六脉齐发多空策略 — Strategy by ms023999
By ms023999
Performance Metrics
- Author: ms023999
- Symbol: BINANCE:BTCUSDT.P
- Timeframe: 1 hour
- Net P&L: −14,856.69 USDT (−14.86%)
- Win Rate: 41.6%
- Profit Factor: 0.575
- Max Drawdown: 15,416.46 USDT (15.42%)
- Total Trades: 2,595
Description
六脉齐发多空策略# Six Meridians Unified Long/Short Strategy## OverviewThe "Six Meridians Unified Long/Short Strategy" is a comprehensive quantitative trading strategy built on TradingView Pine Script v6, designed for cross-asset long/short trading (stocks, cryptocurrencies, futures, forex, etc.). It leverages the resonance of **6 classic technical indicators** to filter high-confidence trading signals, reducing false signals caused by single-indicator bias and improving the reliability of entry/exit decisions.## Core Indicators (6 "Meridians")The strategy evaluates bullish/bearish trends by calculating 6 key technical indicators, with a "bullish count" system to quantify trend strength:| Indicator | Calculation Parameters | Bullish Condition | Bearish Condition ||-------------------------|------------------------------|--------------------------------------------|--------------------------------------------|| MACD | Fast=12, Slow=26, Signal=9 | MACD line crosses above Signal line | MACD line crosses below Signal line || KDJ (Stochastic Oscillator) | Length=14, SmoothK=3, SmoothD=3 | K line > D line | K line Long-period RSI (12) | Short-period RSI (6) LWR2 (6-period WMA) | LWR1 BBI line | Close price Long momentum line (MMM) | Short momentum line (MMS) < Long momentum line (MMM) |## Trading LogicThe strategy uses a "count-based" trigger mechanism to execute position management (no pyramiding allowed):### Long Position Rules1. **Entry**: Open long position only when all 6 indicators show bullish signals (`bullCount = 6`).2. **Partial Exit**: Reduce 50% of long position when 4 indicators remain bullish (`bullCount = 4`).3. **Full Exit**: Close all long positions when ≤3 indicators are bullish (`bullCount ≤ 3`).### Short Position Rules1. **Entry**: Open short position only when all 6 indicators show bearish signals (`bearCount = 6`).2. **Partial Exit**: Cover 50% of short position when 4 indicators remain bearish (`bearCount = 4`).3. **Full Exit**: Close all short positions when ≤3 indicators are bearish (`bearCount ≤ 3`).## Strategy Parameters (Risk & Capital Management)| Parameter | Value | Description ||--------------------------|----------------|----------------------------------------------|| Initial Capital | $100,000 | Starting equity for backtesting || Default Order Size | $10,000 (cash) | Fixed cash amount per trade (instead of lots) || Commission | 0.1% per trade | Realistic transaction cost (percent-based) || Margin Requirement | 100% | No leverage (1:1 trading) || Pyramiding | 0 | No additional positions on existing trades |## Key Features1. **Multi-Indicator Resonance**: Eliminates noise from single-indicator false signals by requiring consensus across 6 diverse technical metrics.2. **Gradual Position Management**: Partial exit (50%) before full closure to lock in profits and reduce downside risk.3. **Full Automation**: Automatically executes entry/exit/position adjustment without manual intervention.4. **Visualization Tools**: Plots BBI line, long/short signal labels, and bullish indicator count for easy strategy monitoring.5. **Versatility**: Adaptable to multiple timeframes (15min, 1H, 4H, daily) and asset classes.## Notes- The strategy is optimized for trend-following markets and may underperform in choppy/range-bound conditions.- Backtest results should be validated across different market cycles (bull, bear, sideways) before live trading.- Parameters (e.g., indicator periods, order size) can be adjusted based on specific asset volatility and trading style.