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我是 pine 脚本的新手（以及一般的编码）。首先，我设法编写了一些指标，现在我在编写策略时遇到了问题。基本上，问题在于该策略在成功触及 SL 之前不断打开交易并关闭之前的交易。我试过在网上寻找答案，但我能找到的所有建议都没有奏效。这是代码，我真的很想了解有关 pine 脚本的更多信息（现在我已经学习了手册、youtube 以及我在这里喜欢的所有内容......）。

（我也计划为这个策略编写追踪止损，但现在这似乎是遥远的未来：:(）

//@version=5
strategy("My Strategy2", pyramiding = 1, overlay=true, calc_on_every_tick=true)

//supertrend1 - supertrend slow
GRP1 = "ST1"
atrPeriod1 = input(12, "ATR Length1", group = GRP1)
srcInput1 = input.source(hl2, "Source1")
factor1 = input.float(3.0, "Factor1", step = 0.01, group = GRP1)

[supertrend1, direction1] = ta.supertrend(factor1, atrPeriod1)

bodyMiddle1 = plot((open + close) / 2, display=display.none)
upTrend1 = plot(direction1 < 0 ? supertrend1 : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend1 = plot(direction1 < 0? na : supertrend1, "Down Trend", color = color.red, style=plot.style_linebr)

//supertrend - medium
GRP2 = "ST2" 
atrPeriod2 = input(11, "ATR Length2", group = GRP2)
srcInput2= input.source(hl2, "Source2")
factor2 = input.float(2.0, "Factor2", step = 0.01, group = GRP2)

[supertrend2, direction2] = ta.supertrend(factor2, atrPeriod2)

bodyMiddle2 = plot((open + close) / 2, display=display.none)
upTrend2 = plot(direction2 < 0 ? supertrend2 : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend2 = plot(direction2 < 0? na : supertrend2, "Down Trend", color = color.red, style=plot.style_linebr)

// supertrend - fast
GRP3 = "ST3"
atrPeriod3 = input(10, "ATR Length3", group = GRP3)
srcInput3 = input.source(hl2, "Source3")
factor3 = input.float(1.0, "Factor3", step = 0.01, group = GRP3)

[supertrend3, direction3] = ta.supertrend(factor3, atrPeriod3)

bodyMiddle3 = plot((open + close) / 2, display=display.none)
upTrend3 = plot(direction3 < 0 ? supertrend3 : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend3 = plot(direction3 < 0? na : supertrend3, "Down Trend", color = color.red, style=plot.style_linebr)

GRP4 = "EMA1"
len1 = input.int(50, minval=1, title="Length", group=GRP4)
src1 = input(close, title="Source", group=GRP4)
offset1 = input.int(title="Offset", defval=0, minval=-500, maxval=500, group=GRP4)
out1 = ta.ema(src1, len1)
plot(out1, linewidth=2, title="EMA", color=color.silver, offset=offset1)

GRP8 = "StochRSI"
smoothK = input.int(3, "K", minval=1, group=GRP8)
smoothD = input.int(3, "D", minval=1, group=GRP8)
lengthRSI = input.int(14, "RSI Length", minval=1, group=GRP8)
lengthStoch = input.int(14, "Stochastic Length", minval=1, group=GRP8)
src = input(close, title="RSI Source", group=GRP8)

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

plInput = input.float(1.5, title="P/L Ratio", step=0.1, minval=0.1)


// long entery conditions 
longConditionsStoRSI = (k > d)
longSupertrend = close > (direction2 < 0 ? supertrend2 : na)
longConditionEMA = close > ta.ema(src1, len1)

longconditions = longConditionsStoRSI and longSupertrend and longConditionEMA  

// short entery conditions
shortConditionsStoRSI = (k < d)
shortSupertrend = close < (direction2 < 0? na : supertrend2)  
shortconditionEMA = close < ta.ema(src1, len1)

shortconditions = shortConditionsStoRSI and shortSupertrend and shortconditionEMA

// long SL
longstop = (direction1 < 0 ? supertrend1 : na)
longstop := longconditions ? (direction1 < 0 ? supertrend1 : na) : longstop[1]
longprofit = close + ((close - longstop) * plInput)

// short SL
shortstop = (direction1 < 0? na : supertrend1)
shortstop := shortconditions ? (direction1 < 0? na : supertrend1) : shortstop[1]
shortprofit = close - ((shortstop - close) * plInput)

if (longconditions)
    OpenTrade :=false
    strategy.entry("Long", strategy.long,1, oca_type = strategy.oca.cancel)
    strategy.exit("Exit Long", "Long", profit = longprofit, stop = longstop)    

if (shortconditions)
    strategy.entry("Short", strategy.short,1, oca_type = strategy.oca.cancel)
    strategy.exit ("Exit Short", "Short", profit = shortprofit, stop = shortstop)    

plot(longstop, "LS", color = color.red, style=plot.style_line, linewidth = 5)
plot(longprofit, "LP", color = color.green, style=plot.style_line, linewidth = 5)
plot(shortstop, "SS", color = color.orange, style=plot.style_line, linewidth = 5)
plot(shortprofit, "SP", color = color.blue, style=plot.style_line, linewidth = 5)
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1 回答 1

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检查位置strategy.opentrades

var secondTrade = false

isFirstTrade() =>
    if not secondTrade and strategy.opentrades == 0  
        true
    else
        false

if (longconditions and (isFirstTrade() or secondTrade) )
    strategy.entry("Long", strategy.long,1, oca_type = strategy.oca.cancel)
    strategy.exit("Exit Long", "Long", profit = longprofit, stop = longstop)    
    secondTrade := true

if (shortconditions and (isFirstTrade() or secondTrade) )
    strategy.entry("Short", strategy.short,1, oca_type = strategy.oca.cancel)
    strategy.exit ("Exit Short", "Short", profit = shortprofit, stop = shortstop)    
    secondTrade := true
于 2021-11-24T12:27:56.283 回答