交易品种蜡烛线大小阈值交易策略

/*backtest
start: 2025-02-15 01:00:00
end: 2025-02-20 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"DOGE_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © omnipadme

//@version=5
strategy("Futures Candle Size Strategy (Start Trading on Jan 1, 2025)", overlay=true)

// Input for candle size threshold in ticks
candleSizeThresholdTicks = input.float(25, title="Candle Size Threshold (Ticks)", minval=1)

// Input for take profit and stop loss in ticks
takeProfitTicks = input.float(50, title="Take Profit (Ticks)", minval=1)
stopLossTicks = input.float(40, title="Stop Loss (Ticks)", minval=1)

// Time filter for trading (e.g., 7:00 AM to 9:15 AM CST)
startHour = input.int(7, title="Start Hour (CST)", minval=0, maxval=23)
startMinute = input.int(0, title="Start Minute (CST)", minval=0, maxval=59)
endHour = input.int(9, title="End Hour (CST)", minval=0, maxval=23)
endMinute = input.int(15, title="End Minute (CST)", minval=0, maxval=59)

// Tick size of the instrument (e.g., ES = 0.25)
tickSize = syminfo.mintick

// Convert tick inputs to price levels
candleSizeThreshold = candleSizeThresholdTicks * tickSize
takeProfit = takeProfitTicks * tickSize
stopLoss = stopLossTicks * tickSize

// Time range calculation
startTime = timestamp("GMT-6", year(timenow), month(timenow), dayofmonth(timenow), startHour, startMinute)
endTime = timestamp("GMT-6", year(timenow), month(timenow), dayofmonth(timenow), endHour, endMinute)
inTimeRange = (time >= startTime and time <= endTime)

// Filter to start trading only from January 1, 2025
startTradingDate = timestamp("GMT-6", 2025, 1, 1, 0, 0)
isValidStartDate = time >= startTradingDate

// Calculate the candle size for the current candle
candleSize = math.abs(high - low)

// Track whether a trade has been executed for the day
var hasTradedToday = false
isNewDay = dayofweek != dayofweek[1]  // Detect new day

// Reset `hasTradedToday` at the start of a new day
if isNewDay
    hasTradedToday := false

// Trigger condition for futures trading (only if no trade has been executed today)
triggerCondition = isValidStartDate and inTimeRange and candleSize >= candleSizeThreshold and not hasTradedToday

// Entry logic: If condition is met, enter a trade
if triggerCondition
    hasTradedToday := true  // Mark as traded for the day
    if close > open  // Bullish candle
        strategy.entry("Buy", strategy.long)
    if close < open  // Bearish candle
        strategy.entry("Sell", strategy.short)

// Set take profit and stop loss
strategy.exit("Exit Long", from_entry="Buy", limit=close + takeProfit, stop=close - stopLoss)
strategy.exit("Exit Short", from_entry="Sell", limit=close - takeProfit, stop=close + stopLoss)

// Alerts for triggered condition
if triggerCondition
    alert("Candle size is " + str.tostring(candleSizeThresholdTicks) + " ticks or greater. Trade initiated.", alert.freq_once_per_bar)

// Color the alert candle white
barcolor(triggerCondition ? color.white : na)

// Visual aids for backtesting
bgcolor(isValidStartDate and inTimeRange ? color.new(color.green, 90) : na, title="Time and Date Range Highlight")

• Support-Resistance breakout
• 双时间框架趋势反转K线形态量化交易策略
• 马尔可夫链概率转换状态量化交易策略
• MA Emperor insiliconot
• HA Market Bias
• RSI and BBand simultaneously OverSold
• Optimized Trend Tracker
• RSI统计套利策略
• MAHL Band
• Angle Attack Follow Line Indicator

• 多均线趋势交叉三重过滤交易策略
• 动态多指标优化趋势追踪策略
• 高级机会空间振荡器策略：基于公平价值缺口的量化交易系统
• 市云转向指标改良型多空交叉交易策略
• 多重周期唐奇安指标趋势跟踪与背离交易策略
• 多指标交叉成交量确认趋势动量交易策略
• 多重技术指标动态交叉趋势识别策略
• 多重指标趋势跟踪策略:基于SMA双线交叉结合RSI和ADX的动态波动率优化系统
• 基于布林带和相对强弱指数的动态区间突破交易策略
• 零延迟趋势动量指标交易策略
• 自适应趋势跟踪与区间交易的双重策略系统
• 多时区MACD交叉持续性策略结合EMA趋势过滤器
• 多重指标趋势跟踪动量交易策略
• 多指标组合ATR追踪止损智能交易策略
• 动态趋势RSI交叉动量增强策略
• 智能双均线交叉风险管理交易系统
• 双均线趋势跟踪与风险管理交易策略
• 动态趋势跟踪与波动率过滤策略:基于ADX与CI双重确认的均线交叉系统
• 基于市场情绪的动态阈值交易策略
• 高级双均线与超级趋势组合交易策略