67 lines
No EOL
2.9 KiB
Text
67 lines
No EOL
2.9 KiB
Text
//@version=5
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strategy("Pinbar Basic Strategy (1:1 RR)", overlay=true, initial_capital=10000, calc_on_every_tick=false, pyramiding=0)
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// ===== 参数 =====
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pinbarBodyRatio = input.float(0.30, "PinbarBodyRatio", minval=0, maxval=1.0)
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pinbarShadowRatio = input.float(0.60, "PinbarShadowRatio", minval=0, maxval=1.0)
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minPinbarLengthPts = input.int(10, "MinPinbarLength(Points)", minval=0)
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qty = input.float(1.0, "Order Qty", minval=0.0, step=0.1)
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minVolume = input.float(500, "Min Volume to Trade", minval=0)
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// ===== 识别上一根K线 Pinbar =====
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o1 = open[1]
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h1 = high[1]
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l1 = low[1]
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c1 = close[1]
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totalLen = h1 - l1
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bodySize = math.abs(c1 - o1)
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isBearish = o1 > c1
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upperShadow = isBearish ? (h1 - o1) : (h1 - c1)
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lowerShadow = isBearish ? (c1 - l1) : (o1 - l1)
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// 最小长度：点数 * 最小跳动
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minLen = minPinbarLengthPts * syminfo.mintick
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validLen = totalLen > 0 and totalLen >= minLen
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bodyOk = validLen and (bodySize / totalLen) <= pinbarBodyRatio
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shadowOk = validLen and (math.max(upperShadow, lowerShadow) / totalLen) >= pinbarShadowRatio
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isBullPinbar1 = shadowOk and bodyOk and (lowerShadow > upperShadow)
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isBearPinbar1 = shadowOk and bodyOk and (upperShadow > lowerShadow)
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isPinbar1 = validLen and bodyOk and shadowOk and (lowerShadow != upperShadow)
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// ===== 标注（偏移到上一根K线位置） =====
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plotshape(isBullPinbar1, title="Bull Pinbar", style=shape.triangleup, color=color.new(color.lime, 0), size=size.tiny, location=location.belowbar, offset=1, text="BP")
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plotshape(isBearPinbar1, title="Bear Pinbar", style=shape.triangledown, color=color.new(color.red, 0), size=size.tiny, location=location.abovebar, offset=1, text="SP")
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// ===== 只在新出现的上一根 Pinbar 时触发一次（兼容历史与实时） =====
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var int lastPinbarTime = na
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newSignal = isPinbar1 and (na(lastPinbarTime) or lastPinbarTime != time[1])
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volOk = volume > minVolume
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longSignal = newSignal and isBullPinbar1 and volOk
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shortSignal = newSignal and isBearPinbar1 and volOk
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// ===== 1:1 RR 止损/止盈 =====
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// 入场使用当前K线的开盘/市价（由策略托管），SL 基于上一根 Pinbar 极点，TP 与入场到 SL 的距离相等
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if longSignal
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// 多：SL = pinbar低点
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longSL = l1
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// 预估入场价：用当前bar开盘价（更接近实际回测表现）
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entryPriceLong = open
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riskLong = math.max(entryPriceLong - longSL, syminfo.mintick)
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longTP = entryPriceLong + riskLong
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strategy.entry("Long", strategy.long, qty=qty)
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strategy.exit("Long-Exit", "Long", stop=longSL, limit=longTP)
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lastPinbarTime := time[1]
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if shortSignal
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// 空：SL = pinbar高点
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shortSL = h1
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entryPriceShort = open
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riskShort = math.max(shortSL - entryPriceShort, syminfo.mintick)
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shortTP = entryPriceShort - riskShort
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strategy.entry("Short", strategy.short, qty=qty)
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strategy.exit("Short-Exit", "Short", stop=shortSL, limit=shortTP)
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lastPinbarTime := time[1] |