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我似乎无法回测应用于 Stoch RSI 指标的自定义策略。我得到的结果是:“要测试策略,将其应用于图表”(即,什么都不执行)。那么,如果它应用于研究,它不会起作用吗?然后,我如何创建应用于图表的策略,但参考 Stoch RSI 研究?

//@version=3
strategy("Stoch RSI Strategy", overlay=true)

// Links
k = input(title="K Source", type=source, defval=close)
d = input(title="D Source", type=source, defval=close)

// Strategy
pivoting = k > 80 or k < 20
bullish = k > d and pivoting
bearish = k < d and pivoting

strategy.entry("Buy", strategy.long, when=bullish)
strategy.entry("Stop", strategy.short, when=bearish)

编辑:它似乎也有问题......我现在收到错误消息:“该指标不能应用于另一个指标”。

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1 回答 1

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似乎电视无法对学习或多个来源输入进行策略:(但有解决方法:

//@version=3
strategy("Stoch RSI Strategy", overlay=true)
smoothK = input(3, minval=1)
smoothD = input(3, minval=1)
lengthRSI = input(14, minval=1)
lengthStoch = input(14, minval=1)
src = input(close, title="RSI Source")

rsi1 = rsi(src, lengthRSI)
k = sma(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = sma(k, smoothD)

// Strategy
pivoting = k > 80 or k < 20
bullish = k > d and pivoting
bearish = k < d and pivoting

strategy.entry("Buy", strategy.long, when=bullish)
strategy.entry("Stop", strategy.short, when=bearish)
于 2019-01-29T13:09:50.570 回答