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Trend and Range Detection Strategy with Stop Loss and Take Profit

A trading view strategy

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vctata725
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50 views4 pages

Trend and Range Detection Strategy with Stop Loss and Take Profit

A trading view strategy

Uploaded by

vctata725
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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//@version=5

strategy("Trend and Range Detection Strategy with Stop Loss and Take Profit",
overlay=true)

// 输入参数

ema_short_period = input.int(50, title="EMA Short Period", minval=1)

ema_long_period = input.int(200, title="EMA Long Period", minval=1)

stop_loss_percentage = input.float(1.0, title="Stop Loss Percentage", minval=0.1)


// 以百分比形式输入

take_profit_percentage = input.float(2.0, title="Take Profit Percentage",


minval=0.1) // 以百分比形式输入

profit_move_to_breakeven_percentage = 61.8 // 当盈利到达止损金额的 61.8%时，将止损价格移动到成本


处

// 计算均线

ema_short = ta.ema(close, ema_short_period)

ema_long = ta.ema(close, ema_long_period)

// 计算均线差距

ema_diff = ema_short - ema_long

ema_diff_prev = ema_diff[1]

// 确定趋势和震荡状态

bullish_trend = ema_short > ema_long and ema_diff > ema_diff_prev

bearish_trend = ema_short < ema_long and ema_diff < ema_diff_prev

converging = math.abs(ema_diff) < math.abs(ema_diff_prev)

// 入场和出场条件
enter_long = bullish_trend and not converging

enter_short = bearish_trend and not converging

exit_long = close < ema_short

exit_short = close > ema_short

// 计算止损和止盈价格

stop_loss_long = close * (1 - stop_loss_percentage / 100)

take_profit_long = close * (1 + take_profit_percentage / 100)

stop_loss_short = close * (1 + stop_loss_percentage / 100)

take_profit_short = close * (1 - take_profit_percentage / 100)

// 多头交易

if (enter_long)

strategy.entry("Long", strategy.long)

strategy.exit("Take Profit/Stop Loss", "Long", stop=stop_loss_long,


limit=take_profit_long)

if (exit_long)

strategy.close("Long")

// 空头交易

if (enter_short)

strategy.entry("Short", strategy.short)

strategy.exit("Take Profit/Stop Loss", "Short", stop=stop_loss_short,


limit=take_profit_short)

if (exit_short)
strategy.close("Short")

// 追踪止损逻辑

var float entry_price_long = na

var float entry_price_short = na

if (strategy.opentrades > 0 and strategy.opentrades.entry_id(0) == "Long")

entry_price_long := strategy.opentrades.entry_price(0)

profit_target_long = entry_price_long + (entry_price_long - stop_loss_long) *


(profit_move_to_breakeven_percentage / 100)

if (close >= profit_target_long)

strategy.exit("Move SL to Breakeven", "Long", stop=entry_price_long)

if (strategy.opentrades > 0 and strategy.opentrades.entry_id(0) == "Short")

entry_price_short := strategy.opentrades.entry_price(0)

profit_target_short = entry_price_short - (stop_loss_short - entry_price_short) *


(profit_move_to_breakeven_percentage / 100)

if (close <= profit_target_short)

strategy.exit("Move SL to Breakeven", "Short", stop=entry_price_short)

// 绘制均线

plot(ema_short, color=color.blue, title="EMA 50")

plot(ema_long, color=color.red, title="EMA 200")

// 显示状态

bgcolor(bullish_trend and not converging ? color.new(color.green, 90) : na,


title="Bullish Trend")

bgcolor(bearish_trend and not converging ? color.new(color.red, 90) : na,


title="Bearish Trend")

bgcolor(converging ? color.new(color.yellow, 90) : na, title="Converging/Range")

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