Pine Script策略问题：如何确保Stochastic的K、D值同时满足超买超卖？

编写Pine Script策略，需同时满足以下条件触发交易：

• 特定K线形态
• Stochastic指标超买/超卖（做多要求K、D值均≤30；做空要求K、D值均≥70）
• SMA均线交叉

目前遇到问题：99%场景条件正常，但偶尔触发交易的K线收盘时，Stochastic的K值满足要求，D值却未达标。尝试添加历史运算符、修改bar状态后问题仍存在。

（截图显示触发K线的Stochastic值未满足双值条件）

附原策略代码：

strategy("My Strategy", 
 overlay=true, 
 initial_capital = 10000, 
 currency = 'USDT', 
 default_qty_type = strategy.percent_of_equity, 
 default_qty_value = 100)

//Get user input
var g_rsi = 'Rsi Settings'
periodK = input.int(5, title="%K Length", minval=1, group = g_rsi)
smoothK = input.int(3, title="%K Smoothing", minval=1, group = g_rsi)
periodD = input.int(3, title="%D Smoothing", minval=1, group = g_rsi)
upperBand = input.int(title="Upper Band", defval=70, group = g_rsi)
lowerBand = input.int(title="Lower Band", defval=30, group = g_rsi)

//Get sma Lookback input
var g_sma = 'SMA Lookback'
smaLookback = input.int(title = 'SMA Lookback', defval = 20, group = g_sma)
smaLookback1 = input.int(title = 'SMA Lookback', defval = 50, group = g_sma)

//Get R:R inputs
var g_rr = 'Risk:Reward Settings'
multiplier = input.float(title = 'ATR Multiplier', defval = 1.0, group = g_rr, tooltip = 'Multiplies SL and TP based on ATR eg. 1:1, 2:2')
rr         = input.float(title = 'Risk:Reward', defval = 3.4, group = g_rr, tooltip = 'Adjusts your profit Level, eg. 2:1, 3:1, 4:1')
rrlookback   = input.int(title = 'Lookback', defval = 1, group = g_rr)

//Get ATR value
atr = ta.atr(14)

//Get SMA TA
sma1 = ta.sma(close, smaLookback)
sma2 = ta.sma(close, smaLookback1)

//Get stoch TA
k = ta.sma(ta.stoch(close, high, low, periodK), smoothK)
d = ta.sma(k, periodD)

//Get RSI ob/os filters
isRSIos = k and d <= lowerBand
isRSIob = k and d >= upperBand


//Get SMA crossovers
islongEntrysma     = sma1 > sma2
isshortEntrysma    = sma1 < sma2

//Get long candle patterns
lessthanprevHigh  = high < high[1]
bullishCandle = close > open
long = lessthanprevHigh and bullishCandle

//Get short candle patterns
greaterthanprevLow = low > low[1]
bearishCandle = close < open
short = greaterthanprevLow and bearishCandle

//Get entry conditions
buyCondition = long and islongEntrysma and isRSIos and not na(atr) and barstate.isconfirmed
sellCondition = short and isshortEntrysma and isRSIob and not na(atr) and barstate.isconfirmed

//Calculate stops and targets
longStop         = ta.lowest(low, rrlookback) - (atr * multiplier)
shortStop        = ta.highest(high, rrlookback) + (atr * multiplier)
longStopDistance = close - longStop
shortStoDistance = shortStop - close
longTarget       = close + (longStopDistance * rr)
shortTarget      = close - (shortStoDistance * rr)

//Save stops and targets
var t_stop = 0.0
var t_target = 0.0

//Enter our buy order
if buyCondition and strategy.position_size == 0
    t_stop := longStop
    t_target := longTarget
    strategy.entry(id = 'Long', direction = strategy.long)//here we are asking, is buySignal true? if so, enter our trade using strategy.entry with a id(title), of 'Long' and direction of long


//Enter our sell order
if sellCondition and strategy.position_size == 0
    t_stop := shortStop
    t_target := shortTarget
    strategy.entry(id = 'Short', direction = strategy.short)//here we are asking, is buySignal true? if so, enter our trade using strategy.entry with a id(title), of 'Long' and direction of long

//Manage exit orders
strategy.exit(id = 'Long Exit', from_entry = 'Long', limit = t_target, stop = t_stop, when = strategy.position_size > 0)
strategy.exit(id = 'Short Exit', from_entry = 'Short', limit = t_target, stop = t_stop, when = strategy.position_size < 0)

//Plot SL and TP targets
plot(strategy.position_size != 0 ? t_stop : na, color = color.red, style = plot.style_linebr)
plot(strategy.position_size != 0 ? t_target : na, color = color.green, style = plot.style_linebr)

核心错误出在Stochastic超买/超卖条件的逻辑判断上：
原代码中isRSIos = k and d <= lowerBand的写法错误，Pine Script中数值类型在布尔判断里会被当作非零即真，所以这行实际是判断k不为0 且 d≤30，而非k≤30 且 d≤30。同理做空条件isRSIob = k and d >= upperBand也是错误逻辑，导致偶尔出现K满足但D不达标时触发交易的情况。

修改超买/超卖条件的判断逻辑，明确要求K和D同时满足阈值条件：

// 修正后的Stochastic超买/超卖条件
isRSIos = k <= lowerBand and d <= lowerBand
isRSIob = k >= upperBand and d >= upperBand

strategy("My Strategy", 
 overlay=true, 
 initial_capital = 10000, 
 currency = 'USDT', 
 default_qty_type = strategy.percent_of_equity, 
 default_qty_value = 100)

//Get user input
var g_rsi = 'Rsi Settings'
periodK = input.int(5, title="%K Length", minval=1, group = g_rsi)
smoothK = input.int(3, title="%K Smoothing", minval=1, group = g_rsi)
periodD = input.int(3, title="%D Smoothing", minval=1, group = g_rsi)
upperBand = input.int(title="Upper Band", defval=70, group = g_rsi)
lowerBand = input.int(title="Lower Band", defval=30, group = g_rsi)

//Get sma Lookback input
var g_sma = 'SMA Lookback'
smaLookback = input.int(title = 'SMA Lookback', defval = 20, group = g_sma)
smaLookback1 = input.int(title = 'SMA Lookback', defval = 50, group = g_sma)

//Get R:R inputs
var g_rr = 'Risk:Reward Settings'
multiplier = input.float(title = 'ATR Multiplier', defval = 1.0, group = g_rr, tooltip = 'Multiplies SL and TP based on ATR eg. 1:1, 2:2')
rr         = input.float(title = 'Risk:Reward', defval = 3.4, group = g_rr, tooltip = 'Adjusts your profit Level, eg. 2:1, 3:1, 4:1')
rrlookback   = input.int(title = 'Lookback', defval = 1, group = g_rr)

//Get ATR value
atr = ta.atr(14)

//Get SMA TA
sma1 = ta.sma(close, smaLookback)
sma2 = ta.sma(close, smaLookback1)

//Get stoch TA
k = ta.sma(ta.stoch(close, high, low, periodK), smoothK)
d = ta.sma(k, periodD)

// 修正后的Stochastic超买/超卖条件
isRSIos = k <= lowerBand and d <= lowerBand
isRSIob = k >= upperBand and d >= upperBand

//Get SMA crossovers
islongEntrysma     = sma1 > sma2
isshortEntrysma    = sma1 < sma2

//Get long candle patterns
lessthanprevHigh  = high < high[1]
bullishCandle = close > open
long = lessthanprevHigh and bullishCandle

//Get short candle patterns
greaterthanprevLow = low > low[1]
bearishCandle = close < open
short = greaterthanprevLow and bearishCandle

//Get entry conditions
buyCondition = long and islongEntrysma and isRSIos and not na(atr) and barstate.isconfirmed
sellCondition = short and isshortEntrysma and isRSIob and not na(atr) and barstate.isconfirmed

//Calculate stops and targets
longStop         = ta.lowest(low, rrlookback) - (atr * multiplier)
shortStop        = ta.highest(high, rrlookback) + (atr * multiplier)
longStopDistance = close - longStop
shortStoDistance = shortStop - close
longTarget       = close + (longStopDistance * rr)
shortTarget      = close - (shortStoDistance * rr)

//Save stops and targets
var t_stop = 0.0
var t_target = 0.0

//Enter our buy order
if buyCondition and strategy.position_size == 0
    t_stop := longStop
    t_target := longTarget
    strategy.entry(id = 'Long', direction = strategy.long)

//Enter our sell order
if sellCondition and strategy.position_size == 0
    t_stop := shortStop
    t_target := shortTarget
    strategy.entry(id = 'Short', direction = strategy.short)

//Manage exit orders
strategy.exit(id = 'Long Exit', from_entry = 'Long', limit = t_target, stop = t_stop, when = strategy.position_size > 0)
strategy.exit(id = 'Short Exit', from_entry = 'Short', limit = t_target, stop = t_stop, when = strategy.position_size < 0)

//Plot SL and TP targets
plot(strategy.position_size != 0 ? t_stop : na, color = color.red, style = plot.style_linebr)
plot(strategy.position_size != 0 ? t_target : na, color = color.green, style = plot.style_linebr)

内容的提问来源于stack exchange，提问作者maxi974