在交易视图中回测以 Pine Script 编写的策略时，出现“无数据”错误的原因是什么？答案

【问题标题】：What is the cause of the “No Data” error when backtesting in Trading View a strategy written in Pine Script?在交易视图中回测以 Pine Script 编写的策略时，出现“无数据”错误的原因是什么？
【发布时间】：2020-09-05 18:01:16
【问题描述】：

我制定了一个策略，如果价格超过 5 个分形（顶部和底部）中间平均线，则做多，当价格低于 5 个顶部分形平均线时，平仓。

当价格下穿中间平均线时做空，当价格上穿5个底部分形平均线时做空。

我目前收到无数据错误。有人可以帮我破译我的代码的问题吗？

strategy(title="Fractal Breakout Strategy", shorttitle="Fractal Breakout Long", overlay=true)
    
LookBack = input(title="Periods", defval=5, minval=1, maxval=10, type=input.integer)

th = high[2]>high[1] and high[2]>high and high[2]>high[3] and high[2]>high[4] ? -1 : 0

bl = low[2]<low[1] and low[2]<low and low[2]<low[3] and low[2]<low[4] ? 1 : 0

tot = th + bl
pl = abs(tot)>=1 ? 1 : 0

// plotarrow(pl==1 ? tot : na,colorup=green,colordown=red,offset=-2,maxheight=10)

lowline = (valuewhen(tot==1, low[2], 0) + (LookBack>1 ? valuewhen(tot==1, low[2], 1) : 0) + (LookBack>2 ? valuewhen(tot==1, low[2], 2) : 0) + (LookBack>3 ? valuewhen(tot==1, low[2], 3) : 0) + (LookBack>4 ? valuewhen(tot==1, low[2], 4) : 0) + (LookBack>5 ? valuewhen(tot==1, low[2], 5) : 0) + (LookBack>6 ? valuewhen(tot==1, low[2], 6) : 0) + (LookBack>7 ? valuewhen(tot==1, low[2], 7) : 0) + (LookBack>8 ? valuewhen(tot==1, low[2], 8) : 0) + (LookBack>9 ? valuewhen(tot==1, low[2], 9) : 0) /LookBack)

highline = (valuewhen(tot==-1, high[2], 0) + (LookBack>1 ? valuewhen(tot==-1, high[2], 1) : 0) + (LookBack>2 ? valuewhen(tot==-1, high[2], 2) : 0) + (LookBack>3 ? valuewhen(tot==-1, high[2], 3) : 0) + (LookBack>4 ? valuewhen(tot==-1, high[2], 4) : 0) + (LookBack>5 ? valuewhen(tot==-1, high[2], 5) : 0) + (LookBack>6 ? valuewhen(tot==-1, high[2], 6) : 0) + (LookBack>7 ? valuewhen(tot==-1, high[2], 7) : 0) + (LookBack>8 ? valuewhen(tot==-1, high[2], 8) : 0) + (LookBack>9 ? valuewhen(tot==-1, high[2], 9) : 0))/LookBack

MidLine = (highline+lowline)/2

// Risk management
inpTakeProfit   = input(defval = 1000, title = "Take Profit", minval = 0)
inpStopLoss     = input(defval = 200, title = "Stop Loss", minval = 0)
inpTrailStop    = input(defval = 200, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset  = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)

// === RISK MANAGEMENT VALUE PREP ===
// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.
useTakeProfit   = inpTakeProfit  >= 1 ? inpTakeProfit  : na
useStopLoss     = inpStopLoss    >= 1 ? inpStopLoss    : na
useTrailStop    = inpTrailStop   >= 1 ? inpTrailStop   : na
useTrailOffset  = inpTrailOffset >= 1 ? inpTrailOffset : na

Long = crossover(close, MidLine)
LongClose = crossunder(close, highline)
if (Long)
    strategy.entry(id="Long Entry", long=true, when=Long)
    strategy.close(id="Long Entry", when=LongClose)

short = crossunder(close, MidLine)
shortclose = crossover(close, lowline)
if (short)
    strategy.entry(id="Short Entry", long=false, when=short)
    strategy.close(id="short Entry", when=shortclose)
    
    // === STRATEGY RISK MANAGEMENT EXECUTION ===
    strategy.exit("LongClose", from_entry = "Long", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
    strategy.exit("shortclose", from_entry = "short", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)

【问题讨论】：

标签： pine-script back-testing

【解决方案1】：

尝试创建另一个专门用于退出的“if”参数。

之前：

if (short)
    strategy.entry(id="Short Entry", long=false, when=short) ///Pay attention, you typed two times "short" condition, one into if and the other into strategy.entry. 
    strategy.close(id="short Entry", when=shortclose)

之后：

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

if shortclose
    strategy.close("short Entry")

你没有得到任何数据，因为你说“如果空头开平仓”。

【讨论】：