基于随机指标与烛台模式的自动化市场反转交易策略

/*backtest
start: 2025-02-23 00:00:00
end: 2025-02-25 07:00:00
period: 2m
basePeriod: 2m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

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

//@version=6
strategy("Bauhaus Reversal Master", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.1)

// Yo! Let's set some user controls
atrLen = input.int(14, title="ATR Period for Risk")
profitTarget = input.float(1.5, title="Profit Target (ATR x)")
stopLoss = input.float(1.0, title="Stop Loss (ATR x)")
trendLen = input.int(14, "Trend Lookback", minval=2)
thresh = input.float(80, "Reversal Threshold", minval=0, maxval=100)
smoothPeriod = input.float(20, "Smoothing Warmup", minval=1)

// Candlestick toggles because we love options
bullStuff = "Bullish Vibes"
bearStuff = "Bearish Blues"
hammerOn = input.bool(true, "Hammer Time", group=bullStuff, inline="b1")
invHammerOn = input.bool(true, "Upside-Down Hammer", group=bullStuff, inline="b2")
bullEngulfOn = input.bool(true, "Bullish Munch", group=bullStuff, inline="b3")
tweezerBotOn = input.bool(true, "Bottom Tweezers", group=bullStuff, inline="b4")
hangManOn = input.bool(true, "Hanging Dude", group=bearStuff, inline="r1")
shootStarOn = input.bool(true, "Falling Star", group=bearStuff, inline="r2")
bearEngulfOn = input.bool(true, "Bearish Gobble", group=bearStuff, inline="r3")
tweezerTopOn = input.bool(true, "Top Tweezers", group=bearStuff, inline="r4")

// Trend magic
var float smoothK = 0.0
alphaSmooth = 2 / (smoothPeriod + 1)
kTrend = ta.stoch(close, close, close, trendLen)
smoothK := kTrend > 50 ? smoothK + (100 - smoothK) * alphaSmooth : kTrend < 50 ? smoothK + (0 - smoothK) * alphaSmooth : kTrend
bullZone = kTrend >= thresh and smoothK >= thresh
bearZone = kTrend <= (100 - thresh) and smoothK <= (100 - thresh)

// Candle math because we’re nerds
redCandle = close < open
greenCandle = close > open
candleTop = math.max(open, close)
candleBot = math.min(open, close)
fullRange = high - low
bodySize = candleTop - candleBot
upperWickP = ((high - candleTop) / fullRange) * 100
lowerWickP = ((candleBot - low) / fullRange) * 100
bodyP = (bodySize / fullRange) * 100
isDoji = math.round_to_mintick(close) == math.round_to_mintick(open)

// Bullish signals, let’s catch that bounce
hammerSig = hammerOn and (lowerWickP > (bodyP * 2) and bodyP < 50 and upperWickP < 2 and not isDoji) and bearZone
invHammerSig = invHammerOn and (upperWickP > (bodyP * 2) and bodyP < 50 and lowerWickP < 2 and not isDoji) and bearZone
bullEngulfSig = bullEngulfOn and redCandle[1] and greenCandle and (bodySize > (bodySize[1] / 2)) and (open < close[1]) and candleTop > candleTop[1] and bearZone[1]
tweezerBotSig = tweezerBotOn and (math.round_to_mintick(low) - math.round_to_mintick(low[1]) == 0) and greenCandle and redCandle[1] and bearZone[1]

// Bearish signals, time to drop
shootStarSig = shootStarOn and (upperWickP > (bodyP * 2) and bodyP < 50 and lowerWickP < 2 and not isDoji) and bullZone
hangManSig = hangManOn and (lowerWickP > (bodyP * 2) and bodyP < 50 and upperWickP < 2 and not isDoji) and bullZone
bearEngulfSig = bearEngulfOn and greenCandle[1] and redCandle and (bodySize > (bodySize[1] / 2)) and (open > close[1]) and candleBot < candleBot[1] and bullZone[1]
tweezerTopSig = tweezerTopOn and (math.round_to_mintick(high) - math.round_to_mintick(high[1]) == 0) and redCandle and greenCandle[1] and bullZone[1]

// Risk management, keep the cash safe
atrVal = ta.atr(atrLen)
longProfit = close + atrVal * profitTarget
longStop = close - atrVal * stopLoss
shortProfit = close - atrVal * profitTarget
shortStop = close + atrVal * stopLoss

// Let’s trade, baby!
if hammerSig or invHammerSig or bullEngulfSig or tweezerBotSig
    strategy.entry("GoLong", strategy.long)
    strategy.exit("LongExit", "GoLong", limit=longProfit, stop=longStop)

if shootStarSig or hangManSig or bearEngulfSig or tweezerTopSig
    strategy.entry("GoShort", strategy.short)
    strategy.exit("ShortExit", "GoShort", limit=shortProfit, stop=shortStop)

// Slap some labels on this chart
if hammerSig
    label.new(bar_index, low, "HAM", color=color(na), textcolor=color.green, style=label.style_label_up, size=size.tiny)
if invHammerSig
    label.new(bar_index, low, "INV", color=color(na), textcolor=color.green, style=label.style_label_up, size=size.tiny)
if bullEngulfSig
    label.new(bar_index, low, "BULL", color=color(na), textcolor=color.green, style=label.style_label_up, size=size.tiny)
if tweezerBotSig
    label.new(bar_index, low, "TWZB", color=color(na), textcolor=color.green, style=label.style_label_up, size=size.tiny)
if shootStarSig
    label.new(bar_index, high, "STAR", color=color(na), textcolor=color.red, style=label.style_label_down, size=size.tiny)
if hangManSig
    label.new(bar_index, high, "HANG", color=color(na), textcolor=color.red, style=label.style_label_down, size=size.tiny)
if bearEngulfSig
    label.new(bar_index, high, "BEAR", color=color(na), textcolor=color.red, style=label.style_label_down, size=size.tiny)
if tweezerTopSig
    label.new(bar_index, high, "TWZT", color=color(na), textcolor=color.red, style=label.style_label_down, size=size.tiny)

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