youtube布欧量化策略-接针策略

Add It to Your TradingView Chart

1. 1Copy the scriptPress Copy script above, or the copy button on the code below.
2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
3. 3Paste over the templateCreate a new strategy, select all of the template text and paste. Press Save and give it a name.
4. 4Add it to the chartPress Add to chart. The trades and results appear in the Strategy Tester tab; adjust the settings with the gear icon.

Source Code

41 lines of Pine Script v6 from Quant-code/strategy/布欧量化-接针策略.pine, published under Apache-2.0. Keep the author's credit and licence lines when you reuse it.

//@version=6
//@author=bilibili布欧&YooooungLee
// 接针策略
// https://www.bilibili.com/video/BV1hJ4m1L7St/?spm_id_from=333.1387.upload.video_card.click&vd_source=2259e9234c14f43f66f1f2a15c85914b

strategy("youtube布欧量化策略-接针策略", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// 定义下影线与实体的比较条件
pinBarThreshold = input.float(100, title = "针占箱体的比例(%)", minval = 0.01, step = 0.1)
downRate = input.float(1, title = "下跌幅度(%)", minval = 0.01, step = 0.01)
tp = input.float(102, title = "止盈比例(%)", minval = 0.01, step = 0.01)
sp = input.float(95, title = "止损比例(%)", minval = 0.01, step = 0.01)

// 计算实体和下影线的高度
bodysize = math.abs(close - open)
lowerwicksize = low - math.min(open, close)
lowerwicksizeabs = math.abs(lowerwicksize)

// 判断是否为接针 (下影线大于实体部分的比例x) boolean类型
w1 = lowerwicksizeabs > bodysize * pinBarThreshold / 100

// 计算涨跌幅 ta.roc(close, 1) 表示当前收盘价与前一根k线收盘价之间的百分比变化（即涨跌幅），d是百分比值
d = ta.roc(close, 1)

// 跌幅超过downRate，True 【也可以设置为其他值】
w2 = d < -1 * downRate

// --------策略----------
if w1 and w2  //w1 影线大于实体部分 and w2 跌幅超过1
    // 开仓
    strategy.entry("接针", strategy.long, comment = "接针")

if strategy.opentrades > 0  // 若未平仓交易数量大于0
    // 计算止盈价格：开仓价格乘以止盈比例，考虑到手续费影响，使用position_avg_price
    takeProfitPrice = strategy.position_avg_price * tp / 100
    // 计算止损价格：开仓价格乘以止损比例（这里为95%），考虑到手续费影响，使用position_avg_price
    stopLossPrice = strategy.position_avg_price * sp / 100
    // 设置止盈条件
    strategy.exit("抽离", "接针", limit = takeProfitPrice,stop = stopLossPrice ,comment = "抽离")

// 注意：本策略未包含退出的条件，实际应用中，还需要添加额外的止盈和止损条件

Overview

youtube布欧量化策略-接针策略 opens one long when the lower wick exceeds the candle body by the pin-bar ratio and the one-bar close change falls past the decline threshold. Size defaults to the full account equity. While a trade is open, it places a limit exit and a stop from the average entry price using the take-profit and stop-loss percentages. Everything is evaluated on the price chart. Conditions use the forming bar, so they can change before that bar closes.

• Lower-wick pin bar filter
• One-bar rate of change decline filter
• Percent-of-equity long entries
• Average-price take profit and stop
• Price-chart overlay strategy

Details

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

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