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我正在尝试为我的策略创建多个止损/获利者。但是，一旦添加了第二个头寸（例如 2 个多头（但可以是无限多头或空头）），设置为入场蜡烛低点的止损参数将移动到第二个多头头寸入场蜡烛的低点，导致我同时被阻止出两个位置。目标是为每个交易信号设置独立的止损和利润目标。我对 java 的了解很少，建议使用带有数组的计数器之类的东西来存储值，但我不清楚它是如何完成的，过去几个小时的试验并没有让我走得太远。任何帮助或方向都会很棒，如果您需要更多详细信息，请告诉我。这是我当前的代码，只有一个止损/获利单：

strategy("My Script"), overlay=true

//filters
timezone = input(title="Timezone", type=input.session, defval="0950-1500")
days = input(title="Days To Trade", defval="23456")

inSession(sess) => na(time(timeframe.period, sess + ":" + days)) == false

//identify engulfing candle
bullishEC = close >= high[1] and close[1] < open[1]
bearishEC = close <= low[1] and close[1] > open[1]

//get ema user input
emaLength1 = input(title="EMA 1 Length", type=input.integer, defval=110)

//get ema
ema1 = ema(close, emaLength1)

//plot ema
plot(ema1, color=close > ema1 ? color.green : color.red, linewidth=2)

//macd parameter
[macdline, signalline, macdhist] = macd(close, 12,26,9) //built in function

bearishM = macdline < signalline
bullishM = macdline > signalline


tradeSignal = ((close >= ema1) and bullishEC) or ((close < ema1) and bearishEC)

plotshape(tradeSignal and bearishEC and bearishM and barstate.isconfirmed and 
inSession(timezone), title="bearish", location=location.abovebar, color=color.red, 
style=shape.triangledown, text="Sell")
plotshape(tradeSignal and bullishEC and bullishM and barstate.isconfirmed and 
inSession(timezone), title="bullish", location=location.belowbar, color=color.green, 
style=shape.triangleup, text="Buy")


alertcondition(tradeSignal and bullishEC and bullishM, title="BUY SIGNAL", message="GO LONG 
on {{ticker}}")
alertcondition(tradeSignal and bearishEC and bearishM, title="SHORT SIGNAL", message="GO SHORT 
on {{ticker}}")

//setting stop & targets for current trade
var shortStopPrice = 0.0
var shortTargetPrice = 0.0
var shortStopDistance = 0.0
var longStopPrice = 0.0
var longTargetPrice = 0.0
var longStopDistance = 0.0


if (tradeSignal and bullishEC and bullishM and barstate.isconfirmed and inSession(timezone))
    longStopPrice := low 
    longStopDistance := close - longStopPrice
    longTargetPrice := close + (longStopDistance * 2)
    strategy.entry(id="long", long=strategy.long)


if (tradeSignal and bearishEC and bearishM and barstate.isconfirmed and inSession(timezone))
    shortStopPrice := high 
    shortStopDistance := shortStopPrice - close
    shortTargetPrice := close - (shortStopDistance * 2)
    strategy.entry(id="short", long=strategy.short)


//exit trade when stop or target is hit
strategy.exit("id=exit", from_entry="short", limit=shortTargetPrice, stop=shortStopPrice)
strategy.exit("id=exit", from_entry="long", limit=longTargetPrice, stop=longStopPrice)
//@version=4
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1 回答 1

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额外的订单需要新的 strategy.entry 调用和唯一的交易标识符。运行一个循环并使用数组可以实现这一点，但是如果你只要做两个，那么只做两个可能会更容易。请注意，您所说的移动止损的第二个条目是由于您如何允许在另一个长警报上重新初始化止损值。如何将第一组与另一组隔离的一个示例是在输入条件中添加位置检查，例如“and strategy.position_size == 0”。这样，第一组停靠点只会在第一个条目上分配。您还可以使用像“strategy.opentrades”这样的内置工具来计算有多少是未平仓的，并仅将它们分配在 1,2 或 3 个未平仓头寸等之下。

另一个提示是绘制您的出口和停止点，以便我们可以看到正在发生的事情、发生的地点以及原因。我们可以根据仓位大小绘制条件图，因此我们只看到处于某个仓位的级别。

设置中还有一个“金字塔”参数，我们可以在 strategy() 标题中指定一个参数，以指定一次允许打开多少笔交易。

干杯!

于 2021-10-07T01:09:04.020 回答