如何在某些天后从 `strategy.entry` 退出

Question

我似乎无法弄清楚从交易入场的特定时间间隔退出交易的语法。任何帮助将不胜感激。

if (crossover(delta, 0))
    strategy.entry("Long", strategy.long, comment="Long")
    strategy.exit("Exit", "Long", when = 15)

上面的代码我想exit 15 天后的多头头寸。但是好像不行。

Answer 1

我想出了一个解决方案。我创建了另一个 if 语句但偏移了 15 天触发。我还将交叉设置为一个变量。见代码：

buy = (crossover(delta, 0))

if (buy)
    strategy.entry("Long", strategy.long, comment="Long")
if (buy[15])
    strategy.close("Long")

Answer 2

尝试barssince

// Example - Buy when the price closes below 22

myEntry = close  < 22

strategy.entry(id= "sample", long = strategy.long, when= myEntry)

// Close 10 bar periods after the condition that triggered the entry

strategy.close(id = "sample", when = barssince(myEntry) >= 10)

如何在某些天后从 `strategy.entry` 退出

How to exit after certain days from `strategy.entry`

trading

stock

pine-script