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问题描述

我有一些基本的 MA 交叉策略指标,我想实施更好的策略,仅在价格高于之前买入时卖出,但我不知道如何在 PINE 语法中做到这一点,请问有什么想法吗?

I have some basic MA cross strategy indicator and I would like to implement better strategy, to sell only when price is higher than was bought before, but I am not sure how to do it in PINE syntax, any idea pls ?

这是一个简单的代码,这个代码运行良好,打开多头或关闭多头取决于交叉 MA :

Here is simple code, working fine this one, it open LONG or close LONG depends on cross MA :

// Strategy functions

if (crossover(outShort,outLong))
    strategy.entry(id="Long", long=strategy.long)

if (crossunder(outShort,outLong))
    strategy.close(id="Long")

这是我有问题的代码,我想仅在价格高于之前购买的价格时才出售,所以我添加了条件来检查新价格 price <close ,但不知道如何用 Pine 语法编写

And here is my problematic code, I would like to implement to sell only when price is higher than was bought before, so I added condition to check new price price < close , but not sure how to write in Pine syntax

// Strategy implemented - but with errors
var entryprice = 0

if (crossover(outShort,outLong))
    entryprice := close
    strategy.entry(id="Long", long=strategy.long)


if (crossunder(outShort,outLong)) and ( entryprice < close )
    strategy.close(id="Long")

这是屏幕截图,如果条件 entryprice 不起作用

Here is screenshot, logic still not works as expected, if condition entryprice < close not works

太好了,顺便说一句,你知道为什么我在策略中定义的 initial_capital value =1000 与利润不对应吗?即使我改变了资本编号,利润仍然显示相同的结果.

Excelent, By the way do you know why my initial_capital value =1000 defined in strategy not correspond to the profit ? even if I change the capital number, profit show still same results.

//@version=4
strategy(title="My_MA_strategy", shorttitle="MyMA Strategy_0.04", format=format.price,  initial_capital=1000, overlay=true)

例如第一次贸易展利润 154 美元,即使只有 0.26% 的利润(不可能来自 1000 资本)百分比显示正常,但利润不正常.

E.g. 1st trade show profit $154, even there is only 0,26% profit ( from 1000 capital not possible)Percentage shows OK, but profit not.

尝试更改 Market tpe ,但这里没有进展,仍然显示相同的利润

Tried to change Market tpe , but no progress here, still show same profit

推荐答案

使用:

var float price = 0.0

var float price = 0

var price = 0.

这样您的变量就被声明为float"类型.第一种更明确的形式更可取,因为它更清楚地声明了您的意图.

so that your variable is declared as type "float". The first, more explicit form is preferable because it declares your intent more clearly.

入场的if块应该只输入一次,当没有头寸时,否则它的条件在交易过程中可以多次为真,并且entryprice会改变每次都是你不想要的.

The if block for entries should be entered only once, when there is no position, otherwise its condition can be true multiple times during a trade, and entryprice will change each time, which you do not want.

使用:

if (crossover(outShort,outLong)) and strategy.position_size == 0

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09-06 04:43