pine-script - Strategy.long 后第二次交叉,Pine 脚本
问题描述
当满足以下条件时,我正在尝试在交易视图中进行回测,
1) 多头 = RSI > 50 且 MACD > SIGNAL(简称反之)
2)当两者都满足时,进入 OPEN(0) > HIGH(满足上述条件时的信号条)
达到盈利目标时退出。
3)并且只需要再次发生重新交叉......而不是立即发生我无法在松树脚本中完成并需要帮助
以下是相同的代码:
//@version=4
strategy("Test1 script",overlay=false)
var a = 0
var hiBar = 0
var loBar = 0
//MACD
fast = 12, slow = 26
fastMA = ema(close, fast)
slowMA = ema(close, slow)
macd = fastMA - slowMA
signal = sma(macd, 9)
//RSI
rsiSource = close //input(title="RSI Source", type=input.source, defval=close)
rsiLength = 7 //input(title="RSI Length", type=input.integer, defval=14)
rsiOverbought = 70 //nput(title="RSI Overbought Level", type=input.integer, defval=80)
rsiOversold = 30 //input(title="RSI Oversold Level", type=input.integer, defval=20)
rsiValue = rsi(rsiSource, rsiLength)
isRsiOB = rsiValue >= rsiOverbought
isRsiOS = rsiValue <= rsiOversold
uptrend1 = rsiValue > 50 and macd > signal
downtrend1 = rsiValue < 50 and macd < signal
if uptrend1 or downtrend1
a := 10
else
a := 20
if uptrend1
hiBar := bar_index
if downtrend1
loBar := bar_index
barcolor(uptrend1 ? color.purple:downtrend1 ? color.yellow: a == 20 ? color.gray: na)
if uptrend1
strategy.entry("Long", strategy.long,when = close[0] > high[hiBar-1] or open[0] > high[hiBar-1])
strategy.exit("exit long","Long", profit = 2400, loss = 1200)
if downtrend1
strategy.entry("Short", strategy.short)
strategy.exit("exit short", "Short", profit = 2800, loss = 1200)
还附上了回测的图片
解决方案
这应该实现该逻辑。您的目标和利润数字不是以刻度表示的,您现在可以通过Inputs更改它们。值大于您的值以防止过早退出:
//@version=4
strategy("Test1 script",overlay=true)
targetProfit = input(1000., "Profit target (in currency)") / syminfo.mintick
targetLoss = input(500., "Profit loss (in currency)") / syminfo.mintick
var a = 0
var float hiBar = na
var float loBar = na
var float referenceHi = na
// This is true when a long was exited and we're waiting for downtrend condition to occur.
var waitingForLongReset = false
//MACD
fast = 12, slow = 26
fastMA = ema(close, fast)
slowMA = ema(close, slow)
macd = fastMA - slowMA
signal = sma(macd, 9)
//RSI
rsiSource = close //input(title="RSI Source", type=input.source, defval=close)
rsiLength = 7 //input(title="RSI Length", type=input.integer, defval=14)
rsiOverbought = 70 //nput(title="RSI Overbought Level", type=input.integer, defval=80)
rsiOversold = 30 //input(title="RSI Oversold Level", type=input.integer, defval=20)
rsiValue = rsi(rsiSource, rsiLength)
isRsiOB = rsiValue >= rsiOverbought
isRsiOS = rsiValue <= rsiOversold
uptrend1 = rsiValue > 50 and macd > signal
downtrend1 = rsiValue < 50 and macd < signal
enterUpTrend = not uptrend1[1] and uptrend1
enterDnTrend = not downtrend1[1] and downtrend1
// Only save bar on transition into trend.
if enterUpTrend and not waitingForLongReset
hiBar := bar_index
referenceHi := high[max(0, bar_index - hiBar)]
if uptrend1 and max(close, open) > referenceHi and not waitingForLongReset
waitingForLongReset := true
strategy.entry("Long", strategy.long)
strategy.exit("exit long","Long", profit = targetProfit, loss = targetLoss)
if strategy.position_size[1] > 0 and strategy.position_size == 0
// Long was exited, wait for reset before next long.
waitingForLongReset := true
if enterDnTrend
loBar := bar_index
// Allow another long condition to become true.
waitingForLongReset := false
barcolor(uptrend1 ? color.purple:downtrend1 ? color.yellow: a == 20 ? color.gray: color.blue)
// Debugging plots.
plotchar(uptrend1, "uptrend1", "▲", location.top)
plotchar(downtrend1, "downtrend1", "▼", location.bottom)
plotchar(waitingForLongReset, "waitingForLongReset", "—", location.bottom)
plotchar(max(close, open) > referenceHi, "max(close, open) > referenceHi", "—", location.top)
plot(referenceHi, "referenceHi", color.green, 2, plot.style_circles)
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