关于自动化多头订单和空头订单的问题
Question about Automating Long vs Short Orders
我一直在研究一个 pine 编辑器脚本,当先前的蜡烛收盘价(和当前价格)高于 Ichimoku Cloud 的“Lead Line 1”和“Lead Line 2”时,该脚本应该下多单指标,以及当先前的蜡烛收盘价(和当前价格)低于两条线时的空头订单。此外,下单时,止损应设置为高于(对于空头头寸)或低于(对于多头头寸)入场价的 ATR 的 2 倍。这通过蜡烛上方和下方的拖尾线直观地显示出来。止盈应该是止损和入场价差的 1.5 倍。
正如您将从我的屏幕截图中看到的那样,多头和空头条目似乎可以在任何地方进行,我也不太确定止损和获利功能是否正常工作。
这张图片显示了在云内和云下都持有的多头头寸(我都不想要)
这张图片显示了在云层上方的空头头寸,这也不应该发生。
有人能解决这个问题吗?我将附上我的代码,但我将非常感谢您提供的任何帮助或建议。
//@version=4
strategy("Ichimoku Cloud, STC, CMF, and ATR Strategy", shorttitle="Strategy", overlay=true)
// Ichimoku Cloud
conversionPeriods = input(defval=20, minval=1, title="Ichimoku Conversion Line Length", group="Ichimoku Cloud")
basePeriods = input(30, minval=1, title="Ichimoku Base Line Length", group="Ichimoku Cloud")
laggingSpan2Periods = input(120, minval=1, title="Ichimoku Lagging Span 2 Length", group="Ichimoku Cloud")
displacement = input(60, minval=1, title="Ichimoku Displacement", group="Ichimoku Cloud")
donchian(len) => avg(lowest(len), highest(len))
conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)
p1 = plot(leadLine1, offset = displacement - 1, color=color.green,
title="Lead 1")
p2 = plot(leadLine2, offset = displacement - 1, color=color.red,
title="Lead 2")
fill(p1, p2, color = leadLine1 > leadLine2 ? color.green : color.red)
// Average True Range (ATR)
ATR = atr(input(defval=14, type=input.integer, title="ATR", group="Averge True Range (ATR)"))[1]
Multip = input(defval=2, type=input.integer, title="Multiplier", group="Averge True Range (ATR)")
// Risk to Reward Ratio (RR)
rr = input(defval=2.0, title="Risk to Reward Ratio", group="Risk to Reward Ratio")
// Stop Loss & Target Price
longStopPrice = low - ATR * Multip
longStopDistance = close - longStopPrice
longTargetPrice = close + (longStopDistance * rr)
shortStopPrice = high + ATR * Multip
shortStopDistance = close + shortStopPrice
shortTargetPrice = close - (shortStopDistance * rr)
plot(longStopPrice,"Long Stop Loss")
plot(shortStopPrice,"Short Stop Loss")
// Long vs. Short Positon
validLong = close[1] > leadLine1 and close[1] > leadLine2
validShort = close[1] < leadLine1 and close[1] < leadLine2
// Enter trades whenever a valid setup is detected
strategy.entry(id="Long", long=strategy.long, when=validLong)
strategy.entry(id="Short", long=strategy.short, when=validShort)
// Exit trades whenever our stop or target is hit
strategy.exit(id="Long Exit", from_entry="Long", limit=longTargetPrice, stop=longStopPrice, when=strategy.position_size > 0)
strategy.exit(id="Short Exit", from_entry="Short", limit=shortTargetPrice, stop=shortStopPrice, when=strategy.position_size < 0)
非常感谢!
尝试在没有偏移的情况下绘制您的引线。这两条线的情节和实际数据可能令人困惑。
你必须考虑位移。当引导线偏移到未来时,当前收盘价实际上是 above/below 引导线的历史值。例如
validLong = close[1] > leadLine1[displacement - 1] and close[1] > leadLine2[displacement - 1]
我一直在研究一个 pine 编辑器脚本,当先前的蜡烛收盘价(和当前价格)高于 Ichimoku Cloud 的“Lead Line 1”和“Lead Line 2”时,该脚本应该下多单指标,以及当先前的蜡烛收盘价(和当前价格)低于两条线时的空头订单。此外,下单时,止损应设置为高于(对于空头头寸)或低于(对于多头头寸)入场价的 ATR 的 2 倍。这通过蜡烛上方和下方的拖尾线直观地显示出来。止盈应该是止损和入场价差的 1.5 倍。
正如您将从我的屏幕截图中看到的那样,多头和空头条目似乎可以在任何地方进行,我也不太确定止损和获利功能是否正常工作。
这张图片显示了在云内和云下都持有的多头头寸(我都不想要)
这张图片显示了在云层上方的空头头寸,这也不应该发生。
有人能解决这个问题吗?我将附上我的代码,但我将非常感谢您提供的任何帮助或建议。
//@version=4
strategy("Ichimoku Cloud, STC, CMF, and ATR Strategy", shorttitle="Strategy", overlay=true)
// Ichimoku Cloud
conversionPeriods = input(defval=20, minval=1, title="Ichimoku Conversion Line Length", group="Ichimoku Cloud")
basePeriods = input(30, minval=1, title="Ichimoku Base Line Length", group="Ichimoku Cloud")
laggingSpan2Periods = input(120, minval=1, title="Ichimoku Lagging Span 2 Length", group="Ichimoku Cloud")
displacement = input(60, minval=1, title="Ichimoku Displacement", group="Ichimoku Cloud")
donchian(len) => avg(lowest(len), highest(len))
conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)
p1 = plot(leadLine1, offset = displacement - 1, color=color.green,
title="Lead 1")
p2 = plot(leadLine2, offset = displacement - 1, color=color.red,
title="Lead 2")
fill(p1, p2, color = leadLine1 > leadLine2 ? color.green : color.red)
// Average True Range (ATR)
ATR = atr(input(defval=14, type=input.integer, title="ATR", group="Averge True Range (ATR)"))[1]
Multip = input(defval=2, type=input.integer, title="Multiplier", group="Averge True Range (ATR)")
// Risk to Reward Ratio (RR)
rr = input(defval=2.0, title="Risk to Reward Ratio", group="Risk to Reward Ratio")
// Stop Loss & Target Price
longStopPrice = low - ATR * Multip
longStopDistance = close - longStopPrice
longTargetPrice = close + (longStopDistance * rr)
shortStopPrice = high + ATR * Multip
shortStopDistance = close + shortStopPrice
shortTargetPrice = close - (shortStopDistance * rr)
plot(longStopPrice,"Long Stop Loss")
plot(shortStopPrice,"Short Stop Loss")
// Long vs. Short Positon
validLong = close[1] > leadLine1 and close[1] > leadLine2
validShort = close[1] < leadLine1 and close[1] < leadLine2
// Enter trades whenever a valid setup is detected
strategy.entry(id="Long", long=strategy.long, when=validLong)
strategy.entry(id="Short", long=strategy.short, when=validShort)
// Exit trades whenever our stop or target is hit
strategy.exit(id="Long Exit", from_entry="Long", limit=longTargetPrice, stop=longStopPrice, when=strategy.position_size > 0)
strategy.exit(id="Short Exit", from_entry="Short", limit=shortTargetPrice, stop=shortStopPrice, when=strategy.position_size < 0)
非常感谢!
尝试在没有偏移的情况下绘制您的引线。这两条线的情节和实际数据可能令人困惑。
你必须考虑位移。当引导线偏移到未来时,当前收盘价实际上是 above/below 引导线的历史值。例如
validLong = close[1] > leadLine1[displacement - 1] and close[1] > leadLine2[displacement - 1]