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Quant Trading Zero Lag Trend Signals (MTF) Strategy🧠 Strategy Overview The Quant Trading Zero Lag Trend Signals (MTF) Strategy is a high-precision, multi-timeframe trend-following system designed for traders seeking early trend entries and intelligent exits. Built around ZLEMA-based signal detection, it includes dynamic risk management features and is optimized for automation via the Quant Trading Strategy Optimizer Chrome extension. Based on the original Zero Lag Trend Signals (MTF) from AlgoAlpha. Based on popular request, I am including more documentation related to the strategy. 🔍 Key Components 1️⃣ ZLEMA Trend Engine ZLEMA (Zero-Lag EMA) forms the foundation of the trend signal system. Detects bullish and bearish momentum by analyzing price action crossing custom ZLEMA bands. Optional confirmation using 5-bar ZLEMA slope filters (up/down trends) ensures high-conviction entries. 2️⃣ Volatility-Based Signal Bands Dynamic bands are calculated using ATR (volatility) stretched over 3× period length. These bands define entry zones (outside the bands) and trend strength. Price crossing above/below the bands triggers trend change detection. 3️⃣ Entry Logic Primary long entries occur when price crosses above the upper ZLEMA band. Short entries (optional) trigger on downside cross under the lower band. Re-entry logic allows continuation trades during strong trends. Filters include date range, ZLEMA confirmation, and previous position state. 4️⃣ Exit Logic & Risk Management Supports multiple customizable exit mechanisms: 🔺 Stop-Loss & Take-Profit ATR-Based SL/TP: Uses ATR multipliers to dynamically set levels based on volatility. Fixed Risk-Reward TP: Targets profit based on predefined RR ratios. Break-Even Logic: Automatically moves SL to entry once a threshold RR is hit. EMA Exit: Optional trailing exit based on price vs. short EMA. 🔀 Trailing Stop Follows price action using a trailing ATR-based buffer that tightens with trend movement. 🔁 Trend-Based Exit Automatically closes positions when the detected trend reverses. 5️⃣ Multi-Option Trade Filtering Enable/disable short trades, ZLEMA confirmations, re-entries, etc. Time-based backtesting filters for isolating performance within custom periods. 6️⃣ Visual Feedback & Annotations Trend shading overlays: Green for bullish, red for bearish zones. Up/Down triangle markers show when ZLEMA is rising/falling for 5 bars. Stop-loss, TP, trailing lines drawn dynamically on the chart. Floating stats table displays live performance (PnL, win %, GOA, drawdown, etc.). Trade log labels annotate closed trades with entry/exit, duration, and reason. 7️⃣ CSV Export Integration Seamless export of trade data including: Entry/exit prices Bars held Encoded exit reasons Enables post-processing or integration with external optimizers. ⚙️ Configurable Parameters All key elements are customizable: Entry band length and multiplier ATR lengths, multipliers, TP/SL, trailing stop, break-even Profit target RR ratio Toggle switches for confirmations, trade types, and exit methods 🚀 Optimizer-Ready This strategy was built for advanced backtesting automation: 100% compatible with the Quant Trading Strategy Optimizer Chrome Extension Supports parameter sweeps, multi-symbol, and multi-timeframe optimization
Pine Script® stratejisi
Quant_Trading_Pro tarafından
2
Syntropy Accumulation SystemThe Syntropy Accumulation System is a sophisticated, multi-timeframe algorithmic trading strategy meticulously designed to identify and capitalize on unique market inefficiencies. This system operates by intelligently combining insights from foundational price action patterns with dynamic volume and price flow analysis, providing a nuanced perspective on market sentiment and potential accumulation zones. How the System Works: At its core, the Syntropy Accumulation System employs a robust dual-confirmation approach. It leverages a "Pattern Genesis" module that scrutinizes higher timeframe price data to detect specific structural formations indicative of potential reversals or strong underlying accumulation. This module is designed to filter out noise and identify only the most compelling price symmetries. Concurrently, a "Flux Anomaly" module analyzes a combination of price and volume behavior across different timeframes to detect divergences and shifts in market momentum. This component is crucial for confirming the strength and authenticity of the signals generated by the Pattern Genesis, ensuring that entries are aligned with genuine shifts in supply and demand rather than fleeting fluctuations. When both the "Pattern Genesis" and "Flux Anomaly" modules align, the system generates a high-conviction "Double Entry" signal, aiming for optimal positioning. Beyond initial entries, the Syntropy Accumulation System incorporates advanced "Reentry" logic. This adaptive mechanism is designed to identify opportunistic re-entry points after initial long positions, specifically looking for specific price retracements and wick patterns that suggest renewed buying interest or a "retest" of critical levels. This allows for strategic scaling into positions, enhancing capital efficiency. The strategy also includes a customizable profit-taking mechanism, allowing users to define their desired profit targets. The integrated performance dashboard provides real-time insights into trade statistics, including closed and open P&L, average entry prices, and invested capital, enabling comprehensive analysis of the system's performance.
Pine Script® stratejisi
ctfnoe tarafından
InterStellarIntroducing the "InterStellar" Strategy: Conquer the Markets with Multi-Timeframe Precision Prepare to navigate the financial cosmos with the InterStellar strategy, a sophisticated Pine Script creation for TradingView that fuses multi-timeframe trend analysis with precise moving average crossover signals. Designed for traders seeking high-confidence entries, InterStellar aligns signals across multiple timeframes to ensure trades are executed in sync with the broader market trend. With robust risk management and customizable parameters, this strategy is your launchpad to disciplined, high-impact trading. Why "InterStellar" Shines InterStellar is a stellar blend of multi-timeframe trend confirmation and classic MA crossover logic, delivering a robust system that excels across diverse market conditions. Here’s what sets it apart: Multi-Timeframe Trend Alignment: Evaluates trends across 1m, 5m, 15m, 30m, 1h, 4h, and daily timeframes, requiring at least 4 out of 7 timeframes to align for trade entries, minimizing false signals. MA Crossover Precision: Leverages fast and slow moving averages (default: 9 and 21 periods, EMA or SMA) to detect bullish and bearish crossovers on the current chart for timely trade execution. Robust Risk Management: Configurable take-profit, stop-loss, maximum positions, commission, and slippage inputs ensure disciplined trading and capital protection. Visual Clarity: Features a sleek table displaying trend status (Bullish 🚀, Bearish 🐻, or Neutral) across all timeframes, with clear buy/sell signals plotted on the chart. Flexible Customization: Inputs for MA periods, MA type, and risk parameters allow traders to tailor the strategy to their unique style. How It Works InterStellar generates trade signals by calculating fast and slow moving averages on the current chart, triggering entries on crossovers. These signals are filtered by a multi-timeframe trend consensus, requiring at least 4 timeframes to confirm a bullish or bearish trend. Key mechanics include: Long Entries: Initiated when the fast MA crosses above the slow MA and at least 4 timeframes are bullish. Short Entries: Triggered when the fast MA crosses below the slow MA and at least 4 timeframes are bearish. Position Management: Closes opposing positions if profitable, limits open positions, and sets dynamic take-profit and stop-loss levels scaled to the symbol’s tick size. Visualization: A real-time trend table and ATR-adjusted buy/sell signals provide clear, actionable insights. Why Collaborate on InterStellar? InterStellar is a foundation for innovation, and I’m eager to team up with traders, developers, and market enthusiasts to propel it further. Whether you’re optimizing timeframe weights, integrating new indicators, or backtesting across markets, your expertise can make InterStellar a market-dominating force. Potential collaboration areas: Adding volume or momentum filters for enhanced signal accuracy. Incorporating machine learning for predictive signal optimization. Testing performance across forex, stocks, or crypto. Developing a real-time performance dashboard. Join the Cosmic Journey If InterStellar sparks your interest and you’re ready to help refine this powerful strategy, let’s connect! Email me at or reach out via TradingView. Together, we can chart the stars and build a trading system that’s out of this world.
Pine Script® stratejisi
Royvivasi tarafından
InceptionAre you ready to explore a cutting-edge trading strategy that defies conventional market logic and harnesses the power of adaptive technical analysis? Introducing Inception, a meticulously crafted Pine Script strategy designed for TradingView that combines reversed trend logic, dynamic timeframe adaptability, and multi-indicator signal synthesis to unlock profitable opportunities across diverse market conditions. This strategy is engineered to empower traders with precision, flexibility, and robust risk management, making it a game-changer for both novice and seasoned traders. Why "Inception" Stands Out The Inception strategy is not your average trading system. It leverages a unique reversed trend logic, where bearish signals trigger long entries and bullish signals prompt short entries, challenging traditional market assumptions to capture counterintuitive opportunities. By integrating adaptive technical indicators, custom signal calculations, and stringent entry/exit conditions, Inception ensures trades are executed with surgical precision. Here’s what makes it exceptional: Dynamic Timeframe Adaptation: Inception adjusts its parameters based on the chart’s timeframe (low, medium, or high), optimizing indicator periods for RSI, MACD, EMAs, and Bollinger Bands to suit intraday, swing, or long-term trading. Reversed Signal Logic: By flipping conventional trend signals, Inception capitalizes on market reversals, using bearish conditions to enter long positions and bullish conditions for short positions, supported by a 0-5 signal strength scale. Multi-Indicator Synergy: Combines RSI, MACD, EMAs, Bollinger Bands, volume analysis, and momentum indicators to create a robust signal framework, ensuring high-confidence trade entries. Custom Signal Calculations: Proprietary signals (signal1 to signal4) incorporate current and previous candle data, weighted into a composite signal (sig) for enhanced decision-making. Risk Management: Configurable take-profit (80,000 pips), stop-loss (8,000 pips), maximum positions (2), commission, and slippage inputs ensure disciplined trading and capital protection. Visual Clarity: Clear buy and sell signals are plotted on the chart using ATR-adjusted labels, making it easy to identify trade opportunities at a glance. How It Works Inception’s core strength lies in its ability to synthesize multiple data points into actionable signals. It calculates a composite signal (sig) by weighing custom price-based signals, then validates them against reversed trend conditions and candlestick patterns. For example: Long Entries: Triggered by bearish conditions (e.g., close below EMA20, negative MACD momentum, or bearish candles) combined with custom signal thresholds. Short Entries: Initiated by bullish conditions (e.g., close above EMA20, positive MACD momentum, or bullish candles) with similar signal validation. Position Management: The strategy closes opposing positions when profitable and enforces a maximum position limit, while setting dynamic take-profit and stop-loss levels scaled to the symbol’s tick size. The result is a strategy that thrives in volatile markets, adapts to different timeframes, and maintains strict risk controls, making it ideal for forex, stocks, commodities, or crypto trading. Why Collaborate on Inception? Inception is a living project, and I’m excited to connect with traders, coders, and market enthusiasts who share a passion for innovative trading solutions. Whether you’re a Pine Script wizard, a backtesting guru, or a trader with insights to share, I’d love to collaborate to refine and enhance this strategy. Potential areas for collaboration include: Optimizing signal weights for specific asset classes. Integrating additional indicators or machine learning models. Backtesting and stress-testing across diverse markets. Developing a user-friendly interface for parameter tuning. Join the Journey If you’re intrigued by Inception’s potential and want to contribute to its evolution, let’s connect! Reach out via email at or message me directly on TradingView. Together, we can push the boundaries of algorithmic trading and turn Inception into a market-dominating force.
Pine Script® stratejisi
Royvivasi tarafından
1
Pullback Strategy SpcL Edition By Mr.NΑυτό είναι ένα προηγμένο strategy για crypto trading, σχεδιασμένο για scalping και intraday συναλλαγές. Περιλαμβάνει: • Λογική pullback εισόδου • Επιβεβαίωση τάσης με πολλαπλά timeframes (MTF) • Φίλτρα κινητών μέσων (Fast, Medium, Slow MA) • Φίλτρα όγκου και μεταβλητότητας (volume & ATR) • Δυναμικό και trailing Take Profit / Stop Loss • Ρεαλιστικός υπολογισμός θέσης με βάση leverage • Αυτόματα alerts συμβατά με WunderTrading bots This is a high-performance, invite-only strategy for crypto traders, optimized for short-term scalping and intraday entries. Developed by Mr.N after extensive backtesting, it includes: • Smart pullback entry logic • Multi-timeframe trend confirmation • Advanced MA filters (Fast, Medium, Slow) • Volume spike and ATR volatility filters • Dynamic & trailing SL/TP logic • Realistic leverage-based position sizing • Auto alerts for WunderTrading bots (JSON format) Access is only granted to verified subscribers. For access and support, contact:
Pine Script® stratejisi
MrN25 tarafından
Antony.N4A -MGC ORB Quartile Str v6.3 (Trial until 15/6/2025)🔷 Antony.N4A – MGC ORB Quartile Strategy v6.3 MGC ORB Quartile is a structured breakout strategy based on the Opening Range Breakout (ORB), enhanced with smart momentum and trend filters. It is designed for disciplined intraday execution and adaptable risk profiles. 🔹 Key Features: Opening Range Breakout (ORB): Automatically defines a breakout window (default: 09:30–09:45) and triggers entries when price breaks the high or low of that range. Standard Deviation Profit Targets: Supports SD0.5, SD1.0, SD1.5, and SD2.0 targets relative to the ORB range. EMA Filtering (200-period): Filters trades based on EMA direction and price position to validate breakout direction and avoid false entries. Range Filtering: Detects directional bias and volatility trends using smoothed range logic. Momentum Triggering: Validates breakout momentum and allows entries when directional momentum is positive and increasing. ⚙️ Trade Management Rules: Entry: Triggered at the close of a 5-minute candle confirming a breakout of the ORB range. Stop Loss: Defined by structural invalidation (quartile boundaries & mid-range buffers). Take Profit Strategy: 75% closed at SD1.0 level Remaining 25% trailed to further SD2 target ****SL is moved to breakeven after partial exit**** Execution Controls: *No pyramiding *No re-entries (cooldown enforced) 🔁 Trading Modes & Backtest Results: 1️⃣ Conservative Mode Strictest filters combine: EMA filtering + RG filter for trend + Momentum Triggering Excellent for clean-trend environments Backtest (7 months): ✅ Win Rate: 73% 🧾 Total Trades: 15 💵 Earnings: $2314 (11.57R, R=200) 📉 Max Red Days in a Row: 1 🟥 Max Drawdown: $196 2️⃣ Moderate Mode Balanced filter set combine: EMA filtering + RG filter for trend + Momentum Triggering Optimized for broader market adaptability Backtest (7 months): ✅ Win Rate: 72% 🧾 Total Trades: 32 💵 Earnings: $4373 (21.87R, R=200) 📉 Max Red Days in a Row: 3 🟥 Max Drawdown: $392 3️⃣ Aggressive Mode No EMA filtering – higher opportunity, higher risk Only RG filter for trend + Momentum Triggering Ideal for experienced traders in trending conditions Backtest (45 months): ✅ Win Rate: 64% 🧾 Total Trades: 45 💵 Earnings: $5126 (25.63R, R=200) 📉 Max Red Days in a Row: 4 🟥 Max Drawdown: $545 ⏳ Trial Limitation: This strategy version is active through June 15, 2025.
Pine Script® stratejisi
Antony_N4A tarafından
1
Antony.N4A -NQ ORB Quartile Str v6.3 (Trial until 15/6/2025)📈 Antony.N4A - NQ ORB Quartile Strategy v6.3 (Trial until 15/06/2025) A precision-engineered intraday breakout system built for the Nasdaq futures market, combining the Opening Range Breakout (ORB) logic with dynamic standard deviation targets, structural filters, and multi-layer risk management. 🧠 Key Features Opening Range Breakout (ORB): Automatically defines a breakout window (default: 09:30–09:45) and triggers entries when price breaks the high or low of that range. Standard Deviation Profit Targets: Supports SD0.5, SD1.0, SD1.5, and SD2.0 targets relative to the ORB range. EMA Filtering (200-period): Filters trades based on EMA direction and price position to validate breakout direction and avoid false entries. Range Filtering: Detects directional bias and volatility trends using smoothed range logic. Momentum Triggering: Validates breakout momentum and allows entries when directional momentum is positive and increasing. ⚙️ User Inputs ORB Settings: Timeframe, session, and timezone customization Entry Window: Define when trades are allowed to trigger Day Filters: Enable/disable trading by weekday SD Targets: Configure exit % and active levels (SD0.5 – SD2.0) EMA Filter & Sensitivity Cross Filter (Anti-chop logic) Range Filter Parameters Visual Toggles: ORB range, SD levels, EMA clouds 🎯 Trade Management Rules Entry: Triggered at the close of a 5-minute candle confirming a breakout of the ORB range. Stop Loss: Defined by structural invalidation (quartile boundaries & mid-range buffers). Take Profit Strategy: 75% closed at SD1.0 level Remaining 25% trailed to further SD2 target ****SL is moved to breakeven after partial exit**** Execution Controls: *No pyramiding *No re-entries (cooldown enforced) 🔧 Trading Modes ✅ Safe Mode EMA Filter: Enabled EMA Sensitivity: 19 Range Filter: Disabled Ideal for conservative setups and reduced noise environments 🔥 Aggressive Mode EMA Filter: Enabled EMA Sensitivity: 5 Range Filter: Disabled Suited for high-frequency setups and faster breakouts 📊 Backtest Performance (7-Month Sample) Safe Mode: Win Rate: 66% Total Trades: 29 Net PnL: +21.79R (~$4,357 with R = $200) Max Red Days: 3 Max Drawdown: -$663 Best Month: +9R, Worst Month: -2R Aggressive Mode: Win Rate: 63% Total Trades: 52 Net PnL: +30R (~$6,080) Max Red Days: 6 Max Drawdown: -$1,357 Best Month: +12R, Worst Month: -3.2R 🔒 Trial Mode Notice This script is in trial mode and will only trigger new entries until June 15th, 2025. After this date, entries are disabled, and a "⛔ Trial expired" label is shown on your chart. 👨‍💻 Developed by Antony.N4A This tool is crafted for strategic intraday traders, system developers, and backtesters. For full version access, customization, or licensing options, contact the developer directly. 📆 Trial Ends: June 15th, 2025 📈 Fully backtestable, clean logic, adjustable filters, and visual clarity.
Pine Script® stratejisi
Antony_N4A tarafından
1
STOBV-X v5: OBV Norm Signal Line Cross By momentumtradeThis strategy utilizes an adaptive momentum model based on OBV (On-Balance Volume) normalized by ATR to detect volume-driven market shifts. It eliminates fixed thresholding and instead uses signal line crossovers for cleaner and responsive trade entries. 🔹 Core Logic: OBV Momentum is calculated by comparing cumulative volume shifts over a user-defined period. The momentum is then normalized by ATR(26) × 100 for asset-agnostic scaling. A signal line (default EMA-9) is applied to the normalized OBV momentum. Entry signals occur when obv_norm crosses the signal line (crossover = Long, crossunder = Short). Exits are triggered by the opposite signal (opposite crossover). 🔹 Features: Clean cross-based entry logic, no static thresholds Adaptive to different volatility environments via ATR Includes alertcondition() for silent TradingView alerts without cluttering the chart Fully backtestable as a TradingView strategy script 🔹 Recommended Use: Best for spotting early momentum shifts driven by volume pressure, suitable for breakout or mean-reversion setups depending on confirmation filters.
Pine Script® stratejisi
pandasad1379 tarafından
Volume FIltered RSI Buy/Sell StrategyVolume Filtered RSI Buy/Sell Strategy Introduction This publication introduces the "Volume Filtered RSI Buy/Sell Strategy," a systematic trading approach designed specifically for cryptocurrency markets. This strategy combines RSI momentum signals with volume confirmation and precise candle pattern recognition to identify high-probability entry points while filtering out weak signals. Overview The strategy implements a multi-layered filtering system that requires several conditions to align before entering a trade. By requiring RSI momentum shifts, significant volume, and strong candle patterns, the system aims to capture only the most reliable trade setups. Built-in risk management features provide automatic stop-loss and take-profit placement based on either ATR volatility or fixed percentage risk. Strategy Core Components: RSI Momentum Detection : Identifies transitions from oversold to bullish (for longs) and overbought to bearish (for shorts) Volume Confirmation : Ensures entries occur with above-average volume, filtering out low-liquidity signals Candle Pattern Analysis : Requires strong bullish/bearish candles where the body comprises at least 50% of the candle range Optional Supertrend Filter : Provides trend alignment confirmation across multiple timeframes Dynamic ATR Stop-Loss System : Adapts protection levels based on current market volatility Default Settings: RSI Parameters : 14-period length with 70/30 overbought/oversold levels Risk Management : 1.5 risk-reward ratio with option for ATR-based or fixed 0.5% stop-loss Commission : 0.055% per trade (realistic for major exchanges) Initial Capital : 100 USDT (realistic for average trader) Order Size : Recommended 20 USDT per trade (20% risk per trade) Entry Logic: The strategy creates a powerful filtering system by requiring all of the following conditions to align: Long Entry : RSI crosses above 30 from below + Strong bullish candle (body > 50% of range) + Volume > 14-period SMA Short Entry : RSI crosses below 70 from above + Strong bearish candle (body > 50% of range) + Volume > 14-period SMA Optional Trend Alignment : When enabled, entries must align with Supertrend direction Exit Methods: The strategy offers two comprehensive exit approaches: ATR-Based : Dynamically calculates stop-loss and take-profit levels based on current volatility (3.5x ATR multiplier) Fixed Percentage : Uses a consistent 0.5% stop-loss with take-profit set at 1.5x the risk distance Visualization : All entry points, stop-loss levels and take-profit targets are clearly displayed on the chart Why This Combination Works: The power of this strategy comes from its multi-confirmation approach: RSI identifies potential momentum shifts but can produce false signals in ranging markets Volume confirmation ensures trades are only taken when sufficient market interest exists Candle pattern requirements filter out weak reversals by demanding strong price action When combined, these three filters significantly reduce false signals while capturing strong momentum shifts Backtesting Results: When tested on BTCUSDT 5-minute chart with the default settings: Total trades: 53 (provides sufficient sample size) Profitable trades: 58.49% Profit factor: 1.472 Max drawdown: 3.01% Net profit: +6.52% Recommended Usage: Optimal Timeframe : 5-minute chart for BTCUSDT Trade Direction : Can be configured for Long-only, Short-only or Both directions Risk Management : The default settings risk approximately 1% per trade with the recommended 20 USDT order size on 100 USDT capital Indicator Mode : For those who prefer manual trade management, right-click on chart and disable "Trades On Chart" Customization Options: The strategy provides multiple parameters that can be adjusted to match different trading styles: RSI length and overbought/oversold levels ATR period for stop-loss calculation Risk-reward ratio Fixed stop-loss percentage Optional Supertrend filter with adjustable factor and period Disclaimer This strategy is shared for educational purposes only. The default parameters have been tested to provide a balance between win rate and profitability, but past performance does not guarantee future results. The commission setting (0.055%) reflects realistic exchange fees, and the recommended position sizing (20% of capital) is higher than traditional 1-2% but represents common practice in cryptocurrency trading. Users should thoroughly test any changes to parameters before trading real capital.
Pine Script® stratejisi
nioboi tarafından
BTC币本位MACD+RSI策略 (ADX过滤, Pine v6 Corrected Display)//@version=6 strategy("BTC币本位MACD+RSI策略 (ADX过滤, Pine v6 Corrected Display)", // 策略标题更新 overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, initial_capital=10000, commission_value=0.075, commission_type=strategy.commission.percent) // --- 用户输入 --- // 均线参数 string group_ma = "均线参数 (Moving Averages)" len_ema_short = input.int(21, title="短期EMA周期", group = group_ma, tooltip="默认21") len_ema_mid = input.int(55, title="中期EMA周期", group = group_ma, tooltip="默认55") len_ema_long = input.int(144, title="长期EMA周期", group = group_ma, tooltip="默认144") len_ema_ultra_long = input.int(233, title="超长EMA周期", group = group_ma, tooltip="默认233") // MACD参数 string group_macd = "MACD参数" macd_fast_len = input.int(12, title="快速EMA", group = group_macd, tooltip="默认12") macd_slow_len = input.int(26, title="慢速EMA", group = group_macd, tooltip="默认26") macd_signal_len = input.int(9, title="信号线SMA", group = group_macd, tooltip="默认9") // Stochastic RSI参数 string group_stoch_rsi = "Stochastic RSI参数" rsi_len_for_stoch = input.int(14, title="RSI周期 (用于StochRSI)", group = group_stoch_rsi, tooltip="默认14") stoch_rsi_len = input.int(14, title="Stoch周期 (用于StochRSI)", group = group_stoch_rsi, tooltip="Stochastic计算RSI高低值的周期, 默认14") stoch_k_smooth = input.int(3, title="%K平滑周期", group = group_stoch_rsi, tooltip="默认3") stoch_d_smooth = input.int(3, title="%D平滑周期", group = group_stoch_rsi, tooltip="默认3") // 趋势过滤器参数 string group_filter = "趋势过滤器 (Trend Filter)" adx_len = input.int(14, title="ADX周期", group = group_filter, tooltip="默认14") adx_threshold = input.float(20, title="ADX阈值", group = group_filter, tooltip="ADX大于此值时认为有趋势, 默认20") // --- 计算指标 --- // 均线 (Moving Averages) ema_short = ta.ema(close, len_ema_short) ema_mid = ta.ema(close, len_ema_mid) ema_long = ta.ema(close, len_ema_long) ema_ultra_long = ta.ema(close, len_ema_ultra_long) // MACD = ta.macd(close, macd_fast_len, macd_slow_len, macd_signal_len) // Stochastic RSI rsi_for_stoch_calc = ta.rsi(close, rsi_len_for_stoch) stoch_rsi_raw_k = ta.stoch(rsi_for_stoch_calc, rsi_for_stoch_calc, rsi_for_stoch_calc, stoch_rsi_len) stoch_rsi_k = ta.sma(stoch_rsi_raw_k, stoch_k_smooth) stoch_rsi_d = ta.sma(stoch_rsi_k, stoch_d_smooth) // ADX (Average Directional Index) = ta.dmi(adx_len, adx_len) is_trending_filter_active = adx_val > adx_threshold // --- 计算斜率 (Slopes) --- ema_short_slope_positive = ema_short > ema_short stoch_rsi_d_slope_positive = stoch_rsi_d > stoch_rsi_d // --- 开多条件 (Long Entry Conditions) --- cond_long_1_macd = ta.crossover(macdLine, signalLine) and macdLine > 0 cond_long_2_stoch_rsi_slope = stoch_rsi_d_slope_positive cond_long_3_ema_slope = ema_short_slope_positive openLongOriginal = cond_long_1_macd and cond_long_2_stoch_rsi_slope and cond_long_3_ema_slope openLongCondition = openLongOriginal and is_trending_filter_active // --- 平多条件 (Close Long Conditions) --- cond_close_long_1_macd_cross = ta.crossunder(macdLine, signalLine) cond_close_long_2_price_cross_ema = ta.crossunder(close, ema_short) closeLongCondition = cond_close_long_1_macd_cross or cond_close_long_2_price_cross_ema // --- 开空条件 (Short Entry Conditions) --- cond_short_1_stoch_rsi_d_slope_turn_neg = stoch_rsi_d >= stoch_rsi_d and stoch_rsi_d < stoch_rsi_d cond_short_2_stoch_rsi_d_over_80 = stoch_rsi_d > 80 cond_short_3_price_below_long_emas = close < ema_long or close < ema_ultra_long openShortOriginal = cond_short_1_stoch_rsi_d_slope_turn_neg and cond_short_2_stoch_rsi_d_over_80 and cond_short_3_price_below_long_emas openShortCondition = openShortOriginal and is_trending_filter_active // --- 平空条件 (Close Short Conditions) --- stoch_rsi_d_below_30 = stoch_rsi_d < 30 stoch_d_slope_prev_neg_or_zero = stoch_rsi_d <= stoch_rsi_d stoch_d_slope_curr_positive = stoch_rsi_d > stoch_rsi_d stoch_d_turns_positive_from_neg_or_zero = stoch_d_slope_prev_neg_or_zero and stoch_d_slope_curr_positive cond_close_short_stoch = stoch_rsi_d_below_30 and stoch_d_turns_positive_from_neg_or_zero cond_close_short_ema_cross = open < ema_short and close > ema_short closeShortCondition = cond_close_short_stoch or cond_close_short_ema_cross // --- 策略执行 (Strategy Execution) --- if openLongCondition strategy.entry("EL", strategy.long, comment="开多") if closeLongCondition strategy.close("EL", comment="平多") if openShortCondition strategy.entry("ES", strategy.short, comment="开空") if closeShortCondition strategy.close("ES", comment="平空") // --- 绘图 (Plotting) --- // 均线 plot(ema_short, title="短期均线", color=color.blue, linewidth=1) plot(ema_mid, title="中期均线", color=color.orange, linewidth=1) plot(ema_long, title="长期均线", color=color.red, linewidth=2) plot(ema_ultra_long, title="超长均线", color=color.purple, linewidth=2) // ADX (可选，用于调试过滤器效果) - 已注释以避免影响主图Y轴 // plot(adx_val, title="ADX", color=color.teal, display=display.data_window) // hline(adx_threshold, "ADX门槛", color=color.new(color.gray, 50), linestyle=hline.style_dashed) // 交易信号 (可选，用于调试) plotshape(openLongCondition, title="开多信号", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.normal) plotshape(closeLongCondition and strategy.position_size > 0, title="平多信号", location=location.abovebar, color=color.maroon, style=shape.xcross, size=size.small) plotshape(openShortCondition, title="开空信号", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.normal) plotshape(closeShortCondition and strategy.position_size < 0, title="平空信号", location=location.belowbar, color=color.teal, style=shape.xcross, size=size.small)
Pine Script® stratejisi
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