Strategy.long 后第二次交叉，Pine 脚本

Question

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)

并在达到利润目标时退出。

3) 并且只有再次发生重新交叉...而不是立即发生我无法在 pine 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)

还附上回测的图片

Answer 1

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)