动态色彩阈值波动分析交易策略

/*backtest
start: 2024-02-29 00:00:00
end: 2024-05-07 00:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Color Code Overlay Strategy", overlay=true, shorttitle="Color Code Strategy")

// Input to select trade type: "Both", "Long Only", or "Short Only"
trade_type = input.string("Both", title="Trade Type", options=["Both", "Long Only", "Short Only"])

// Input for stop loss in pips
stop_loss_pips = input.int(20, title="Stop Loss (pips)", minval=1)
// Input for take profit in pips
take_profit_pips = input.int(40, title="Take Profit (pips)", minval=1)

// Dynamically calculate the pip value based on the symbol's minimum tick size
pip_value = syminfo.mintick

// Calculate Color Code Candles using the exact formula
color_code_close = (open + high + low + close) / 4

// Initialize Color Code open for the first bar, then use previous open and close for the following bars
var float color_code_open = na
color_code_open := na(color_code_open[1]) ? (open + close) / 2 : (color_code_open[1] + color_code_close[1]) / 2

// Correctly calculate Color Code High and Low
color_code_high = math.max(high, math.max(color_code_open, color_code_close))
color_code_low = math.min(low, math.min(color_code_open, color_code_close))

// Fixed threshold percentage (no user input)
threshold_percent = 1.0

// Calculate the range of the custom Color Code candle (High - Low)
color_code_range = color_code_high - color_code_low

// Define the dynamic threshold based on the fixed threshold percentage and candle range
dynamic_threshold = (threshold_percent / 100) * color_code_range

// Detect color change conditions based on the dynamic threshold
color_code_is_bullish = color_code_close > color_code_open
color_code_was_bullish = color_code_close[1] > color_code_open[1]

// Color change from green to red (bullish to bearish)
color_change_green_to_red = color_code_was_bullish and not color_code_is_bullish and (math.abs(color_code_close - color_code_open) > dynamic_threshold)

// Color change from red to green (bearish to bullish)
color_change_red_to_green = not color_code_was_bullish and color_code_is_bullish and (math.abs(color_code_close - color_code_open) > dynamic_threshold)

// Plot arrows to indicate color changes
plotshape(series=color_change_green_to_red, location=location.abovebar, color=color.red, style=shape.triangledown, size=size.tiny, title="Color Change to Red")
plotshape(series=color_change_red_to_green, location=location.belowbar, color=color.green, style=shape.triangleup, size=size.tiny, title="Color Change to Green")

// Define the color for the body: green for bullish (Color Code Close > Color Code Open), red for bearish (Color Code Close < Color Code Open)
color_code_color = color_code_close > color_code_open ? color.green : color.red

// Apply the body color to the candles (barcolor affects both body and outline)
barcolor(color_code_color, title="Color Code Body Color", offset=0)

// Apply the wick and outline colors
wick_color = color_code_close > color_code_open ? color.green : color.red
outline_color = color_code_close > color_code_open ? color.green : color.red

// Plot the candles with the specified colors
plotcandle(open, high, low, close, color=color_code_color, wickcolor=wick_color, bordercolor=outline_color)


// Entry and exit logic for the strategy, only execute if within the time frame

if trade_type == "Both" or trade_type == "Long Only"
    if color_change_red_to_green
        strategy.entry("Long", strategy.long)
        // Set the stop loss for long trades (x pips below entry)
        long_stop_loss = close - stop_loss_pips * pip_value
        long_take_profit = close + take_profit_pips * pip_value
        strategy.exit("Long Exit", "Long", stop=long_stop_loss, limit=long_take_profit)
    if color_change_green_to_red
        strategy.close("Long")

if trade_type == "Both" or trade_type == "Short Only"
    if color_change_green_to_red
        strategy.entry("Short", strategy.short)
        // Set the stop loss for short trades (x pips above entry)
        short_stop_loss = close + stop_loss_pips * pip_value
        short_take_profit = close - take_profit_pips * pip_value
        strategy.exit("Short Exit", "Short", stop=short_stop_loss, limit=short_take_profit)
    if color_change_red_to_green
        strategy.close("Short")

// Alert conditions
alertcondition(color_code_close > color_code_open, title="Color Code Bullish", message="Color Code is Bullish!")
alertcondition(color_code_close < color_code_open, title="Color Code Bearish", message="Color Code is Bearish!")
alertcondition(color_change_green_to_red, title="Color Code Change to Red", message="Color Code changed to Red!")
alertcondition(color_change_red_to_green, title="Color Code Change to Green", message="Color Code changed to Green!")

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