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Nova Futures PRO SAFE v6 策略

该策略结合趋势、波动和结构信号。它使用200周期EMA与ADX确认趋势，利用布林带与肯特纳通道的挤压释放捕捉突破，并通过唐奇安通道的前高前低判断结构。可选的高周期过滤器和Choppiness指数帮助避开震荡市场，冷却期避免刚平仓就重新入场。

输入参数

  • EMA Length — 基础指数均线长度
  • DMI Length — ADX及方向性指标周期
  • Min ADX — 认为存在趋势的最小ADX
  • BB Length — 布林带周期
  • BB Mult — 布林带倍数
  • KC Length — 肯特纳通道周期
  • KC Mult — 肯特纳通道倍数
  • Donchian Length — 结构通道回溯期
  • Use HTF — 启用高周期确认
  • HTF Candle — 高周期时间框架
  • HTF EMA — 高周期EMA长度
  • HTF Min ADX — 高周期最小ADX
  • Use Choppiness — 启用Choppiness过滤
  • Chop Length — Choppiness周期
  • Chop Threshold — 最大允许Choppiness
  • Cooldown — 平仓后等待的K线数量
  • Candle Type — 主时间框架

说明

本策略为 TradingView 脚本“Nova Futures PRO (SAFE v6) — HTF + Choppiness + Cooldown”的简化移植版。

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;
namespace StockSharp.Samples.Strategies;
public class NovaFuturesProSafeV6Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public NovaFuturesProSafeV6Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame());
	}
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var fast = new ExponentialMovingAverage { Length = 12 };
		var slow = new ExponentialMovingAverage { Length = 34 };
		var rsi = new RelativeStrengthIndex { Length = 14 };
		var prevF = 0m; var prevS = 0m; var init = false;
		var lastSignal = DateTimeOffset.MinValue;
		var cooldown = TimeSpan.FromMinutes(120);
		var sub = SubscribeCandles(CandleType);
		sub.Bind(fast, slow, rsi, (c, f, s, r) =>
		{
			if (c.State != CandleStates.Finished || !fast.IsFormed || !slow.IsFormed || !rsi.IsFormed) return;
			if (!init) { prevF = f; prevS = s; init = true; return; }
			if (c.OpenTime - lastSignal >= cooldown)
			{
				if (prevF <= prevS && f > s && r > 50 && Position <= 0) { BuyMarket(); lastSignal = c.OpenTime; }
				else if (prevF >= prevS && f < s && r < 50 && Position > 0) { SellMarket(); lastSignal = c.OpenTime; }
			}
			prevF = f; prevS = s;
		}).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, sub); DrawIndicator(area, fast); DrawIndicator(area, slow); DrawOwnTrades(area); }
	}
}