策略退出未正确触发
Strategy Exit is not triggering correctly
感谢您查看此内容，希望您能帮助我。
我创建了一个同时考虑布林带和 RSI 指标的代码，并在收盘价低于 BB 下轨且 RSI 显示超卖时创建了一个策略，信号是买入并退出应该是当收盘价回到布林带的基线上方时。
此外，当收盘价高于布林带上轨且 RSI 显示超买时，则为卖出信号，当收盘价回到布林带基线下方时应出场。
但是，出口有问题，因为它有时会正确触发，有时却不会。请注意，我已经补充说，如果反向移动 200 点，则应该平仓。
下面是代码。请让我知道我做错了什么。谢谢！
// © hkanaan0
//@version=3
// 1. Define strategy settings
strategy(title="Bollinger Breakout", overlay=true,
pyramiding=0, initial_capital=100000,
commission_type=strategy.commission.cash_per_order,
commission_value=4, slippage=2)
smaLength = input(title="SMA Length", type=integer, defval=50)
stdLength = input(title="StdDev Length", type=integer, defval=50)
ubOffset = input(title="Upper Band Offset", type=float, defval=2, step=0.5)
lbOffset = input(title="Lower Band Offset", type=float, defval=2, step=0.5)
usePosSize = input(title="Use Position Sizing?", type=bool, defval=true)
riskPerc = input(title="Risk %", type=float, defval=0.5, step=0.25)
rsiSource = input(title = "RSI Source", type = source, defval = hlc3)
rsiLength = input(title = "RSI Length", type = integer, defval = 14)
rsiOverbought = input(title = "RSI Overbought Level", type = integer, defval = 70)
rsiOversold = input(title = "RSI Oversold Level", type = integer, defval = 30)
// 2. Calculate strategy values
rsiValue = rsi(rsiSource, rsiLength)
isRSIOB = rsiValue >= rsiOverbought
isRSIOS = rsiValue <= rsiOversold
isBullish = crossover(rsiValue, 55)
isBearish = crossunder(rsiValue, 45)
smaValue = sma(hlc3, smaLength)
stdDev = stdev(hlc3, stdLength)
upperBand = smaValue + (stdDev * ubOffset)
lowerBand = smaValue - (stdDev * lbOffset)
riskEquity = (riskPerc / 100) * strategy.equity
atrCurrency = (atr(20) * syminfo.pointvalue)
posSize = usePosSize ? floor(riskEquity / atrCurrency) : 1
// 3. Output strategy data
plot(series=smaValue, title="SMA", color=blue, linewidth=2)
plot(series=upperBand, title="UB", color=green,
linewidth=4)
plot(series=lowerBand, title="LB", color=red,
linewidth=4)
//plotshape(isRSIOB, title="Overbought" , location=location.abovebar , color=red , transp=0 , style=shape.triangledown , text="Sell")
//plotshape(isRSIOS, title = "Oversold", location = location.belowbar, color =lime, transp = 0, style = shape.triangleup, text = "Buy")
plotshape(isBullish, title = "Bullish Momentum", location=location.abovebar, color=lime, transp = 0, style = shape.arrowup, text = "Bullish")
plotshape(isBearish, title = "Bearish Momentum", location=location.belowbar, color=red, transp = 0, style = shape.arrowdown, text = "Bearish")
// 4. Determine long trading conditions
enterLong = crossunder(close, lowerBand) and isRSIOS
exitLong = crossover(close, smaValue)
// 5. Code short trading conditions
enterShort = crossover(close, upperBand) and isRSIOB
exitShort = crossunder(close, smaValue)
// 6. Submit entry orders
if (enterLong)
strategy.order(id="Enter Long", long=true, qty=posSize)
if (enterShort)
strategy.order(id="Enter Short", long=false, qty=posSize)
// 7. Submit exit orders
strategy.exit(id="Exit Long", when=exitLong, loss = 200)
strategy.exit(id="Exit Short", when=exitShort, loss = 200)```
发生的事情是在 exit_short 或 exit_long 触发时计算 200 点。因此，如果 exit_short 在 12000 触发，价格订单只会在 11800 发生，即使您在 13000 做空。
为了解决这个问题，我计算了您进入市场时的止损价：
opened_order = strategy.position_size[0] != 0 and strategy.position_size[1] == 0
如果您当时不在，但现在在，strategy.position_size 会发生变化。所以我用valuewhen(opened_order, close, 0)来获取开单时的收盘价。我采用此价格加上 +- 200 个跳动点，具体取决于订单开仓的方向。
最终，如果当前low/high触及止损价，则平仓。我也做了不同的评论，所以你可以看看交易是否已经停止，或者你是否获利了结。为此，我必须将 PineScript 更新到 v4，所以如果你不想要这些评论，你可以删除它们。
这是代码：
// Strategy settings
strategy(title="Bollinger Breakout", overlay=true,
pyramiding=0, initial_capital=100000,
calc_on_order_fills = true,
commission_type=strategy.commission.cash_per_order,
commission_value=4, slippage=2)
smaLength = input(title="SMA Length", defval=50)
stdLength = input(title="StdDev Length", defval=50)
ubOffset = input(title="Upper Band Offset", defval=2, step=0.5)
lbOffset = input(title="Lower Band Offset", defval=2, step=0.5)
usePosSize = input(title="Use Position Sizing?", defval=false)
riskPerc = input(title="Risk %", defval=2.5, step=0.25)
rsiSource = input(title = "RSI Source", defval = hlc3)
rsiLength = input(title = "RSI Length", defval = 14)
rsiOverbought = input(title = "RSI Overbought Level", defval = 70)
rsiOversold = input(title = "RSI Oversold Level", defval = 30)
// Calculate strategy values
rsiValue = rsi(rsiSource, rsiLength)
isRSIOB = rsiValue >= rsiOverbought
isRSIOS = rsiValue <= rsiOversold
isBullish = crossover(rsiValue, 55)
isBearish = crossunder(rsiValue, 45)
smaValue = sma(hlc3, smaLength)
stdDev = stdev(hlc3, stdLength)
upperBand = smaValue + (stdDev * ubOffset)
lowerBand = smaValue - (stdDev * lbOffset)
riskEquity = (riskPerc / 100) * strategy.equity
atrCurrency = (atr(20) * syminfo.pointvalue)
posSize = usePosSize ? floor(riskEquity / atrCurrency) : 1
in_market = strategy.opentrades != 0
opened_order = strategy.position_size[0] != 0 and strategy.position_size[1] == 0
is_long = strategy.position_size > 0
is_short = strategy.position_size < 0
bought = is_long[0] and not is_long[1]
sold = is_short[0] and not is_short[1]
// Output strategy data
plot(series=smaValue, title="SMA", color=color.blue, linewidth=2)
plot(series=upperBand, title="UB", color=color.green, linewidth=4)
plot(series=lowerBand, title="LB", color=color.red, linewidth=4)
// Determine long trading conditions
enterLong = crossunder(close, lowerBand) and isRSIOS
plotshape(enterLong, title="Entry long signal", location=location.abovebar, color=color.lime, style=shape.triangledown)
exitLong = crossover(close, smaValue)
// Determine short trading conditions
enterShort = crossover(close, upperBand) and isRSIOB
plotshape(enterShort, title="Entry short signal", location=location.belowbar, color=color.red, style = shape.triangleup)
exitShort = crossunder(close, smaValue)
// Stop loss calculations
moving_stop_price_long = not in_market ? close - (200 * syminfo.mintick) : na
moving_stop_price_short = not in_market ? close + (200 * syminfo.mintick) : na
stop_price = is_long ? valuewhen(bought, close[1], 0) - (200 * syminfo.mintick): is_short ? valuewhen(sold, close[1], 0) + (200 * syminfo.mintick) : na
plot(stop_price ? stop_price : stop_price[1], "Stop price", color.red, 2, plot.style_linebr)
// Submit entry orders
if enterLong and not in_market
strategy.order(id="Long", long=true, qty=posSize)
if enterShort and not in_market
strategy.order(id="Short", long=false, qty=posSize)
// Submit exit orders
if is_long
strategy.exit("Long", limit=exitLong ? close : na, stop=stop_price)
if is_short
strategy.exit("Short", limit=exitShort ? close : na, stop=stop_price)
感谢您查看此内容，希望您能帮助我。
我创建了一个同时考虑布林带和 RSI 指标的代码，并在收盘价低于 BB 下轨且 RSI 显示超卖时创建了一个策略，信号是买入并退出应该是当收盘价回到布林带的基线上方时。
此外，当收盘价高于布林带上轨且 RSI 显示超买时，则为卖出信号，当收盘价回到布林带基线下方时应出场。
但是，出口有问题，因为它有时会正确触发，有时却不会。请注意，我已经补充说，如果反向移动 200 点，则应该平仓。
下面是代码。请让我知道我做错了什么。谢谢！
// © hkanaan0
//@version=3
// 1. Define strategy settings
strategy(title="Bollinger Breakout", overlay=true,
pyramiding=0, initial_capital=100000,
commission_type=strategy.commission.cash_per_order,
commission_value=4, slippage=2)
smaLength = input(title="SMA Length", type=integer, defval=50)
stdLength = input(title="StdDev Length", type=integer, defval=50)
ubOffset = input(title="Upper Band Offset", type=float, defval=2, step=0.5)
lbOffset = input(title="Lower Band Offset", type=float, defval=2, step=0.5)
usePosSize = input(title="Use Position Sizing?", type=bool, defval=true)
riskPerc = input(title="Risk %", type=float, defval=0.5, step=0.25)
rsiSource = input(title = "RSI Source", type = source, defval = hlc3)
rsiLength = input(title = "RSI Length", type = integer, defval = 14)
rsiOverbought = input(title = "RSI Overbought Level", type = integer, defval = 70)
rsiOversold = input(title = "RSI Oversold Level", type = integer, defval = 30)
// 2. Calculate strategy values
rsiValue = rsi(rsiSource, rsiLength)
isRSIOB = rsiValue >= rsiOverbought
isRSIOS = rsiValue <= rsiOversold
isBullish = crossover(rsiValue, 55)
isBearish = crossunder(rsiValue, 45)
smaValue = sma(hlc3, smaLength)
stdDev = stdev(hlc3, stdLength)
upperBand = smaValue + (stdDev * ubOffset)
lowerBand = smaValue - (stdDev * lbOffset)
riskEquity = (riskPerc / 100) * strategy.equity
atrCurrency = (atr(20) * syminfo.pointvalue)
posSize = usePosSize ? floor(riskEquity / atrCurrency) : 1
// 3. Output strategy data
plot(series=smaValue, title="SMA", color=blue, linewidth=2)
plot(series=upperBand, title="UB", color=green,
linewidth=4)
plot(series=lowerBand, title="LB", color=red,
linewidth=4)
//plotshape(isRSIOB, title="Overbought" , location=location.abovebar , color=red , transp=0 , style=shape.triangledown , text="Sell")
//plotshape(isRSIOS, title = "Oversold", location = location.belowbar, color =lime, transp = 0, style = shape.triangleup, text = "Buy")
plotshape(isBullish, title = "Bullish Momentum", location=location.abovebar, color=lime, transp = 0, style = shape.arrowup, text = "Bullish")
plotshape(isBearish, title = "Bearish Momentum", location=location.belowbar, color=red, transp = 0, style = shape.arrowdown, text = "Bearish")
// 4. Determine long trading conditions
enterLong = crossunder(close, lowerBand) and isRSIOS
exitLong = crossover(close, smaValue)
// 5. Code short trading conditions
enterShort = crossover(close, upperBand) and isRSIOB
exitShort = crossunder(close, smaValue)
// 6. Submit entry orders
if (enterLong)
strategy.order(id="Enter Long", long=true, qty=posSize)
if (enterShort)
strategy.order(id="Enter Short", long=false, qty=posSize)
// 7. Submit exit orders
strategy.exit(id="Exit Long", when=exitLong, loss = 200)
strategy.exit(id="Exit Short", when=exitShort, loss = 200)```
发生的事情是在 exit_short 或 exit_long 触发时计算 200 点。因此，如果 exit_short 在 12000 触发，价格订单只会在 11800 发生，即使您在 13000 做空。
为了解决这个问题，我计算了您进入市场时的止损价：
opened_order = strategy.position_size[0] != 0 and strategy.position_size[1] == 0
如果您当时不在，但现在在，strategy.position_size 会发生变化。所以我用valuewhen(opened_order, close, 0)来获取开单时的收盘价。我采用此价格加上 +- 200 个跳动点，具体取决于订单开仓的方向。
最终，如果当前low/high触及止损价，则平仓。我也做了不同的评论，所以你可以看看交易是否已经停止，或者你是否获利了结。为此，我必须将 PineScript 更新到 v4，所以如果你不想要这些评论，你可以删除它们。
这是代码：
// Strategy settings
strategy(title="Bollinger Breakout", overlay=true,
pyramiding=0, initial_capital=100000,
calc_on_order_fills = true,
commission_type=strategy.commission.cash_per_order,
commission_value=4, slippage=2)
smaLength = input(title="SMA Length", defval=50)
stdLength = input(title="StdDev Length", defval=50)
ubOffset = input(title="Upper Band Offset", defval=2, step=0.5)
lbOffset = input(title="Lower Band Offset", defval=2, step=0.5)
usePosSize = input(title="Use Position Sizing?", defval=false)
riskPerc = input(title="Risk %", defval=2.5, step=0.25)
rsiSource = input(title = "RSI Source", defval = hlc3)
rsiLength = input(title = "RSI Length", defval = 14)
rsiOverbought = input(title = "RSI Overbought Level", defval = 70)
rsiOversold = input(title = "RSI Oversold Level", defval = 30)
// Calculate strategy values
rsiValue = rsi(rsiSource, rsiLength)
isRSIOB = rsiValue >= rsiOverbought
isRSIOS = rsiValue <= rsiOversold
isBullish = crossover(rsiValue, 55)
isBearish = crossunder(rsiValue, 45)
smaValue = sma(hlc3, smaLength)
stdDev = stdev(hlc3, stdLength)
upperBand = smaValue + (stdDev * ubOffset)
lowerBand = smaValue - (stdDev * lbOffset)
riskEquity = (riskPerc / 100) * strategy.equity
atrCurrency = (atr(20) * syminfo.pointvalue)
posSize = usePosSize ? floor(riskEquity / atrCurrency) : 1
in_market = strategy.opentrades != 0
opened_order = strategy.position_size[0] != 0 and strategy.position_size[1] == 0
is_long = strategy.position_size > 0
is_short = strategy.position_size < 0
bought = is_long[0] and not is_long[1]
sold = is_short[0] and not is_short[1]
// Output strategy data
plot(series=smaValue, title="SMA", color=color.blue, linewidth=2)
plot(series=upperBand, title="UB", color=color.green, linewidth=4)
plot(series=lowerBand, title="LB", color=color.red, linewidth=4)
// Determine long trading conditions
enterLong = crossunder(close, lowerBand) and isRSIOS
plotshape(enterLong, title="Entry long signal", location=location.abovebar, color=color.lime, style=shape.triangledown)
exitLong = crossover(close, smaValue)
// Determine short trading conditions
enterShort = crossover(close, upperBand) and isRSIOB
plotshape(enterShort, title="Entry short signal", location=location.belowbar, color=color.red, style = shape.triangleup)
exitShort = crossunder(close, smaValue)
// Stop loss calculations
moving_stop_price_long = not in_market ? close - (200 * syminfo.mintick) : na
moving_stop_price_short = not in_market ? close + (200 * syminfo.mintick) : na
stop_price = is_long ? valuewhen(bought, close[1], 0) - (200 * syminfo.mintick): is_short ? valuewhen(sold, close[1], 0) + (200 * syminfo.mintick) : na
plot(stop_price ? stop_price : stop_price[1], "Stop price", color.red, 2, plot.style_linebr)
// Submit entry orders
if enterLong and not in_market
strategy.order(id="Long", long=true, qty=posSize)
if enterShort and not in_market
strategy.order(id="Short", long=false, qty=posSize)
// Submit exit orders
if is_long
strategy.exit("Long", limit=exitLong ? close : na, stop=stop_price)
if is_short
strategy.exit("Short", limit=exitShort ? close : na, stop=stop_price)