EMA 金叉 + ATR 追踪止损策略

//@version=6
strategy("EMA金叉死叉追踪止损策略", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.1)

// ==================== 参数设置 ====================
emaFastLen = input.int(9, "快速EMA周期", minval=1, tooltip="较短周期的EMA，对价格变化更敏感")
emaSlowLen = input.int(21, "慢速EMA周期", minval=1, tooltip="较长周期的EMA，代表趋势方向")
atrLen = input.int(14, "ATR周期", minval=1, tooltip="用于计算波动性的周期")
atrMult = input.float(2.0, "ATR止损倍数", minval=0.1, step=0.1, tooltip="止损距离 = ATR × 此倍数，推荐1.5-3.0")
riskReward = input.float(2.0, "风险回报比", minval=0.1, step=0.1, tooltip="止盈距离是止损距离的倍数，推荐2.0-3.0")
longOnly = input.bool(false, "仅做多", tooltip="开启后只做多单，不做空单")
riskPercent = input.float(1.0, "每单风险百分比", minval=0.1, maxval=100, step=0.1, tooltip="每笔交易风险占账户权益的百分比，推荐1%-2%")

// ==================== 计算指标 ====================
emaFast = ta.ema(close, emaFastLen)
emaSlow = ta.ema(close, emaSlowLen)
atr = ta.atr(atrLen)

// ==================== 交易信号 ====================
longCondition = ta.crossover(emaFast, emaSlow)
shortCondition = ta.crossunder(emaFast, emaSlow)

// ==================== 持仓状态跟踪 ====================
var float entryPrice = na       // 入场价
var float stopLoss = na          // 当前止损价
var float takeProfit = na        // 止盈价
var int positionType = 0         // 1=多头, -1=空头, 0=无持仓

// 检测当前持仓
bool inLong = strategy.position_size > 0
bool inShort = strategy.position_size < 0
bool inPosition = inLong or inShort

// ==================== 开仓逻辑 ====================
// 多头开仓
if longCondition and not inPosition
    entryPrice := close
    stopLoss := entryPrice - atr * atrMult
    takeProfit := entryPrice + (entryPrice - stopLoss) * riskReward
    
    // 计算仓位：风险金额 / 每手风险金额
    riskAmount = strategy.equity * riskPercent / 100
    riskPerShare = entryPrice - stopLoss
    // 防止除以零
    if riskPerShare > 0
        qty = riskAmount / riskPerShare
        strategy.entry("多单", strategy.long, qty=qty)
        positionType := 1
        label.new(bar_index, low, "买入\n" + str.tostring(entryPrice, "#.##"), 
                  color=color.new(color.green, 0), 
                  textcolor=color.white, 
                  style=label.style_label_up, 
                  size=size.small)

// 空头开仓
if shortCondition and not inPosition and not longOnly
    entryPrice := close
    stopLoss := entryPrice + atr * atrMult
    takeProfit := entryPrice - (stopLoss - entryPrice) * riskReward
    
    // 计算仓位
    riskAmount = strategy.equity * riskPercent / 100
    riskPerShare = stopLoss - entryPrice
    if riskPerShare > 0
        qty = riskAmount / riskPerShare
        strategy.entry("空单", strategy.short, qty=qty)
        positionType := -1
        label.new(bar_index, high, "卖出\n" + str.tostring(entryPrice, "#.##"), 
                  color=color.new(color.red, 0), 
                  textcolor=color.white, 
                  style=label.style_label_down, 
                  size=size.small)

// ==================== 追踪止损逻辑 ====================
// 多头追踪止损：止损只能上移不能下移
if inLong and positionType == 1
    newStopLoss = close - atr * atrMult
    if not na(stopLoss) and newStopLoss > stopLoss
        stopLoss := newStopLoss
    strategy.exit("多单止损止盈", "多单", stop=stopLoss, limit=takeProfit)

// 空头追踪止损：止损只能下移不能上移
if inShort and positionType == -1
    newStopLoss = close + atr * atrMult
    if not na(stopLoss) and newStopLoss < stopLoss
        stopLoss := newStopLoss
    strategy.exit("空单止损止盈", "空单", stop=stopLoss, limit=takeProfit)

// 平仓后重置状态
if not inPosition and positionType != 0
    positionType := 0
    entryPrice := na
    stopLoss := na
    takeProfit := na

// ==================== 绘图 ====================
// 绘制均线
plot(emaFast, "快速EMA", color=color.new(color.aqua, 0), linewidth=2)
plot(emaSlow, "慢速EMA", color=color.new(color.orange, 0), linewidth=2)

// 绘制当前止损线
plot(inPosition ? stopLoss : na, "追踪止损", 
     color=color.new(color.red, 20), 
     style=plot.style_linebr, 
     linewidth=2)

// 绘制止盈线
plot(inPosition ? takeProfit : na, "止盈位", 
     color=color.new(color.green, 20), 
     style=plot.style_linebr, 
     linewidth=2)

// 背景色：多头持仓浅绿，空头持仓浅红
bgcolor(inLong ? color.new(color.green, 95) : inShort ? color.new(color.red, 95) : na)