周末布林带策略

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © openbox6
//@version=5
import openbox6/zhuang/29 as lz
strategy("周末布林带策略",
         overlay=true,
         initial_capital=4000,
         default_qty_type=strategy.percent_of_equity,
         backtest_fill_limits_assumption=1,
         default_qty_value=100,
         process_orders_on_close=true,
         commission_value = 0.04)

// 输入参数
input_leverage = input.float(1.5, title = "杠杆倍数", step = 0.5)
startPeriodTime = input.time(timestamp('1 Jan 2021'), '开始', group='交易日期范围', inline='开始时间')
endPeriodTime = input.time(timestamp('31 Dec 2099'), '结束', group='交易日期范围', inline='结束时间')
isStartPeriodEnabledAndInRange = startPeriodTime <= time
isEndPeriodEnabledAndInRange = endPeriodTime >= time
// 交易时间段
isInRange = isStartPeriodEnabledAndInRange and isEndPeriodEnabledAndInRange
// 初始化上一次出场的bar索引
var lastExitBar = 0
// 止损百分比
st_pt_percent = 0.02
// 止盈百分比
st_p_percent = 0.02

// ##############################################################
// 布林带参数
bullLength = input.int(25, title = '布林带长度')
bullMulti = input.float(2.0, title = '布林带倍数')

// 布林带
[basis, upper, lower] = lz.getBooling(close, bullLength, bullMulti)
plot(basis, title = "中轨")
plot(upper, title = "上轨")
plot(lower, title = "下轨")

maLength = input.int(89, title = '趋势平均线长度')
ma200 = ta.sma(close, maLength)
plot(ma200, title = '趋势平均线', color = color.yellow, linewidth = 2)

if ta.crossover(close, upper) and (dayofweek == 7 or dayofweek == 1) and isInRange and strategy.position_size == 0 and (bar_index - lastExitBar) > 10 and close < ma200
    lastExitBar := bar_index
    strategy.entry('做空', strategy.short, qty = input_leverage * strategy.equity / close[0])
    

if ta.crossunder(close, lower) and (dayofweek == 7 or dayofweek == 1) and isInRange and strategy.position_size == 0 and (bar_index - lastExitBar) > 10 and close > ma200
    lastExitBar := bar_index
    strategy.entry('做多', strategy.long, qty = input_leverage * strategy.equity / close[0])
    



//strategy.exit('做空止损', '做空', stop = close * (1 + st_pt_percent), limit = close * (1 - st_p_percent), comment_profit='做空止盈', comment_loss='做空止损')

//strategy.exit('做多止损', '做多', stop = close * (1 - st_pt_percent), limit = close * (1 + st_p_percent), comment_profit='做多止盈', comment_loss='做多止损')



strategy.exit('做多平仓', '做多', stop = close * (1 - st_pt_percent), trail_points = close * st_p_percent / syminfo.mintick, trail_offset = close * 0.001 / syminfo.mintick)

strategy.exit('做多平仓', '做空', stop = close * (1 + st_pt_percent), trail_points = close * st_p_percent / syminfo.mintick, trail_offset = close * 0.001 / syminfo.mintick)


// if strategy.position_size > 0 and close >= upper
//     strategy.close('做多', comment = '做多平仓')

// if strategy.position_size < 0 and close <= lower
//     strategy.close('做空', comment = '做空平仓')