74 lines
1.5 KiB
Markdown
74 lines
1.5 KiB
Markdown
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> Name
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斐波那契回撤交易策略脚本
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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|50|斐波那契周期长度|
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|v_input_2|0.236|斐波那契水平1|
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|v_input_3|0.382|斐波那契水平2|
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|v_input_4|0.618|斐波那契水平3|
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> Source (PineScript)
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``` pinescript
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/*backtest
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start: 2022-10-27 00:00:00
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end: 2023-11-02 00:00:00
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period: 1d
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basePeriod: 1h
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
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*/
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//@version=5
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strategy("斐波那契回撤交易策略", overlay=true, initial_capital=10000)
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// 参数
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length = input(50, title="斐波那契周期长度")
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fib1 = input(0.236, title="斐波那契水平1")
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fib2 = input(0.382, title="斐波那契水平2")
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fib3 = input(0.618, title="斐波那契水平3")
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// 计算斐波那契水平
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highLevel = ta.highest(high, length)
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lowLevel = ta.lowest(low, length)
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range1 = highLevel - lowLevel
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fibLevel1 = highLevel - range1 * fib1
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fibLevel2 = highLevel - range1 * fib2
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fibLevel3 = highLevel - range1 * fib3
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// 条件
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longCondition = ta.crossover(close, fibLevel3)
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shortCondition = ta.crossunder(close, fibLevel1)
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// 下单
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strategy.entry("Buy", strategy.long, when=longCondition)
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strategy.close("Buy", when=shortCondition)
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// 图表标记
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plot(fibLevel1, title="Fib 0.236", color=color.red)
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plot(fibLevel2, title="Fib 0.382", color=color.orange)
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plot(fibLevel3, title="Fib 0.618", color=color.green)
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```
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> Detail
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https://www.fmz.com/strategy/430984
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> Last Modified
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2023-11-03 15:30:58
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