自上次买入/卖出以来的最高价格

Question

目标是存储和绘制自上次买入/卖出以来的最大价格值。

以下方法将当前高点与自上次多头/空头以来过去蜡烛的历史高点进行比较。如果当前高点较大，它将成为历史高点。

情节确实计算了，但它似乎不正确或不符合预期。有什么建议吗？

//@version=4
strategy(title="Max since last buy/sell", overlay=true, process_orders_on_close=true)


// —————————— STATES

hasOpenTrade = strategy.opentrades != 0
notHasOpenTrade = strategy.opentrades == 0
isLong = strategy.position_size > 0
isShort = strategy.position_size < 0


// —————————— VARIABLES

var entryPrice = close


// —————————— MAIN

maxSinceLastBuySell = hasOpenTrade ? high > highest(bar_index) ? high : highest(bar_index) : na


// —————————— EXECUTIONS

longCondition = crossover(sma(close, 14), sma(close, 28))
if (longCondition)
    entryPrice := close
    candle := 1
    strategy.entry("My Long Entry Id", strategy.long)

shortCondition = crossunder(sma(close, 14), sma(close, 28))
if (shortCondition)
    entryPrice := close
    candle := 1
    strategy.entry("My Short Entry Id", strategy.short)
 

// —————————— DEBUG

plot(entryPrice, color = color.green)
plot(candle, color = color.black)
plot(maxSinceLastBuySell, color = color.red)

Answer 1

只保留所需的代码，以便更容易查看增量。区别在于：

• 使用var 声明变量，以便在整个条形图中保留状态。
• 在交易开始时重置 var。

//@version=4
strategy(title = "Max since last buy/sell", overlay = true, pyramiding = 0, calc_on_order_fills = false, calc_on_every_tick = false, default_qty_type = strategy.percent_of_equity, default_qty_value = 98, commission_type = strategy.commission.percent, commission_value = 0.075, process_orders_on_close = true, initial_capital = 100)

// State
hasOpenTrade() => strategy.opentrades != 0

// Variables
var maxSinceLastBuySell = 0.

// Execution
longCondition = crossover(sma(close, 14), sma(close, 28))
if (longCondition)
    maxSinceLastBuySell := high
    strategy.entry("My Long Entry Id", strategy.long)

shortCondition = crossunder(sma(close, 14), sma(close, 28))
if (shortCondition)
    maxSinceLastBuySell := high
    strategy.entry("My Short Entry Id", strategy.short)

// Trade is open: check for higher high.
if hasOpenTrade()
    maxSinceLastBuySell := max(maxSinceLastBuySell, high)

// Debug
plot(maxSinceLastBuySell, color = color.red)