Cette stratégie est un système de trading de suivi des tendances qui combine les indicateurs techniques MACD et RSI. Elle capture les changements de tendance des prix en utilisant le MACD tout en utilisant le RSI pour la confirmation de surachat/survente, en mettant en œuvre une approche de validation à double signal.
La logique de base de la stratégie repose sur plusieurs éléments clés:
Il s'agit d'une stratégie de suivi des tendances basée sur des indicateurs techniques classiques, permettant d'obtenir une génération fiable de signaux de trading grâce à l'utilisation combinée du MACD et du RSI.
/*backtest start: 2024-11-11 00:00:00 end: 2024-12-11 00:00:00 period: 4h basePeriod: 4h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © cryptohitman09 //@version=6 strategy("MACD + RSI 交易系统 - 110 美金买入", overlay=true) // MACD 設定 fastLength = input.int(6, title="MACD Fast Length") slowLength = input.int(13, title="MACD Slow Length") signalSmoothing = input.int(5, title="MACD Signal Smoothing") [macdLine, signalLine, _] = ta.macd(close, fastLength, slowLength, signalSmoothing) // RSI 設定 rsiLength = input.int(14, title="RSI Length") // RSI 計算週期 rsiValue = ta.rsi(close, rsiLength) // 計算 RSI 值 rsiThresholdHigh = input.int(70, title="RSI 超買閾值") // RSI 超買閾值 rsiThresholdLow = input.int(30, title="RSI 超賣閾值") // RSI 超賣閾值 // 做多信号条件:MACD 線突破信号線,且 RSI 不低於 30 buySignal = (macdLine > signalLine) and (rsiValue >= rsiThresholdLow) // 只有 RSI 大於或等於 30 時才觸發買入 // 计算每次交易的仓位(每次交易目标为 110 美金的买入金额) tradeAmount = 20010 // 每次买入110 美金 orderSize = tradeAmount / close // 根据当前价格计算仓位大小 // 移动止损(Trailing Stop) enableTrailingStop = input.bool(true, title="启用移动止损") trailingStopDistance = input.float(2, title="移动止损距离 (%)") / 89500 // 增加移动止损的距离 longTrailingStop = strategy.position_avg_price * (1 - trailingStopDistance) // 交易逻辑:仅做多 if buySignal strategy.entry("买入", strategy.long, qty=orderSize) if enableTrailingStop strategy.exit("卖出", from_entry="买入", trail_price=longTrailingStop, trail_offset=trailingStopDistance * close) // 绘制 MACD 指标 plot(macdLine, color=color.blue, title="MACD Line") plot(signalLine, color=color.red, title="Signal Line") // 绘制 RSI 值 plot(rsiValue, color=color.orange, title="RSI Value") hline(rsiThresholdHigh, "RSI 超买", color=color.red) hline(rsiThresholdLow, "RSI 超卖", color=color.green) // 绘制买入信号 plotshape(series=buySignal, location=location.belowbar, color=color.green, style=shape.labelup, title="买入信号", text="BUY") // 如果触发买入信号,则发送警报 if buySignal alert('{"secret": "eyJhbGciOiJIUzI1NiJ9.eyJzaWduYWxzX3NvdXJjZV9pZCI6MTAwMDAyfQ.G1wLNjNyUPlTqYWsIqXSWnn_M4pRCKerBm7eTpyCiH8", "max_lag": "300", "timestamp": "{{timenow}}", "trigger_price": "{{close}}", "tv_exchange": "{{exchange}}", "tv_instrument": "{{ticker}}", "action": "{{strategy.order.action}}", "bot_uuid": "493b76f0-8a3c-4633-8b2b-90c02659dd4d", "strategy_info": {"market_position": "{{strategy.market_position}}", "market_position_size": "{{strategy.market_position_size}}", "prev_market_position": "{{strategy.prev_market_position}}", "prev_market_position_size": "{{strategy.prev_market_position_size}}"}, "order": {"amount": "{{strategy.order.contracts}}", "currency_type": "base"}}', alert.freq_once_per_bar_close)