FCPO KDJ Tower HA EMA Strategy by xunlei98
By xunlei98
Performance Metrics
- Author: xunlei98
Description
FCPO 5-Min Strategy Backtest v1 — A day-trading strategy for FCPO (Malaysia Crude Palm Oil Futures, BMD:FCPO1!) built on a 5-layer confluence system: KDJ + Tower (Baota) + Heikin Ashi + EMA20 + MACD. It uses the exact same entry logic as the companion "FCPO 5min Signal System v2" indicator, converted to the Strategy Tester to validate signal quality.Entry Conditions (all 5 layers must align):- Layer 1 — Trend filter: price above EMA20 = long only; below EMA20 = short only- Layer 2 — Momentum: MACD histogram direction (5,20,5)- Layer 3 — Extreme signal: KDJ J value 80 (overbought)- Layer 4 — Candle confirmation: Heikin Ashi direction matches raw candle close direction- Layer 5 — Final filter: Tower (Baota) line flips red (bullish) / green (bearish)- Entries only when flat; each signal fires once, on the first bar all conditions alignExit Rules (intraday discipline):- Fixed stop-loss / take-profit: 8 points each by default (1 lot = RM25 per point, i.e. RM200 / RM200)- Max holding time: 60 bars by default (can be disabled)- End-of-day liquidation at 17:45 — no overnight positions- No new entries after 17:15 (MYT)Backtest Settings: commission RM12.5/lot and 1-tick slippage included; initial capital 10,000, fixed 1 lot.How to Use: Open FCPO1! (or BMD:FCPO1!) on a 5-minute chart — keep regular candlesticks (do NOT enable Heikin Ashi candles, as fill prices would be distorted) — add the strategy, then open the Strategy Tester. All parameters (EMA / KDJ / MACD / stop-take points / time windows) are adjustable in the settings panel.Disclaimer: This script is a technical-analysis tool for validation only. Backtest results do not guarantee future performance, and this is not financial advice. Futures trading involves high risk; always use proper risk management and stop-loss discipline.FCPO 5分钟 策略回测 v1 —— 基于 KDJ + 宝塔线 + Heikin Ashi + EMA20 + MACD 五层共振入场系统的 FCPO（马来西亚棕榈油期货，BMD:FCPO1!）日内交易策略，与「FCPO 系统警报 v2」指标使用同一套入场逻辑，用于在策略回测器中验证信号质量。入场条件（五层全部满足才开仓）：- 第1层 大方向：价格在 EMA20 上方只做多，下方只做空- 第2层 动量背景：MACD 柱状线方向（5,20,5）- 第3层 极端信号：KDJ J 值 80（KDJH）- 第4层 K线确认：Heikin Ashi 同向 + 普通K线收盘同向- 第5层 最终过滤：宝塔线翻红 / 翻绿- 只在空仓时进场，信号首次满足时只触发一次出场规则（按日内交易纪律）：- 固定止损 / 止盈：默认各 8 点（1手合约每点 = RM25，即 RM200 / RM200）- 最长持仓超时：默认 60 根K线（可关闭）- 日内强平：17:45 触发清仓，不留隔夜仓- 17:15 后不开新仓回测设置：已含手续费（RM12.5/手）与滑点（1 tick）；初始资金 10,000，固定 1 手。使用方法：FCPO1!（或 BMD:FCPO1!）5 分钟图 → 保持普通K线蜡烛模式（不要开 Heikin Ashi 蜡烛，否则成交价失真）→ 添加策略 → 打开策略回测器查看结果。EMA / KDJ / MACD / 止损止盈点数 / 时间窗口等参数均可在设置面板调整。提醒：本策略仅为技术分析验证工具，回测结果不代表未来表现，不构成任何投资建议。期货交易风险高，请务必配合资金管理与止损纪律。