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我在 Pine Script 中编写了一个策略,以便在 Trading View 上对其进行回测。它似乎编译没有错误,但在回测时显示“无数据”。我无法弄清楚我的代码有什么问题,我会向您展示。该策略由两个指标组成:支撑和阻力和令人敬畏的振荡器。第一个指标是从另一个脚本复制的,它可以工作(绘图),第二个指标是一个简单的真棒振荡器,显然它可以工作(绘图)。

我添加了一些功能来获得入场信号,这要归功于令人敬畏的振荡器,以及多亏了支撑和阻力位的止盈和止损水平。

问题是,即使脚本没有可识别的错误,它也不会下任何命令。

我尝试播放另一个策略脚本以查看它是否是交易视图问题,但确实另一个公共策略有效。

我唯一修改的是whenif(condition). 没有变化,策略测试器部分仍然出现“无数据”错误。

搜索互联网结果没有答案。

这是我的策略代码。第一个(最长的)部分被复制并且效果很好(支撑和阻力)。在第二部分中,我添加了一个 Awesome Oscillator、函数和代码来执行该策略。

//@version=4
// Support and Resistance Levels + Zones for 3 time frames, based on volume at fractal levels 
// Original script is thanks to synapticex I have just migrated to version 3, heavily modified it and added Support and Resistance Zones
strategy(title="Consiglio Strategy", shorttitle="Consiglio", overlay=true, format=format.inherit, precision=1, scale=scale.none, pyramiding=0, calc_on_order_fills=true, calc_on_every_tick=true)

risk = input(1, title="% Risk per Trade", minval = 0.01, step=0.1)

// Inputs
// 136 version
// Time Frame 1 = TF1 = Current Time Frame

TF1_Menu        = input(title='Current', defval='S/R Zones', options=['S/R', 'S/R Zones', 'N/A'], type=input.string)
TF1_VolMA1Input = input(title="Current - Volume MA - Threshold",   type=input.integer, defval=6)

TF1 = timeframe.period

// Time Frame 2 = TF2 = Custom 1 Time Frame

TF2_Menu        = input(title='Custom 1', defval='S/R Zones', options=['S/R', 'S/R Zones', 'N/A'], type=input.string)
TF2             = input(title="Custom 1 - Timeframe", type=input.resolution, defval = "240")
TF2_VolMA1Input = input(title="Custom 1 - Volume MA - Threshold",  type=input.integer, defval=6)


// Time Frame 3 = TF3 = Custom 2 Time Frame

TF3_Menu        = input(title='Custom 2', defval='S/R Zones', options=['S/R', 'S/R Zones', 'N/A'], type=input.string)
TF3             = input(title="Custom 2 - Timeframe", type=input.resolution, defval = "1D")
TF3_VolMA1Input = input(title="Custom 2 - Volume MA - Threshold",  type=input.integer, defval=6)

InvertColors       = input(false, title = "Invert Colors - Support / Resistance")


// S/R - Current Time Frame = Time Frame 1 = TF1

TF1_Vol   = security(syminfo.tickerid,TF1, volume)
TF1_VolMA = sma(TF1_Vol, TF1_VolMA1Input)
TF1_High  = security(syminfo.tickerid,TF1, high)
TF1_Low   = security(syminfo.tickerid,TF1, low)
TF1_Open  = security(syminfo.tickerid,TF1, open)
TF1_Close = security(syminfo.tickerid,TF1, close)

TF1_Up     = TF1_High[3] > TF1_High[4] and TF1_High[4] > TF1_High[5] and TF1_High[2] < TF1_High[3] and TF1_High[1] < TF1_High[2] and (TF1_Vol[3] > TF1_VolMA[3]) // or volume[3] > VolMA2Current[3])
TF1_Down   = TF1_Low[3]  < TF1_Low[4]  and TF1_Low[4]  < TF1_Low[5]  and TF1_Low[2]  > TF1_Low[3]  and TF1_Low[1]  > TF1_Low[2]  and (TF1_Vol[3] > TF1_VolMA[3]) // or volume[3] > VolMA2Current[3])


TF1_CalcFractalUp()=>
    TF1_FractalUp =    0.0
    TF1_FractalUp :=   TF1_Up   ? TF1_High[3] : TF1_FractalUp[1] 

TF1_CalcFractalDown()=>
    TF1_FractalDown =  0.0
    TF1_FractalDown := TF1_Down ? TF1_Low[3]  : TF1_FractalDown[1]


TF1_FractalUp   = security(syminfo.tickerid,TF1, TF1_CalcFractalUp())
TF1_FractalDown = security(syminfo.tickerid,TF1, TF1_CalcFractalDown())


// Zones - Current Time Frame = Time Frame 1 = TF1

// Fractal Up Zones

TF1_CalcFractalUpLowerZone()=>
    TF1_FractalUpLowerZone =  0.0
    TF1_FractalUpLowerZone := TF1_Up and TF1_Close[3] > TF1_Open[3] ? TF1_Close[3] : TF1_Up and TF1_Close[3] < TF1_Open[3] ? TF1_Open[3] : TF1_FractalUpLowerZone[1] 

TF1_CalcFractalUpUpperZone()=>
    TF1_FractalUpUpperZone =  0.0
    TF1_FractalUpUpperZone := TF1_Up and TF1_Close[3] > TF1_Open[3] ? (TF1_High[3] - TF1_Close[3]) + TF1_High[3] : TF1_Up and TF1_Close[3] < TF1_Open[3] ? (TF1_High[3] - TF1_Open[3]) + TF1_High[3] : TF1_FractalUpUpperZone[1] 


TF1_FractalUpLowerZone   = security(syminfo.tickerid, TF1, TF1_CalcFractalUpLowerZone())
TF1_FractalUpUpperZone   = security(syminfo.tickerid, TF1, TF1_CalcFractalUpUpperZone())

TF1_ResistanceUpperZone  = TF1_FractalUpUpperZone
TF1_ResistanceLowerZone  = TF1_FractalUpLowerZone


// Fractal Down Zones


TF1_CalcFractalDownUpperZone()=>
    TF1_FractalDownUpperZone =  0.0
    TF1_FractalDownUpperZone := TF1_Down and TF1_Close[3] > TF1_Open[3] ? TF1_Open[3] : TF1_Down and TF1_Close[3] < TF1_Open[3] ? TF1_Close[3] : TF1_FractalDownUpperZone[1]


TF1_CalcFractalDownLowerZone()=>
    TF1_FractalDownLowerZone =  0.0
    TF1_FractalDownLowerZone := TF1_Down and TF1_Close[3] > TF1_Open[3] ? TF1_Low[3] + (TF1_Low[3] - TF1_Open[3]) : TF1_Down and TF1_Close[3] < TF1_Open[3] ? TF1_Low[3] + (TF1_Low[3] - TF1_Close[3]) : TF1_FractalDownLowerZone[1]


TF1_FractalDownLowerZone   = security(syminfo.tickerid, TF1, TF1_CalcFractalDownLowerZone())
TF1_FractalDownUpperZone   = security(syminfo.tickerid, TF1, TF1_CalcFractalDownUpperZone())


TF1_SupportUpperZone       = TF1_FractalDownUpperZone
TF1_SupportLowerZone       = TF1_FractalDownLowerZone

// Colors - Current Time Frame = Time Frame 1 = TF1


TF1_ResistanceColor          = not InvertColors ? color.red  : color.green
TF1_SupportColor             = not InvertColors ? color.green : color.red


TF1_ResZoneColor             = (TF1_FractalUp != TF1_FractalUp[1])? na:color.red
TF1_ResZoneColorInverted     = (TF1_FractalUp != TF1_FractalUp[1])? na:color.green


TF1_SupZoneColor             = (TF1_FractalDown != TF1_FractalDown[1])? na:color.green
TF1_SupZoneColorInverted     = (TF1_FractalDown != TF1_FractalDown[1])? na:color.red


TF1_ResistanceZonesColor     = not InvertColors and TF1_Menu=='S/R Zones' ? TF1_ResZoneColor  : InvertColors and TF1_Menu=='S/R Zones' ? TF1_ResZoneColorInverted : na  // red  : lime
TF1_SupportZonesColor        = not InvertColors and TF1_Menu=='S/R Zones' ? TF1_SupZoneColor  : InvertColors and TF1_Menu=='S/R Zones' ? TF1_SupZoneColorInverted : na  // lime : red


// S/R & S/R Zone Plots - Current Time Frame = Time Frame 1 = TF1


TF1_ResistanceUpZone   = plot(TF1_Menu=='S/R Zones'? TF1_ResistanceUpperZone : na,  "Current Timeframe - Resistance - Upper Zone", color=TF1_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
TF1_ResistanceDownZone = plot(TF1_Menu=='S/R Zones'? TF1_ResistanceLowerZone : na,  "Current Timeframe - Resistance - Lower Zone", color=TF1_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
fill(TF1_ResistanceUpZone, TF1_ResistanceDownZone, color = TF1_ResistanceZonesColor, transp=93, title = "Current Timeframe - Resistance Zone Shading") 


plot((TF1_Menu=='S/R' or TF1_Menu=='S/R Zones')? TF1_FractalUp   : na, "Current Timeframe - Resistance", color=TF1_ResistanceColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
plot((TF1_Menu=='S/R' or TF1_Menu=='S/R Zones')? TF1_FractalDown : na, "Current Timeframe - Support",    color=TF1_SupportColor,    linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)


TF1_SupportUpZone   = plot(TF1_Menu=='S/R Zones'? TF1_SupportUpperZone       : na, "Current Timeframe - Support - Uper Zone",    color=TF1_SupportZonesColor,    linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
TF1_SupportDownZone = plot(TF1_Menu=='S/R Zones'? TF1_SupportLowerZone       : na, "Current Timeframe - Support - Lower Zone",   color=TF1_SupportZonesColor,    linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
fill(TF1_SupportUpZone, TF1_SupportDownZone, color =TF1_SupportZonesColor,          transp=93, title = "Current Timeframe - Support Zone Shading")



// S/R - Custom 1 Time Frame = Time Frame 2 = TF2

TF2_Vol   = security(syminfo.tickerid,TF2, volume)
TF2_VolMA = sma(TF2_Vol, TF2_VolMA1Input)
TF2_High  = security(syminfo.tickerid,TF2, high)
TF2_Low   = security(syminfo.tickerid,TF2, low)
TF2_Open  = security(syminfo.tickerid,TF2, open)
TF2_Close = security(syminfo.tickerid,TF2, close)

TF2_Up     = TF2_High[3] > TF2_High[4] and TF2_High[4] > TF2_High[5] and TF2_High[2] < TF2_High[3] and TF2_High[1] < TF2_High[2] and (TF2_Vol[3] > TF2_VolMA[3]) // or volume[3] > VolMA2Custom 1[3])
TF2_Down   = TF2_Low[3]  < TF2_Low[4]  and TF2_Low[4]  < TF2_Low[5]  and TF2_Low[2]  > TF2_Low[3]  and TF2_Low[1]  > TF2_Low[2]  and (TF2_Vol[3] > TF2_VolMA[3]) // or volume[3] > VolMA2Custom 1[3])


TF2_CalcFractalUp()=>
    TF2_FractalUp =    0.0
    TF2_FractalUp :=   TF2_Up   ? TF2_High[3] : TF2_FractalUp[1] 

TF2_CalcFractalDown()=>
    TF2_FractalDown =  0.0
    TF2_FractalDown := TF2_Down ? TF2_Low[3]  : TF2_FractalDown[1]


TF2_FractalUp   = security(syminfo.tickerid,TF2, TF2_CalcFractalUp())
TF2_FractalDown = security(syminfo.tickerid,TF2, TF2_CalcFractalDown())


// Zones - Custom 1 Time Frame = Time Frame 2 = TF2

// Fractal Up Zones

TF2_CalcFractalUpLowerZone()=>
    TF2_FractalUpLowerZone =  0.0
    TF2_FractalUpLowerZone := TF2_Up and TF2_Close[3] > TF2_Open[3] ? TF2_Close[3] : TF2_Up and TF2_Close[3] < TF2_Open[3] ? TF2_Open[3] : TF2_FractalUpLowerZone[1] 

TF2_CalcFractalUpUpperZone()=>
    TF2_FractalUpUpperZone =  0.0
    TF2_FractalUpUpperZone := TF2_Up and TF2_Close[3] > TF2_Open[3] ? (TF2_High[3] - TF2_Close[3]) + TF2_High[3] : TF2_Up and TF2_Close[3] < TF2_Open[3] ? (TF2_High[3] - TF2_Open[3]) + TF2_High[3] : TF2_FractalUpUpperZone[1] 


TF2_FractalUpLowerZone   = security(syminfo.tickerid, TF2, TF2_CalcFractalUpLowerZone())
TF2_FractalUpUpperZone   = security(syminfo.tickerid, TF2, TF2_CalcFractalUpUpperZone())

TF2_ResistanceUpperZone  = TF2_FractalUpUpperZone
TF2_ResistanceLowerZone  = TF2_FractalUpLowerZone


// Fractal Down Zones


TF2_CalcFractalDownUpperZone()=>
    TF2_FractalDownUpperZone =  0.0
    TF2_FractalDownUpperZone := TF2_Down and TF2_Close[3] > TF2_Open[3] ? TF2_Open[3] : TF2_Down and TF2_Close[3] < TF2_Open[3] ? TF2_Close[3] : TF2_FractalDownUpperZone[1]


TF2_CalcFractalDownLowerZone()=>
    TF2_FractalDownLowerZone =  0.0
    TF2_FractalDownLowerZone := TF2_Down and TF2_Close[3] > TF2_Open[3] ? TF2_Low[3] + (TF2_Low[3] - TF2_Open[3]) : TF2_Down and TF2_Close[3] < TF2_Open[3] ? TF2_Low[3] + (TF2_Low[3] - TF2_Close[3]) : TF2_FractalDownLowerZone[1]


TF2_FractalDownLowerZone   = security(syminfo.tickerid, TF2, TF2_CalcFractalDownLowerZone())
TF2_FractalDownUpperZone   = security(syminfo.tickerid, TF2, TF2_CalcFractalDownUpperZone())


TF2_SupportUpperZone       = TF2_FractalDownUpperZone
TF2_SupportLowerZone       = TF2_FractalDownLowerZone

// Colors - Custom 1 Time Frame = Time Frame 2 = TF2


TF2_ResistanceColor          = not InvertColors ? color.red : color.green
TF2_SupportColor             = not InvertColors ? color.green : color.red


TF2_ResZoneColor             = (TF2_FractalUp != TF2_FractalUp[1])? na:color.red
TF2_ResZoneColorInverted     = (TF2_FractalUp != TF2_FractalUp[1])? na:color.green


TF2_SupZoneColor             = (TF2_FractalDown != TF2_FractalDown[1])? na:color.green
TF2_SupZoneColorInverted     = (TF2_FractalDown != TF2_FractalDown[1])? na:color.red


TF2_ResistanceZonesColor     = not InvertColors and TF2_Menu=='S/R Zones' ? TF2_ResZoneColor  : InvertColors and TF2_Menu=='S/R Zones' ? TF2_ResZoneColorInverted : na  // fuchsia : green
TF2_SupportZonesColor        = not InvertColors and TF2_Menu=='S/R Zones' ? TF2_SupZoneColor  : InvertColors and TF2_Menu=='S/R Zones' ? TF2_SupZoneColorInverted : na  // green   : fuchsia


// S/R & S/R Zone Plots - Custom 1 Time Frame = Time Frame 2 = TF2


TF2_ResistanceUpZone   = plot(TF2_Menu=='S/R Zones'? TF2_ResistanceUpperZone : na,  "Custom 1 Timeframe - Resistance - Upper Zone", color=TF2_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
TF2_ResistanceDownZone = plot(TF2_Menu=='S/R Zones'? TF2_ResistanceLowerZone : na,  "Custom 1 Timeframe - Resistance - Lower Zone", color=TF2_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
fill(TF2_ResistanceUpZone, TF2_ResistanceDownZone, color = TF2_ResistanceZonesColor, transp=93, title = "Custom 1 Timeframe - Resistance Zone Shading") 


plot((TF2_Menu=='S/R' or TF2_Menu=='S/R Zones')? TF2_FractalUp   : na, "Custom 1 Timeframe - Resistance", color=TF2_ResistanceColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
plot((TF2_Menu=='S/R' or TF2_Menu=='S/R Zones')? TF2_FractalDown : na, "Custom 1 Timeframe - Support",    color=TF2_SupportColor,    linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)


TF2_SupportUpZone   = plot(TF2_Menu=='S/R Zones'? TF2_SupportUpperZone       : na,  "Custom 1 Timeframe - Support - Uper Zone",    color=TF2_SupportZonesColor,    linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
TF2_SupportDownZone = plot(TF2_Menu=='S/R Zones'? TF2_SupportLowerZone       : na,  "Custom 1 Timeframe - Support - Lower Zone",   color=TF2_SupportZonesColor,    linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
fill(TF2_SupportUpZone, TF2_SupportDownZone, color =TF2_SupportZonesColor,           transp=93, title = "Custom 1 Timeframe - Support Zone Shading")



// S/R - Custom 2 Time Frame = Time Frame 3 = TF3

TF3_Vol   = security(syminfo.tickerid,TF3, volume)
TF3_VolMA = sma(TF3_Vol, TF3_VolMA1Input)
TF3_High  = security(syminfo.tickerid,TF3, high)
TF3_Low   = security(syminfo.tickerid,TF3, low)
TF3_Open  = security(syminfo.tickerid,TF3, open)
TF3_Close = security(syminfo.tickerid,TF3, close)

TF3_Up     = TF3_High[3] > TF3_High[4] and TF3_High[4] > TF3_High[5] and TF3_High[2] < TF3_High[3] and TF3_High[1] < TF3_High[2] and (TF3_Vol[3] > TF3_VolMA[3]) // or volume[3] > VolMA2Custom 2[3])
TF3_Down   = TF3_Low[3]  < TF3_Low[4]  and TF3_Low[4]  < TF3_Low[5]  and TF3_Low[2]  > TF3_Low[3]  and TF3_Low[1]  > TF3_Low[2]  and (TF3_Vol[3] > TF3_VolMA[3]) // or volume[3] > VolMA2Custom 2[3])


TF3_CalcFractalUp()=>
    TF3_FractalUp =    0.0
    TF3_FractalUp :=   TF3_Up   ? TF3_High[3] : TF3_FractalUp[1] 

TF3_CalcFractalDown()=>
    TF3_FractalDown =  0.0
    TF3_FractalDown := TF3_Down ? TF3_Low[3]  : TF3_FractalDown[1]


TF3_FractalUp   = security(syminfo.tickerid,TF3, TF3_CalcFractalUp())
TF3_FractalDown = security(syminfo.tickerid,TF3, TF3_CalcFractalDown())


// Zones - Custom 2 Time Frame = Time Frame 3 = TF3

// Fractal Up Zones

TF3_CalcFractalUpLowerZone()=>
    TF3_FractalUpLowerZone =  0.0
    TF3_FractalUpLowerZone := TF3_Up and TF3_Close[3] > TF3_Open[3] ? TF3_Close[3] : TF3_Up and TF3_Close[3] < TF3_Open[3] ? TF3_Open[3] : TF3_FractalUpLowerZone[1] 

TF3_CalcFractalUpUpperZone()=>
    TF3_FractalUpUpperZone =  0.0
    TF3_FractalUpUpperZone := TF3_Up and TF3_Close[3] > TF3_Open[3] ? (TF3_High[3] - TF3_Close[3]) + TF3_High[3] : TF3_Up and TF3_Close[3] < TF3_Open[3] ? (TF3_High[3] - TF3_Open[3]) + TF3_High[3] : TF3_FractalUpUpperZone[1] 


TF3_FractalUpLowerZone   = security(syminfo.tickerid, TF3, TF3_CalcFractalUpLowerZone())
TF3_FractalUpUpperZone   = security(syminfo.tickerid, TF3, TF3_CalcFractalUpUpperZone())

TF3_ResistanceUpperZone  = TF3_FractalUpUpperZone
TF3_ResistanceLowerZone  = TF3_FractalUpLowerZone


// Fractal Down Zones


TF3_CalcFractalDownUpperZone()=>
    TF3_FractalDownUpperZone =  0.0
    TF3_FractalDownUpperZone := TF3_Down and TF3_Close[3] > TF3_Open[3] ? TF3_Open[3] : TF3_Down and TF3_Close[3] < TF3_Open[3] ? TF3_Close[3] : TF3_FractalDownUpperZone[1]


TF3_CalcFractalDownLowerZone()=>
    TF3_FractalDownLowerZone =  0.0
    TF3_FractalDownLowerZone := TF3_Down and TF3_Close[3] > TF3_Open[3] ? TF3_Low[3] + (TF3_Low[3] - TF3_Open[3]) : TF3_Down and TF3_Close[3] < TF3_Open[3] ? TF3_Low[3] + (TF3_Low[3] - TF3_Close[3]) : TF3_FractalDownLowerZone[1]


TF3_FractalDownLowerZone   = security(syminfo.tickerid, TF3, TF3_CalcFractalDownLowerZone())
TF3_FractalDownUpperZone   = security(syminfo.tickerid, TF3, TF3_CalcFractalDownUpperZone())


TF3_SupportUpperZone       = TF3_FractalDownUpperZone
TF3_SupportLowerZone       = TF3_FractalDownLowerZone

// Colors - Custom 2 Time Frame = Time Frame 3 = TF3


TF3_ResistanceColor          = not InvertColors ? color.red : color.green 
TF3_SupportColor             = not InvertColors ? color.red : color.green   


TF3_ResZoneColor             = (TF3_FractalUp != TF3_FractalUp[1])? na:color.red
TF3_ResZoneColorInverted     = (TF3_FractalUp != TF3_FractalUp[1])? na:color.green


TF3_SupZoneColor             = (TF3_FractalDown != TF3_FractalDown[1])? na:color.red
TF3_SupZoneColorInverted     = (TF3_FractalDown != TF3_FractalDown[1])? na:color.green


TF3_ResistanceZonesColor     = not InvertColors and TF3_Menu=='S/R Zones' ? TF3_ResZoneColor  : InvertColors and TF3_Menu=='S/R Zones' ? TF3_ResZoneColorInverted : na  // orange : blue
TF3_SupportZonesColor        = not InvertColors and TF3_Menu=='S/R Zones' ? TF3_SupZoneColor  : InvertColors and TF3_Menu=='S/R Zones' ? TF3_SupZoneColorInverted : na  // blue   : orange


// S/R & S/R Zone Plots - Custom 2 Time Frame = Time Frame 3 = TF3


TF3_ResistanceUpZone   = plot(TF3_Menu=='S/R Zones'? TF3_ResistanceUpperZone : na,  "Custom 2 Timeframe - Resistance - Upper Zone", color=TF3_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
TF3_ResistanceDownZone = plot(TF3_Menu=='S/R Zones'? TF3_ResistanceLowerZone : na,  "Custom 2 Timeframe - Resistance - Lower Zone", color=TF3_ResistanceZonesColor, linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false) // offset=-2
fill(TF3_ResistanceUpZone, TF3_ResistanceDownZone, color = TF3_ResistanceZonesColor, transp=93,  title = "Custom 2 Timeframe - Resistance Zone Shading") // ResistanceColorCustom 2)


plot((TF3_Menu=='S/R' or TF3_Menu=='S/R Zones')? TF3_FractalUp   : na, "Custom 2 Timeframe - Resistance", color=TF3_ResistanceColor, linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)
plot((TF3_Menu=='S/R' or TF3_Menu=='S/R Zones')? TF3_FractalDown : na, "Custom 2 Timeframe - Support",    color=TF3_SupportColor,    linewidth=1, style=plot.style_circles, transp=5, offset=-3, join=false)


TF3_SupportUpZone   = plot(TF3_Menu=='S/R Zones'? TF3_SupportUpperZone       : na, "Custom 2 Timeframe - Support - Uper Zone",    color=TF3_SupportZonesColor,    linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
TF3_SupportDownZone = plot(TF3_Menu=='S/R Zones'? TF3_SupportLowerZone       : na, "Custom 2 Timeframe - Support - Lower Zone",   color=TF3_SupportZonesColor,    linewidth=1, style=plot.style_line, transp=45, offset=-3, join=false)
fill(TF3_SupportUpZone, TF3_SupportDownZone, color =TF3_SupportZonesColor,           transp=93, title = "Custom 2 Timeframe - Support Zone Shading")

// AWESOME OSCILLATOR
src = close

AOthreshold = input(defval = 80, title="AO Threshold", type=input.float, minval=0, step=0.1)
AO = (sma(hl2,5) - sma(hl2,34)) / 2

// FUNCTIONS

RRR() => 
    rrr = (1 + (strategy.grossprofit / strategy.wintrades) / (strategy.grossloss / strategy.losstrades)) * (strategy.wintrades / (strategy.wintrades + strategy.losstrades)) - 1
    na(rrr) or rrr < 0 ? 1 : rrr

upperLimit() => min(TF1_ResistanceLowerZone, min(TF2_ResistanceLowerZone, TF3_ResistanceLowerZone))
lowerLimit() => max(TF1_SupportUpperZone, max(TF2_SupportUpperZone, TF3_SupportUpperZone))

entryPrice(takeProfit, stopLoss) => ((RRR() * stopLoss) + takeProfit) / (RRR() + 1)

safeVolumeLong(entry, stopLoss) => ((strategy.initial_capital + strategy.netprofit) * risk / 100) / (entry - stopLoss) * entry
safeVolumeShort(stopLoss, entry) => ((strategy.initial_capital + strategy.netprofit) * risk / 100) / (stopLoss - entry) * stopLoss

// SIGNALS

longCondition = false
shortCondition = false

if(AO > AOthreshold)
    longCondition = (AO[0] - AO[1]) > 0

if(AO < AOthreshold)
    shortCondition = (AO[0] - AO[1]) < 0

// EXECUTE STRATEGY
longEntryPrice = entryPrice(upperLimit(), lowerLimit())
shortEntryPrice = entryPrice(lowerLimit(), upperLimit())
volumeLong = safeVolumeLong(longEntryPrice, lowerLimit()) / longEntryPrice
volumeShort = safeVolumeShort(lowerLimit(), shortEntryPrice) / shortEntryPrice
if(longCondition)
    strategy.entry('Long entry', strategy.long, volumeLong, longEntryPrice, stop=na)
    strategy.entry('Short entry', strategy.short, volumeShort, shortEntryPrice, stop=na)
if(shortCondition)
    strategy.exit('Long exit', 'Long entry', qty=na, qty_percent=100.0, limit=upperLimit(), stop=lowerLimit())
    strategy.exit('Short exit', 'Short entry', qty=na, qty_percent=100.0, limit=lowerLimit(), stop=upperLimit())

我预计至少会下一些订单,但在回测时没有人出现。我的代码有什么问题?

4

1 回答 1

2

在代码末尾替换这些行。您正在if使用运算符在块中初始化一个新的局部变量=。需要使用:=为现有的全局范围变量分配值,而不是创建一个新的本地变量,这将在if块外丢失:

if(AO > AOthreshold)
    longCondition := (AO[0] - AO[1]) > 0

if(AO < AOthreshold)
    shortCondition := (AO[0] - AO[1]) < 0

在此处输入图像描述 图表

于 2019-08-28T21:29:21.027 回答