改良版的抄底買入 回測數據

//@version=6

strategy('抄底 V2.0', overlay = true, pyramiding = 10, default_qty_type = strategy.percent_of_equity, default_qty_value = 10, initial_capital = 1000, commission_value = 0.1)

// BACKTESTING RANGE 日期區間設定

startDate = input.int(title = 'Start Date', defval = 1, minval = 1, maxval = 31)

startMonth = input.int(title = 'Start Month', defval = 1, minval = 1, maxval = 12)

startYear = input.int(title = 'Start Year', defval = 1970, minval = 1800, maxval = 2100)

endDate = input.int(title = 'End Date', defval = 15, minval = 1, maxval = 31)

endMonth = input.int(title = 'End Month', defval = 11, minval = 1, maxval = 12)

endYear = input.int(title = 'End Year', defval = 2030, minval = 1800, maxval = 2100)

// === FUNCTION ===

start = timestamp(startYear, startMonth, startDate, 00, 00)

finish = timestamp(endYear, endMonth, endDate, 23, 59)

window() =>time >= start and time <= finish ? true : false

// // TURN TD 8's & 9's ON / OFF

showBuyTDs = input(true, title = 'Show TD Buy')

showSellTDs = input(true, title = 'Show TD Sell')

len = input.int(10, 'len')

// // TD CALCS

buySignals = 0

buySignals := close < close[len] ? buySignals[1] == 21 ? 1 : buySignals[1] + 1 : 0

sellSignals = 0

sellSignals := close > close[len] ? sellSignals[1] == 21 ? 1 : sellSignals[1] + 1 : 0

BuyOrSell = math.max(buySignals, sellSignals)

TDbuy = showBuyTDs and bool(buySignals) and BuyOrSell < 9

TDbuy_up = showBuyTDs and bool(buySignals) and BuyOrSell >= 9

TD9buy = showBuyTDs and bool(buySignals) and BuyOrSell == 9

TD13buy = showBuyTDs and bool(buySignals) and BuyOrSell == 13

TD17buy = showBuyTDs and bool(buySignals) and BuyOrSell == 17

TD21buy = showBuyTDs and bool(buySignals) and BuyOrSell == 21

TDsell = showSellTDs and bool(sellSignals) and BuyOrSell < 9

TDsell_down = showSellTDs and bool(sellSignals) and BuyOrSell >= 9

TD9sell = showSellTDs and bool(sellSignals) and BuyOrSell == 9

TD13sell = showSellTDs and bool(sellSignals) and BuyOrSell == 13

TD17sell = showSellTDs and bool(sellSignals) and BuyOrSell == 17

TD21sell = showSellTDs and bool(sellSignals) and BuyOrSell == 21

// TD LABELS

plotshape(TD9buy, style = shape.labelup, text = '9', color = color.new(color.green, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.belowbar)

plotshape(TD13buy, style = shape.labelup, text = '13', color = color.new(color.green, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.belowbar)

plotshape(TD17buy, style = shape.labelup, text = '17', color = color.new(#4286d9, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.belowbar)

plotshape(TD21buy, style = shape.labelup, text = '低', color = color.new(#2c2fff, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.belowbar)

plotshape(TD9sell, style = shape.labeldown, text = '9', color = color.new(color.red, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.abovebar)

plotshape(TD13sell, style = shape.labeldown, text = '13', color = color.new(color.red, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.abovebar)

plotshape(TD17sell, style = shape.labeldown, text = '17', color = color.new(#ff0000, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.abovebar)

plotshape(TD21sell, style = shape.labeldown, text = '高', color = color.new(#ff0ce7, 0), textcolor = color.new(color.white, 0), size = size.tiny, location = location.abovebar)

//

//---- Table Position & Size code start {----//

bullishpin = TD9buy or TD13buy or TD17buy or TD21buy

bearishpin = TD17sell

//

// 追蹤進場狀態

var bool enteredTD9 = false

var bool enteredTD13 = false

if window() and TD9buy and not enteredTD9

strategy.entry('TD9 Long', strategy.long)

enteredTD9 := true // 設定已進場

if window() and TD13buy and not enteredTD13

strategy.entry('TD13 Long', strategy.long)

enteredTD13 := true // 設定已進場

if window() and (TD17buy or TD21buy) // TD17 和 TD21 沒有限制

strategy.entry('TD17/21 Long', strategy.long)// 條件重置邏輯（可選）

if window() and bearishpin and close > strategy.position_avg_price

strategy.close_all() //多單出場 ID 條件

enteredTD9 := false

enteredTD13 := false// 如果出場，重置進場狀態

//

策略規則:

1 分批買進，下跌9天買入一次，每次投入10%資金，最多投入10次。

2 上漲時，股價超過當前入場的平均價，出清股票。

3 適用於各種績優股、高殖率股。