// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Astorhsu
//@version=5
strategy("Astor SMA20/60", overlay=true, margin_long=100, margin_short=100)
backtest_year = input(2018, title='backtest_year') //回測開始年分
backtest_month = input.int(01, title='backtest_month', minval=1, maxval=12) //回測開始月份
backtest_day = input.int(01, title='backtest_day', minval=1, maxval=31) //回測開始日期
start_time = timestamp(backtest_year, backtest_month, backtest_day, 00, 00) //回測開始的時間函數
//Indicators
sma10 = ta.sma(close,10)
sma20 = ta.sma(close,20)
sma60 = ta.sma(close,60)
plot(sma20, color=color.green, title="sma(20)")
plot(sma60, color=color.red, title="sma(60)")
//進場條件
// trend1 = sma60 > sma20 //假設目前趨勢為60>20
longCondition = ta.crossover(close, ta.sma(close, 20))
if (longCondition) and time >=start_time
strategy.entry("open long20", strategy.long, qty=0.1, comment="站上m20做多")
shortCondition = ta.crossunder(close, ta.sma(close, 20))
if (shortCondition) and time >=start_time
strategy.close("open long20",comment="跌破m20平倉", qty=0.1)
longCondition1 = ta.crossover(close, ta.sma(close, 60))
if (longCondition1) and time >=start_time
strategy.entry("open long60", strategy.long, qty=0.1, comment="站上m60做多")
shortCondition1 = ta.crossunder(close, ta.sma(close, 60))
if (shortCondition1) and time >=start_time
strategy.close("open long60",comment="跌破m60平倉", qty=0.1)
// longCondition2 = ta.crossover(close, ta.sma(close, 10))
// if (longCondition2)
// strategy.entry("open long10", strategy.long, qty=0.1, comment="站上m10做多")
// shortCondition2 = ta.crossunder(close, ta.sma(close, 10))
// if (shortCondition2)
// strategy.close("open long10",comment="跌破m10平倉", qty=0.1)
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