2023-10-31 12:29:56 +08:00
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> Name
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布林带策略止盈和马丁格尔倍投
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> Author
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Zer3192
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|v_input_1_close|0|Source: close|high|low|open|hl2|hlc3|hlcc4|ohlc4|
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|v_input_2|20|Length|
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|v_input_3|2|Multiplier|
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|v_input_4|true|使用马丁格尔倍投|
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|v_input_5|0.001|初始仓位大小|
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|v_input_6|2|马丁格尔倍数|
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> Source (PineScript)
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2024-03-03 22:27:55 +08:00
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``` pinescript
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2023-10-31 12:29:56 +08:00
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//@version=4
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strategy("Bollinger Bands %B Crossover", overlay=true,pyramiding = 6)
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// Load Bollinger Bands %B indicator
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source = input(close, title="Source")
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length = input(20, minval=1, title="Length")
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mult = input(2.0, minval=0.001, maxval=50, title="Multiplier")
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basis = sma(source, length)
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dev = mult * stdev(source, length)
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upper = basis + dev
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lower = basis - dev
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bb = (source - lower) / (upper - lower)
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// Define long and short conditions
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longCondition = crossover(bb, 0)
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shortCondition = crossunder(bb, 1)
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// 马丁格尔策略参数
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useMartin = input(true, title="使用马丁格尔倍投")
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initialQty = input(0.001, title="初始仓位大小")
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martinFactor = input(2, title="马丁格尔倍数")
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// 买入条件满足时，产生买入信号，并设置止盈止损
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if (longCondition)
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strategy.entry("Buy", strategy.long)
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if useMartin
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if close<strategy.position_avg_price*0.95 and strategy.position_size >0
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strategy.order("exitBuy", "Buy",qty=strategy.position_size * martinFactor,when=strategy.long)
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if strategy.position_size >0
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strategy.exit("Take Profit/Stop Loss", "Buy", profit=strategy.position_avg_price * 1.1)
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// 卖出条件满足时，产生卖出信号，并设置止盈止损
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if (shortCondition)
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strategy.entry("Sell",strategy.short)
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if useMartin
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if close<strategy.position_avg_price*1.05 and strategy.position_size < 0
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strategy.order( "exitSell","Sell", qty=strategy.position_size * martinFactor,when=strategy.short)
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if strategy.position_size >0
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strategy.exit("Take Profit/Stop Loss", "Sell", profit=strategy.position_avg_price * 1.1)
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```
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> Detail
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https://www.fmz.com/strategy/422794
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> Last Modified
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2023-10-19 08:34:55
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