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双EMA黄金交叉止盈策略Dual-EMA-Golden-Cross-Profit-Taking-Strategy.md

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Name

双EMA黄金交叉止盈策略Dual-EMA-Golden-Cross-Profit-Taking-Strategy

Author

ChaoZhang

Strategy Description

IMG [trans]

概述

本策略通过计算两组不同参数的EMA指标,并设置买入信号为两组EMA指标发生黄金交叉时,设置卖出信号为另外两组EMA指标发生死亡交叉时,从而实现高效的短线交易策略。

策略原理

该策略使用4个EMA指标,分别是9周期的EMA1,26周期的EMA2,100周期的EMA3和55周期的EMA4。买入信号设置为EMA1上穿EMA2时,表示短线EMA上穿长线EMA,属于典型的黄金交叉信号。卖出信号设置为EMA3下穿EMA4时,属于死亡交叉信号。这样可以在短线EMA指标发生黄金交叉时快速入市,并在长线EMA指标发生死亡交叉时快速止损止盈出场,实现高效的短线交易。

策略优势

  1. 使用双EMA交叉实现快进快出,能够快速锁定短线利润
  2. 交易信号简单清晰,容易实施
  3. 参数可调,可以根据不同市场调整参数
  4. 获利空间大,适合短线scalping交易

风险分析

  1. 双EMA交叉可能出现误信号,需要结合其他指标过滤
  2. EMA参数设置不当可能导致过于敏感或迟钝
  3. 需要密切关注大级别轮动,及时止盈

优化方向

  1. 可以加入MACD,KDJ等其他指标进行信号过滤,提高信号准确率
  2. 可以测试更多组合,找到最优EMA参数
  3. 可以设置移动止损来锁定利润

总结

本策略整体来说是一种非常典型和有效的短线交易策略。优点是快进快出,适合scalping,获利空间大。同时也存在一些风险,需要注意防范。如果参数调整得当,并辅助其他指标进行信号过滤,可以成为非常实用的短线交易策略。

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Overview

This strategy calculates two groups of EMA indicators with different parameters and sets the buy signal when the two groups of EMA indicators have a golden cross and the sell signal when another two groups of EMA indicators have a death cross, so as to achieve an efficient short-term trading strategy.

Strategy Principle

The strategy uses 4 EMA indicators, EMA1 with a period of 9, EMA2 with a period of 26, EMA3 with a period of 100, and EMA4 with a period of 55. The buy signal is set when EMA1 crosses over EMA2, indicating that the short-term EMA crosses over the long-term EMA, which is a typical golden cross signal. The sell signal is set when EMA3 crosses below EMA4, which is a death cross signal. This allows fast entry when the short-term EMA indicator has a golden cross and fast stop loss when the long-term EMA indicator has a death cross to achieve efficient short-term trading.

Advantage Analysis

  1. Use dual EMA cross for fast entry and exit to quickly lock short-term profits
  2. Clear and simple trading signals, easy to implement
  3. Adjustable parameters to suit different markets
  4. Large profit range, suitable for short-term scalping trading

Risk Analysis

  1. Dual EMA cross may have false signals, needs to be filtered with other indicators
  2. Improper EMA parameter settings may cause too sensitive or dull
  3. Need to closely monitor larger cycles for timely profit-taking

Optimization Direction

  1. Can add MACD, KDJ and other indicators for signal filtering to improve signal accuracy
  2. Can test more combinations to find the optimal EMA parameters
  3. Can set moving stop loss to lock in profits

Summary

Overall, this is a very typical and effective short-term trading strategy. The advantages are fast entry and exit, suitable for scalping and large profit range. There are also some risks that need attention and prevention. With proper parameter adjustment and assistance of other indicators for signal filtering, it can become a very practical short-term trading strategy.

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Strategy Arguments

Argument Default Description
v_input_int_1 9 EMA_L
v_input_int_2 26 EMA_L2
v_input_int_3 100 EMA_S
v_input_int_4 55 EMA_S2

Source (PineScript)

/*backtest
start: 2023-01-05 00:00:00
end: 2024-01-11 00:00:00
period: 1d
basePeriod: 1h
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/
// © YukalMoon

//@version=5
strategy(title="EMA SCALPEUR", overlay=true, initial_capital = 1000)


//// input controls

EMA_L = input.int (title = "EMA_L", defval = 9, minval = 1, maxval = 100, step =1)
EMA_L2 = input.int (title = "EMA_L2", defval = 26, minval = 1, maxval = 100, step =1)
EMA_S = input.int (title = "EMA_S", defval = 100, minval = 1, maxval = 100, step =1)
EMA_S2 = input.int (title = "EMA_S2", defval = 55, minval = 1, maxval = 100, step =1)


/// mise en place de ema

shortest = ta.ema(close, 9)
short = ta.ema(close, 26)
longer = ta.ema(close, 100)
longest = ta.ema(close, 55)

plot(shortest, color = color.red)
plot(short, color = color.orange)
plot(longer, color = color.aqua)
plot(longest, color = color.yellow)

plot(close)

//// trading indicators

EMA1 = ta.ema (close,EMA_L)
EMA2 = ta.ema (close,EMA_L2)
EMA3 = ta.ema (close, EMA_S)
EMA4 = ta.ema (close, EMA_S2)


buy = ta.crossover(EMA1, EMA2)
//sell = ta.crossunder(EMA1, EMA2)

buyexit = ta.crossunder(EMA3, EMA4)
//sellexit = ta.crossover(EMA3, EMA4)

/////strategy

strategy.entry ("long", strategy.long, when = buy, comment = "EXIT-LONG")
//strategy.entry ("short", strategy.short, when = sell, comment = "ENTER-SHORT")


///// market exit

strategy.close ("long", when = buyexit, comment = "ENTER-LONG")
//strategy.close ("short",  when = sellexit, comment = "EXIT-SHORT")

Detail

https://www.fmz.com/strategy/438484

Last Modified

2024-01-12 14:02:22