ETHModeStrategy2.2-5m -30m
ลิงก์ TradingView
คำอธิบาย
Open-source strategy for ETH.
Signals triggered on 5m chart with higher-timeframe context.
For personal automation use only.
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Pine Script Source
//@version=5
// ⚠️ 注意：此策略默认启用移动止盈，请勿关闭以保证策略完整性
strategy("ETH 双模策略 v2.1 - Gate.io 专用（15分钟信号 + 1小时趋势）",
overlay=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=100,
initial_capital=10000,
commission_type=strategy.commission.percent,
commission_value=0.1,
margin_long=1.0,
margin_short=1.0)
// ====================== 参数设置 ======================
rsiLen = input.int(2, "CRSI - RSI周期")
streakLen = input.int(3, "CRSI - Streak周期")
prcLen = input.int(80, "CRSI - 百分位窗口")
crsiOversold = input.int(25, "CRSI 超卖阈值", minval=10, maxval=40, group="信号阈值")
crsiOverbought = input.int(75, "CRSI 超买阈值", minval=60, maxval=90, group="信号阈值")
keltnerLength = input.int(18, "Keltner EMA周期")
keltnerMult = input.float(1.5, "Keltner 乘数")
// 风控参数
useStopLoss = input.bool(true, "启用止损？", group="风控")
slAtrMult = input.float(2.2, "止损 ATR 倍数", minval=0.5, maxval=5.0, group="风控")
useTakeProfit = input.bool(true, "启用止盈？", group="风控")
tpRatio = input.float(2.5, "盈亏比 (TP/SL)", minval=0.5, maxval=5.0, group="风控")
useTrailingStop = input.bool(true, "启用移动止盈？", group="风控") // ✅ 默认开启！
trailActivationMult = input.float(1.5, "追踪激活倍数 (ATR)", minval=0.5, maxval=5.0, group="风控")
trailOffsetMult = input.float(1.0, "追踪回撤倍数 (ATR)", minval=0.5, maxval=3.0, group="风控")
minDistance = input.int(5, "最小信号间隔（K线数）", minval=1, group="风控")
minHoldBars = input.int(5, "最小持仓时间（K线数）", minval=1, group="风控")
// ====================== 时间框架 ======================
signalTf = "15" // ✅ 15分钟：信号生成周期
trendTf = "60" // ✅ 1小时：趋势判断周期
// ====================== CRSI 函数 ======================
crsiFunc() =>
rsi1 = ta.rsi(close, rsiLen)
streak = 0
streak := close > close[1] ? (streak[1] > 0 ? streak[1] + 1 : 1) :
close < close[1] ? (streak[1] < 0 ? streak[1] - 1 : -1) : 0
rsi2 = ta.rsi(streak, streakLen)
percentRank = ta.percentrank(close - close[1], prcLen)
(rsi1 + rsi2 + percentRank) / 3
// ====================== 多时间框架数据（基于15分钟）=======================
[crsi_15m, close_15m, open_15m, high_15m, low_15m, atr_15m, basis_15m] = request.security(syminfo.tickerid, signalTf, [crsiFunc(), close, open, high, low, ta.atr(10), ta.ema(close, keltnerLength)])
// 获取1小时CRSI用于趋势判断
crsi_1h = request.security(syminfo.tickerid, trendTf, crsiFunc())
// 判断是否为15分钟K线的收盘时刻
isSignalBar = ta.change(time(signalTf)) != 0
// ====================== 原始信号（纯净，无任何限制）=======================
inRange = crsi_1h >= 40 and crsi_1h <= 60
trendBull = crsi_1h > 60
trendBear = crsi_1h < 40
crsiOversoldSignal = crsi_15m <= crsiOversold
crsiOverboughtSignal = crsi_15m >= crsiOverbought
bullishCandle = close_15m > open_15m and (close_15m - open_15m) >= (high_15m - low_15m) * 0.3
bearishCandle = close_15m < open_15m and (open_15m - close_15m) >= (high_15m - low_15m) * 0.3
rangeBuy = inRange and (low_15m < basis_15m - keltnerMult * atr_15m) and crsiOversoldSignal and bullishCandle
rangeSell = inRange and (high_15m > basis_15m + keltnerMult * atr_15m) and crsiOverboughtSignal and bearishCandle
trendBuyPullback = trendBull and crsiOversoldSignal and (close_15m <= (basis_15m - keltnerMult * atr_15m) * 1.02)
trendSellPullback = trendBear and crsiOverboughtSignal and (close_15m >= (basis_15m + keltnerMult * atr_15m) * 0.98)
trendBuyBreakout = trendBull and (high_15m > (basis_15m + keltnerMult * atr_15m)[1]) and (close_15m < basis_15m + keltnerMult * atr_15m) and crsiOversoldSignal
trendSellBreakout = trendBear and (low_15m < (basis_15m - keltnerMult * atr_15m)[1]) and (close_15m > basis_15m - keltnerMult * atr_15m) and crsiOverboughtSignal
trendBuy = trendBuyPullback or trendBuyBreakout
trendSell = trendSellPullback or trendSellBreakout
// ✅【关键】原始信号：仅用于显示和警报，不受任何限制
rawBuySignal = isSignalBar and (rangeBuy or trendBuy)
rawSellSignal = isSignalBar and (rangeSell or trendSell)
// ====================== 可视化 & 警报 ======================
plotshape(rawBuySignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.triangleup, text="BUY", size=size.small)
plotshape(rawSellSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.triangledown, text="SELL", size=size.small)
// ✅ 警报基于原始信号 → Gate.io 能收到每一个15分钟信号
alertcondition(rawBuySignal, title="ETH BUY", message="【ETH】15分钟买入信号！")
alertcondition(rawSellSignal, title="ETH SELL", message="【ETH】15分钟卖出信号！")
// ====================== 交易执行逻辑（带风控）=======================
var int lastTradeBar = na
var int longEntryBar = na
var int shortEntryBar = na
if isSignalBar
canTrade = na(lastTradeBar) or (bar_index - lastTradeBar >= minDistance)
// 开多
if rawBuySignal and canTrade
strategy.entry("Long", strategy.long)
lastTradeBar := bar_index
longEntryBar := bar_index
longStop = close_15m - slAtrMult * atr_15m
longTarget = close_15m + tpRatio * slAtrMult * atr_15m
if useStopLoss
strategy.exit("Long Exit", from_entry="Long",
stop=longStop,
limit=useTakeProfit ? longTarget : na,
trail_points=useTrailingStop ? trailActivationMult * atr_15m : na,
trail_offset=useTrailingStop ? trailOffsetMult * atr_15m : na)
// 开空
if rawSellSignal and canTrade
strategy.entry("Short", strategy.short)
lastTradeBar := bar_index
shortEntryBar := bar_index
shortStop = close_15m + slAtrMult * atr_15m
shortTarget = close_15m - tpRatio * slAtrMult * atr_15m
if useStopLoss
strategy.exit("Short Exit", from_entry="Short",
stop=shortStop,
limit=useTakeProfit ? shortTarget : na,
trail_points=useTrailingStop ? trailActivationMult * atr_15m : na,
trail_offset=useTrailingStop ? trailOffsetMult * atr_15m : na)
// 最小持仓保护
canCloseLong = not na(longEntryBar) and (bar_index - longEntryBar >= minHoldBars)
canCloseShort = not na(shortEntryBar) and (bar_index - shortEntryBar >= minHoldBars)
// 反向平仓（受最小持仓保护）
if isSignalBar
if rawSellSignal and canCloseLong
strategy.close("Long")
if rawBuySignal and canCloseShort
strategy.close("Short")