10>20,p>50 DEMARenders daily EMA, 10, 20 and 50 on any timeframe below 1D
30m timeframe works well.
Use trend of 10 > 20 + price > 50 for long and 10 < 20 + price < 50 for shorts or exits.
Индикаторы и стратегии
Supertrend + EMA + RSI Algo (Low Risk High Accuracy)This is a trend-following + momentum confirmation strategy designed to reduce false signals and control loss.
Supertrend (10,3) → Identifies overall market direction (Buy in uptrend, Sell in downtrend)
EMA 50 & EMA 200 → Confirms strong trend and avoids sideways market
Buy only when EMA 50 is above EMA 200
Sell only when EMA 50 is below EMA 200
RSI (14) → Confirms momentum
Buy when RSI > 55 (strong bullish momentum)
Sell when RSI < 45 (strong bearish momentum)
---
🔹 Entry Logic
BUY: Market is in uptrend + strong momentum
SELL: Market is in downtrend + strong bearish pressure
---
🔹 Risk Management (Most Important)
Stop Loss: Based on ATR (adapts to volatility)
Target: Fixed Risk-Reward ratio (example: 1 : 2.5)
This keeps loss small and profits larger
---
🔹 Best Use Case
Works best in trending markets
Ideal timeframes: 15m, 1h, 4h
Suitable for crypto futures & swing trading
Beginner-friendly if used with low leverage
Gold Smart Scalper AI V21. The "Red Zone" (News Management)
The strategy logic does not "know" when the Federal Reserve is speaking.
Rule: Disable the strategy or stop taking signals 15 minutes before and after high-impact news (CPI, NFP, FOMC).
Why: During these times, Gold can move $30 in seconds. Slippage will cause your $1.50 Stop Loss to execute much further away, leading to massive drawdown.
2. Session Selection
Gold "Scalping" requires high liquidity and tight spreads.
Discretionary Filter: Only trade during the London/New York overlap (13:00 – 17:00 UTC).
Avoid: The late Asian session or Sunday market open. Spreads often widen to $0.50–$1.00, meaning you are already down 30-50% of your Stop Loss the moment you enter.
3. Market "Mood" (Trend vs. Range)
Trend Context: If the 50 EMA (the White line) is completely flat, the market is in a "Bracket." In this state, EMA crossovers generate many false signals.
The Adjustment: Discretionary traders wait for the 50 EMA to show a clear slope (up or down) before trusting the 9/21 crossover signals.
Heikin Ashi Color Flip StrategyManual HA calculation → no repainting
✔ Entry on first green after red
✔ Exit on first red after green
✔ process_orders_on_close = false → orders execute on next bar open
✔ Logic is clean and readable
How to make it your kind of strategy (next step)
Given your past preferences, the best upgrade is:
• Trade only when price > EMA 21
• Or only when SPY > EMA 50 & VIX < 20
• Exit on price close below EMA 21 (your preferred rule)
Consider the following to increase win rate and decrease drawdown:
• Add EMA-21 exit instead of HA red
• Add SPY/VIX regime filter
• Give you real QQQ daily backtest metrics
• Convert this into a scan/alert-only indicator
Disclaimer:
This indicator is provided for educational and informational purposes only and does not constitute financial, investment, or trading advice. The signals generated by this indicator are not guaranteed to be accurate or profitable. Past performance is not indicative of future results. Trading and investing involve substantial risk, and you should perform your own analysis and consult a qualified financial professional before making any trading decisions. The author is not responsible for any financial losses incurred from the use of this indicator.
NQ Lunch High Low First Sweep StrategyThis script identifies the FIRST liquidity sweep of the Lunch session high or low
after the Lunch session has ended, based on ICT / Killzone concepts.
Logic summary:
• Tracks Lunch session High and Low (New York time)
• After Lunch session closes, monitors the market on 5-minute timeframe
• Triggers ONLY on the first sweep:
– Price wicks beyond Lunch High and closes back below → SHORT signal
– Price wicks beyond Lunch Low and closes back above → LONG signal
• Generates an alert at the exact bar where entry is expected
• Designed specifically for Nasdaq (NQ) futures
• One trade per day – no overtrading
Notes:
• Intended for 5-minute charts only
• Uses New York session timing
• This script does NOT manage exits (TP/SL) – entry logic only
• Best used as a confluence tool, not a standalone system
Educational & discretionary use only.
HSI Long & Short: BG + EMA330Strategy: HSI 5-min mean-reversion with EMA10/20 crossover and EMA330 filter.
Background green (EMA10 > EMA20) or red (EMA10 < EMA20).
Long entry: Background turns green AND price below EMA330.
Short entry: Background turns red AND price above EMA330.
Exit long: Background turns red.
Exit short: Background turns green.
No new entries 15:01–16:00 HKT.
Reverses position on signals; 100% equity per trade.
Ichimoku Cloud Strategy - 1H HyperliquidStategy for Hyperliquid 1hr time frame using Ichimoku's Cloud.
Hosoda ZHosoda’s Clouds is a trend-following strategy designed to trade only long positions in traditionally trending markets with a strong bullish bias: SPY(D); DJI (D); NDX (D); XAUUSD (D); Tesla (D, H4, H1); AAPL (D, H4, H1); GOOG (D, H4); META (D, H4); NVDA (D, H4); AMZN(D, H4).
Strategy Parameters
Initial Capital: $10,000 USD.
Position Size: Risks 10% of your equity per trade.
Commission: 0.1%
Indicators
The strategy combines two main technical tools:
A. Ichimoku Cloud This is the core of the strategy. It calculates the classic lines:
• Tenkan-sen (Fast Line): Average of the highest high and lowest low of the last 9 periods.
• Kijun-sen (Base Line): Average of the last 26 periods.
• Cloud (Senkou Span A and B): Projects future support/resistance.
B. EMA 500 (Trend Filter)
• A 500-period Exponential Moving Average is calculated.
• Function: Serves as a very long-term trend filter. If the price is above the EMA 500, the market is considered bullish in the long term.
Entry Rules
• Bullish Cross (Bull Cross): The fast line (Tenkan) crosses above the base line (Kijun). This is the classic Ichimoku entry signal.
• Trend Filter (Optional):
•If you check the "Enable EMA Filter" box in the options, the system will only buy if the closing price is above the EMA 500.
•If the box is unchecked, it will ignore the EMA and buy based solely on the Ichimoku cross.
Exit Rules
A. Stop Loss (Loss Protection) It is a dynamic Stop Loss based on market structure, not a fixed percentage.
• At the moment of entry, the code looks back 12 bars (configurable in sl_bars_back) and finds the lowest price (low).
• It places the Stop Loss at that minimum level.
• Visual: Draws a dotted red line on the chart showing where your Stop Loss is.
B. Technical Take Profit (Exit due to Weakness) Lets profits run until the trend shows weakness.
• Condition: Closes the trade if the Tenkan line crosses below the bottom of the Cloud .
• This means short-term momentum has been lost and the price has entered or crossed below the cloud.
Statistics Panel
In the top right corner, the code draws a table (Panel) that updates in real-time or at the end of Backtesting. It shows:
• Total P&L: Net profit or loss in dollars.
• Win Rate: Percentage of winning trades.
• Trades: Total number of trades executed.
Summary
1. The script waits for the blue line (Tenkan) to cross over the red line (Kijun).
2. It verifies if the price is above the orange line (EMA 500) (if the filter is active).
3. If so, it BUYS.
4. It immediately places a Stop Loss at the low of the last 12 candles (red dotted line).
5. It keeps the trade open until the Stop Loss is hit or until the Tenkan line drops below the Cloud.
Customizable Settings
• Whether to use the EMA filter or not.
• The EMA length (default is 500).
• The Ichimoku periods (9, 26, 52 are standard).
• How many bars to look back to set the Stop Loss.
Pi Strategy Cross Harmonicsstill customizing this one, buy and sell seems to off on alternate time settings.
a work in progress, see if this works for anyone.
thanks again.
EURUSD | Yield Curve Flip Strategy (2s10s State Flips)Strategy Core (Concept)
The strategy trades EURUSD exclusively when the US yield curve regime (2Y/10Y) flips into a new, clearly bullish or bearish regime. The core assumption is that re-pricing in the US yield curve (rather than individual data points) is a robust driver of USD strength or weakness and can act as a structural trigger for trend changes.
⸻
Data Basis
• Uses US 2Y Yield (TVC:US02Y) and US 10Y Yield (TVC:US10Y).
• The 2s10s curve is calculated as:
curveUS = US10Y – US2Y
• Regime assessment is based on the N-day change (default: 5 days), calculated on true rates bars (not intraday noise).
⸻
Regime Detection (Correct Bond Logic)
First, the strategy checks whether the curve has significantly steepened or flattened over the lookback period:
• Steepener if Δ(2s10s) > thrCurve (default: +0.10 percentage points = 10 bp)
• Flattener if Δ(2s10s) < −thrCurve
Next, a leg confirmation determines the specific type of steepener/flattener (default thrLeg = 5 bp):
Bull Steepener
• Curve steepens because yields fall, with the 2Y falling more (risk-off / rate-cut pricing)
Bear Steepener
• Curve steepens because yields rise, with the 10Y rising more (reflation / term-premium move)
Bull Flattener
• Curve flattens because yields fall, with the 10Y falling more (growth shock / long-end rally)
Bear Flattener
• Curve flattens because yields rise, with the 2Y rising more (hawkish repricing / front-end up)
Important: By default, a Bear Steepener is not treated as a bearish signal, unless allowBearSteepForShort is enabled.
⸻
State Machine (Memory + Flip Triggers)
The strategy maintains a persistent state variable curveState:
• +1 = bullish
• −1 = bearish
• 0 = neutral
The state is updated only on a new rates bar (daily rates when tfRates = "D"), avoiding intraday noise.
A trade is generated only on a true regime flip:
• flipToBull: new state turns bullish and the previous state was bearish (or neutral, if allowed)
• flipToBear: new state turns bearish and the previous state was bullish (or neutral, if allowed)
The option enterFromNeutral controls whether the first clear regime emerging from neutral is traded.
The option onlyOnNewRatesBar ensures signals occur only when a new rates bar is printed, providing clean timing.
⸻
Trading Rules (Entry / Exit)
There are no stops, targets, or trailing mechanisms. The strategy is a pure regime-switching / reversal system:
• On flipToBull
• Close short (“S”)
• Open long (“L”)
• On flipToBear
• Close long (“L”)
• Open short (“S”)
Positions are therefore held until the next regime flip.
⸻
Parameter Interpretation
• N: Smoothing / inertia. Smaller = faster but noisier; larger = more stable but later.
• thrCurve: Minimum curve move required to define a regime.
• thrLeg: Minimum move of the confirming leg (2Y or 10Y) to reduce misclassification.
• allowBearSteepForShort: Makes the system more aggressive (more bearish signals), but represents a different macro case.
• enterFromNeutral: Increases trade frequency by trading the first regime impulse.
⸻
What You See on the Chart
• Background shading:
• Green for bullish state
• Red for bearish state
• The curve and Δ-curve are plotted but hidden (display=none), mainly for debugging and analysis.
CPG - Institutional Premium Arbitrage SystemConcept & Logic:
This strategy captures institutional sentiment by analyzing the Cross-Exchange Arbitrage Data between Coinbase (USD pair) and Binance (USDT pair). Instead of using raw price difference which is noisy, this script employs a Proprietary Dynamic Threshold Algorithm. It normalizes the premium data using a custom volatility-adjusted window to filter out retail noise and identify genuine "Whale Accumulation" zones.
Key Features:
Data Source: Real-time BTC/USD vs BTC/USDT spread analysis.
Signal Filtering: The proprietary algorithm (closed-source logic) dynamically adjusts upper and lower bands to prevent false signals during low liquidity periods.
Execution:
Bullish: When the premium breaks the dynamic upper threshold (Strong Institutional Buying).
Bearish: When the premium drops below the dynamic lower threshold (Institutional Selling).
Usage:
Note: The dynamic threshold algorithm is specifically calibrated for Bitcoin's unique liquidity structure. Extensive backtesting shows that this logic is NOT suitable for altcoins (like ETH or SOL). Please strictly use it on BTC pairs.
策略核心：
本策略透過分析 Coinbase (USD) 與 Binance (USDT) 之間的跨交易所資金流 (Arbitrage Data)，來捕捉機構投資者的動向。 原始的價差數據通常充滿雜訊，因此本腳本內建了一套**「獨家動態閥值演算法」**。該算法能對數據進行平滑處理與正規化，有效過濾市場雜訊，精準識別出機構大戶的資金流向。
功能特點：
數據源： 即時運算 BTC/USD 與 BTC/USDT 的溢價差。
獨家過濾： 閉源的動態演算法會根據波動率自動調整上下軌閥值，避免假突破。
交易訊號：
看多： 溢價突破動態上軌（機構強力買入）。
看空： 溢價跌破動態下軌（機構拋售）。
用法：
注意： 本策略的動態閥值演算法是針對比特幣的流動性結構進行嚴格校準的。回測數據顯示，此邏輯不適用於 ETH 或 SOL 等其他幣種。請務必僅在 BTC 圖表上使用。
9 EMA Trend-Flow StrategyThis strategy avoids trading inside the noise and waits for Bitcoin to "coil up" before exploding.
1. Chart Setup
Timeframe: 5 Minutes
Bollinger Bands: Length 20, Standard Deviation 2 (Default).
RSI (Relative Strength Index): Length 14.
EMA (Exponential Moving Average): Length 200 (Trend Filter).
2. The Rules
Long Setup (Buy)
The Trend Filter: Price must be above the 200 EMA.
The Squeeze: The Bollinger Bands must visually contract (narrow), indicating volatility is dying down.
The Trigger: A 5m candle closes strongly above the Upper Bollinger Band.
Confirmation: RSI must be rising and above 50 (but ideally not yet "pegged" at 90+).
Short Setup (Sell)
The Trend Filter: Price must be below the 200 EMA.
The Squeeze: The Bollinger Bands contract.
The Trigger: A 5m candle closes strongly below the Lower Bollinger Band.
Confirmation: RSI must be falling and below 50.
Execution Guide
Entry Technique
Don't enter immediately when the candle touches the band. Wait for the candle close.
Why? Bitcoin frequently "wicks" through bands to trap traders (fakeouts) before reversing. A solid close outside the band confirms momentum.
Exit Strategy (Take Profit)
Target 1 (Conservative): Close 50% of the position when price expands to a fixed risk-reward ratio (e.g., 1.5R).
Target 2 (Runner): Keep the remaining position open as long as price "walks the band" (stays outside or touching the outer band). Close the rest when a candle finally closes back inside the Bollinger Bands.
Stop Loss
Placement: Place your Stop Loss (SL) slightly below the Middle Band (the 20 SMA) at the time of entry.
Trailing: As the price moves in your favor, move your SL to trail the Middle Band.
Intraday Options/Futures Naked By TradeEarnIntraday Momentum Strategy (Futures & Options)
Description: This is a specialized Intraday Momentum system designed for Indian Indices Nifty, BankNifty, FinNifty, Sensex and Crude Oil. It is engineered to simplify the automation process by standardizing quantity management for single-leg execution via third-party bridges.
Originality & Utility: Unlike standard momentum strategies, this script solves the complexity of position sizing across different asset classes. It features a custom "Smart Quantity" engine that automatically differentiates between Futures (Raw Quantity) and Index Options (Lot Multipliers), allowing traders to switch instruments without manually calculating order sizes.
Key Features:
Dual Mode: Supports both Futures (Long/Short) and Options Buying (Long CE / Long PE).
Smart Quantity Logic:
Futures/Crude: Inputs are treated as raw quantity (e.g., 1 Lot = 1 Qty).
Index Options: Inputs are automatically multiplied by the standard market lot size (e.g., 1 Lot Nifty = 25 Qty).
Rupee-Based Risk: Target, Stop Loss, and Trailing SL are defined in absolute Rupees (INR) rather than percentages, offering precise P&L control.
Choppiness Filter: Combines RSI and ADX to filter out low-volatility ranges.
Entry Logic:
Buy Signal: Green Impulse Candle + RSI > 55 + ADX > 20
Sell Signal: Red Impulse Candle + RSI < 45 + ADX > 20
Strategy Settings & Backtesting:
Commission: The strategy is backtested with a commission of ₹20 per order to reflect realistic net P&L.
Slippage: Users should account for realistic slippage in live trading, which is not factored into the script's hard values.
⚠️ Disclaimer & Statutory Warning
Strictly for Educational & Backtesting Purposes
1. SEBI Registration Status: The author of this script/strategy is NOT a SEBI registered Research Analyst (RA) or Investment Advisor (IA). This tool is provided solely to assist in backtesting logic and educational analysis. It does not constitute a recommendation to buy, sell, or hold any securities.
2. Market Risk: Investment in the securities market, particularly in Derivatives (Futures & Options), is subject to market risks. You may lose your entire capital. Please read all related scheme documents carefully before investing.
3. No Guarantees: Past performance of this algorithm (as shown in backtest results) is not indicative of future performance. Market conditions change, and slippage or execution errors can occur during live trading.
4. User Responsibility: By using this script, you acknowledge that you are solely responsible for your own trading decisions and financial losses. You are advised to consult a SEBI-registered financial advisor before deploying real capital. This script is intended for manual or semi-automated analysis and may not be compliant with high-frequency trading (HFT) regulations.
Supertrend Strategy PRO FiltersSupertrend Strategy — PRO Filters is an extended trend-following strategy based on the classic SuperTrend indicator, enhanced with 7 independent professional entry-quality filters, a Stop Loss / Take Profit system, and higher timeframe support.
The strategy is designed for intraday and swing trading on liquid instruments (stocks, futures, cryptocurrencies).
The core logic of the strategy
The strategy is built around the SuperTrend indicator calculated using ATR:
Long — when the trend changes from bearish to bullish
Short — when the trend changes from bullish to bearish
The trend reversal is determined by a breakout of the dynamic SuperTrend lines (up / down), which adapt to market volatility.
Filter system (7 levels)
Each filter can be enabled or disabled independently, allowing the strategy to be adapted to any market and trading style.
ATR Regime Filter
Purpose: trading only during active market phases
An entry is allowed when the current ATR is above its average value
Filters out flat and low-volatility periods
Higher Timeframe Trend Filter
Purpose: trading only in the direction of the higher timeframe trend
Uses SuperTrend on the higher timeframe
Long — only when the HTF trend is bullish
Short — only when the HTF trend is bearish
RSI Impulse Filter
Purpose: filtering out weak and late impulses
Long: RSI above a specified level
Short: RSI below a specified level
Candle Quality Filter
Purpose: excluding entries on “noisy” candles
Entries are allowed only when the candle body is significantly larger than the wicks
Helps avoid false breakouts
SuperTrend Slope Filter
Purpose: confirming trend strength
The slope of the SuperTrend lines is analyzed
Entries are allowed only when sufficient momentum is present
Volume Filter
Purpose: confirming price movement with volume
Volume must exceed the SMA of volume by a multiplier
Filters out moves without participation from large players
EMA Trend Filter
Purpose: additional direction filter
Long — price above EMA
Short — price below EMA
Final entry conditions
A trade is opened only when all of the following are met:
A SuperTrend trend-change signal
All enabled filters
This significantly reduces the number of trades while improving their quality.
Risk management (SL / TP)
An optional fixed-risk system:
Take Profit — as a percentage of the entry price
Stop Loss — as a percentage of the entry price
Works identically for both Long and Short positions
Usage recommendations
Best results are typically achieved on 15m–1h timeframes
It is recommended to optimize filters for each specific instrument
Especially effective in markets with strong, well-defined trends
Disclaimer
This strategy is intended for analysis and educational purposes only.
Before using it in live trading, be sure to conduct your own testing and optimization.
Supertrend Strategy — PRO Filters — это расширенная трендовая стратегия на базе классического SuperTrend, дополненная 7 независимыми профессиональными фильтрами качества входа, системой Stop Loss / Take Profit и поддержкой старшего таймфрейма.
Стратегия предназначена для интрадей- и свинг-торговли на ликвидных инструментах (акции, фьючерсы, криптовалюты).
Базовая логика стратегии
В основе стратегии лежит индикатор SuperTrend, построенный на ATR:
Long — при смене тренда с нисходящего на восходящий
Short — при смене тренда с восходящего на нисходящий
Смена направления определяется пробоем динамических линий SuperTrend (up / down), адаптирующихся к волатильности рынка.
Система фильтров (7 уровней)
Каждый фильтр можно включать или отключать независимо, что позволяет адаптировать стратегию под любой рынок и стиль торговли.
ATR Regime Filter
Назначение: торговля только в активной фазе рынка
Вход разрешён, если текущий ATR выше своего среднего значения
Отсекает флэт и низковолатильные периоды
Higher Timeframe Trend Filter
Назначение: торговля только в сторону тренда старшего таймфрейма
Используется SuperTrend на HTF
Long — только при восходящем тренде HTF
Short — только при нисходящем
RSI Impulse Filter
Назначение: фильтрация слабых и запаздывающих импульсов
Long: RSI выше заданного уровня
Short: RSI ниже заданного уровня
Candle Quality Filter
Назначение: исключение входов по «шумным» свечам
Вход только если тело свечи существенно больше фитилей
Помогает избежать ложных пробоев
SuperTrend Slope Filter
Назначение: подтверждение силы тренда
Анализируется наклон линий SuperTrend
Вход разрешён только при достаточной динамике
Volume Filter
Назначение: подтверждение движения объёмом
Объём должен превышать SMA объёма с коэффициентом
Исключает входы без участия крупных игроков
EMA Trend Filter
Назначение: дополнительный фильтр направления
Long — цена выше EMA
Short — цена ниже EMA
Итоговые условия входа
Сделка открывается только при одновременном выполнении:
Сигнала смены тренда SuperTrend
Всех активированных фильтров
Это значительно снижает количество сделок, но повышает их качество.
Управление рисками (SL / TP)
Опциональная система фиксированного риска:
Take Profit — в процентах от цены входа
Stop Loss — в процентах от цены входа
Работает одинаково для Long и Short
Рекомендации по использованию
Лучшие результаты показывает на 15m–1h таймфреймах
Рекомендуется оптимизация фильтров под конкретный инструмент
Особенно эффективна на рынках с выраженными трендами
Дисклеймер
Стратегия предназначена для анализа и обучения.
Перед использованием в реальной торговле обязательно проведите собственное тестирование и оптимизацию.
Переведи на английский. Не форматироу просто перевод
SU Trend Filter Box-15min-SOLSU Trend Filter Box-15min-SOL,Within this strategy, you can configure various box range criteria, freely combine them, select the number of filters to activate, and it supports 12 different box filtering methods.
HMA1//@version=5
strategy("黄金 HMA + SuperTrend 趋势增强策略", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10)
// --- 1. 输入参数 ---
// HMA 参数
hmaLen = input.int(55, "HMA 长度", minval=1, group="HMA 设置")
// SuperTrend 参数
stFactor = input.float(3.0, "SuperTrend 乘数", step=0.1, group="SuperTrend 设置")
stPeriod = input.int(10, "SuperTrend ATR 周期", group="SuperTrend 设置")
// 离场设置
useAtrSl = input.bool(true, "启用 ATR 动态止损", group="风险管理")
atrSlMult = input.float(2.0, "止损 ATR 倍数", step=0.1, group="风险管理")
// --- 2. 指标计算 ---
// 计算 HMA
hmaValue = ta.hma(close, hmaLen)
// 计算 SuperTrend
= ta.supertrend(stFactor, stPeriod)
// 计算 ATR（用于止损）
atr = ta.atr(14)
// --- 3. 绘图 ---
plot(hmaValue, "HMA 趋势线", color=hmaValue > hmaValue ? color.green : color.red, linewidth=2)
plot(stValue, "SuperTrend 线", color=stDirection < 0 ? color.new(color.teal, 0) : color.new(color.maroon, 0), linewidth=2)
// --- 4. 交易逻辑 ---
// 做多条件：
// 1. 价格在 HMA 之上 且 HMA 正在向上拐头
// 2. SuperTrend 变为看涨方向 (stDirection < 0)
longCondition = close > hmaValue and hmaValue > hmaValue and stDirection < 0
// 做空条件：
// 1. 价格在 HMA 之下 且 HMA 正在向下拐头
// 2. SuperTrend 变为看跌方向 (stDirection > 0)
shortCondition = close < hmaValue and hmaValue < hmaValue and stDirection > 0
// --- 5. 执行与止损逻辑 ---
var float longStop = na
var float shortStop = na
// 入场逻辑
if (longCondition)
longStop := close - (atr * atrSlMult)
strategy.entry("Long", strategy.long, comment="HMA+ST 多")
if (shortCondition)
shortStop := close + (atr * atrSlMult)
strategy.entry("Short", strategy.short, comment="HMA+ST 空")
// 离场逻辑：当 SuperTrend 反转或触及 ATR 止损时离场
if (strategy.position_size > 0)
strategy.exit("Exit Long", "Long", stop=longStop, limit=na, when=stDirection > 0, comment="多单离场")
if (strategy.position_size < 0)
strategy.exit("Exit Short", "Short", stop=shortStop, limit=na, when=stDirection < 0, comment="空单离场")
// 填充背景色以示趋势
fill(plot(stValue), plot(open > close ? open : close), color = stDirection < 0 ? color.new(color.green, 90) : color.new(color.red, 90))
