策略名称
Darvas Box Buy Sell
策略作者
张超
策略描述
backtest
策略参数
| 参数 | 默认值 | 描述 |
|---|---|---|
| v_input_1 | 5 | Length |
源码 (PineScript)
/*backtest
start: 2022-04-30 00:00:00
end: 2022-05-29 23:59:00
period: 45m
basePeriod: 5m
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/
// © ceyhun
//@version=4
study("Darvas Box Buy Sell", overlay=true)
boxp = input(defval=5, title="Length", minval=1, maxval=500)
LL = lowest(low, boxp)
k1 = highest(high, boxp)
k2 = highest(high, boxp - 1)
k3 = highest(high, boxp - 2)
NH = valuewhen(high > k1[1], high, 0)
box1 = k3 < k2
TopBox = valuewhen(barssince(high > k1[1]) == boxp - 2 and box1, NH, 0)
BottomBox = valuewhen(barssince(high > k1[1]) == boxp - 2 and box1, LL, 0)
plot(TopBox, linewidth=2, color=#4CAF50, title="TBbox")
plot(BottomBox, linewidth=2, color=#FF0000, title="BBbox")
Buy = crossover(close, TopBox)
Sell = crossunder(close, BottomBox)
alertcondition(Buy, title="Buy Signal", message="Buy")
alertcondition(Sell, title="Sell Signal", message="Sell")
plotshape(Buy, style=shape.labelup, location=location.belowbar, color=#4CAF50, size=size.tiny, title="Buy Signal", text="Buy", textcolor=color.black)
plotshape(Sell, style=shape.labeldown, location=location.abovebar, color=#FF0000, size=size.tiny, title="Sell Signal", text="Sell", textcolor=color.white)
if Buy
strategy.entry("Enter Long", strategy.long)
else if Sell
strategy.entry("Enter Short", strategy.short)策略出处
https://www.fmz.com/strategy/366948
更新时间
2022-05-31 19:31:56