自适应移动平均线通道策略

This strategy leverages the Fractal Adaptive Moving Average (FRAMA) to construct dynamic price channels, generating buy (long) and sell (short) signals based on price breakouts.

Signal Generation: Buy Signal: Triggered when price crosses above the upper band (▲).
Sell Signal: Triggered when price crosses below the lower band (▼).

Trading Logic: Long Entry: Opens a position when price breaks above the upper band.
Close Position: Closes long position on a short signal or when the 3% stop-loss is hit.

Visualization: FRAMA line displayed in green (bullish) or orange (bearish).
Candles colored based on trend (green for bullish, red for bearish).
Upper and lower bands plotted in semi-transparent green/orange.
Buy/sell signals marked with arrows (▲ for buy, ▼ for sell).

Use Cases Ideal for trending markets (e.g., stocks, futures, forex).
Applicable across timeframes (e.g., 1-minute, 1-hour, daily), with parameter tuning recommended.

Operating InstructionsAdding the Strategy Copy and paste the code into TradingView’s Pine Script editor and save.
Add to chart: Click “Add to Chart” to overlay the strategy on the price chart.

Parameter Settings Source: Select the price data type (e.g., “close,” “hl2,” default: “close”).
Average Length: Set the FRAMA calculation period (default: 50, adjust based on timeframe).
RAA Multiplier: Controls channel width (default: 1.15, higher values widen the channel).
Show Trend Signals: Enable to display buy/sell signals on the chart (default: enabled).
Color Candles Based on Trend: Enable to color candles by trend (default: enabled).
Bullish/Bearish Candle Color: Customize candle colors (default: green for bullish, red for bearish).

Chart Output FRAMA Line: Shows the adaptive average, green for bullish trends, orange for bearish.
Upper/Lower Bands: Semi-transparent green (upper) and orange (lower) bands indicate price range.
Signal Markers: Buy signals (green ▲ below bars) and sell signals (red ▼ above bars).
Candle Coloring: Bullish candles in green, bearish in red.

Trading Execution Automated Trading: Enable in TradingView’s Strategy Tester to execute trades based on signals.
Stop-Loss: Fixed at 3% below entry price for long positions.
Initial Capital: Default set to 100,000 (adjustable as needed).

Backtesting and Optimization Review performance metrics (win rate, profit factor, drawdown) in the Strategy Tester.
Optimize parameters based on market and timeframe: Short timeframes (e.g., 1-minute): Reduce length (e.g., 10–20).
High-volatility markets: Increase raa_mult (e.g., 1.5–2.0).