该策略通过计算价格的移动平均线及标准差CHANNEL,形成动态的上下轨,并结合最高价、最低价的平均值形成中轨,从而判断当前趋势方向。当价格突破上轨时看涨,当价格跌破下轨时看跌,实现根据趋势变化进行交易的策略。
该策略整体思路清晰易懂,通过动态Channel捕捉趋势,并结合多重中轨设计产生交易信号,可以有效跟踪趋势方向进行交易,获得较好的交易回报。在实际运用中,需要关注止损策略、资金管理,并针对Parameters进行优化,从而获得长期稳定的收益。
/*backtest
start: 2023-09-10 00:00:00
end: 2023-10-10 00:00:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ErdemDemir
//@version=4
strategy("Lawyers Trend Pro Strategy", shorttitle="Lawyers Trend Pro Strategy", overlay=true)
src = close
mult = 2.0
basis = sma(src, 20)
dev = mult * stdev(src, 20)
upper = basis + dev
lower = basis - dev
offset = 0
lower2 = lowest(20)
upper2 = highest(20)
basis2 = avg(upper2, lower2)
MB= (basis+basis2)/2
col1=close>MB
col3=MB>close
colorE = col1 ? color.blue : col3 ? color.red : color.yellow
p3=plot(MB, color=colorE, linewidth=3)
// Deternine if we are currently LONG
isLong = false
isLong := nz(isLong[1], false)
// Determine if we are currently SHORT
isShort = false
isShort := nz(isShort[1], false)
// Buy only if the buy signal is triggered and we are not already long
buySignal = not isLong and crossover(close,MB)
// Sell only if the sell signal is triggered and we are not already short
sellSignal= not isShort and crossover(MB,close)
if (buySignal)
isLong := true
isShort := false
if (sellSignal)
isLong := false
isShort := true
/// LONG
strategy.entry("long", true , when = buySignal, comment="Open Long")
strategy.close("long", when=sellSignal, comment = "Close Long")
/// SHORT
strategy.entry("short", false, when = sellSignal, comment="Open Short")
strategy.close("short", when=buySignal, comment = "Close Short")