幽灵移动平均与动量结合的斐波那契目标价与止损策略

/*backtest
start: 2024-04-02 00:00:00
end: 2025-04-01 00:00:00
period: 3d
basePeriod: 3d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
strategy("Ghost MA + Momentum + Fib TP/SL + Dashboard", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === INPUTS ===
src = input(close, "Source")
gmaLength = input.int(20, "GMA Length")
momentumLength = input.int(20, "Momentum Length")
momentumSmoothing = input.int(10, "Momentum Smoothing")
swingLookback = input.int(50, "Fibonacci Swing Lookback")

// === GHOST MOVING AVERAGE ===
gma = ta.wma(2 * ta.wma(src, gmaLength / 2) - ta.wma(src, gmaLength), math.round(math.sqrt(gmaLength)))
plot(gma, title="Ghost MA", color=color.teal, linewidth=2)

// === MOMENTUM GHOST OSCILLATOR ===
momentum = src - src[momentumLength]
smoothMomentum = ta.ema(momentum, momentumSmoothing)
normalizedMomentum = smoothMomentum / ta.stdev(momentum, momentumLength)

// === MARKET TREND ===
gmaSlope = gma - gma[1]
marketTrend = gmaSlope > 0 ? "UPTREND" : "DOWNTREND"

// === SWING POINTS FOR FIBONACCI ===
highestHigh = ta.highest(high, swingLookback)
lowestLow = ta.lowest(low, swingLookback)
fibRange = highestHigh - lowestLow
entryPrice = close

// === FIBONACCI TP/SL LEVELS ===
tp1_long = entryPrice + (fibRange * 0.618)
tp2_long = entryPrice + (fibRange * 1.0)
tp3_long = entryPrice + (fibRange * 1.618)
sl_long  = entryPrice - (fibRange * 0.382)

tp1_short = entryPrice - (fibRange * 0.618)
tp2_short = entryPrice - (fibRange * 1.0)
tp3_short = entryPrice - (fibRange * 1.618)
sl_short  = entryPrice + (fibRange * 0.382)

// === STRATEGY CONDITIONS ===
longCond = ta.crossover(src, gma) and normalizedMomentum > 0
shortCond = ta.crossunder(src, gma) and normalizedMomentum < 0

if (longCond)
    strategy.entry("Long", strategy.long)
    strategy.exit("TP/SL Long", from_entry="Long", limit=tp1_long, stop=sl_long)

if (shortCond)
    strategy.entry("Short", strategy.short)
    strategy.exit("TP/SL Short", from_entry="Short", limit=tp1_short, stop=sl_short)

// === SIGNAL LABELS ON CHART ===
if (longCond)
    label.new(bar_index, low, "BUY\n" + str.tostring(close, "#.##"), style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small)

if (shortCond)
    label.new(bar_index, high, "SELL\n" + str.tostring(close, "#.##"), style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small)

// === ALERT CONDITIONS ===
alertcondition(longCond, title="Buy Signal", message="Buy Signal Triggered: GMA Cross Up + Momentum Positive")
alertcondition(shortCond, title="Sell Signal", message="Sell Signal Triggered: GMA Cross Down + Momentum Negative")

// === DASHBOARD ===
var table dash = table.new(position.top_right, 1, 8, border_width=1)

if bar_index % 5 == 0
    signal = longCond ? "BUY" : shortCond ? "SELL" : "WAIT"
    reason = longCond ? "GMA↑ & Momentum+" : shortCond ? "GMA↓ & Momentum−" : "No Clear Signal"
    timeframe = timeframe.period

    sigColor = signal == "BUY" ? color.new(color.green, 20) : signal == "SELL" ? color.new(color.red, 20) : color.new(color.gray, 60)
    trendColor = marketTrend == "UPTREND" ? color.new(color.green, 80) : color.new(color.red, 80)

    table.cell(dash, 0, 0, "📊 GHOST TRADING DASHBOARD", text_color=color.black, bgcolor=color.lime, text_size=size.large)
    table.cell(dash, 0, 1, "Trend: " + marketTrend, text_color=color.black, bgcolor=trendColor, text_size=size.normal)
    table.cell(dash, 0, 2, "Timeframe: " + timeframe, text_color=color.black, bgcolor=color.purple, text_size=size.normal)
    table.cell(dash, 0, 3, "Signal: " + signal + " @ " + str.tostring(close, "#.##"), text_color=color.black, bgcolor=sigColor, text_size=size.normal)
    table.cell(dash, 0, 4, "Reason: " + reason, text_color=color.black, bgcolor=color.new(color.yellow, 60), text_size=size.normal)
    table.cell(dash, 0, 5, signal == "BUY" ? "TP1: " + str.tostring(tp1_long, "#.##") + 
                 " | TP2: " + str.tostring(tp2_long, "#.##") + 
                 " | TP3: " + str.tostring(tp3_long, "#.##")
                 : signal == "SELL" ? "TP1: " + str.tostring(tp1_short, "#.##") + 
                 " | TP2: " + str.tostring(tp2_short, "#.##") + 
                 " | TP3: " + str.tostring(tp3_short, "#.##") : "-", 
                 text_color=color.black, bgcolor=color.new(color.green, 80), text_size=size.normal)
    table.cell(dash, 0, 6, "Reentry: " + str.tostring(gma, "#.##"), text_color=color.black, bgcolor=color.new(color.orange, 80), text_size=size.normal)
    table.cell(dash, 0, 7, signal == "BUY" ? "SL: " + str.tostring(sl_long, "#.##") : signal == "SELL" ? "SL: " + str.tostring(sl_short, "#.##") : "-", text_color=color.black, bgcolor=color.new(color.red, 70), text_size=size.normal)

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