strategies/二年新高回调均线策略Two-Year-New-High-Retracement-Moving-Average-Strategy.md

> Name

二年新高回调均线策略Two-Year-New-High-Retracement-Moving-Average-Strategy

> Author

ChaoZhang

> Strategy Description

![IMG](https://www.fmz.com/upload/asset/13ec6f6890e362a8e50.png)
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### 概述(Overview)
本策略基于股票的二年新高价格和移动平均线的唯一计算方法。当股票价格创出二年新高后回调至13日指数移动平均线时,产生买入信号。

### 策略原理(Strategy Principle)
本策略的核心逻辑基于以下唯一的计算方法:

1. 当股票价格创出二年以来的最高价后,会形成一个短期的价格高点。这是一个比较关键的价格点。

2. 当价格从这个新高点下跌,回调到13日指数移动平均线时,就是一个比较好的买入机会。这是利用了价格的中枢特征。

3. 此外,买入信号发出时,股票价格必须在二年新高价的10%范围内,不能太远。并且要低于13日线而高于21日线,这保证了买入的时机选择。

4. 对于持有的仓位,如果价格跌破21日线5%或距离二年新高下跌20%,就区间止损了结利润。

### 策略优势(Strategy Advantages)
这是一个长线的突破策略,具有以下优势:

1. 利用二年高点这一独特价格,可以有效判断潜在趋势反转机会。

2. 13日指数移动平均线作为入市依据,可以有效过滤震荡,确定较强势头。

3. 唯一的计算方法,利用价格特征来发出信号,避免主观臆断。

4. 适当考虑止损,可以锁定大部分利润。

### 策略风险及解决方法(Risks and Solutions)
该策略也存在一些风险,主要有:

1. 行情可能出现深度回调,无法全部止损。此时需要评估大环境,确定是否果断止损。

2. 隔夜大缺口的情况下,无法完美止损。这需要适当放宽止损幅度作为应对。

3. 13日线过滤震荡的效果可能不理想,产生过多错误信号。此时可以适当延长至21日线。

4. 新高描述的趋势转折点效果可能不佳,可考虑改用其它指标结合。

### 策略优化建议(Strategy Optimization Suggestions)  
该策略还存在可优化的空间:  

1. 可以引入其他工具判断大环境,避免不必要持仓。

2. 增加量能指标等判断力度,进一步避免误入震荡区间。  

3. 优化移动平均线参数,使其更能抓住价格特征。

4. 利用机器学习方法动态优化二年新高价参数,使策略更灵活。

### 总结(Conclusion)
本策略整体来说是比较独特的长线突破思路,关键点在于利用二年新高这个重要价格进行判断,并以13日指数移动平均线作为过滤和入场依据。该策略有一定优势,但也存在可优化的空间,值得进一步探索研究。

||

### Overview
This strategy is based on the unique calculation of the two-year new high price and moving average of stocks. It generates a buy signal when the stock price retreats to the 13-day exponential moving average after reaching a two-year high.  

### Strategy Principle  
The core logic of this strategy is based on the following unique calculations:  

1. When the stock price reaches a new high over the last two years, it forms a short-term peak. This is a critical price level.  

2. When the price retreats from this new high and pulls back to the 13-day exponential moving average, it presents a good buying opportunity. This utilizes the price consolidation pattern. 

3. In addition, when the buy signal triggers, the stock price must be within 10% range of the two-year high, not too far away. It also needs to be below 13-day line and above 21-day line to ensure proper timing.  

4. For open positions, if the price breaks 5% below the 21-day MA line or declines 20% from the two-year high, the position will be stopped out to lock in profits.

### Strategy Advantages  
This is a long-term breakout strategy with these advantages:

1. The unique two-year high price can effectively identify potential trend reversal opportunities.   

2. The 13-day EMA line serves as the entry filter to avoid whipsaws and determine stronger momentum. 

3. The unique calculations generate signals based on price action, avoiding subjective interference.  

4. Reasonable stop loss allows locking in most profits.

### Risks and Solutions
There are also some risks mainly as follows:   

1. Markets can experience deep drawdowns, unable to stop out in time. Need to assess the overall environment to decide whether to cut losses resolutely.

2. Overnight big gaps may prevent perfect stop loss. Hence stop loss percentage needs to be widened to adapt.  

3. The 13-day line may not filter out consolidations well, generating excessive false signals. Can consider extending to 21-day line.

4. New high price may not work well to determine trend changes. Other indicators can combine to enhance effectiveness.

### Strategy Optimization Suggestions
There is room for further optimization:

1. Incorporate other tools to judge overall market conditions, avoiding unnecessary positions.  

2. Add momentum indicators to better avoid whipsaw ranges.
  
3. Optimize moving average parameters to better capture price patterns. 

4. Utilize machine learning to dynamically optimize the two-year high parameter for more flexibility.

### Conclusion  
In summary, this is a unique long term breakout strategy, with the key being the two-year high price level and the 13-day EMA line serving as entry filter. It has certain advantages but also room for improvements, worth further research and exploration.

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> Strategy Arguments



|Argument|Default|Description|
|----|----|----|
|v_input_1|2000|Start Year|
|v_input_2|true|Start Month|
|v_input_3|true|Start Date|
|v_input_4|2021|End Year|
|v_input_5|6|End Month|
|v_input_6|3|End Date|


> Source (PineScript)

``` javascript
/*backtest
start: 2023-12-26 00:00:00
end: 2024-01-25 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Part Timer

//This script accepts from and to date parameter for backtesting. 
//This script generates white arrow for each buying signal

//@version=4
strategy("AMRS_LongOnly_PartTimer", overlay = true)

//i_endTime = input(defval = timestamp("02 Jun 2021 15:30 +0000"), title = "End Time", type=input.time)

StartYear=input(defval = 2000, title ="Start Year", type=input.integer)
StartMonth=input(defval = 01, title ="Start Month", type=input.integer)
StartDate=input(defval = 01, title ="Start Date", type=input.integer)

endYear=input(defval = 2021, title ="End Year", type=input.integer)
endMonth=input(defval = 06, title ="End Month", type=input.integer)
endDate=input(defval = 03, title ="End Date", type=input.integer)

ema11=ema(close,11)
ema13=ema(close,13)
ema21=ema(close,21)

afterStartDate = true
//g=bar_index==1
//ath()=>
    //a=0.0
    //a:=g ? high : high>a[1] ? high:a[1]
    
//a = security(syminfo.tickerid, 'M', ath(),lookahead=barmerge.lookahead_on)

newHigh = (high > highest(high,504)[1])
//plot down arrows whenever it's a new high
plotshape(newHigh, style=shape.triangleup, location=location.abovebar, color=color.green, size=size.tiny)
b=highest(high,504)[1]
VarChk=((b-ema13)/b)*100
TrigLow = (low <= ema13) and (low >= ema21) and (VarChk <= 10)
plotshape(TrigLow, style=shape.triangleup, location=location.belowbar, color=color.white, size=size.tiny)
ExitPrice=(ema21 - (ema21*0.05))
DrawPrice=(b - (b*0.20))
stopprice=0.0
if (close <= ExitPrice)
    stopprice := ExitPrice
if (close <= DrawPrice)
    stopprice := DrawPrice

if (TrigLow and afterStartDate)
    strategy.entry("Long", strategy.long)

strategy.exit("exit","Long", stop=stopprice)
//beforeEndDate = (time < i_endTime)
beforeEndDate = (time >= timestamp(syminfo.timezone,endYear, endMonth, endDate, 0, 0))
if (beforeEndDate)
    strategy.close_all()
```

> Detail

https://www.fmz.com/strategy/440080

> Last Modified

2024-01-26 14:49:28