OPEN-SOURCE SCRIPT
顺序三连穿越:2/3先入 + 3/3加仓(仅低波动过滤)

策略描述(中文)
本策略基于 顺序三连穿越 原则:当 MA5 依次上穿 MA10、MA30、MA60 时,触发趋势做多信号;反之依次下穿时触发做空信号。
在完成 2/3 穿越时即可先行入场,完成 3/3 穿越时可选择加仓确认。
为减少震荡磨损,策略引入了布林带带宽过滤:当市场波动率过低时禁止入场。同时设有 冷静期,避免刚出场后立即反复进场。
该系统适用于趋势性较强或弱趋势行情,能够较好地捕捉单边走势,但在长时间震荡行情中仍可能遭遇利润侵蚀。
Strategy Description (English)
This strategy is built on the Sequential Triple Crossover principle:
When the 5-period moving average (MA5) sequentially crosses above MA10, MA30, and MA60, a bullish entry is triggered.
Conversely, when MA5 sequentially crosses below MA10, MA30, and MA60, a bearish entry is triggered.
An early entry is allowed once 2 out of 3 crossovers are completed, while the final crossover (3/3) can optionally serve as a confirmation add-on position.
To mitigate losses in choppy conditions, the system uses a Bollinger Bandwidth filter that blocks entries when volatility is too low. A cooldown period is also implemented to avoid immediate re-entries after closing a trade.
This setup performs well in trending or weak-trend environments, capturing directional moves effectively, but may still suffer from profit erosion during prolonged sideways markets.
本策略基于 顺序三连穿越 原则:当 MA5 依次上穿 MA10、MA30、MA60 时,触发趋势做多信号;反之依次下穿时触发做空信号。
在完成 2/3 穿越时即可先行入场,完成 3/3 穿越时可选择加仓确认。
为减少震荡磨损,策略引入了布林带带宽过滤:当市场波动率过低时禁止入场。同时设有 冷静期,避免刚出场后立即反复进场。
该系统适用于趋势性较强或弱趋势行情,能够较好地捕捉单边走势,但在长时间震荡行情中仍可能遭遇利润侵蚀。
Strategy Description (English)
This strategy is built on the Sequential Triple Crossover principle:
When the 5-period moving average (MA5) sequentially crosses above MA10, MA30, and MA60, a bullish entry is triggered.
Conversely, when MA5 sequentially crosses below MA10, MA30, and MA60, a bearish entry is triggered.
An early entry is allowed once 2 out of 3 crossovers are completed, while the final crossover (3/3) can optionally serve as a confirmation add-on position.
To mitigate losses in choppy conditions, the system uses a Bollinger Bandwidth filter that blocks entries when volatility is too low. A cooldown period is also implemented to avoid immediate re-entries after closing a trade.
This setup performs well in trending or weak-trend environments, capturing directional moves effectively, but may still suffer from profit erosion during prolonged sideways markets.
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開源腳本
秉持TradingView一貫精神,這個腳本的創作者將其設為開源,以便交易者檢視並驗證其功能。向作者致敬!您可以免費使用此腳本,但請注意,重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。