ChaoZhang
策略原理
该策略旨在使用30分钟时间框架识别中短线的震荡机会。它综合运用移动平均线、RSI指标等来判断行情方向和入场时机。
主要交易逻辑:
计算两条加权移动平均线周期不同的均线,比较二者方向
计算RSI指标判断超买超卖现象
当RSI指标出现超卖区域时,考虑该点位的震荡交易机会
结合均线方向来确认具体的做多做空方向
入场后设定合理止损来控制风险
该策略试图抓取中短线价格的反转机会,在严格的资金管理下,通过频繁交易实现资金的增长。
策略优势
30分钟能识别较短周期的震荡
RSI判断超买超卖许多反转机会
加权移动平均线平滑价格
策略风险
需要频繁监控市场变化
反转不存在确定性,可能出现亏损
高频交易将增加交易成本
总结
该策略试图通过30分钟周期挖掘中短线震荡机会。但交易频率较高,需关注成本控制,并优化策略参数来实现持续盈利。
策略源码
/*backtest
start: 2023-08-14 00:00:00
end: 2023-09-13 00:00:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=2
// strategy("cowboy30minswing", overlay=true,default_qty_type=strategy.cash,default_qty_value=10000,scale=true,initial_capital=10000,currency=currency.USD)
//A Swing trading strategy that use a combination of indicators, rsi for target, hull for overall direction enad ema for entering the trade using the 30min
n=input(title="period",defval=70)
n2ma=2*wma(close,round(n/2))
nma=wma(close,n)
diff=n2ma-nma
sqn=round(sqrt(n))
n2ma1=2*wma(close[1],round(n/2))
nma1=wma(close[1],n)
diff1=n2ma1-nma1
sqn1=round(sqrt(n))
n1=wma(diff,sqn)
n2=wma(diff1,sqn)
c=n1>n2?green:red
ma=plot(n1,color=c)
// RSi and Moving averages
length = input( 14 )
overSold = input( 70)
overBought = input( 30)
point = 0.0001
dev= 2
fastLength = input(59)
fastLengthL = input(82)
slowLength = input(96)
slowLengthL = input(95)
price = close
mafast = ema(price, fastLength)
mafastL= ema(price, fastLengthL)
maslow = ema(price, slowLength)
maslowL = ema(price, slowLengthL)
vrsi = rsi(price, length)
cShort = (crossunder(vrsi, overBought))
condDown = n2 >= n1
condUp = condDown != true
col =condUp ? lime : condDown ? red : yellow
plot(n1,color=col,linewidth=3)
sl = input(75)
Stop = sl * 10
Q = 100
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
if condUp
strategy.entry("Enter Long", strategy.long)
else if condDown
strategy.entry("Enter Short", strategy.short)
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