松树脚本：在 x 个连续的绿色条/蜡烛后进入

Question

我试图在“X”个连续柱后输入策略。

greenCandle = barstate.isconfirmed and (close > open)
G = input(11, minval=1)

strategy.entry("buy", true, 1, when = greenCandle[G] and close[0]>open[0])

这让我在果岭后 11 个小节进入，但在连续 11 个果岭后没有给我进入。

Answer 1

计算连续事件的最简单方法是使用math.sum()。

math.sum(source, length) → series float

传递your_condition ? 1 : 0，这样如果您的条件是true，它会在计数中加 1，否则加 0。然后将此总和与您想要的目标计数进行比较。

//@version=5
strategy("My script", overlay=true, process_orders_on_close=true)

in_cnt_long = input.int(5, "Consecutive long event count")
in_cnt_short = input.int(3, "Consecutive short event count")

is_green_candle = (close >= open)
is_red_candle = (not is_green_candle)

green_candle_cons_cnt = math.sum(is_green_candle ? 1 : 0, in_cnt_long)  // Sum the number of candles where is_green_candle was true over the lookback period 
cons_green_cond = (green_candle_cons_cnt == in_cnt_long)                // Check if the consecutive count 

red_candle_cons_cnt = math.sum(is_red_candle ? 1 : 0, in_cnt_short)     // Sum the number of candles where is_red_candle was true over the lookback period 
cons_red_cond = (red_candle_cons_cnt == in_cnt_short)                   // Check if the consecutive count 

if (cons_green_cond)
    strategy.entry("Long", strategy.long)

if (cons_red_cond)
    strategy.entry("Short", strategy.short)

Answer 2

我会这样编码：

//@version=5
x = input.int(11)
red = close < open                       //red bar condition
count = ta.barssince(red)                //count of bars since red

if barstate.isconfirmed and count == x   //evaluates whether barstate is confirmed and count is equal to the given x
    strategy.entry("Long", strategy.long) //Enter Long