A股趋势跟踪买卖点策略

//version=6
indicator("A股趋势跟踪买卖点策略", overlay=true)

// ===== 参数设置 =====
// 趋势参数
trendLength = input.int(50, title="趋势周期", minval=20, maxval=100)
atrLength = input.int(14, title="ATR周期", minval=5, maxval=30)
trendFilter = input.float(1.5, title="趋势过滤倍数", minval=1.0, maxval=3.0, step=0.1)

// 相对强度参数
rsPeriod = input.int(30, title="相对强度周期", minval=10, maxval=100)
rsThreshold = input.float(70, title="相对强度阈值", minval=50, maxval=90)

// 成交量参数
volumeMultiplier = input.float(1.5, title="成交量放大阈值", minval=1.0, maxval=3.0, step=0.1)

// 风险管理参数
stopLossMultiplier = input.float(1.0, title="止损ATR倍数", minval=0.5, maxval=2.0, step=0.1)
profitTargetPct = input.float(20.0, title="止盈目标百分比", minval=10.0, maxval=50.0, step=0.5) / 100

// ===== 核心逻辑 =====
// 1. 趋势判断
atr = ta.atr(atrLength)
trendUp = close > ta.sma(close, trendLength) + atr * trendFilter
trendDown = close < ta.sma(close, trendLength) - atr * trendFilter

// 2. 相对强度（RS）计算
marketIndex = request.security("SH000001", timeframe.period, close) // 上证指数
stockReturn = (close - close[rsPeriod]) / close[rsPeriod]
marketReturn = (marketIndex - marketIndex[rsPeriod]) / marketIndex[rsPeriod]
relativeStrength = (stockReturn - marketReturn) * 100
rsValid = relativeStrength >= rsThreshold

// 3. 成交量放大条件
volumeAvg = ta.sma(volume, 50)
volumeSpike = volume > volumeAvg * volumeMultiplier

// 4. 买入条件：趋势向上 + 相对强度强 + 成交量放大
buyCondition = trendUp and rsValid and volumeSpike

// 5. 卖出条件：趋势向下或触发止盈止损
var float entryPrice = na
var bool positionActive = false
if buyCondition and not positionActive
entryPrice := close
positionActive := true

takeProfitLevel = entryPrice * (1 + profitTargetPct)
stopLossLevel = entryPrice * (1 - stopLossMultiplier * atr / entryPrice)
sellCondition = positionActive and (trendDown or close >= takeProfitLevel or close <= stopLossLevel)

// ===== 可视化 =====
// 绘制趋势线
plot(ta.sma(close, trendLength), color=color.blue, title="趋势线")

// 绘制相对强度
hline(rsThreshold, "RS阈值", color=color.orange)
plot(relativeStrength, color=color.purple, title="相对强度")

// 绘制买卖信号
plotshape(series=buyCondition, title="买入信号", location=location.belowbar,
color=color.green, style=shape.labelup, text="买入",
textcolor=color.white, size=size.normal)
plotshape(series=sellCondition, title="卖出信号", location=location.abovebar,
color=color.red, style=shape.labeldown, text="卖出",
textcolor=color.white, size=size.normal)

// ===== 警报 =====
alertcondition(buyCondition, title="买入信号",
message="趋势向上 + 相对强度强 + 成交量放大")
alertcondition(sellCondition, title="卖出信号",
message="趋势向下或触发止盈止损")