XO_macd

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © btc_charlie / @TheParagonGrp

//@version=5
strategy('XO_macd', shorttitle="XO_macd", overlay=true, precision=2, pyramiding=1, 
 calc_on_every_tick=true, backtest_fill_limits_assumption=1, default_qty_type=strategy.percent_of_equity, default_qty_value = 50, currency=currency.USD, slippage=1, commission_type=strategy.commission.percent,
 commission_value=.03, process_orders_on_close=true, initial_capital=10000, margin_long=100, margin_short=100)

lowest = input(5, title='多少根K线参与计算')
RRR = input(3, title='盈亏比')

longOn = input.bool(true , '是否开启多单')
shortOn = input.bool(true , '是否开启空单')

emaNo = input(200, title='ema参数')
long_Ts2          = input.float(0.004,          title='long移动止盈参数',     minval=0,       step=0.001)
short_Ts2          = input.float(0.002,          title='short移动止盈参数',     minval=0,       step=0.001)
// Variables
var ok = 0
var countBuy = 0
var countSell = 0
src = input(close, title='OHLC Type')
i_fastEMA = input(12, title='Fast EMA')
i_slowEMA = input(25, title='Slow EMA')
i_defEMA = input(25, title='Consolidated EMA')

// Getting inputs
fast_length = input(title="Fast Length", defval=26)
slow_length = input(title="Slow Length", defval=100)
src_macd = input(title="Source", defval=close)
signal_length = input.int(title="Signal Smoothing",  minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title="Oscillator MA Type",  defval="EMA", options=["SMA", "EMA"])
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])

// Allow the option to show single or double EMA
i_bothEMAs = input(title='Show Both EMAs', defval=true)

// Define EMAs
v_fastEMA = ta.ema(src, i_fastEMA)
v_slowEMA = ta.ema(src, i_slowEMA)
v_biasEMA = ta.ema(src, i_defEMA)

// Color the EMAs
emaColor = v_fastEMA > v_slowEMA ? color.green : v_fastEMA < v_slowEMA ? color.red : #FF530D

// Plot EMAs
plot(i_bothEMAs ? na : v_biasEMA, color=emaColor, linewidth=3, title='Consolidated EMA')
plot(i_bothEMAs ? v_fastEMA : na, title='Fast EMA', color=emaColor)
plot(i_bothEMAs ? v_slowEMA : na, title='Slow EMA', color=emaColor)

// Colour the bars
buy = v_fastEMA > v_slowEMA
sell = v_fastEMA < v_slowEMA

if buy
    countBuy += 1
    countBuy

if buy
    countSell := 0
    countSell

if sell
    countSell += 1
    countSell

if sell
    countBuy := 0
    countBuy

buysignal = countBuy < 2 and countBuy > 0 and countSell < 1 and buy and not buy[1]
sellsignal = countSell > 0 and countSell < 2 and countBuy < 1 and sell and not sell[1]

barcolor(buysignal ? color.green : na)
barcolor(sellsignal ? color.red : na)

// Plot Bull/Bear

plotshape(buysignal, title='Bull', text='Bull', style=shape.triangleup, location=location.belowbar, color=color.new(color.green, 0), textcolor=color.new(color.black, 0), size=size.tiny)
plotshape(sellsignal, title='Bear', text='Bear', style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 0), textcolor=color.new(color.black, 0), size=size.tiny)

// macd 计算
fast_ma = sma_source == "SMA" ? ta.sma(src_macd, fast_length) : ta.ema(src_macd, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src_macd, slow_length) : ta.ema(src_macd, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
ema200 = ta.ema(close, emaNo)


// 开仓时的止损和止盈价位，并存储在变量中
long_stop_loss = ta.lowest(lowest) //5根K线内最低价
long_take_profit = ((close - long_stop_loss) * RRR) + close 
var long_stop_loss_initial = 0.0
var long_take_profit_initial = 0.0
// 多头开单
if buysignal and hist >= 0 and ema200 < close and longOn
    // 在开仓时存储止损和止盈价位 bar_index
    long_stop_loss_initial := long_stop_loss
    long_take_profit_initial := long_take_profit
    strategy.entry('long',strategy.long)
    strategy.exit("平仓", "long",stop=long_stop_loss_initial, comment_loss="long 止损")
if close < ema200
    strategy.close("long", comment="多头趋势结束 止损")
pivotsizing = 20 //length
pivotLookup = 1
L_TP = long_take_profit_initial
hih     = ta.pivothigh(high, pivotLookup, pivotLookup)
top     = ta.valuewhen(hih, high[pivotLookup], 0)
float highest = ta.highest(top,pivotsizing)
moveHigh = ta.crossunder(close,highest*(1 - long_Ts2))
L_reversal = ta.crossunder(close,L_TP)

if close > L_TP and moveHigh and strategy.position_size > 0
    strategy.close_all(comment = "多头趋势止盈")
else if close > L_TP and L_reversal and strategy.position_size > 0
    strategy.close_all(comment = "多头趋势不明显保护性止盈")

// 开仓时的止损和止盈价位，并存储在变量中
short_stop_loss = ta.highest(lowest) //5根K线内最高价
short_take_profit = close - ((short_stop_loss - close) * RRR)  //计算止盈位
var short_stop_loss_initial = 0.0
var short_take_profit_initial = 0.0
// 空头开单
if sellsignal and hist <= 0 and ema200 > close and shortOn
    // 在开仓时存储止损和止盈价位 bar_index
    short_stop_loss_initial := short_stop_loss
    short_take_profit_initial := short_take_profit
    strategy.entry('short',strategy.short)
    strategy.exit("平仓", "short",stop=short_stop_loss_initial, comment_loss="short 止损")

S_TP = short_take_profit_initial
bot     = ta.pivotlow(low, pivotLookup, pivotLookup)
bottom     = ta.valuewhen(bot, low[pivotLookup], 0)
float bottomst = ta.lowest(bottom,pivotsizing)
moveBottom = ta.crossunder(close,bottomst*(1 - short_Ts2))
S_reversal = ta.crossunder(close,S_TP)

if close < L_TP and moveBottom and strategy.position_size < 0
    strategy.close_all(comment = "空头趋势止盈")
else if close < L_TP and S_reversal and strategy.position_size < 0
    strategy.close_all(comment = "空头趋势不明显保护性止盈")




// 在每个周期结束时，检查订单状态并更新止损和止盈价位
if strategy.position_size == 0
    long_stop_loss_initial := long_stop_loss
    long_take_profit_initial := long_take_profit
    short_stop_loss_initial := short_stop_loss
    short_take_profit_initial := short_take_profit