追踪止损 Pinescript 版本 5

Question

我刚学 pinescript 第 5 版，我想做追踪止损，但策略退出不起作用

//@version=5
strategy("Trailing Stop V5")


trailPerc=0.2
price_stop=0.0
aktifEMA   = input.bool(true, "Aktifkan EMA vs EMA",   inline = "01")
fastEMA = input.int(10,"Fast EMA", minval = 2)
slowEMA = input.int(50,"Slow EMA", minval = 2)
longCondition = ta.crossover(ta.sma(close, fastEMA), ta.sma(close, slowEMA))
shortCondition = ta.crossunder(ta.sma(close, fastEMA), ta.sma(close, slowEMA))
    
timePeriod = time >= timestamp(syminfo.timezone, 2018,12,6,0,0)
if (timePeriod)
    if (aktifEMA == true)
        if (longCondition)
            strategy.entry("long", strategy.long)
        
        if (strategy.position_size>0)
            stopValue=close*(1-trailPerc)
            price_stop:=math.max(stopValue,price_stop[1])
        else
            price_stop:=0
        
        if (strategy.position_size>0)
            strategy.exit("exit","long",stop=price_stop)

有人能帮我吗？谢谢

Answer 1

Gostaria de ver isto funcionando...

Answer 2

//@version=5

strategy( "sim 2mov with trail" , overlay=true , max_lines_count =500 , max_labels_count=500 , max_bars_back= 4700 , default_qty_type=strategy.percent_of_equity , default_qty_value =100 , commission_type = strategy.commission.percent , commission_value = 0.0 )

 

// Inputs
averageData = input.source(close, title="Average Data Source")

fastLength = input.int(10, title="Fast Average Length")
slowLength = input.int(12, title="Slow Average Length")



// Calculate averages 
fastAverage = ta.sma(averageData, fastLength)
slowAverage = ta.sma(averageData, slowLength)

// Plot averages
plot(fastAverage, color=color.orange, title="Fast SMA")
plot(slowAverage, color=color.blue, title="Slow SMA")

// Look for moving average crosses
crossAbove = ta.crossover(fastAverage, slowAverage)
crossUnder = ta.crossunder(fastAverage, slowAverage)


if crossAbove and strategy.position_size == 0
    color.new(color.green, 80)
    strategy.entry("long", strategy.long  )
    
else if crossUnder and strategy.position_size == 0
    color.new(color.red, 80)
    strategy.entry("short", strategy.short  )  







stoploss = input.float( 2 , "Stop Loss percentage" , minval= 0 )

takeprofit = input.float( 2 , "Take Profit percentage" , minval= 0 )

trailingstop = input(true , "Trailing Stop")
trail_p = input.float( 0.05 , "Trailing Stop percentage (of entry price)" , minval= 0 )




av_p = strategy.position_avg_price

if trailingstop 
    
    if strategy.position_size > 0 and strategy.position_size[1] <= 0

        mes_pa = "   start trail: "+str.tostring(   av_p + (av_p *  takeprofit/100)    ) +"
 trail offset: "+ str.tostring( av_p *(trail_p/100)   ) +"
 SL: "+ str.tostring( av_p - (av_p *  stoploss/100)    ) 

        label.new(bar_index, low - low *(trail_p/100) , mes_pa , style = label.style_label_up , color = color.white ,textcolor = color.black, size = size.normal)

    else if  strategy.position_size < 0 and strategy.position_size[1] >= 0

        mes_pa = "   start trail: "+str.tostring(   av_p - (av_p *  takeprofit/100)    ) +"
 trail offset: "+ str.tostring(   av_p *(trail_p/100)     )  +"
 SL: "+ str.tostring( av_p + (av_p *  stoploss/100)    ) 
        
        label.new(bar_index, high + high *(trail_p/100) , mes_pa , style = label.style_label_down  , color = color.white ,textcolor = color.black, size = size.normal)





    
    strategy.exit("exit_buy", "long" ,  when= strategy.position_size > 0  ,  stop  =  av_p - (av_p *  stoploss/100)  ,  trail_price = av_p + (av_p *  takeprofit/100) , trail_offset = av_p *(trail_p/100) *1/syminfo.mintick  , comment = "t buy" ) 
    
    strategy.exit("exit_sell", "short" ,when= strategy.position_size < 0,  stop  =  av_p + (av_p *  stoploss/100),  trail_price = av_p - (av_p *  takeprofit/100) , trail_offset = av_p *(trail_p/100) *1/syminfo.mintick  , comment = "t sell") 

    

else



    strategy.exit("exit_buy", "long" ,  when= strategy.position_size > 0 ,  stop  =  av_p - (av_p *  stoploss/100)  ,  limit  =  av_p + (av_p *  takeprofit/100) , comment = "st buy" ) 
    
    strategy.exit("exit_sell", "short" ,when= strategy.position_size < 0 ,  stop  =  av_p + (av_p *  stoploss/100)   ,  limit  =  av_p - (av_p *  takeprofit/100) , comment = "st sell") 
    



// have_long = strategy.position_size[0] > strategy.position_size[1]  
// long_en = ta.valuewhen(have_long, open, 0) 

// have_short = strategy.position_size[0] < strategy.position_size[1]  
// short_en = ta.valuewhen(have_short, open, 0) 


// av_p =  ta.valuewhen(false, open, 0)

// if have_long
//     av_p :=  long_en

// if have_short
//     av_p :=  short_en


// if trailingstop 

//     strategy.exit("tr_buy", "long"   , when= have_long ,   trail_price = av_p + (av_p *  start_trail/100) , trail_offset = av_p *(trail_p/100) *1/syminfo.mintick  , comment = "tr_buy" ) 
    
//     strategy.exit("tr_sell", "short" , when= have_short ,  trail_price = av_p - (av_p *  start_trail/100) , trail_offset = av_p *(trail_p/100) *1/syminfo.mintick  , comment = "tr_sell") 

    





// move_sl = input(true , "Moving Stop Loss")
// move_sl_p = input.float(  1 , "move sl after x percentage of price"  , minval = -100  )
// move_sl_p_p = input.float(  0.5 , "how percent move sl ?"  , minval = -100  )
 
 
// strategy.cancel("sl_mo", when = strategy.position_size ==0)
// if move_sl


    
//     if strategy.position_size > 0
    
//         stop_p = av_p + (av_p *  move_sl_p/100)
//         limit_p = av_p + (av_p *  move_sl_p_p/100)

//         strategy.order( "sl_mo" , strategy.short, math.abs( strategy.position_size ) , limit= limit_p , stop= stop_p)

    
//     else if strategy.position_size < 0

//         stop_p = av_p - (av_p *  move_sl_p/100)
//         limit_p = av_p - (av_p *  move_sl_p_p/100)
        
//         strategy.order( "sl_mo" , strategy.long, math.abs( strategy.position_size )  , limit= limit_p , stop= stop_p)