US30多级趋势确认与风险管理策略

/*backtest
start: 2025-02-01 00:00:00
end: 2025-03-31 00:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("US30 1-min Strategy with TP/SL, Grades, Alerts", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === Inputs ===
rsiLength     = input.int(9, title="RSI Length")
maLength      = input.int(20, title="MA Length (SMA & EMA)")
ema200Length  = input.int(200, title="200 EMA Length")
tpPerc        = input.float(0.5, title="Take Profit %", step=0.1)
slPerc        = input.float(0.3, title="Stop Loss %", step=0.1)

// Grade filters
allowA        = input.bool(true, title="Trade A-Grade Setups")
allowB        = input.bool(true, title="Trade B-Grade Setups")
allowC        = input.bool(false, title="Trade C-Grade Setups")

// === Indicators ===
rsi = ta.rsi(close, rsiLength)
sma = ta.sma(close, maLength)
ema = ta.ema(close, maLength)
ema200 = ta.ema(close, ema200Length)
volumeRising = volume > volume[1]

// === Candle Size Helpers ===
avgBody = ta.sma(math.abs(close - open), 20)
candleBody = math.abs(close - open)
candleLarge = candleBody > avgBody
candleVeryLarge = candleBody > avgBody * 2

// === Setup Grade Conditions ===
gradeA = candleVeryLarge and volumeRising and rsi > 55 or rsi < 45
gradeB = candleLarge and volumeRising
gradeC = candleLarge

// === Setup Conditions ===
// --- Long ---
longBase = close > ema200 and ta.crossover(ema, sma) and rsi > 50 and close > ema and close > sma
// --- Short ---
shortBase = close < ema200 and ta.crossunder(ema, sma) and rsi < 50 and close < ema and close < sma

// === Determine Grade ===
setupGrade = ""
isTrade = false

if longBase
    if gradeA and allowA
        setupGrade := "A"
        isTrade := true
    else if gradeB and allowB
        setupGrade := "B"
        isTrade := true
    else if gradeC and allowC
        setupGrade := "C"
        isTrade := true

if shortBase
    if gradeA and allowA
        setupGrade := "A"
        isTrade := true
    else if gradeB and allowB
        setupGrade := "B"
        isTrade := true
    else if gradeC and allowC
        setupGrade := "C"
        isTrade := true

// === Entry & TP/SL ===
longTP = close * (1 + tpPerc / 100)
longSL = close * (1 - slPerc / 100)
shortTP = close * (1 - tpPerc / 100)
shortSL = close * (1 + slPerc / 100)

// Entry
if longBase and isTrade and (setupGrade == "A" or setupGrade == "B" or setupGrade == "C")
    strategy.entry("Long " + setupGrade, strategy.long)
    strategy.exit("TP/SL", "Long " + setupGrade, limit=longTP, stop=longSL)
    label.new(bar_index, high, "Long " + setupGrade, style=label.style_label_up, color=color.green, textcolor=color.white)
    alert("LONG " + setupGrade + " setup triggered!", alert.freq_once_per_bar)

if shortBase and isTrade and (setupGrade == "A" or setupGrade == "B" or setupGrade == "C")
    strategy.entry("Short " + setupGrade, strategy.short)
    strategy.exit("TP/SL", "Short " + setupGrade, limit=shortTP, stop=shortSL)
    label.new(bar_index, low, "Short " + setupGrade, style=label.style_label_down, color=color.red, textcolor=color.white)
    alert("SHORT " + setupGrade + " setup triggered!", alert.freq_once_per_bar)


// === Plotting MAs ===
plot(ema, title="20 EMA", color=color.red)
plot(sma, title="20 SMA", color=color.blue)
plot(ema200, title="200 EMA", color=color.green)

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