基于Pivot High/Low信号的买卖策略Pine Script完整代码请求

以下是完善后的完整代码，实现Pivot High信号买入、Pivot Low信号卖出的交易逻辑：

//@version=5
strategy("Pivot High & Low 交易策略", overlay = true, initial_capital=10000, default_qty_type=strategy.cash, default_qty_value=1000, commission_type=strategy.commission.percent, commission_value=0.1)

// 定义识别Pivot所需的前后K线数量
leftbars = 5
rightbars = 5

// 识别Pivot高低点
pivLow = ta.pivotlow(leftbars, rightbars)
pivHigh = ta.pivothigh(leftbars, rightbars)

// 绘制Pivot信号标记，区分高低点样式
plotshape(pivHigh, style = shape.labelup, location = location.abovebar, offset = -rightbars, color=color.red, text="Pivot High", textcolor=color.white)
plotshape(pivLow, style = shape.labeldown, location = location.belowbar, offset = -rightbars, color=color.green, text="Pivot Low", textcolor=color.white)

// 判断当前持仓状态
is_long = strategy.position_size > 0

// 买入逻辑：出现Pivot High且无持仓时开多单
if pivHigh and not is_long
    strategy.entry("做多", strategy.long)

// 卖出逻辑：出现Pivot Low且持有多单时平仓
if pivLow and is_long
    strategy.close("做多")

代码说明 #

• 新增了策略回测的基础参数（初始资金、下单金额、佣金比例），让回测更贴近实盘场景
• 优化了信号标记的视觉样式，用不同颜色和文字清晰区分高低点信号
• 加入持仓状态判断，避免重复开仓导致的仓位异常
• 严格按照需求实现：Pivot High触发买入，Pivot Low触发卖出平仓

内容的提问来源于stack exchange，提问作者bipin mahale