追踪历史新高的量化交易策略

                
                    /*backtest
start: 2023-01-21 00:00:00
end: 2024-01-21 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy("All-time-high", "ATH", overlay=true, initial_capital=10000, default_qty_value=100, default_qty_type=strategy.percent_of_equity, pyramiding=1, commission_type=strategy.commission.cash_per_contract, commission_value=0.000)

// input
Athlw = input(title="All-time-high line widths", type=input.integer, defval=4, minval=0, maxval=4)
Athlc = input(title="All-time-high line color", type=input.color, defval=color.new(color.fuchsia,50))
years = input(title="Years back to search for an ATH", type=input.integer, defval=6,minval=0, maxval=100)

var float   highestHigh = 0
// var line    allTimeHigh = line.new(na, na, na, na, extend=extend.both, color=Athlc, width=Athlw)

if high > highestHigh
    highestHigh := high

// if barstate.islast
//     line.set_xy1(allTimeHigh, bar_index-1, highestHigh)
//     line.set_xy2(allTimeHigh, bar_index,   highestHigh)

plot(highestHigh)
buyzone=highestHigh*0.9
buyzone2=highestHigh*0.8
buyzone3=highestHigh*0.7
sellzone=highestHigh*0.99

plot(buyzone, color=color.red)
plot(buyzone2, color=color.white)
plot(buyzone3, color=color.green)

begin = timestamp(2011,1,1,0,0)
end = timestamp(2022,4,19,0,0)

longCondition = close<buyzone2
if (longCondition)
    strategy.entry("Buy", strategy.long)
closeCondition = close>sellzone
if (closeCondition)
    strategy.close("Buy", strategy.long)

                
            

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