Pinescript - 在时间范围内找到当天的低点

Question

我想获取有关在特定时间范围内出现一天最低点的次数的统计数据。我想获得这些数据的唯一方法是编写 Pinescript 策略。

我目前使用entryTime = input.session('0700-0900’) 指定何时应该搜索该值（图片下方的绿色区域一）； 和tdayLow = request.security(tickername, 'D', low[0], lookahead=barmerge.lookahead_on) 指定应搜索的什么值。

我打算得到一个看起来像 this 的结果（每天一个或没有条目，因为只能有一个最低点）。不幸的是，它看起来像this（有几个条目，我不知道是怎么拍的，这取决于我所处的时间范围，没有一个是在当天的低点拍的）。

因为我想找到当天的最低点，所以我所处的时间框架不应该改变我得到的结果，这与我目前使用下面的代码获得的结果不同。

//@version=5
strategy("Day Low", overlay=true, margin_long=100, margin_short=100)


// === CURRENT DAY LOW ===
var tickername = ticker.new(syminfo.prefix, syminfo.ticker)
tlow = request.security(tickername, 'D', low[0], lookahead=barmerge.lookahead_on)


// === INPUT DATE RANGE ===
fromMonth  = input.int(defval = 7,       title = "From Month",      minval = 1, maxval = 12)
fromDay    = input.int(defval = 1,       title = "From Day",        minval = 1, maxval = 31)
fromYear   = input.int(defval = 2022,    title = "From Year",       minval = 2019)
thruMonth  = input.int(defval = 1,       title = "Thru Month",      minval = 1, maxval = 12)
thruDay    = input.int(defval = 1,       title = "Thru Day",        minval = 1, maxval = 31)
thruYear   = input.int(defval = 2112,    title = "Thru Year",       minval = 2019)


// === INPUT TIME RANGE ===
entryTime  = input.session('0700-0900',  title = "Entry Time")   // '0700-0900' is anytime to enter
exitTime   = input.session('0800-2000',  title = "Exit Time")    // '0700-2000' is anytime to exit


// === DATE & TIME RANGE FUNCTIONS ===
isDate() =>                                                               
    start  = timestamp(fromYear, fromMonth, fromDay, 00, 00)              
    finish = timestamp(thruYear, thruMonth, thruDay, 23, 59)              
    isDate = time >= start and time <= finish                             

isTime(_position) =>                                                      
    isTime = time(timeframe.period, _position + ':1234567')               

// === LOGIC ===
enterLong  = tlow 
exitLong   = tlow + 20

// === EXECUTION ===
strategy.entry("L", strategy.long, when = isDate() and isTime(entryTime) and enterLong)  
strategy.close("L", when = isDate() and isTime(exitTime) and exitLong)

有人可以帮我获得与第一张图片相似的结果吗？谢谢！

PS ：我显然不是想找到一种可以找到当天最低点的策略，而只是根据历史数据来跟踪它的制定时间。

Answer 1

由于您正在编写一个条件（应该是布尔值）

enterLong  = tlow 
exitLong   = tlow + 20

默认情况下它会变成真的。您将不得不将它们更改为比较类似

enterLong  = (low<=tlow)
exitLong   = (high>=tlow + 20)

最终代码

//@version=5
strategy("Day Low", overlay=true, margin_long=100, margin_short=100)


// === CURRENT DAY LOW ===
var tickername = ticker.new(syminfo.prefix, syminfo.ticker)
tlow = request.security(tickername, 'D', low[0], lookahead=barmerge.lookahead_on)
plot(tlow)

// === INPUT DATE RANGE ===
fromMonth  = input.int(defval = 7,       title = "From Month",      minval = 1, maxval = 12)
fromDay    = input.int(defval = 1,       title = "From Day",        minval = 1, maxval = 31)
fromYear   = input.int(defval = 2022,    title = "From Year",       minval = 2019)
thruMonth  = input.int(defval = 1,       title = "Thru Month",      minval = 1, maxval = 12)
thruDay    = input.int(defval = 1,       title = "Thru Day",        minval = 1, maxval = 31)
thruYear   = input.int(defval = 2112,    title = "Thru Year",       minval = 2019)


// === INPUT TIME RANGE ===
entryTime  = input.session('0700-0900',  title = "Entry Time")   // '0700-0900' is anytime to enter
exitTime   = input.session('0800-2000',  title = "Exit Time")    // '0700-2000' is anytime to exit


// === DATE & TIME RANGE FUNCTIONS ===
isDate() =>                                                               
    start  = timestamp(fromYear, fromMonth, fromDay, 00, 00)              
    finish = timestamp(thruYear, thruMonth, thruDay, 23, 59)              
    isDate = time >= start and time <= finish                             

isTime(_position) =>                                                      
    isTime = time(timeframe.period, _position + ':1234567')               

// === LOGIC ===
enterLong  = (low<=tlow)
exitLong   = (high>=tlow + 20)

// === EXECUTION ===
strategy.entry("L", strategy.long, when = isDate() and isTime(entryTime) and enterLong)  
strategy.close("L", when = isDate() and isTime(exitTime) and exitLong)