Saudaldhaidy策略

Author: 雨幕（youquant）, Date: 2022-05-26 10:23:45
Tags: EMAsmaWMA

该策略使用组合指标来创建长期切入点，该策略最早由 Saudaldhaidy 发现。

如何使用：选择一个5分钟到2小时（建议：30分钟，45分钟）之间的时间段，策略本身会给出入口点，您可以手动监控和获取利润（建议），也可以使用出场设置。

获利回吐：在达到入口点的指定百分比后，关闭交易并获利回吐。使用止损百分比：如果为false，交易将在低于MA线时关闭，如果为true，将使用下一个设置。止损百分比：指定一个百分比，如果资产价格低于该百分比，则结束交易。

重要注意事项：正如Saudaldhaidy所言，为了取得最佳效果，必须将该策略与heiken ashi蜡烛一起使用。为了更好地使用该策略，请使用（Take Profit=1，use Stop Percentage=false）获取每笔交易，并在看到最好的交易时手动获取利润。

回测测试

/*backtest
start: 2021-11-01 00:00:00
end: 2022-05-25 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
args: [["ContractType","rb2210",360008]]
*/

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

//@version=5
//strategy("SSS", overlay=true, initial_capital=1000,currency=currency.USD,default_qty_type=strategy.percent_of_equity,default_qty_value=100,pyramiding=0)
//SSS = Sultan+Saud Strategy

//The original idea of the code belonges to saudALThaidy
//The strategy code is basically made out of two other indicators, edited and combined by me.
// 1- NSDT HAMA Candles => https://www.tradingview.com/script/k7nrF2oI-NSDT-HAMA-Candles/
// 2- SSL Channel => https://www.tradingview.com/script/6y9SkpnV-SSL-Channel/


//MA INFO
// WickColor = input(color.rgb(80, 80, 80, 100), title='Wick Color', tooltip='Suggest Full Transparency.')
LengthMA = input.int(100, minval=1, title='MA周期', inline='MA Info')
TakeProfit = input.float(1, minval=0, title='止盈百分比', step=1)
UseStopLose = input.bool(false, title='使用止损百分比')
StopLose = input.float(1, minval=0, title='止损百分比', step=1)

MASource = close

ma(source, length, type) =>
    type == "SMA" ? ta.sma(source, length) :
     type == "EMA" ? ta.ema(source, length) :
     type == "SMMA (RMA)" ? ta.rma(source, length) :
     type == "WMA" ? ta.wma(source, length) :
     type == "VWMA" ? ta.vwma(source, length) :
     na

ma1_color  = color.green
ma1 = ma(high, 200, "SMA")

ma2_color  = color.red
ma2 = ma(low, 200, "SMA")

Hlv1 = float(na)
Hlv1 := close > ma1 ? 1 : close < ma2 ? -1 : Hlv1[1]
sslUp1   = Hlv1 < 0 ? ma2 : ma1
sslDown1 = Hlv1 < 0 ? ma1 : ma2

Color1 = Hlv1 == 1 ? ma1_color : ma2_color
fillColor1 = color.new(Color1, 90)

highLine1 = plot(sslUp1, title="UP", linewidth=2, color = Color1)
lowLine1 = plot(sslDown1, title="DOWN", linewidth=2, color = Color1)

OpenLength = 25
HighLength = 20
LowLength = 20
CloseLength = 20


     
SourceOpen = (open[1] + close[1]) / 2
SourceHigh = math.max(high, close)
SourceLow = math.min(low, close)
SourceClose = (open + high + low + close) / 4

funcCalcMA1(src1, len1) => ta.ema(src1, len1)
funcCalcOpen(SourceOpen, OpenLength) => ta.ema(SourceOpen, OpenLength)
funcCalcHigh(SourceHigh, HighLength) => ta.ema(SourceHigh, HighLength)
funcCalcLow(SourceLow, LowLength) => ta.ema(SourceLow, LowLength)
funcCalcClose(SourceClose, CloseLength) => ta.ema(SourceClose, CloseLength)

MA_1 = funcCalcMA1(MASource, LengthMA)

CandleOpen = funcCalcOpen(SourceOpen, OpenLength)
CandleHigh = funcCalcHigh(SourceHigh, HighLength)
CandleLow = funcCalcLow(SourceLow, LowLength)
CandleClose = funcCalcClose(SourceClose, CloseLength)

//PLOT CANDLES
//-------------------------------NSDT HAMA Candels
BodyColor = CandleOpen > CandleOpen[1] ? color.green : color.red
//barcolor(BodyColor)
//plotcandle(CandleOpen, CandleHigh, CandleLow, CandleClose, color=BodyColor, title='HAMA Candles', wickcolor=WickColor, bordercolor=na)
plot(MA_1, title='MA Line', color=BodyColor, style=plot.style_line, linewidth=2)

//------------------------------SSL Channel


plot_buy = false
avg = ((high-low)/2)+low
LongCondition = (Hlv1 == 1 and Hlv1[1] == -1) and (BodyColor == color.green) and (MA_1 < avg) and (CandleHigh < avg) and (strategy.opentrades == 0)
if LongCondition
    strategy.entry("BUY HERE", strategy.long)
    plot_buy := true

base = strategy.opentrades.entry_price(0)
baseProfit = (base+((base/100)*TakeProfit))
baseLose = (base-((base/100)*StopLose))

strategy.exit("SELL HERE","BUY HERE",limit = baseProfit)
if UseStopLose and (close < MA_1)
    strategy.exit("SELL HERE","BUY HERE",stop = baseLose)
if not UseStopLose and (close < MA_1)
    strategy.exit("SELL HERE","BUY HERE", stop = close)
    
plotshape(plot_buy, title="Buy Label", text="Buy", location=location.belowbar, style=shape.labelup, size=size.tiny, color=Color1, textcolor=color.white)

fill(highLine1, lowLine1, color = fillColor1)

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