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Erstelle mir bitte in pinescript in der aktuellen...

创建于：2025年6月14日

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问题

Erstelle mir bitte in pinescript in der aktuellen version für tradingview eine neue Strategie:

Nimm das als Grundlage und baue es um:

//@version=4
study(title="UT Bot Alerts", overlay = true)

// Inputs
a = input(1, title = "Key Vaule. 'This changes the sensitivity'")
c = input(10, title = "ATR Period")
h = input(false, title = "Signals from Heikin Ashi Candles")

xATR = atr(c)
nLoss = a * xATR

src = h ? security(heikinashi(syminfo.tickerid), timeframe.period, close, lookahead = false) : close

xATRTrailingStop = 0.0
xATRTrailingStop := iff(src > nz(xATRTrailingStop[1], 0) and src[1] > nz(xATRTrailingStop[1], 0), max(nz(xATRTrailingStop[1]), src - nLoss),
iff(src < nz(xATRTrailingStop[1], 0) and src[1] < nz(xATRTrailingStop[1], 0), min(nz(xATRTrailingStop[1]), src + nLoss),
iff(src > nz(xATRTrailingStop[1], 0), src - nLoss, src + nLoss)))

pos = 0
pos := iff(src[1] < nz(xATRTrailingStop[1], 0) and src > nz(xATRTrailingStop[1], 0), 1,
iff(src[1] > nz(xATRTrailingStop[1], 0) and src < nz(xATRTrailingStop[1], 0), -1, nz(pos[1], 0)))

xcolor = pos == -1 ? color.red: pos == 1 ? color.green : color.blue

ema = ema(src,1)
above = crossover(ema, xATRTrailingStop)
below = crossover(xATRTrailingStop, ema)

buy = src > xATRTrailingStop and above
sell = src < xATRTrailingStop and below

barbuy = src > xATRTrailingStop
barsell = src < xATRTrailingStop

plotshape(buy, title = "Buy", text = 'Buy', style = shape.labelup, location = location.belowbar, color= color.green, textcolor = color.white, transp = 0, size = size.tiny)
plotshape(sell, title = "Sell", text = 'Sell', style = shape.labeldown, location = location.abovebar, color= color.red, textcolor = color.white, transp = 0, size = size.tiny)

barcolor(barbuy ? color.green : na)
barcolor(barsell ? color.red : na)

alertcondition(buy, "UT Long", "UT Long")
alertcondition(sell, "UT Short", "UT Short")

Bitte mit Stop-loss und trailing Stop (beide einstellbar).

Die Signale in der Grundlage als Handelssignale für das automatisierte Trading.

思考

Creating a strategy in Pine Script

The user is asking for a strategy built in the latest version of Pine Script (v5) based on an existing study, likely "UT Bot Alerts." They want an automated trading strategy with adjustable stop-loss and trailing stops. To do this, I'll need to convert the provided study into a strategy, add entry and exit conditions, and implement the required risk management features like stop-loss and trailing stops. I'll make sure to use the correct version directive (@version=5) and the strategy.* functions.

Designing Pine Script strategy

The user wants me to create a Pine Script strategy using the provided study, with adjustable stop-loss and trailing stop percentages or ATR multipliers. I'll use strategy.entry and strategy.exit to implement buy/sell conditions, while setting up stop-loss and trailing stop with proper offsets. For stop-loss, I can calculate the exit on a percentage basis, converting percent to absolute prices. V5 improvements like ta.crossover, ta.atr, and strategy.position_size will be used. I'll ensure the user gets the full script for their automated trading setup.

Thought for 19 seconds

回答

Hier ist eine komplette Pine-Script-Strategie in der aktuellen TradingView-Version (v5).
Sie wandelt das UT-Bot-Konzept in echte Handels-Ein- und -Ausstiege um und bietet parametrierbaren Stop-Loss und Trailing-Stop.

pinescript
//@version=5
strategy(
     title          = "UT-Bot Strategie (mit SL & Trailing)",
     overlay        = true,
     initial_capital= 10_000,
     default_qty_type = strategy.percent_of_equity,
     default_qty_value= 10)

// ======= Eingaben ============================================================
sens          = input.int(1,     "Key-Wert (Sensitivität)", minval = 1)
atrPeriod     = input.int(10,    "ATR-Periode",            minval = 1)
useHA         = input.bool(false,"Heikin-Ashi-Quelle nutzen?")
stopLossPct   = input.float(1.5, "Fixer Stop-Loss [%]",    minval = 0.1, step = 0.1)
trailPct      = input.float(1.0, "Trailing-Stop [%]",      minval = 0.1, step = 0.1)

// ======= Quellpreis wählen (Normal oder Heikin-Ashi) =========================
haClose(srcSymbol)=> request.security( heikinashi(srcSymbol), timeframe.period, close,
                                       lookahead = barmerge.lookahead_on)
src = useHA ? haClose(syminfo.tickerid) : close

// ======= UT-Bot Kerngleichungen ==============================================
atr   = ta.atr(atrPeriod)
nLoss = sens * atr

// gleitender ATR-Stopp
var float atrStop = na
atrStop := src > nz(atrStop[1], 0) and src[1] > nz(atrStop[1], 0) ? math.max(nz(atrStop[1]), src - nLoss) :
           src < nz(atrStop[1], 0) and src[1] < nz(atrStop[1], 0) ? math.min(nz(atrStop[1]), src + nLoss) :
           src > nz(atrStop[1], 0) ? src - nLoss : src + nLoss

// Positionsrichtung
var int pos = 0
pos := src[1] < nz(atrStop[1], 0) and src   > nz(atrStop[1], 0) ?  1 :
       src[1] > nz(atrStop[1], 0) and src   < nz(atrStop[1], 0) ? -1 :
       nz(pos[1])

// Zusatzfilter (EMA 1 wie im Original)
ema1   = ta.ema(src, 1)
above  = ta.crossover(ema1, atrStop)
below  = ta.crossover(atrStop, ema1)

// Handels-Signale
longSignal  = src > atrStop and above
shortSignal = src < atrStop and below

// ======= Strategische Ein- & Ausstiege =======================================
// LONG-Eintritt
if longSignal
    strategy.entry(id = "Long", direction = strategy.long)

// SHORT-Eintritt
if shortSignal
    strategy.entry(id = "Short", direction = strategy.short)

// Dynamischer Stop-Loss & Trailing-Stop
// (wird auf jedem Balken aktualisiert, solange eine Position offen ist)
if strategy.position_size > 0  // LONG-Position
    float stopPrice  = strategy.position_avg_price * (1 - stopLossPct/100)
    float trailPts   = (trailPct/100) * close
    strategy.exit(id = "L-Exit", from_entry = "Long",
                  stop = stopPrice,
                  trail_points = trailPts)

if strategy.position_size < 0  // SHORT-Position
    float stopPrice  = strategy.position_avg_price * (1 + stopLossPct/100)
    float trailPts   = (trailPct/100) * close
    strategy.exit(id = "S-Exit", from_entry = "Short",
                  stop = stopPrice,
                  trail_points = trailPts)

// ======= Visualisierung (optional) ===========================================
plot(atrStop,              "ATR-Trailing-Stop",  color = color.gray)
plotshape(longSignal,  "Long-Signal",  shape.labelup,   location.belowbar,
          color = color.green, text = "Buy",  textcolor = color.white, size = size.tiny)
plotshape(shortSignal, "Short-Signal", shape.labeldown, location.abovebar,
          color = color.red,   text = "Sell", textcolor = color.white, size = size.tiny)

barcolor( pos ==  1 ? color.new(color.green , 80) :
          pos == -1 ? color.new(color.red   , 80) : na)

So passt du die Strategie an deine Bedürfnisse an

ParameterWirkung
Key-WertMultiplikator für den ATR-Abstand ⇒ höhere Werte = weniger, aber stabilere Signale
ATR-PeriodeLänge der ATR-Berechnung
Heikin-Ashi-QuelleNutzt HA-Kerzen, um Rauschen zu glätten
Stop-Loss [%]Fester Abstand vom Einstiegspreis in %
Trailing-Stop [%]Abstand, ab dem der Trailing-Stop nachgezogen wird (in Punkten ≙ % vom aktuellen Kurs)

Hinweis:

  • strategy.exit(..., trail_points = ...) zieht den Stop dynamisch nach, sobald der Kurs mindestens trail_points Punkte (≙ trailPct %) im Plus ist.
  • Für Live-Trading auf TradingView musst du die Strategie in einen Bot/Connector (z. B. via webhook) integrieren.

Viel Erfolg beim Testen und Anpassen!

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