多重均线回归MACD趋势确认策略

/*backtest
start: 2025-01-01 00:00:00
end: 2025-03-27 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Price Near 200 EMA", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// === User Inputs ===
ema1Length = input(20, title="EMA 1 Length")     // Main EMA (Trend)
ema2Length = input(250, title="EMA 2 Length")    // Long-term EMA
macdFastLength = input(12, title="MACD Fast Length")
macdSlowLength = input(26, title="MACD Slow Length")
macdSignalLength = input(9, title="MACD Signal Length")

rrRatio = input.float(1.5, title="Risk to Reward Ratio", minval=1, step=0.1)
atrMultiplier = input.float(5, title="ATR Multiplier for SL", minval=1, step=0.1)  // Default to 5x ATR
atrLength = input(14, title="ATR Length")  // User-defined ATR length

// === Hidden EMA Lengths (Hardcoded) ===
ema3Length = 2    // Fast EMA (Hidden)
ema4Length = 100  // Medium EMA (Hidden)
ema5Length = 300  // Long EMA (Hidden)

// === EMA Calculations ===
ema1 = ta.ema(close, ema1Length)  // 20 EMA
ema2 = ta.ema(close, ema2Length)  // 250 EMA
ema3 = ta.ema(close, ema3Length)  // 2 EMA (Hidden)
ema4 = ta.ema(close, ema4Length)  // 100 EMA (Hidden)
ema5 = ta.ema(close, ema5Length)  // 300 EMA (Hidden)

// === MACD Calculation ===
[macdLine, signalLine, _] = ta.macd(close, macdFastLength, macdSlowLength, macdSignalLength)
macdBullish = ta.crossover(macdLine, signalLine)
macdBearish = ta.crossunder(macdLine, signalLine)

// === ATR for Dynamic Stop Loss ===
atrValue = ta.atr(atrLength)

// === Long Conditions ===
bullishCondition1 = ema1 > ema2
bullishCondition2 = ema3 > ema5 and ema3 < ema4
bullishEntry = bullishCondition1 and bullishCondition2 and macdBullish

// === Short Conditions ===
bearishCondition1 = ema1 < ema2
bearishCondition2 = ema3 < ema5 and ema3 > ema4
bearishEntry = bearishCondition1 and bearishCondition2 and macdBearish

// === Calculate Stop Loss and Target Using ATR ===
longStopLoss = close - atrValue * atrMultiplier
longTargetPrice = close + (close - longStopLoss) * rrRatio

shortStopLoss = close + atrValue * atrMultiplier
shortTargetPrice = close - (shortStopLoss - close) * rrRatio

// === Entry and Exit Logic ===
if bullishEntry
    strategy.entry("Buy", strategy.long)
    strategy.exit("TP Long", "Buy", limit=longTargetPrice, stop=longStopLoss, comment="SL/TP Long")

if bearishEntry
    strategy.entry("Sell", strategy.short)
    strategy.exit("TP Short", "Sell", limit=shortTargetPrice, stop=shortStopLoss, comment="SL/TP Short")

// === Plotting Only Visible EMAs ===
plot(ema1, title="EMA 1", color=color.blue)
plot(ema2, title="EMA 2", color=color.red)

// === Background Highlight for Entries ===
bgcolor(bullishEntry ? color.new(color.green, 90) : na, title="Bullish Background")
bgcolor(bearishEntry ? color.new(color.red, 90) : na, title="Bearish Background")

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