【缠论策略回测】道氏破坏二类线段确认策略03（较好）

策略编号：01_14
交 易  所：Binance
标      的：BTCUSDT永续合约
图表周期：5min
交易级别：5min走势
回测时间：2023年1月-2024年3月
交易次数：160次
---------------------------------------------------------不复利的情况--------------------------------------------------------------

回测结果：年化净利率269%，最大回测25%，最大回测时间57天，胜率48.9%，毛利率345%，手续费率128%，返佣率51%
初设资金：2000USDT
滑点模式：未考虑滑点
手续费用：回测完成后统一计算
仓位模式：未使用马丁格尔模式；未使用复利模式
---------------------------------------------------------有复利的情况--------------------------------------------------------------

回测结果：年化净利率1647%，最大回测50%，最大回测时间52天，胜率48.9%，毛利率2194%，手续费率912%，返佣率364%
初设资金：2000USDT
滑点模式：未考虑滑点
手续费用：回测完成后统一计算
仓位模式：未使用马丁格尔模式；使用复利模式

（一）多单开仓条件
1）使用迭代计算5min笔、5min线段、5min走势，使用4h级别K线计算4h笔和线段
2）5min走势的最低值高于4h线段的道氏点
3）5min走势出现二类买点的确认（向下的5min线段不破新低被新的向上的5min线段所确认）
4）以二类买点所在的向下5min走势最低值作为止损
（二）多单减仓条件
1）达到2倍盈亏比平仓50%的仓位，即：首次止盈价格=开仓价格+2*（开仓价格-止损价格），并且挂保本损；
2）首次止盈完成后，每次5min线段形成次高结构时，减仓剩余仓位的10%
3）首次止盈完成后，每次产生5min走势的新高且距离上一次减仓价格大于指定间距时，减仓剩余仓位的10%
4）首次止盈完成后，每次产生5min走势的次高结构时，减仓剩余仓位的10%
5）首次止盈完成后，产生新的30min走势新高时，减仓剩余仓位的10%
（二）多单平仓条件
1）达到止损点即平仓；
2）首次止盈完成后，价格回落到开仓价格时平仓所有仓位
3）首次止盈完成后，未形成新的30min走势的前提下，跌破5min走势道氏点时，全部平仓
4)  首次止盈完成后，已形成新的30min走势的前提下，跌破30min走势道氏点时，全部平仓
空单的开平仓与多单相反。






开平仓点位图下载：
链接：https://pan.baidu.com/s/1Sf1yfln5YiS2w7Ph6E1Tnw?pwd=0916
提取码：0916

交割单下载：
使用复利的回测结果.xlsx (75.84 KB, 下载次数: 112)

2024-4-16 03:52 上传

点击文件名下载附件

未用复利的回测结果.xlsx (73.13 KB, 下载次数: 113)

2024-4-16 03:52 上传

点击文件名下载附件

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