Pine 脚本：如果 x -> 百分比停止 else -> ATR 停止

Question

我正在尝试为我的百分比追踪止损添加一个触发器，同时为未触发追踪止损的时间设置 ATR 止损。请记住，我对编码还很陌生。

尾随触发是在慢速 MA 之上的快速 MA 和 ATR 止损的初始止损。触发器和初始停止的类型并不那么重要。问题是我不知道如何同时实现它们。可以像我在这里尝试的那样简单吗？止损单独工作，但同时使用时，它仅使用 ATR 止损（从不追踪止损）并且仅当快速 MA 低于慢速 MA（未满足触发条件）时才使用。当快速 MA 高于慢速 MA 时，它永远不会触发停止，但如果我删除带有 ATR 停止的 else 语句，它会正常工作。现在对我来说没有意义。

非常感谢一些指导！

//Moving Average calculation and plotting
Not important

//ATR input
ATR = input(14, step=1, title='ATR periode')
LongstopMult = input(3, step=0.1, title='ATR Long Stop Multiplier')

//Trailing stop inputs
longTrailPerc = input(title="Trail Long Loss (%)",
     type=float, minval=0.0, step=0.1, defval=4.6) * 0.01

// Determine trail stop loss prices
longStopPrice = 0.0

longStopPrice := if (strategy.position_size > 0)
    stopValue = close * (1 - longTrailPerc)
    max(stopValue, longStopPrice[1])
else
    0

//Strategy entry conditions
XXX

// Submit exit orders for trail stop loss price
if (fastSMMA > slowSMMAlong)
    strategy.exit(id="XL TRL STP1", stop=longStopPrice)

else
    stop_level = low - (ATR * LongstopMult)
    strategy.exit("TP/SL", stop=stop_level)

Answer 1

您可以切换 longStopPrice 值并仅使用 1 个 strategy.exit 函数，如下所示。

fastSMMA = sma(close, 20) 
slowSMMAlong = sma(close, 200)

//ATR input
ATR = input(14, step=1, title='ATR periode')
LongstopMult = input(3, step=0.1, title='ATR Long Stop Multiplier')

//Trailing stop inputs
longTrailPerc = input(title="Trail Long Loss (%)",
     type=float, minval=0.0, step=0.1, defval=4.6) * 0.01

// Determine trail stop loss prices
longStopPrice = 0.0


if fastSMMA > slowSMMAlong
    longStopPrice := if (strategy.position_size > 0)
        stopValue = close * (1 - longTrailPerc)
        max(stopValue, longStopPrice[1])
    else
        0
else
    longStopPrice := low - (ATR * LongstopMult)

// debug
bgcolor(fastSMMA > slowSMMAlong ? red : na) // highlight the type of trigger
plot(longStopPrice, style = stepline, offset = 1) // print the exit line on the chart

//Strategy entry conditions // example entry
strategy.entry("enter long", true, 1, when = open > high[20]) 

// Submit exit orders for trail stop loss price
strategy.exit(id="XL TRL STP1", stop=longStopPrice)

Answer 2

不过我现在遇到了另一个问题。我无法让 TrailPerc 用于短裤。我试过把一切都改成相反的。

这是布局，我唯一更改的是“strategy.position_size < 0”。你会改变什么让它在短裤上工作？

longTrailPerc = input(title="Trail Long Loss (%)",
     type=float, minval=0.0, step=0.1, defval=0.19) * 0.01

shortTrailPerc = input(title="Trail Short Loss (%)",
     type=float, minval=0.0, step=0.1, defval=0.19) * 0.01

// Determine trail stop loss prices
longStopPrice = 0.0
shortStopPrice = 0.0

longStopPrice := if (strategy.position_size > 0)
    stopValue = low * (1 - longTrailPerc)
    max(stopValue, longStopPrice[1])
else
    0

shortStopPrice := if (strategy.position_size < 0)
    stopValue = high * (1 - shortTrailPerc)
    max(stopValue, longStopPrice[1])
else
    0

Pine 脚本：如果 x -> 百分比停止 else -> ATR 停止

Pine Script: If x -> percentage stop else -> ATR stop

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