该策略使用组合指标来创建长期切入点,该策略最早由 Saudaldhaidy 发现。
如何使用:选择一个5分钟到2小时(建议:30分钟,45分钟)之间的时间段,策略本身会给出入口点,您可以手动监控和获取利润(建议),也可以使用出场设置。
获利回吐:在达到入口点的指定百分比后,关闭交易并获利回吐。 使用止损百分比:如果为false,交易将在低于MA线时关闭,如果为true,将使用下一个设置。 止损百分比:指定一个百分比,如果资产价格低于该百分比,则结束交易。
重要注意事项: 正如Saudaldhaidy所言,为了取得最佳效果,必须将该策略与heiken ashi蜡烛一起使用。 为了更好地使用该策略,请使用(Take Profit=1,use Stop Percentage=false)获取每笔交易,并在看到最好的交易时手动获取利润。
回测测试
/*backtest start: 2021-11-01 00:00:00 end: 2022-05-25 00:00:00 period: 5m basePeriod: 1m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb2210",360008]] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Sultan_shaya //@version=5 //strategy("SSS", overlay=true, initial_capital=1000,currency=currency.USD,default_qty_type=strategy.percent_of_equity,default_qty_value=100,pyramiding=0) //SSS = Sultan+Saud Strategy //The original idea of the code belonges to saudALThaidy //The strategy code is basically made out of two other indicators, edited and combined by me. // 1- NSDT HAMA Candles => https://www.tradingview.com/script/k7nrF2oI-NSDT-HAMA-Candles/ // 2- SSL Channel => https://www.tradingview.com/script/6y9SkpnV-SSL-Channel/ //MA INFO // WickColor = input(color.rgb(80, 80, 80, 100), title='Wick Color', tooltip='Suggest Full Transparency.') LengthMA = input.int(100, minval=1, title='MA周期', inline='MA Info') TakeProfit = input.float(1, minval=0, title='止盈百分比', step=1) UseStopLose = input.bool(false, title='使用止损百分比') StopLose = input.float(1, minval=0, title='止损百分比', step=1) MASource = close ma(source, length, type) => type == "SMA" ? ta.sma(source, length) : type == "EMA" ? ta.ema(source, length) : type == "SMMA (RMA)" ? ta.rma(source, length) : type == "WMA" ? ta.wma(source, length) : type == "VWMA" ? ta.vwma(source, length) : na ma1_color = color.green ma1 = ma(high, 200, "SMA") ma2_color = color.red ma2 = ma(low, 200, "SMA") Hlv1 = float(na) Hlv1 := close > ma1 ? 1 : close < ma2 ? -1 : Hlv1[1] sslUp1 = Hlv1 < 0 ? ma2 : ma1 sslDown1 = Hlv1 < 0 ? ma1 : ma2 Color1 = Hlv1 == 1 ? ma1_color : ma2_color fillColor1 = color.new(Color1, 90) highLine1 = plot(sslUp1, title="UP", linewidth=2, color = Color1) lowLine1 = plot(sslDown1, title="DOWN", linewidth=2, color = Color1) OpenLength = 25 HighLength = 20 LowLength = 20 CloseLength = 20 SourceOpen = (open[1] + close[1]) / 2 SourceHigh = math.max(high, close) SourceLow = math.min(low, close) SourceClose = (open + high + low + close) / 4 funcCalcMA1(src1, len1) => ta.ema(src1, len1) funcCalcOpen(SourceOpen, OpenLength) => ta.ema(SourceOpen, OpenLength) funcCalcHigh(SourceHigh, HighLength) => ta.ema(SourceHigh, HighLength) funcCalcLow(SourceLow, LowLength) => ta.ema(SourceLow, LowLength) funcCalcClose(SourceClose, CloseLength) => ta.ema(SourceClose, CloseLength) MA_1 = funcCalcMA1(MASource, LengthMA) CandleOpen = funcCalcOpen(SourceOpen, OpenLength) CandleHigh = funcCalcHigh(SourceHigh, HighLength) CandleLow = funcCalcLow(SourceLow, LowLength) CandleClose = funcCalcClose(SourceClose, CloseLength) //PLOT CANDLES //-------------------------------NSDT HAMA Candels BodyColor = CandleOpen > CandleOpen[1] ? color.green : color.red //barcolor(BodyColor) //plotcandle(CandleOpen, CandleHigh, CandleLow, CandleClose, color=BodyColor, title='HAMA Candles', wickcolor=WickColor, bordercolor=na) plot(MA_1, title='MA Line', color=BodyColor, style=plot.style_line, linewidth=2) //------------------------------SSL Channel plot_buy = false avg = ((high-low)/2)+low LongCondition = (Hlv1 == 1 and Hlv1[1] == -1) and (BodyColor == color.green) and (MA_1 < avg) and (CandleHigh < avg) and (strategy.opentrades == 0) if LongCondition strategy.entry("BUY HERE", strategy.long) plot_buy := true base = strategy.opentrades.entry_price(0) baseProfit = (base+((base/100)*TakeProfit)) baseLose = (base-((base/100)*StopLose)) strategy.exit("SELL HERE","BUY HERE",limit = baseProfit) if UseStopLose and (close < MA_1) strategy.exit("SELL HERE","BUY HERE",stop = baseLose) if not UseStopLose and (close < MA_1) strategy.exit("SELL HERE","BUY HERE", stop = close) plotshape(plot_buy, title="Buy Label", text="Buy", location=location.belowbar, style=shape.labelup, size=size.tiny, color=Color1, textcolor=color.white) fill(highLine1, lowLine1, color = fillColor1)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6