Bullish Harami Reversal Strategy

创建日期: 2023-09-11 16:26:57 最后修改: 2023-09-11 16:26:57

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多头包围K线反转策略

该策略通过识别“多头包围”K线形态来进行多头反转交易。具体来说,满足以下条件时产生买入信号:

当前K线实体小,完全包围在前一根大阴线内部
当前K线实体颜色与前一根K线相反
当前K线开盘价高于前一根K线收盘价
当前K线实体大小比前一根K线实体小

当满足这些条件时,说明市场出现多头力量反转的迹象,这时做多入场。入场后设置止损和止盈平仓。

这种策略的优点是利用典型的K线形态来识别反转点位,比较直观。但是也存在一定的缺陷:

多头包围形态不一定持续,存在被反转的风险
K线形态识别难度较大,需要参数优化
滞后信号,入场时机不佳
回测曲线拟合风险较大

总体来说,多头包围反转策略可以作为趋势判断的参考,但实盘中仍需审慎。应该适当 loosen 参数,并配合其他指标来验证形态。此外,严格的资金管理也是成功运用该策略的关键。

策略源码

/*backtest
start: 2023-01-01 00:00:00
end: 2023-09-10 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 18/01/2019
//    This is a bullish reversal pattern formed by two candlesticks in which a small 
//    real body is contained within the prior session's unusually large real body.
//    Usually the second real body is the opposite color of the first real body. 
//    The Harami pattern is the reverse of the Engulfing pattern. 
//
// WARNING:
// - For purpose educate only
// - This script to change bars colors.
////////////////////////////////////////////////////////////
strategy(title = "Bullish Harami Backtest", overlay = true)
input_takeprofit = input(60, title="Take Profit pip")
input_stoploss = input(18, title="Stop Loss pip")
input_minsizebody = input(1, title="Min. Size Body pip", step = 0.01)
barcolor(abs(close - open) >= input_minsizebody ? open[1] > close[1] ? close > open ? close <= open[1] ? close[1] <= open ? close - open < open[1] - close[1] ? yellow :na :na : na : na : na : na)
pos = 0.0
barcolor(nz(pos[1], 0) == -1 ? red: nz(pos[1], 0) == 1 ? green : blue ) 
posprice = 0.0
posprice := abs(close - open) >= input_minsizebody? open[1] > close[1] ? close > open ? close <= open[1] ? close[1] <= open ? close - open < open[1] - close[1] ? close :nz(posprice[1], 0) :nz(posprice[1], 0) : nz(posprice[1], 0) : nz(posprice[1], 0) : nz(posprice[1], 0): nz(posprice[1], 0)
pos := iff(posprice > 0, 1, 0)
if (pos == 0) 
    strategy.close_all()
if (pos == 1)
    strategy.entry("Long", strategy.long)
posprice := iff(low <= posprice - input_stoploss and posprice > 0, 0 ,  nz(posprice, 0))
posprice := iff(high >= posprice + input_takeprofit and posprice > 0, 0 ,  nz(posprice, 0))

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