1分钟实体突破-精确计时版-动量过滤

1分钟实体突破-精确计时版-动量过滤.pine

//@version=5
strategy("1分钟实体突破-精确计时版-动量过滤", overlay=true, process_orders_on_close=true)

adx_length = input.int(14, "ADX周期")
adx_threshold = input.int(20, "ADX阈值")
[_, _, adx] = ta.dmi(adx_length, adx_length)
adx_ok = adx > adx_threshold

// === 参数设置 ===
length_bb = input.int(20, "布林带周期")
mult = input.float(2.0, "布林带倍数")
ma_length = input.int(50, "均线周期")
use_trend_filter = input.bool(true, "趋势过滤")
trade_duration = input.int(10, "持仓时间(分钟)", minval=1)
use_rsi_filter = input.bool(true, "启用RSI过滤")
rsi_length = input.int(14, "RSI周期")
rsi_long = input.int(55, "做多RSI阈值")
rsi_short = input.int(45, "做空RSI阈值")
use_macd_filter = input.bool(true, "启用MACD过滤")

// === 指标计算 ===
basis = ta.sma(close, length_bb)
dev = mult * ta.stdev(close, length_bb)
upper = basis + dev
lower = basis - dev
ma = ta.sma(close, ma_length)
rsi = ta.rsi(close, rsi_length)
[macdLine, signalLine, histLine] = ta.macd(close, 12, 26, 9)

// === 信号条件 ===
body_break_upper = close > upper and open > upper[1]
body_break_lower = close < lower and open < lower[1]
trend_up = close > ma
trend_down = close < ma
rsi_long_ok = not use_rsi_filter or rsi > rsi_long
rsi_short_ok = not use_rsi_filter or rsi < rsi_short
macd_long_ok = not use_macd_filter or histLine > 0
macd_short_ok = not use_macd_filter or histLine < 0

// === 交易逻辑 ===
// 用plotshape标记信号点位
plotshape(body_break_upper and (not use_trend_filter or trend_up) and rsi_long_ok and macd_long_ok and adx_ok, title="↑突破", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(body_break_lower and (not use_trend_filter or trend_down) and rsi_short_ok and macd_short_ok and adx_ok, title="↓突破", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)

// === 可视化 ===
plot(basis, "中线", color=color.orange)
plot(upper, "上轨", color=color.green)
plot(lower, "下轨", color=color.red)
plot(ma, "均线", color=color.blue)
plot(rsi, "RSI", color=color.purple, linewidth=1, title="RSI")
hline(rsi_long, "RSI多阈值", color=color.green)
hline(rsi_short, "RSI空阈值", color=color.red)
plot(adx, "ADX", color=color.fuchsia, linewidth=1, title="ADX")
hline(adx_threshold, "ADX阈值", color=color.fuchsia)

default.mp4

default.mp4