
+// 信号显示间隔控制
+signal_gap_ok = bar_index - last_signal_bar >= min_bars_between_trades
+
+// 显示信号 - 只在实际交易时显示
+if show_signals
+    if buy_long_condition and strategy.position_size == 0 and sufficient_time_gap and sufficient_price_change and signal_gap_ok
+        label.new(bar_index, low, "买多", color=color.green, style=label.style_label_up, size=size.normal)
+        last_signal_bar := bar_index
+    if buy_short_condition and strategy.position_size == 0 and sufficient_time_gap and sufficient_price_change and signal_gap_ok
+        label.new(bar_index, high, "买空", color=color.red, style=label.style_label_down, size=size.normal)
+        last_signal_bar := bar_index
+    if sell_condition and strategy.position_size != 0
+        label.new(bar_index, close, "平仓", color=color.yellow, style=label.style_label_left, size=size.normal)
+
+// 背景颜色指示
+bgcolor(emas_converged ? color.new(color.yellow, 95) : na, title="均线收束背景")
+bgcolor(starting_divergence_up ? color.new(color.green, 90) : na, title="向上发散背景")
+bgcolor(starting_divergence_down ? color.new(color.red, 90) : na, title="向下发散背景")
+
+// 信息表格
+if barstate.islast
+    var table info_table = table.new(position.top_right, 2, 12, bgcolor=color.white, border_width=1)
+    table.cell(info_table, 0, 0, "4EMA收束发散策略", text_color=color.black, bgcolor=color.gray)
+    table.cell(info_table, 1, 0, "", text_color=color.black, bgcolor=color.gray)
+    
+    table.cell(info_table, 0, 1, "均线间距", text_color=color.black)
+    table.cell(info_table, 1, 1, str.tostring(math.round(ema_range * 10000) / 100) + "%", text_color=color.black)
+    
+    table.cell(info_table, 0, 2, "收束阈值", text_color=color.black)
+    table.cell(info_table, 1, 2, str.tostring(math.round(max_ema_spread * 10000) / 100) + "%", text_color=color.black)
+    
+    table.cell(info_table, 0, 3, "当前收束", text_color=color.black)
+    table.cell(info_table, 1, 3, emas_converged ? "是" : "否", text_color=color.black)
+    
+    table.cell(info_table, 0, 4, "之前收束", text_color=color.black)
+    table.cell(info_table, 1, 4, was_converged ? "是" : "否", text_color=color.black)
+    
+    table.cell(info_table, 0, 5, "趋势方向", text_color=color.black)
+    table.cell(info_table, 1, 5, all_rising ? "同向上" : all_falling ? "同向下" : "分歧", text_color=color.black)
+    
+    table.cell(info_table, 0, 6, "发散检测", text_color=color.black)
+    divergence_text = starting_divergence_up ? "向上发散" : starting_divergence_down ? "向下发散" : "无发散"
+    table.cell(info_table, 1, 6, divergence_text, text_color=color.black)
+    
+    table.cell(info_table, 0, 7, "价格位置", text_color=color.black)
+    price_position = price_above_ema60 ? "EMA52上方" : price_below_ema60 ? "EMA52下方" : "EMA52附近"
+    table.cell(info_table, 1, 7, price_position, text_color=color.black)
+    
+    table.cell(info_table, 0, 8, "时间间隔", text_color=color.black)
+    table.cell(info_table, 1, 8, sufficient_time_gap ? "满足" : "不足", text_color=color.black)
+    
+    table.cell(info_table, 0, 9, "价格变化", text_color=color.black)
+    table.cell(info_table, 1, 9, sufficient_price_change ? "满足" : "不足", text_color=color.black)
+    
+    table.cell(info_table, 0, 10, "买多条件", text_color=color.black)
+    table.cell(info_table, 1, 10, buy_long_condition ? "满足" : "不满足", text_color=color.black)
+    
+    table.cell(info_table, 0, 11, "仓位状态", text_color=color.black)
+    position_text = strategy.position_size > 0 ? "多头" : strategy.position_size < 0 ? "空头" : "空仓"
+    table.cell(info_table, 1, 11, position_text, text_color=color.black)