65 lines
1.1 KiB
Markdown
65 lines
1.1 KiB
Markdown
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> Name
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标准上涨五浪下跌五浪策略
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> Author
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Zer3192
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> Source (PineScript)
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``` pinescript
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//@version=4
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// 标准上涨五浪下跌五浪策略
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// 顶1
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s1 = lowest(low, 5)
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// 底1
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b1 = highest(high, 5)
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// 顶2
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s2 = lowest(low[1], 5)
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// 底2
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b2 = highest(high[1], 5)
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// 顶3
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s3 = lowest(low[2], 5)
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// 底3
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b3 = highest(high[2], 5)
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// 顶4
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s4 = lowest(low[3], 5)
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// 底4
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b4 = highest(high[3], 5)
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// 顶5
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s5 = lowest(low[4], 5)
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// 底5
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b5 = highest(high[4], 5)
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// 上涨五浪
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up_waves = (b1 > b2) and (b2 > b3) and (b3 > b4) and (b4 > b5)
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// 下跌五浪
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down_waves = (s1 < s2) and (s2 < s3) and (s3 < s4) and (s4 < s5)
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// 交易条件
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if (up_waves)
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strategy.entry("long", strategy.long, 1, stop = low[4], comment = "long")
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else if (down_waves)
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strategy.entry("short", strategy.short, 1, stop = high[4], comment = "short")
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// 绘图
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plotshape(up_waves, style = shape.triangleup, location = location.belowbar, color=green, title="上涨五浪")
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plotshape(down_waves, style = shape.triangledown, location = location.abovebar, color=red, title="下跌五浪")
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```
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> Detail
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https://www.fmz.com/strategy/395584
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> Last Modified
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2023-01-03 21:31:11
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