/*backtest
start: 2022-11-28 00:00:00
end: 2023-12-04 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy("KST策略", overlay = false, pyramiding=1, default_qty_type= strategy.percent_of_equity, default_qty_value = 100,commission_type=strategy.commission.percent,commission_value=0.07)
ROC1 = input(10)
ROC2 = input(15)
ROC3 = input(20)
ROC4 = input(30)
SMA1 = input(9)
ROCma1 = sma(roc(close, ROC1), 10)
ROCma2 = sma(roc(close, ROC2), 10)
ROCma3 = sma(roc(close, ROC3), 10)
ROCma4 = sma(roc(close, ROC4), 15)
hline(0)
KST = ROCma1 + ROCma2 * 2 + ROCma3 * 3 + ROCma4 * 4
signal = sma(KST, SMA1)
plot(KST, color=color.green)
plot(signal, color=color.red)
if ta.crossover(KST,signal) //and KST >= 0 //and signal >=0
strategy.entry("L",strategy.long)
if ta.crossunder(KST,signal) //and KST <= 0 //and signal <=0
strategy.entry("S",strategy.short)
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