本策略通过观察K线的颜色变化,判断行情趋势,并据此建立做多做空仓位。策略原理简单直接,旨在捕捉短线趋势。
该策略根据K线的收盘价与开盘价的关系判断K线颜色,收盘价大于开盘价为红色K线,收盘价小于开盘价为绿色K线。
当出现指定数量(可设置)的连续同色K线时,做相应操作:
如果是红色,则做多;
如果是绿色,则做空。
当K线颜色发生变化时,平仓离场。
原理清晰简单,容易理解实现。
可追踪较短的趋势,实现频繁交易。
可自定义K线数量,调整策略灵敏度。
可仅做多或仅做空,降低交易频率。
可设定交易时间段,避开需要规避的时间段。
无法判断趋势方向,存在被套利的风险。
无法确定入场时机优劣,存在过早入场或失去机会的风险。
存在反转风险,K线颜色改变不一定代表实质趋势改变。
追随短线容易过度交易,存在交易费率压力。
参数设置不当可能导致策略效果不佳。
可考虑加入趋势判断指标,避免反向入场。如MACD,KD等。
可设置追踪止损,降低亏损风险。
可适当放宽出场条件,避免过频繁离场。
可结合其他因素优化入场时机。如交易量放大,突破前期高点等。
可设置订单类型为市价单,减少滑点影响。
本策略源于最简单的K线技术分析,通过判断K线颜色实现最基本的趋势追踪。优点是简单易懂,交易频繁,可灵活调整参数。但也存在一定的盲目性,无法判断趋势优劣。可通过加入趋势判断指标等方式进行优化,在保持简单前提下提高策略效果。
/*backtest
start: 2023-09-10 00:00:00
end: 2023-10-10 00:00:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
//2018
//Noro
//@version=2
strategy("Noro's Candles Strategy v1.0", shorttitle = "Candles str 1.0", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100.0, pyramiding = 0)
//Settings
needlong = input(true, defval = true, title = "Long")
needshort = input(true, defval = true, title = "Short")
bq = input(2, defval = 2, minval = 2, maxval = 6, title = "Bars Q")
fromyear = input(2018, defval = 2018, minval = 1900, maxval = 2100, title = "From Year")
toyear = input(2018, defval = 2018, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From Day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To Day")
//Bars Q
bar = close > open ? 1 : close < open ? -1 : 0
gb = bar == 1
rb = bar == -1
redbars = bq == 2 and rb and rb[1] ? 1 : bq == 3 and rb and rb[1] and rb[2] ? 1 : bq == 4 and rb and rb[1] and rb[2] and rb[3] ? 1 : bq == 5 and rb[1] and rb[2] and rb[3] and rb[4] ? 1 : bq == 6 and rb[1] and rb[2] and rb[3] and rb[4] and rb[5] ? 1 : 0
greenbars = bq == 2 and gb and gb[1] ? 1 : bq == 3 and gb and gb[1] and gb[2] ? 1 : bq == 4 and gb and gb[1] and gb[2] and gb[3] ? 1 : bq == 5 and gb[1] and gb[2] and gb[3] and gb[4] ? 1 : bq == 6 and gb[1] and gb[2] and gb[3] and gb[4] and gb[5] ? 1 : 0
//Signals
up1 = redbars == 1
dn1 = greenbars == 1
exit = bar != bar[1]
if up1
strategy.entry("Long", strategy.long, needlong == false ? 0 : na)
if dn1
strategy.entry("Short", strategy.short, needshort == false ? 0 : na)
if time > timestamp(toyear, tomonth, today, 00, 00) or exit
strategy.close_all()