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基于艾略特波浪与汤姆·德马克顺势交易策略

Author: ChaoZhang, Date: 2024-07-31 11:38:39
Tags: EMATDEWRSI

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---

/*backtest
start: 2024-06-30 00:00:00
end: 2024-07-30 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Elliott Wave and Tom DeMark Strategy", overlay=true)

// Tom DeMark Sequential Settings
td_length = input(9, title="TD Sequential Length")

// Tom DeMark Sequential
var int tdUpCount = 0
var int tdDownCount = 0

if close > close[4]
    tdUpCount := na(tdUpCount) ? 1 : tdUpCount + 1
    tdDownCount := 0
else if close < close[4]
    tdDownCount := na(tdDownCount) ? 1 : tdDownCount + 1
    tdUpCount := 0
else
    tdUpCount := 0
    tdDownCount := 0

tdBuySetup = (tdDownCount == td_length)
tdSellSetup = (tdUpCount == td_length)

plotshape(series=tdBuySetup, title="TD Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY")
plotshape(series=tdSellSetup, title="TD Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL")

// Elliott Wave Settings
wave_length = input(21, title="EMA Length for Wave Identification")
ema = ta.ema(close, wave_length)
var int wave_trend = na

wave_trend := ta.crossover(close, ema) ? 1 : ta.crossunder(close, ema) ? -1 : nz(wave_trend[1])

var float wave1 = na
var float wave2 = na
var float wave3 = na
var float wave4 = na
var float wave5 = na

wave1 := ta.valuewhen(wave_trend == 1, close, 0)
wave2 := ta.valuewhen(wave_trend == -1, close, 0)
wave3 := ta.valuewhen(wave_trend == 1, close, 0)
wave4 := ta.valuewhen(wave_trend == -1, close, 0)
wave5 := ta.valuewhen(wave_trend == 1, close, 0)

fibonacciRetracement(level, waveStart, waveEnd) =>
    waveStart + (waveEnd - waveStart) * level

wave2Fib = fibonacciRetracement(0.618, wave1, wave2)
wave4Fib = fibonacciRetracement(0.382, wave3, wave4)

plot(wave1, title="Wave 1", color=color.blue, linewidth=2)
plot(wave2, title="Wave 2", color=color.blue, linewidth=2)
plot(wave3, title="Wave 3", color=color.blue, linewidth=2)
plot(wave4, title="Wave 4", color=color.blue, linewidth=2)
plot(wave5, title="Wave 5", color=color.blue, linewidth=2)

plot(wave2Fib, title="Wave 2 Fib", color=color.yellow, linewidth=2)
plot(wave4Fib, title="Wave 4 Fib", color=color.yellow, linewidth=2)

// Strategy Conditions
if (tdUpCount == td_length * 3 and not na(wave5))
    strategy.entry("Buy", strategy.long)

if (tdDownCount == td_length * 3 and not na(wave5))
    strategy.entry("Sell", strategy.short)

// Stop Loss and Take Profit
strategy.exit("Take Profit/Stop Loss", from_entry="Buy", limit=wave3, stop=wave1)
strategy.exit("Take Profit/Stop Loss", from_entry="Sell", limit=wave2, stop=wave4)

---

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