Name
EMA-Trading-Strategy
Author
ChaoZhang
Strategy Description
[trans] EMA交易策略
该策略基于EMA均线进行判断,具体交易规则如下:
-
如果前一天收盘价高于EMA均线,则第二天开盘做多入场。
-
如果当前K线收盘价低于EMA均线,则平掉多单。
该策略的优点是:
- 使用EMA判断趋势方向
- 规则简单清晰,容易实现
- 可自定义EMA周期进行优化
但该策略也存在一些问题:
- 在盘整时容易产生错误信号
- 入场时机较晚,容易被套
- 没有止损设置,存在亏损风险
- 没有考虑交易频率和资金管理
总体来说,EMA策略更适用于趋势行情,但需要谨慎使用,应加入止损和过滤条件来优化该策略。
||EMA Trading Strategy
This strategy trades based on EMA analysis, with the following rules:
-
Enter long if previous day's close is above EMA
-
Exit long if current candle closes below EMA
Advantages of this strategy:
- Uses EMA to determine trend direction
- Simple and clear rules, easy to implement
- Customizable EMA period for optimization
Potential issues:
- Prone to false signals during range-bound markets
- Late entry, risks being caught in whipsaws
- No stop loss, risks uncontrolled losses
- No trade frequency or position sizing rules
Overall, the EMA strategy works better in trending markets but should be used cautiously. Adding stops and filters would help optimize the strategy.
[/trans]
Strategy Arguments
| Argument | Default | Description |
|---|---|---|
| v_input_1 | 21 | Length |
| v_input_2 | 2000 | Year |
Source (PineScript)
/*backtest
start: 2023-01-01 00:00:00
end: 2023-09-10 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ericdwyang
//@version=5
strategy("EMA Strat", overlay=true, margin_long=100, margin_short=100)
// EMA Variables
emaInput = input(21, "Length")
ema = ta.ema(close, emaInput)
// Variable Declaration
p = 0
start = false
// Start Date
yearInput = input(2000, "Year")
if (time >= timestamp(2000,01,01,01,01))
start := true
// Check first candle relative to EMA
if (close > ema and start == true)
p += 1
strategy.entry("Long", strategy.long, comment = "Entry")
// Candle close above EMA (p + 1, count reset to 0)
above = close[1] > ema[1]
if (above)
p += 1
// Candle close below EMA (reset p to 0, count -1)
below = close < ema
if (below)
p := 0
strategy.close("Long", comment = "Flat")
// // Exit Position
// if (redCount == -2)
// strategy.close("Long", comment = "Flat")
// goLong = p[1] == 0 and p == 1
// flatten = p == 0
// // Restablish long
// if (goLong and start == true)
// strategy.entry("Long", strategy.long, comment = "Entry")
plot(p)
plot(ema)
Detail
https://www.fmz.com/strategy/426338
Last Modified
2023-09-11 12:02:56